def test_init(self):
# Test for init validation
with self.assertRaises(ValueError):
Timeout(-1.0)
with self.assertRaises(ValueError):
Timeout("1")
def test_cancel_order(self):
# test for cancel order
order = self.order_manager.create_ask_order(
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(10, 'MC')),
Timeout(0))
self.order_manager.cancel_order(order.order_id)
def update_ticks(self, ask_order_dict, bid_order_dict, traded_quantity):
"""
Update ticks according to a TrustChain block containing the status of the ask/bid orders.
:type ask_order_dict: dict
:type bid_order_dict: dict
:type traded_quantity: int
"""
ask_order_id = OrderId(
TraderId(unhexlify(ask_order_dict["trader_id"])),
OrderNumber(ask_order_dict["order_number"]))
bid_order_id = OrderId(
TraderId(unhexlify(bid_order_dict["trader_id"])),
OrderNumber(bid_order_dict["order_number"]))
self._logger.debug(
"Updating ticks in order book: %s and %s (traded quantity: %s)",
str(ask_order_id), str(bid_order_id), str(traded_quantity))
# Update ask tick
ask_exists = self.tick_exists(ask_order_id)
if ask_exists and ask_order_dict["traded"] >= self.get_tick(
ask_order_id).traded:
tick = self.get_tick(ask_order_id)
tick.traded = ask_order_dict["traded"]
if tick.traded >= tick.assets.first.amount:
self.remove_tick(tick.order_id)
self.completed_orders.add(tick.order_id)
elif not ask_exists and ask_order_dict["traded"] < ask_order_dict["assets"]["first"]["amount"] and \
ask_order_id not in self.completed_orders:
new_pair = AssetPair.from_dictionary(ask_order_dict["assets"])
ask = Ask(ask_order_id,
new_pair,
Timeout(ask_order_dict["timeout"]),
Timestamp(ask_order_dict["timestamp"]),
traded=ask_order_dict["traded"])
self.insert_ask(ask)
elif not ask_exists and ask_order_dict["traded"] >= ask_order_dict[
"assets"]["first"]["amount"]:
self.completed_orders.add(ask_order_id)
# Update bid tick
bid_exists = self.tick_exists(bid_order_id)
if bid_exists and bid_order_dict["traded"] >= self.get_tick(
bid_order_id).traded:
tick = self.get_tick(bid_order_id)
tick.traded = bid_order_dict["traded"]
if tick.traded >= tick.assets.first.amount:
self.remove_tick(tick.order_id)
self.completed_orders.add(tick.order_id)
elif not bid_exists and bid_order_dict["traded"] < bid_order_dict["assets"]["first"]["amount"] and \
bid_order_id not in self.completed_orders:
new_pair = AssetPair.from_dictionary(bid_order_dict["assets"])
bid = Bid(bid_order_id,
new_pair,
Timeout(bid_order_dict["timeout"]),
Timestamp(bid_order_dict["timestamp"]),
traded=bid_order_dict["traded"])
self.insert_bid(bid)
elif not bid_exists and bid_order_dict["traded"] >= bid_order_dict[
"assets"]["first"]["amount"]:
self.completed_orders.add(bid_order_id)
def setUp(self):
yield super(PriceTimeStrategyTestSuite, self).setUp()
# Object creation
self.ask = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.ask2 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.ask3 = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(3)),
AssetPair(AssetAmount(40000, 'BTC'), AssetAmount(200, 'MB')),
Timeout(100), Timestamp.now())
self.ask4 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'A'), AssetAmount(3000, 'MB')),
Timeout(100), Timestamp.now())
self.ask5 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'C')),
Timeout(100), Timestamp.now())
self.bid = Bid(
OrderId(TraderId(b'0' * 20), OrderNumber(5)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.bid2 = Bid(
OrderId(TraderId(b'0' * 20), OrderNumber(6)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(11)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(12)),
AssetPair(AssetAmount(600, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(13)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(14)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), False)
self.order_book = OrderBook()
self.price_time_strategy = PriceTimeStrategy(self.order_book)
def bid_order():
return Order(OrderId(TraderId(b'9' * 20), OrderNumber(13)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), False)
def ask():
return Ask(OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
