def test_pricelevel_creation():
pl = PriceLevel(Price("84.5"), 12)
assert pl.price() == Price("84.5")
assert pl.number_of_orders() is None
assert pl.visible_qty() == 12
assert pl.hidden_qty() == 0
pl = PriceLevel(Price("32.134"), 14, 23)
assert pl.price() == Price("32.134")
assert pl.number_of_orders() is None
assert pl.visible_qty() == 14
assert pl.hidden_qty() == 23
class Quote(object):
def __init__(self, market, side, price, visible_qty, hidden_qty=0):
"""
An individual quote expressing a desire to buy or sell a Product for a Price. Visible qty is required and
hidden qty is optional, defaulting to 0 because many markets don't support hidden quantity.
:param market: MarketObjects.Market.Market.
:param side: Side.
:param price: Price.
:param visible_qty: int. Must be greater than 0
:param hidden_qty: int. Must be 0 or more. Optional. Defaults to 0.
"""
assert isinstance(price, Price) or isinstance(price, str)
assert isinstance(side, Side)
assert isinstance(market, Market)
assert isinstance(visible_qty, int)
assert isinstance(hidden_qty, int)
assert visible_qty > 0, "A quote's visible qty must be greater than 0"
assert hidden_qty >= 0, "A quote's hidden qty must be greater than or equal to 0"
use_price = price
if not isinstance(price, Price):
use_price = Price(price)
assert market.is_valid_price(use_price), \
"%s is not a valid price for a product with minimum price increment %s" % \
(str(use_price), str(market.mpi()))
self._side = side
self._market = market
self._price_level = PriceLevel(use_price, visible_qty, hidden_qty, num_orders=1)
def side(self):
"""
Get the side of the market the quote is for
:return: Side
"""
return self._side
def market(self):
"""
Get the market the quote is for
:return: MarketObjects.Market.Market
"""
return self._market
def price(self):
"""
Get the price of the quote
:return: Price.
"""
return self._price_level.price()
def visible_qty(self):
"""
Get the visible qty of the quote
:return: int
"""
return self._price_level.visible_qty()
def hidden_qty(self):
"""
Get the hidden qty of the quote
:return: int
"""
return self._price_level.hidden_qty()
def total_qty(self):
"""
Get the total qty of the quote.
:return: int.
"""
return self._price_level.hidden_qty() + self._price_level.visible_qty()
def is_buy(self):
"""
Tells if you the Quote is a buy or not
:return: bool
"""
return self._side.is_bid()
def is_sell(self):
"""
Tells if you the Quote is a sell or not
:return: bool
"""
return self._side.is_ask()
def __eq__(self, other):
if not isinstance(other, Quote):
return False
return self._price_level == other._price_level and \
self.side() == other.side() and \
self.market() == other.market()
def __str__(self):
return "%s Quote: %s %d (%d visible, %d hidden) at %s" % \
(str(self.market()),
"Buy" if self.is_buy() else "Sell",
self.total_qty(),
self.visible_qty(),
self.hidden_qty(),
str(self.price()))
def test_zero_hidden_qty_works():
pl = PriceLevel(Price("23.33"), 3, 0)
assert pl.hidden_qty() == 0
