def test_sequence1(self): """ test sequence 1: add, update, cancel """ obj = OrderBook() self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (0, 0)) obj.process_order("1568390243|abbb11|a|AAPL|B|209.00000|100") self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.0, 0.0)) obj.process_order("1568390244|abbb11|u|101") self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.0, 0.0)) obj.process_order("1568390245|abbb11|c") self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (0.0, 0.0))
def test_sequence3(self): """ test sequence 1: add ,add ,add,add,cancel,cancel """ obj = OrderBook() self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (0, 0)) obj.process_order("1568390201|abbb11|a|AAPL|B|209.00000|100") self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.0, 0)) obj.process_order("1568390201|abbb12|a|AAPL|B|209.50000|100") self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.5, 0)) obj.process_order("1568390203|abbb13|a|AAPL|S|210.00000|10") self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.5, 210.0)) obj.process_order("1568390204|abbb14|a|AAPL|S|209.90000|10") self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.5, 209.9)) obj.process_order("1568390243|abbb12|c") self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.0, 209.9)) obj.process_order("1568390244|abbb14|c") self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.0, 210.0))