def test_serialize_and_deserialize_stop_limit_order_initialized_events(
self):
# Arrange
options = {
'Price': '1.0005',
'Trigger': '1.0010',
'PostOnly': True,
'ReduceOnly': False,
'Hidden': False,
}
event = OrderInitialized(
ClientOrderId("O-123456"),
StrategyId("S", "001"),
AUDUSD_SIM.id,
OrderSide.SELL,
OrderType.STOP_LIMIT,
Quantity(100000),
TimeInForce.DAY,
uuid4(),
UNIX_EPOCH,
options=options,
)
# Act
serialized = self.serializer.serialize(event)
deserialized = self.serializer.deserialize(serialized)
# Assert
self.assertEqual(deserialized, event)
self.assertEqual(options, event.options)
def test_serialize_and_deserialize_stop_limit_order_initialized_events(
self):
# Arrange
options = {
"ExpireTime": None,
"Price": "1.0005",
"Trigger": "1.0010",
"PostOnly": True,
"ReduceOnly": False,
"Hidden": False,
}
event = OrderInitialized(
ClientOrderId("O-123456"),
StrategyId("S-001"),
AUDUSD_SIM.id,
OrderSide.SELL,
OrderType.STOP_LIMIT,
Quantity(100000, precision=0),
TimeInForce.DAY,
uuid4(),
0,
options=options,
)
# Act
serialized = self.serializer.serialize(event)
deserialized = self.serializer.deserialize(serialized)
# Assert
assert deserialized == event
assert deserialized.options == options
def test_serialize_and_deserialize_stop_market_order_initialized_events(
self):
# Arrange
options = {
"ExpireTime": None,
"Price": "1.0005",
"ReduceOnly": False,
}
event = OrderInitialized(
ClientOrderId("O-123456"),
StrategyId("S", "001"),
AUDUSD_SIM.id,
OrderSide.SELL,
OrderType.STOP_MARKET,
Quantity(100000),
TimeInForce.DAY,
uuid4(),
0,
options=options,
)
# Act
serialized = self.serializer.serialize(event)
deserialized = self.serializer.deserialize(serialized)
# Assert
assert deserialized == event
assert deserialized.options == options
def test_serialize_and_deserialize_limit_order_initialized_events(self):
# Arrange
options = {
"Price": "1.0010",
"PostOnly": True,
"ReduceOnly": True,
"Hidden": False,
}
event = OrderInitialized(
ClientOrderId("O-123456"),
StrategyId("S", "001"),
AUDUSD_SIM.id,
OrderSide.SELL,
OrderType.LIMIT,
Quantity(100000),
TimeInForce.DAY,
uuid4(),
0,
options=options,
)
# Act
serialized = self.serializer.serialize(event)
deserialized = self.serializer.deserialize(serialized)
# Assert
self.assertEqual(deserialized, event)
self.assertEqual(options, event.options)
def test_pack_and_unpack_market_orders(self):
# Arrange
order = self.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity(100000, precision=0),
)
# Act
packed = OrderInitialized.to_dict(order.last_event)
unpacked = self.unpacker.unpack(packed)
# Assert
assert unpacked == order
def test_pack_and_unpack_limit_orders(self):
# Arrange
order = self.order_factory.limit(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity(100000, precision=0),
Price(1.00000, precision=5),
TimeInForce.DAY,
)
# Act
packed = OrderInitialized.to_dict(order.last_event)
unpacked = self.unpacker.unpack(packed)
# Assert
assert unpacked == order
def test_order_initialized(self):
# Arrange
uuid = uuid4()
event = OrderInitialized(
cl_ord_id=ClientOrderId("O-2020872378423"),
strategy_id=StrategyId("SCALPER", "001"),
symbol=Symbol("BTC/USDT", Exchange("BINANCE")),
order_side=OrderSide.BUY,
order_type=OrderType.LIMIT,
quantity=Quantity("0.561000"),
time_in_force=TimeInForce.DAY,
event_id=uuid,
event_timestamp=UNIX_EPOCH,
options={"Price": "15200.10"}
)
# Act
# Assert
self.assertEqual(f"OrderInitialized(cl_ord_id=O-2020872378423, strategy_id=SCALPER-001, event_id={uuid})", str(event))
self.assertEqual(f"OrderInitialized(cl_ord_id=O-2020872378423, strategy_id=SCALPER-001, event_id={uuid})", repr(event))
def test_serialize_and_deserialize_market_order_initialized_events(self):
# Arrange
event = OrderInitialized(
ClientOrderId("O-123456"),
StrategyId("S-001"),
AUDUSD_SIM.id,
OrderSide.SELL,
OrderType.MARKET,
Quantity(100000, precision=0),
TimeInForce.FOK,
uuid4(),
0,
options={},
)
# Act
serialized = self.serializer.serialize(event)
deserialized = self.serializer.deserialize(serialized)
# Assert
assert deserialized == event
def test_pack_and_unpack_stop_market_orders_with_expire_time(self):
# Arrange
order = StopMarketOrder(
ClientOrderId("O-123456"),
StrategyId("S-001"),
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity(100000, precision=0),
price=Price(1.00000, precision=5),
time_in_force=TimeInForce.GTD,
expire_time=UNIX_EPOCH,
init_id=uuid4(),
timestamp_ns=0,
)
# Act
packed = OrderInitialized.to_dict(order.last_event)
unpacked = self.unpacker.unpack(packed)
# Assert
assert unpacked == order
def test_order_initialized(self):
# Arrange
uuid = uuid4()
event = OrderInitialized(
client_order_id=ClientOrderId("O-2020872378423"),
strategy_id=StrategyId("SCALPER", "001"),
instrument_id=InstrumentId(Symbol("BTC/USDT"), Venue("BINANCE")),
order_side=OrderSide.BUY,
order_type=OrderType.LIMIT,
quantity=Quantity("0.561000"),
time_in_force=TimeInForce.DAY,
event_id=uuid,
timestamp_ns=0,
options={"Price": "15200.10"},
)
# Act
# Assert
assert (
f"OrderInitialized(client_order_id=O-2020872378423, strategy_id=SCALPER-001, event_id={uuid})"
== str(event))
assert (
f"OrderInitialized(client_order_id=O-2020872378423, strategy_id=SCALPER-001, event_id={uuid})"
== repr(event))
def test_serialize_and_deserialize_order_initialized_events(self):
# Arrange
options = {'Price': '1.0005'}
event = OrderInitialized(
ClientOrderId("O-123456"),
StrategyId("S", "001"),
AUDUSD_SIM.symbol,
OrderSide.SELL,
OrderType.STOP_MARKET,
Quantity(100000),
TimeInForce.DAY,
uuid4(),
UNIX_EPOCH,
options=options,
)
# Act
serialized = self.serializer.serialize(event)
deserialized = self.serializer.deserialize(serialized)
# Assert
self.assertEqual(deserialized, event)
self.assertEqual(options, event.options)
