def setUp(self):
yield super(MatchingEngineTestSuite, self).setUp()
# Object creation
self.ask = Ask(
OrderId(TraderId(b'2' * 20), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.bid = Bid(
OrderId(TraderId(b'4' * 20), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId(b'5' * 20), OrderNumber(3)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId(b'6' * 20), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), False)
self.order_book = OrderBook()
self.matching_engine = MatchingEngine(
PriceTimeStrategy(self.order_book))
self.ask_count = 2
self.bid_count = 2
async def setUp(self):
super(AbstractTestOrderBook, self).setUp()
# Object creation
self.ask = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.invalid_ask = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0))
self.ask2 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(1)),
AssetPair(AssetAmount(400, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.bid = Bid(
OrderId(TraderId(b'2' * 20), OrderNumber(1)),
AssetPair(AssetAmount(200, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.invalid_bid = Bid(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0))
self.bid2 = Bid(
OrderId(TraderId(b'3' * 20), OrderNumber(1)),
AssetPair(AssetAmount(300, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.trade = Trade.propose(
TraderId(b'0' * 20), OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447117))
self.order_book = OrderBook()
def setUp(self):
yield super(PriceTimeStrategyTestSuite, self).setUp()
# Object creation
self.ask = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.ask2 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.ask3 = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(3)),
AssetPair(AssetAmount(40000, 'BTC'), AssetAmount(200, 'MB')),
Timeout(100), Timestamp.now())
self.ask4 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'A'), AssetAmount(3000, 'MB')),
Timeout(100), Timestamp.now())
self.ask5 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'C')),
Timeout(100), Timestamp.now())
self.bid = Bid(
OrderId(TraderId(b'0' * 20), OrderNumber(5)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.bid2 = Bid(
OrderId(TraderId(b'0' * 20), OrderNumber(6)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(11)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(12)),
AssetPair(AssetAmount(600, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(13)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(14)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), False)
self.order_book = OrderBook()
self.price_time_strategy = PriceTimeStrategy(self.order_book)
async def order_book():
order_book = OrderBook()
yield order_book
await order_book.shutdown_task_manager()