def cancel_order_command():
return CancelOrder(
instrument_id=BetfairTestStubs.instrument_id(),
trader_id=BetfairTestStubs.trader_id(),
account_id=BetfairTestStubs.account_id(),
client_order_id=ClientOrderId("1"),
venue_order_id=VenueOrderId("1"),
command_id=BetfairTestStubs.uuid(),
timestamp_ns=BetfairTestStubs.clock().timestamp_ns(),
)
def cancel_order_command():
return CancelOrder(
trader_id=BetfairTestStubs.trader_id(),
strategy_id=BetfairTestStubs.strategy_id(),
instrument_id=BetfairTestStubs.instrument_id(),
client_order_id=ClientOrderId("O-20210410-022422-001-001-1"),
venue_order_id=VenueOrderId("229597791245"),
command_id=BetfairTestStubs.uuid(),
timestamp_ns=BetfairTestStubs.clock().timestamp_ns(),
)
def test_cancel_order_with_default_settings_sends_to_client(self):
# Arrange
self.exec_engine.start()
strategy = TradingStrategy(order_id_tag="001")
strategy.register_trader(
TraderId("TESTER", "000"),
self.clock,
self.logger,
)
self.exec_engine.register_strategy(strategy)
order = strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity(100000),
)
submit = SubmitOrder(
order.instrument_id.venue.client_id,
self.trader_id,
self.account_id,
strategy.id,
PositionId.null(),
order,
self.uuid_factory.generate(),
self.clock.timestamp_ns(),
)
cancel = CancelOrder(
order.instrument_id.venue.client_id,
self.trader_id,
self.account_id,
order.instrument_id,
order.client_order_id,
order.venue_order_id,
self.uuid_factory.generate(),
self.clock.timestamp_ns(),
)
self.risk_engine.execute(submit)
# Act
self.risk_engine.execute(cancel)
# Assert
assert self.exec_client.calls == [
"connect", "submit_order", "cancel_order"
]
def test_cancel_order_raises_not_implemented_error(self):
# Arrange
# Act
command = CancelOrder(
self.venue,
self.trader_id,
self.account_id,
ClientOrderId("O-123456789"),
OrderId("001"),
self.uuid_factory.generate(),
self.clock.utc_now(),
)
# Assert
self.assertRaises(NotImplementedError, self.client.cancel_order, command)
def test_cancel_order_raises_not_implemented_error(self):
# Arrange
# Act
command = CancelOrder(
self.trader_id,
StrategyId("SCALPER-001"),
AUDUSD_SIM.id,
ClientOrderId("O-123456789"),
VenueOrderId("001"),
self.uuid_factory.generate(),
self.clock.timestamp_ns(),
)
# Assert
self.assertRaises(NotImplementedError, self.client.cancel_order,
command)
def test_cancel_stop_order_when_order_does_not_exist_generates_cancel_reject(self):
# Arrange
command = CancelOrder(
venue=SIM,
trader_id=self.trader_id,
account_id=self.account_id,
cl_ord_id=ClientOrderId("O-123456"),
order_id=OrderId("001"),
command_id=self.uuid_factory.generate(),
command_timestamp=UNIX_EPOCH,
)
# Act
self.exchange.handle_cancel_order(command)
# Assert
self.assertEqual(2, self.exec_engine.event_count)
def test_serialize_and_deserialize_cancel_order_commands(self):
# Arrange
command = CancelOrder(
self.venue,
self.trader_id,
self.account_id,
ClientOrderId("O-123456"),
uuid4(),
UNIX_EPOCH,
)
# Act
serialized = self.serializer.serialize(command)
deserialized = self.serializer.deserialize(serialized)
# Assert
self.assertEqual(command, deserialized)
print(b64encode(serialized))
print(command)
def test_serialize_and_deserialize_cancel_order_commands(self):
# Arrange
command = CancelOrder(
self.trader_id,
StrategyId("SCALPER-001"),
AUDUSD_SIM.id,
ClientOrderId("O-123456"),
VenueOrderId("001"),
uuid4(),
0,
)
# Act
serialized = self.serializer.serialize(command)
deserialized = self.serializer.deserialize(serialized)
# Assert
assert deserialized == command
print(b64encode(serialized))
print(command)
def test_cancel_order_when_not_connected_logs_and_does_not_send(self):
# Arrange
order = self.order_factory.market(
ETHUSDT_BINANCE.symbol,
OrderSide.BUY,
Quantity(100),
)
command = CancelOrder(
BINANCE,
self.trader_id,
self.account_id,
order.cl_ord_id,
self.uuid_factory.generate(),
self.clock.utc_now(),
)
# Act
self.exec_client.cancel_order(command)
# Assert
self.assertTrue(True) # No exceptions raised
def test_cancel_order_when_not_connected_logs_and_does_not_send(self):
# Arrange
order = self.order_factory.market(
ETHUSDT_BINANCE.id,
OrderSide.BUY,
Quantity.from_int(100),
)
command = CancelOrder(
self.trader_id,
self.order_factory.strategy_id,
order.instrument_id,
order.client_order_id,
order.venue_order_id,
self.uuid_factory.generate(),
self.clock.timestamp_ns(),
)
# Act
self.exec_client.cancel_order(command)
# Assert
assert True # No exceptions raised
