def test_get_market_data(self, symbol1, orderbook_2x2):
"""
@description:
Here we would like to make sure that client can get market data
@pre-conditions:
1. Create symbol (symbol1)
2. Create order book (orderbook_2x2)
@steps:
1. Create 2 orders
2. Place orders
3. Get market data
@assertions:
JSON schema is valid
All orders with action BUY in asks
All orders with action SELL in bids
Asks and Bids are sorted
"""
order1 = MarketOrder(symbol1, 0.25, OrderAction.BUY)
order2 = MarketOrder(symbol1, 0.25, OrderAction.BUY)
order3 = MarketOrder(symbol1, 0.25, OrderAction.SELL)
order4 = MarketOrder(symbol1, 0.25, OrderAction.SELL)
orderbook_2x2.place_order(order1)
orderbook_2x2.place_order(order2)
orderbook_2x2.place_order(order3)
orderbook_2x2.place_order(order4)
market_data: dict = orderbook_2x2.get_market_data()
assert is_market_data_schema_valid(market_data)
asks = orderbook_2x2.get_orders_by_action(OrderAction.BUY)
bids = orderbook_2x2.get_orders_by_action(OrderAction.SELL)
assert {
'price': order1.price,
'quantity': order1.quantity
} in market_data['asks']
assert {
'price': order2.price,
'quantity': order2.quantity
} in market_data['asks']
assert {
'price': order3.price,
'quantity': order3.quantity
} in market_data['bids']
assert {
'price': order4.price,
'quantity': order4.quantity
} in market_data['bids']
assert market_data['bids'][0]['price'] >= market_data['bids'][1][
'price']
assert market_data['asks'][0]['price'] >= market_data['asks'][1][
'price']
def test_get_order_by_action__check_limit_count(self, test_order_action,
count, is_it_positive_case,
symbol1, orderbook_2x2):
"""
@description:
Here we would like to make sure that client can define the count of orders during filering by action
@pre-conditions:
1. Create symbol (symbol1)
2. Create order book (orderbook_2x2)
@parameters:
test_order_action: valid/invalid data that we would like to put to order as action
count: expected count of orders by some order action
is_it_positive_case: flag. "True" value means that test_order_action and count are valid and test should be passed.
"False" value means that test_order_action and count are invalid and test shouldn't be passed
@steps:
1. Create 2 BUY order
2. Create 2 SELL order
3. Place all created orders
@assertions:
1. If test_order_action is valid that count of orders by this action is correct
2. If test_order_action is invalid that client received empty list
"""
order1 = MarketOrder(symbol1, 0.25, OrderAction.BUY)
order2 = MarketOrder(symbol1, 1, OrderAction.SELL)
order3 = MarketOrder(symbol1, 1, OrderAction.SELL)
order4 = MarketOrder(symbol1, 0.25, OrderAction.BUY)
orderbook_2x2.place_order(order1)
orderbook_2x2.place_order(order2)
orderbook_2x2.place_order(order3)
orderbook_2x2.place_order(order4)
if is_it_positive_case:
assert len(
orderbook_2x2.get_orders_by_action(test_order_action,
count)) == count
else:
assert len(
orderbook_2x2.get_orders_by_action(test_order_action,
count)) == 0
def test_quantity__get(self, symbol1):
"""
@description:
Here we would like to make sure that client can get order's quantity
@pre-conditions:
symbol1: default stock symbol with "symbol1" name
@steps:
1. Create order with quantity = 300 (for example)
@assertions:
1. Order's quantity is changed. Test is passed
"""
quantity = 300
order = MarketOrder(symbol1, quantity, OrderAction.BUY)
assert order.quantity == quantity
def _place_market_order(self, order: MarketOrder):
order.price = self.quotes.get_current_quote(order.symbol)
order.status = OrderStatus.PENDING
self.orders.append(order)
print(f"Order {order.__dict__} is placed.")
deep = Deep(4, 4)
order_book = OrderBook(deep)
symbol1 = Symbol('symbol1',
'exchange1',
SymbolType.STOCK,
Currency.EUR,
is_enabled=True)
symbol2 = Symbol('symbol2',
'exchange1',
SymbolType.OPTION,
Currency.USD,
is_enabled=True)
order1 = MarketOrder(symbol1, 2.5, OrderAction.BUY)
order2 = LimitOrder(symbol2, 1500, 12, OrderAction.SELL)
order3 = StopOrder(symbol1, 70, 20, OrderAction.BUY)
order4 = StopLimitOrder(symbol2, 70, 80, 2.5, OrderAction.SELL)
print(
f"Order1 is {order1.__dict__}\nOrder2 is {order2.__dict__}\nOrder3 is {order3.__dict__}\nOrder4 is {order4.__dict__}"
)
order_book.place_order(order1)
order_book.place_order(order2)
order_book.place_order(order3)
order_book.place_order(order4)
while len(order_book.orders) < 4:
print(order_book.get_market_data())
time.sleep(5)
def market_sell_order():
return MarketOrder(
Symbol('symbol1', 'exchange1', SymbolType.STOCK, Currency.USD), 300,
OrderAction.SELL)