def _updateOrder(self, lOrder):
"""
Identifies field based on B/S, alpha, numeric or decimal.
Processes update as a cancel followed by a new order.
"""
dictOrderUpdate = dict(zip(orderKeys, lOrder[:len(orderKeys)]))
# The unpolished code is to allow update of most fields
if len(lOrder
) > len(orderKeys) - 1: # If there are any fields to update
for n in lOrder[len(orderKeys):]:
if n in BuySell: # If it is B/S, it is a side.
dictOrderUpdate['side'] = n
elif n.isalpha(): # If it is alpha, it is a ticker.
dictOrderUpdate['ticker'] = n
elif n.isdigit(): # If it is a int, it is a quantity.
dictOrderUpdate['quantity'] = n
else: # Else a price.
dictOrderUpdate['price'] = n
if dictOrderUpdate['orderId'] in self.orders: # If order exists
orgOrder = self.orders[
dictOrderUpdate['orderId']] # fetch original order
# Generate new order based based original order and updates
order = Order(dictOrderUpdate['timestamp'],
dictOrderUpdate['orderId'],
dictOrderUpdate.get('ticker', None),
dictOrderUpdate.get('side', None),
dictOrderUpdate.get('price', None),
dictOrderUpdate.get('quantity', None), orgOrder)
self._cancelOrder(orgOrder) # Cancel original order
self._addOrder(order) # Add new order
else: # If order does not exists
customValueError(
'orderId', dictOrderUpdate['orderId'],
"Unable to amend order as it does not exist.")
def side(self, value):
"""
Set side attribute of order. Can be B for Buy or S for Sell only.
"""
if value in BuySell:
self._side = value
else:
customValueError(
'side', value,
'B for Buy or S for Sell are the allowable values.')
def quantity(self, value):
"""
Set quantity attribute of order. Checks price is a float, positive and greater than zero (technicality).
"""
if int(value) > 0 and '.' not in str(value):
self._quantity = int(value)
else:
customValueError(
'quantity', value,
'Quantity must be float, positive, a whole numeric and greater than '
'zero.')
def price(self, value):
"""
Set price attribute of order. Checks price is a float, positive, greater than zero (technicality) and of 5dp or
fewer.
"""
try:
if float(value) > 0:
if len(str(value).split('.')[1]) <= 5:
self._price = float(value)
else:
raise ValueError
else:
raise ValueError
except ValueError:
customValueError(
'price', value,
'Price must be float, positive, of 5 decimal places or fewer ,'
'and greater than zero.')
def _cancelOrder(self, order):
"""
Remove order from orderBook (orders dict)
"""
if order:
if order.orderId in self.orders:
self._safeRemovePrice(
self._identifyPriceDictionary(order.side), order.ticker,
order.price)
self.orders.pop(order.orderId)
cancelOrder(self.db, order)
else: # If order does not exists. One could consider ignoring it.
customValueError(
'orderId', order.orderId,
"Unable to cancel order as it does not exist.")
else: # If order does not exists. One could consider ignoring it.
customValueError('orderId', 'None',
"Unable to cancel order as it does not exist.")
def processOrder(self, data):
"""
Processes orders based on action
"""
dictOrder = dict(zip(orderKeys, data.split('|')))
if dictOrder['action'] == 'a':
dictOrderAdd = dict(zip(orderKeysAdd, data.split('|')))
order = Order(dictOrderAdd['timestamp'], dictOrderAdd['orderId'],
dictOrderAdd['ticker'], dictOrderAdd['side'],
dictOrderAdd['price'], dictOrderAdd['quantity'])
self._addOrder(order)
elif dictOrder['action'] == 'c':
self._cancelOrder(self.orders.get(dictOrder['orderId'], None))
elif dictOrder['action'] == 'u':
self._updateOrder(data.split('|'))
else:
customValueError('action', dictOrder['action'],
"a, u and c are the allowable actions.")
def test_custom_value_error():
with pytest.raises(ValueError, match=r"Incorrect/invalid key with value value. More Error detail."):
customValueError('key', 'value', 'More Error detail.')