コード例 #1
0
def test_get_best_bid_price_with_no_ask():
    book = OrderBook()
    order_stream1 = '1568390201|abbb11|a|AAPL|S|209.00000|100'
    order_stream2 = '1568390202|abbb13|a|AAPL|S|220.00000|1000'
    book.process_order(order_stream1)
    book.process_order(order_stream2)

    assert book.best_bid_and_ask('AAPL') == (0, 220)
コード例 #2
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def test_get_bid_and_ask_for_missing_ticker():
    book = OrderBook()
    order_stream1 = '1568390201|abbb11|a|AAPL|S|209.00000|100'
    order_stream2 = '1568390202|abbb13|a|AAPL|S|220.00000|1000'
    book.process_order(order_stream1)
    book.process_order(order_stream2)

    assert book.best_bid_and_ask('ZZZZ') == (0, 0)
コード例 #3
0
def test_get_best_bid_and_ask_prices():
    book = OrderBook()
    order_stream1 = '1568390201|abbb11|a|AAPL|B|209.00000|100'
    order_stream2 = '1568390202|abbb12|a|AAPL|S|210.00000|10'
    order_stream3 = '1568390202|abbb13|a|AAPL|B|220.00000|1000'
    order_stream4 = '1568390202|abbb14|a|AAPL|S|230.00000|500'
    book.process_order(order_stream1)
    book.process_order(order_stream2)
    book.process_order(order_stream3)
    book.process_order(order_stream4)

    assert book.best_bid_and_ask('AAPL') == (209, 230)