コード例 #1
0
    def test_update_available_new_remove(self):
        book_update = [[27, 0]]
        current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
        expected = [[13, 28.01], [1.02, 1157.21]]

        update_available(current, book_update, 1)
        assert current == expected

        # [position, price, size]
        book_update = [[0, 36, 0], [1, 38, 0], [0, 38, 3.57]]
        current = [[0, 36, 10.57], [1, 38, 3.57]]
        expected = [[0, 38, 3.57]]

        update_available(current, book_update, 2)
        assert current == expected
コード例 #2
0
    def test_update_available_new_replace(self):
        # [price, size]
        book_update = [[27, 6.9]]
        current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
        expected = [[27, 6.9], [13, 28.01], [1.02, 1157.21]]

        update_available(current, book_update, 1)
        assert current == expected

        # [position, price, size]
        book_update = [[0, 36, 0.57]]
        current = [[0, 36, 10.57], [1, 38, 3.57]]
        expected = [[0, 36, 0.57], [1, 38, 3.57]]

        update_available(current, book_update, 2)
        assert current == expected

        # tests handling of betfair bug, http://forum.bdp.betfair.com/showthread.php?t=3351
        book_update = [[2, 0, 0], [1, 1.01, 9835.74], [0, 1.02, 1126.22]]
        current = [[1, 1.01, 9835.74], [0, 1.02, 1126.22]]
        expected = [[1, 1.01, 9835.74], [0, 1.02, 1126.22]]

        update_available(current, book_update, 2)
        assert current == expected
コード例 #3
0
    def test_update_available_new_update(self):
        # [price, size]
        book_update = [[30, 6.9]]
        current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
        expected = [[27, 0.95], [13, 28.01], [1.02, 1157.21], [30, 6.9]]

        update_available(current, book_update, 1)
        assert current == expected

        book_update = [[30, 6.9], [1.01, 12]]
        current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
        expected = [[27, 0.95], [13, 28.01], [1.02, 1157.21], [30, 6.9],
                    [1.01, 12]]

        update_available(current, book_update, 1)
        assert current == expected

        # [position, price, size]
        book_update = [[0, 36, 0.57]]
        current = []
        expected = [[0, 36, 0.57]]

        update_available(current, book_update, 2)
        assert current == expected