def setUp(self):
# Object creation
tick = Tick(MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0),
Timestamp(0.0), True)
tick2 = Tick(MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now(), True)
self.price_level = PriceLevel('MC')
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self, annotate=True):
yield super(TickEntryTestSuite, self).setUp(annotate=annotate)
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0),
Timestamp(0.0), True)
tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now(), True)
self.price_level = PriceLevel('MC')
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
class TickEntryTestSuite(AbstractServer):
"""TickEntry test cases."""
@inlineCallbacks
def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
@inlineCallbacks
def tearDown(self):
self.tick_entry.shutdown_task_manager()
self.tick_entry2.shutdown_task_manager()
yield super(TickEntryTestSuite, self).tearDown()
def test_price_level(self):
self.assertEquals(self.price_level, self.tick_entry.price_level())
def test_next_tick(self):
# Test for next tick
self.assertEquals(None, self.tick_entry.next_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry2, self.tick_entry.next_tick)
def test_prev_tick(self):
# Test for previous tick
self.assertEquals(None, self.tick_entry.prev_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry, self.tick_entry2.prev_tick)
def test_str(self):
# Test for tick string representation
self.assertEquals('60 BTC\t@\t0.5 MB (R: 0)', str(self.tick_entry))
def test_is_valid(self):
# Test for is valid
self.assertFalse(self.tick_entry.is_valid())
self.assertTrue(self.tick_entry2.is_valid())
def test_block_for_matching(self):
"""
Test blocking of a match
"""
self.tick_entry.block_for_matching(OrderId(TraderId(b"abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
# Try to add it again - should be ignored
self.tick_entry.block_for_matching(OrderId(TraderId(b"abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
tick2 = Tick(
OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(10, 'MC', 'BTC'))
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), Price(30, 'MC'),
Quantity(30, 'BTC'), Timeout(float("inf")),
Timestamp(float("inf")), True)
self.price_level = PriceLevel('MC')
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def _create_price_level(self, price):
"""
:param price: The price to create the level for
:type price: Price
"""
self._depth[(price.numerator, price.denominator)] += 1
price_level = PriceLevel(price)
self._price_level_list_map[(price.numerator, price.denominator)].insert(price_level)
self._price_map[price] = price_level
def setUp(self):
# Object creation
self.price_level_list = PriceLevelList()
self.price_level_list2 = PriceLevelList()
self.price = Price(1, 'BTC')
self.price2 = Price(2, 'BTC')
self.price3 = Price(3, 'BTC')
self.price4 = Price(4, 'BTC')
self.price_level = PriceLevel('MC')
self.price_level2 = PriceLevel('MC')
self.price_level3 = PriceLevel('MC')
self.price_level4 = PriceLevel('MC')
# Fill price level list
self.price_level_list.insert(self.price, self.price_level)
self.price_level_list.insert(self.price2, self.price_level2)
self.price_level_list.insert(self.price3, self.price_level3)
self.price_level_list.insert(self.price4, self.price_level4)
def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(10, 'MC', 'BTC'))
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def _create_price_level(self, price, quantity_wallet_id):
"""
:param price: The price to create the level for
:param quantity_wallet_id: the id of the quantities stored in this price level
:type price: Price
:type quantity_wallet_id: str
"""
assert isinstance(price, Price), type(price)
self._depth[(price.wallet_id, quantity_wallet_id)] += 1
price_level = PriceLevel(quantity_wallet_id)
self._price_level_list_map[(price.wallet_id, quantity_wallet_id)].insert(price, price_level)
self._price_map[price] = price_level
class PriceLevelTestSuite(unittest.TestCase):
"""PriceLevel test cases."""
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(10, 'MC', 'BTC'))
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def test_appending_length(self):
# Test for tick appending and length
self.assertEquals(0, self.price_level.length)
self.assertEquals(0, len(self.price_level))
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.price_level.append_tick(self.tick_entry3)
self.price_level.append_tick(self.tick_entry4)
self.assertEquals(4, self.price_level.length)
self.assertEquals(4, len(self.price_level))
def test_tick_removal(self):
# Test for tick removal
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.price_level.append_tick(self.tick_entry3)
self.price_level.append_tick(self.tick_entry4)
self.price_level.remove_tick(self.tick_entry2)
self.price_level.remove_tick(self.tick_entry1)
self.price_level.remove_tick(self.tick_entry4)
self.price_level.remove_tick(self.tick_entry3)
self.assertEquals(0, self.price_level.length)
def test_str(self):
# Test for price level string representation
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(
'60 BTC\t@\t0.5 MC (R: 0)\n'
'60 BTC\t@\t0.5 MC (R: 0)\n', str(self.price_level))
class PriceLevelTestSuite(unittest.TestCase):
"""PriceLevel test cases."""
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(10, 'MC', 'BTC'))
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def test_appending_length(self):
# Test for tick appending and length
self.assertEquals(0, self.price_level.length)
self.assertEquals(0, len(self.price_level))
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.price_level.append_tick(self.tick_entry3)
self.price_level.append_tick(self.tick_entry4)
self.assertEquals(4, self.price_level.length)
self.assertEquals(4, len(self.price_level))
def test_tick_removal(self):
# Test for tick removal
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.price_level.append_tick(self.tick_entry3)
self.price_level.append_tick(self.tick_entry4)
self.price_level.remove_tick(self.tick_entry2)
self.price_level.remove_tick(self.tick_entry1)
self.price_level.remove_tick(self.tick_entry4)
self.price_level.remove_tick(self.tick_entry3)
self.assertEquals(0, self.price_level.length)
def test_str(self):
# Test for price level string representation
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals('60 BTC\t@\t0.5 MC (R: 0)\n'
'60 BTC\t@\t0.5 MC (R: 0)\n', str(self.price_level))
class TickEntryTestSuite(unittest.TestCase):
"""TickEntry test cases."""
def setUp(self):
# Object creation
tick = Tick(MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0),
Timestamp(0.0), True)
tick2 = Tick(MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now(), True)
self.price_level = PriceLevel('MC')
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def test_price_level(self):
self.assertEquals(self.price_level, self.tick_entry.price_level())
def test_next_tick(self):
# Test for next tick
self.assertEquals(None, self.tick_entry.next_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry2, self.tick_entry.next_tick)
def test_prev_tick(self):
# Test for previous tick
self.assertEquals(None, self.tick_entry.prev_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry, self.tick_entry2.prev_tick)
def test_str(self):
# Test for tick string representation
self.assertEquals('30.000000 MC\t@\t63400.000000 BTC',
str(self.tick_entry))
def test_is_valid(self):
# Test for is valid
self.assertFalse(self.tick_entry.is_valid())
self.assertTrue(self.tick_entry2.is_valid())
def test_quantity_setter(self):
# Test for quantity setter
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.tick_entry.quantity = Quantity(15, 'MC')
self.assertEquals(Quantity(15, 'MC'), self.tick_entry.quantity)
class TickEntryTestSuite(AbstractServer):
"""TickEntry test cases."""
@blocking_call_on_reactor_thread
@inlineCallbacks
def setUp(self, annotate=True):
yield super(TickEntryTestSuite, self).setUp(annotate=annotate)
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0),
Timestamp(0.0), True)
tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now(), True)
self.price_level = PriceLevel('MC')
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
@blocking_call_on_reactor_thread
@inlineCallbacks
def tearDown(self, annotate=True):
self.tick_entry.cancel_all_pending_tasks()
self.tick_entry2.cancel_all_pending_tasks()
yield super(TickEntryTestSuite, self).tearDown(annotate=annotate)
def test_price_level(self):
self.assertEquals(self.price_level, self.tick_entry.price_level())
def test_next_tick(self):
# Test for next tick
self.assertEquals(None, self.tick_entry.next_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry2, self.tick_entry.next_tick)
def test_prev_tick(self):
# Test for previous tick
self.assertEquals(None, self.tick_entry.prev_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry, self.tick_entry2.prev_tick)
def test_str(self):
# Test for tick string representation
self.assertEquals('30.000000 MC\t@\t63400.000000 BTC',
str(self.tick_entry))
def test_is_valid(self):
# Test for is valid
self.assertFalse(self.tick_entry.is_valid())
self.assertTrue(self.tick_entry2.is_valid())
def test_quantity_setter(self):
# Test for quantity setter
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.tick_entry.quantity = Quantity(15, 'MC')
self.assertEquals(Quantity(15, 'MC'), self.tick_entry.quantity)
def test_block_for_matching(self):
"""
Test blocking of a match
"""
self.tick_entry.block_for_matching(
OrderId(TraderId("abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
# Try to add it again - should be ignored
self.tick_entry.block_for_matching(
OrderId(TraderId("abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
class TickEntryTestSuite(AbstractServer):
"""TickEntry test cases."""
@inlineCallbacks
def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
tick2 = Tick(
OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
@inlineCallbacks
def tearDown(self):
self.tick_entry.shutdown_task_manager()
self.tick_entry2.shutdown_task_manager()
yield super(TickEntryTestSuite, self).tearDown()
def test_price_level(self):
self.assertEquals(self.price_level, self.tick_entry.price_level())
def test_next_tick(self):
# Test for next tick
self.assertEquals(None, self.tick_entry.next_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry2, self.tick_entry.next_tick)
def test_prev_tick(self):
# Test for previous tick
self.assertEquals(None, self.tick_entry.prev_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry, self.tick_entry2.prev_tick)
def test_str(self):
# Test for tick string representation
self.assertEquals('60 BTC\t@\t0.5 MB (R: 0)', str(self.tick_entry))
def test_is_valid(self):
# Test for is valid
self.assertFalse(self.tick_entry.is_valid())
self.assertTrue(self.tick_entry2.is_valid())
def test_block_for_matching(self):
"""
Test blocking of a match
"""
self.tick_entry.block_for_matching(
OrderId(TraderId(b"abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
# Try to add it again - should be ignored
self.tick_entry.block_for_matching(
OrderId(TraderId(b"abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
class PriceLevelTestSuite(unittest.TestCase):
"""PriceLevel test cases."""
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), Price(30, 'MC'),
Quantity(30, 'BTC'), Timeout(float("inf")),
Timestamp(float("inf")), True)
self.price_level = PriceLevel('MC')
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def test_appending_length(self):
# Test for tick appending and length
self.assertEquals(0, self.price_level.length)
self.assertEquals(0, len(self.price_level))
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.price_level.append_tick(self.tick_entry3)
self.price_level.append_tick(self.tick_entry4)
self.assertEquals(4, self.price_level.length)
self.assertEquals(4, len(self.price_level))
self.assertRaises(AssertionError, self.price_level.append_tick,
self.tick_entry5)
def test_tick_removal(self):
# Test for tick removal
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.price_level.append_tick(self.tick_entry3)
self.price_level.append_tick(self.tick_entry4)
self.price_level.remove_tick(self.tick_entry2)
self.price_level.remove_tick(self.tick_entry1)
self.price_level.remove_tick(self.tick_entry4)
self.price_level.remove_tick(self.tick_entry3)
self.assertEquals(0, self.price_level.length)
def test_str(self):
# Test for price level string representation
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(
'30.000000 MC\t@\t63400.000000 BTC (R: 0.000000 MC)\n'
'30.000000 MC\t@\t63400.000000 BTC (R: 0.000000 MC)\n',
str(self.price_level))