def test_different_type_messages_are_not_equal(self):
id = 123456
timestamp = 1623898900000
message_dict = {
"id": id,
"current": timestamp,
"update": 1623898993121,
"asks": [],
"bids": []
}
snapshot_message = GateIoOrderBook.snapshot_message_from_exchange(
msg=message_dict,
timestamp=message_dict["current"] * 1e-3,
)
message_dict = {
"t": timestamp,
"e": "depthUpdate",
"E": 1606294781,
"s": "BTC_USDT",
"U": 48776301,
"u": id,
"b": [],
"a": []
}
diff_message = GateIoOrderBook.diff_message_from_exchange(
msg=message_dict,
timestamp=message_dict["t"] * 1e-3,
)
message_dict = {
"id": 5736713,
"user_id": 1000001,
"order_id": "30784428",
"currency_pair": "BTC_USDT",
"create_time": timestamp,
"create_time_ms": "1605176741123.456",
"side": "sell",
"amount": "1.00000000",
"role": "taker",
"price": "10000.00000000",
"fee": "0.00200000000000",
"point_fee": "0",
"gt_fee": "0",
"text": "apiv4"
}
trade_message = GateIoOrderBook.trade_message_from_exchange(
msg=message_dict,
timestamp=message_dict["create_time"],
)
self.assertNotEqual(snapshot_message, diff_message)
self.assertNotEqual(diff_message, trade_message)
self.assertNotEqual(snapshot_message, trade_message)
def test_trade_message_equality_with_trade_message(self):
timestamp_a = 1623898900
timestamp_b = 1623899000
message_dict = {
"id": 5736713,
"user_id": 1000001,
"order_id": "30784428",
"currency_pair": "BTC_USDT",
"create_time": timestamp_a,
"create_time_ms": "1605176741123.456",
"side": "sell",
"amount": "1.00000000",
"role": "taker",
"price": "10000.00000000",
"fee": "0.00200000000000",
"point_fee": "0",
"gt_fee": "0",
"text": "apiv4"
}
message = GateIoOrderBook.trade_message_from_exchange(
msg=message_dict,
timestamp=message_dict["create_time"],
)
equal_message = GateIoOrderBook.trade_message_from_exchange(
msg=message_dict,
timestamp=message_dict["create_time"],
)
self.assertEqual(message, equal_message)
self.assertEqual(hash(message), hash(equal_message))
message_dict = {
"id": 5736713,
"user_id": 1000001,
"order_id": "30784428",
"currency_pair": "BTC_USDT",
"create_time": timestamp_b,
"create_time_ms": "1605176741123.456",
"side": "sell",
"amount": "1.00000000",
"role": "taker",
"price": "10000.00000000",
"fee": "0.00200000000000",
"point_fee": "0",
"gt_fee": "0",
"text": "apiv4"
}
different_timestamp_message = GateIoOrderBook.trade_message_from_exchange(
msg=message_dict,
timestamp=message_dict["create_time"],
)
self.assertNotEqual(message, different_timestamp_message)
def test_snapshot_message_equality_with_snapshot_message(self):
id_a = 123456
id_b = 234567
timestamp_a = 1623898900000
timestamp_b = 1623899000000
message_dict = {
"id": id_a,
"current": timestamp_a,
"update": 1623898993121,
"asks": [],
"bids": []
}
message = GateIoOrderBook.snapshot_message_from_exchange(
msg=message_dict,
timestamp=message_dict["current"] * 1e-3,
)
equal_message = GateIoOrderBook.snapshot_message_from_exchange(
msg=message_dict,
timestamp=message_dict["current"] * 1e-3,
)
self.assertEqual(message, equal_message)
self.assertEqual(hash(message), hash(equal_message))
message_dict = {
"id": id_b,
"current": timestamp_a,
"update": 1623898993121,
"asks": [],
"bids": []
}
different_id_message = GateIoOrderBook.snapshot_message_from_exchange(
msg=message_dict,
timestamp=message_dict["current"] * 1e-3,
)
self.assertNotEqual(message, different_id_message)
message_dict = {
"id": id_a,
"current": timestamp_b,
"update": 1623898993121,
"asks": [],
"bids": []
}
different_timestamp_message = GateIoOrderBook.snapshot_message_from_exchange(
msg=message_dict,
timestamp=message_dict["current"] * 1e-3,
)
self.assertNotEqual(message, different_timestamp_message)
def test_snapshot_message_creation_from_exchange(self):
message_dict = {
"id": 123456,
"current": 1623898993123,
"update": 1623898993121,
"asks": [["1.52", "1.151"], ["1.53", "1.218"]],
"bids": [["1.17", "201.863"], ["1.16", "725.464"]]
}
message = GateIoOrderBook.snapshot_message_from_exchange(
msg=message_dict,
timestamp=message_dict["current"] * 1e-3,
)
self.assertEqual(message_dict["id"], message.update_id)
self.assertEqual(message_dict["current"] * 1e-3, message.timestamp)
def test_diff_message_creation_from_exchange(self):
message_dict = {
"t": 1606294781123,
"e": "depthUpdate",
"E": 1606294781,
"s": "BTC_USDT",
"U": 48776301,
"u": 48776306,
"b": [["19137.74", "0.0001"], ["19088.37", "0"]],
"a": [["19137.75", "0.6135"]]
}
message = GateIoOrderBook.diff_message_from_exchange(
msg=message_dict,
timestamp=message_dict["t"] * 1e-3,
)
self.assertEqual(message_dict["u"], message.update_id)
self.assertEqual(message_dict["t"] * 1e-3, message.timestamp)
def test_diff_message_equality_with_diff_message(self):
id_a = 123456
id_b = 234567
timestamp_a = 1623898900000
timestamp_b = 1623899000000
message_dict = {
"t": timestamp_a,
"e": "depthUpdate",
"E": 1606294781,
"s": "BTC_USDT",
"U": 48776301,
"u": id_a,
"b": [],
"a": []
}
message = GateIoOrderBook.diff_message_from_exchange(
msg=message_dict,
timestamp=message_dict["t"] * 1e-3,
)
equal_message = GateIoOrderBook.diff_message_from_exchange(
msg=message_dict,
timestamp=message_dict["t"] * 1e-3,
)
self.assertEqual(message, equal_message)
self.assertEqual(hash(message), hash(equal_message))
message_dict = {
"t": timestamp_a,
"e": "depthUpdate",
"E": 1606294781,
"s": "BTC_USDT",
"U": 48776301,
"u": id_b,
"b": [],
"a": []
}
different_id_message = GateIoOrderBook.diff_message_from_exchange(
msg=message_dict,
timestamp=message_dict["t"] * 1e-3,
)
self.assertNotEqual(message, different_id_message)
message_dict = {
"t": timestamp_b,
"e": "depthUpdate",
"E": 1606294781,
"s": "BTC_USDT",
"U": 48776301,
"u": id_a,
"b": [],
"a": []
}
different_timestamp_message = GateIoOrderBook.diff_message_from_exchange(
msg=message_dict,
timestamp=message_dict["t"] * 1e-3,
)
self.assertNotEqual(message, different_timestamp_message)
def test_less_than_compares_update_id_and_timestamp_and_type(self):
id_a = 123456
id_b = 234567
timestamp_a = 1623898900000
timestamp_b = 1623899000000
message_dict = {
"id": id_a,
"current": timestamp_a,
"update": 1623898993121,
"asks": [],
"bids": []
}
message = GateIoOrderBook.snapshot_message_from_exchange(
msg=message_dict,
timestamp=message_dict["current"] * 1e-3,
)
message_dict = {
"id": id_b,
"current": timestamp_a,
"update": 1623898993121,
"asks": [],
"bids": []
}
greater_id_message = GateIoOrderBook.snapshot_message_from_exchange(
msg=message_dict,
timestamp=message_dict["current"] * 1e-3,
)
self.assertLess(message, greater_id_message)
message_dict = {
"id": id_a,
"current": timestamp_b,
"update": 1623898993121,
"asks": [],
"bids": []
}
equal_id_greater_timestamp_message = GateIoOrderBook.snapshot_message_from_exchange(
msg=message_dict,
timestamp=message_dict["current"] * 1e-3,
)
self.assertLess(message, equal_id_greater_timestamp_message)
message_dict = {
"t": timestamp_a,
"e": "depthUpdate",
"E": 1606294781,
"s": "BTC_USDT",
"U": 48776301,
"u": id_a,
"b": [],
"a": []
}
same_id_and_timestamp_diff_message = GateIoOrderBook.diff_message_from_exchange(
msg=message_dict,
timestamp=message_dict["t"] * 1e-3,
)
self.assertLess(message, same_id_and_timestamp_diff_message)