class TestMarket(unittest.TestCase):
def setUp(self):
self.market = MockMarket()
def test_getdepth_invaliddata(self):
self.market.set_mock_depth(depth_bad)
self.market.get_depth()
assert self.market.depth['asks'][0]['price'] == 0
def test_getdepth_validdata(self):
self.market.set_mock_depth(depth_ok)
self.market.get_depth()
assert self.market.depth['asks'][0]['price'] == 32.8
assert self.market.depth['bids'][0]['price'] == 31.8
def test_validation_functions(self):
assert self.market.uses("USD")
assert self.market.uses("BTC")
assert not self.market.uses("LTC")
def test_invalid_execution(self):
try:
self.market.execute_trade(2, "BTC")
assert False
except Exception:
assert True
def test_divide_by_zero_bug(self):
self.market.set_mock_depth(depth_div_by_zero)
self.market.get_depth()
assert self.market.value_of("USD") == 0
assert self.market.r_value_of("BTC") == 0
def test_volume_functions(self):
self.market.set_mock_depth(depth_profit)
# Lock the order book.
self.market.begin_transaction()
# Should match the figures from the first order in the list.
assert self.market.volume_to_next_price_as("BTC") == 2
assert self.market.volume_to_next_price_as("USD") == 131.2
# Make sure it returns the amount of USD that 0.1 BTC would obtain.
assert self.market.value_of("BTC", volume = 0.1) == 3.18
# Make sure it returns the amount of BTC that 65.60 USD would obtain.
assert self.market.value_of("USD", volume = 65.60) == 2
# Make sure it returns the amount of BTC obtained from 65.60 USD.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should have half the original figure left in USD...
assert self.market.volume_to_next_price_as("USD") == 65.6
# ...and all the original figure left in BTC.
assert self.market.volume_to_next_price_as("BTC") == 2
# Make sure it returns the amount of USD obtained from 2 BTC.
assert self.market.execute_trade(2, "BTC").to_volume == 63.6
# Clear out the top ask order.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should match the figures from the second order in the list now.
assert self.market.volume_to_next_price_as("BTC") == 4
assert self.market.volume_to_next_price_as("USD") == 263.2
self.market.end_transaction()
class TestMarket(unittest.TestCase):
def setUp(self):
self.market = MockMarket()
# Invalidated following @weidenrinde's (temporary?) removal of the
# market depth sanity check on the grounds that some markets have
# valid states where bid price is greater than ask price.
# Leaving this in here until the originator of the sanity check,
# @mdespriee, can weigh in on the check's removal.
# def test_getdepth_invaliddata(self):
# self.market.set_mock_depth(depth_bad)
# self.market.get_depth()
# assert self.market.depth['asks'][0]['price'] == 0
def test_getdepth_validdata(self):
self.market.set_mock_depth(depth_ok)
self.market.get_depth()
assert self.market.depth["asks"][0]["price"] == 32.8
assert self.market.depth["bids"][0]["price"] == 31.8
def test_validation_functions(self):
assert self.market.uses("USD")
assert self.market.uses("BTC")
assert not self.market.uses("LTC")
def test_invalid_execution(self):
try:
self.market.execute_trade(2, "BTC")
assert False
except Exception:
assert True
def test_divide_by_zero_bug(self):
self.market.set_mock_depth(depth_div_by_zero)
self.market.get_depth()
assert self.market.value_of("USD") == 0
assert self.market.r_value_of("BTC") == 0
def test_volume_functions(self):
self.market.set_mock_depth(depth_profit)
# Lock the order book.
self.market.begin_transaction()
# Should match the figures from the first order in the list.
assert self.market.volume_to_next_price_as("BTC") == 2
assert self.market.volume_to_next_price_as("USD") == 131.2
# Make sure it returns the amount of USD that 0.1 BTC would obtain.
assert self.market.value_of("BTC", volume=0.1) == 3.18
# Make sure it returns the amount of BTC that 65.60 USD would obtain.
assert self.market.value_of("USD", volume=65.60) == 2
# Make sure it returns the amount of BTC obtained from 65.60 USD.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should have half the original figure left in USD...
assert self.market.volume_to_next_price_as("USD") == 65.6
# ...and all the original figure left in BTC.
assert self.market.volume_to_next_price_as("BTC") == 2
# Make sure it returns the amount of USD obtained from 2 BTC.
assert self.market.execute_trade(2, "BTC").to_volume == 63.6
# Clear out the top ask order.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should match the figures from the second order in the list now.
assert self.market.volume_to_next_price_as("BTC") == 4
assert self.market.volume_to_next_price_as("USD") == 263.2
self.market.end_transaction()
# Make sure the original market depth was restored
# after the transaction ended.
assert self.market.depth == depth_profit
class TestMarket(unittest.TestCase):
def setUp(self):
self.market = MockMarket()
def test_getdepth_invaliddata(self):
self.market.set_mock_depth(depth_bad)
self.market.get_depth()
assert self.market.depth['asks'][0]['price'] == 0
def test_getdepth_validdata(self):
self.market.set_mock_depth(depth_ok)
self.market.get_depth()
assert self.market.depth['asks'][0]['price'] == 32.8
assert self.market.depth['bids'][0]['price'] == 31.8
def test_validation_functions(self):
assert self.market.uses("USD")
assert self.market.uses("BTC")
assert not self.market.uses("LTC")
def test_invalid_execution(self):
try:
self.market.execute_trade(2, "BTC")
assert False
except Exception:
assert True
def test_divide_by_zero_bug(self):
self.market.set_mock_depth(depth_div_by_zero)
self.market.get_depth()
assert self.market.value_of("USD") == 0
assert self.market.r_value_of("BTC") == 0
def test_volume_functions(self):
self.market.set_mock_depth(depth_profit)
# Lock the order book.
self.market.begin_transaction()
# Should match the figures from the first order in the list.
assert self.market.volume_to_next_price_as("BTC") == 2
assert self.market.volume_to_next_price_as("USD") == 131.2
# Make sure it returns the amount of USD that 0.1 BTC would obtain.
assert self.market.value_of("BTC", volume=0.1) == 3.18
# Make sure it returns the amount of BTC that 65.60 USD would obtain.
assert self.market.value_of("USD", volume=65.60) == 2
# Make sure it returns the amount of BTC obtained from 65.60 USD.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should have half the original figure left in USD...
assert self.market.volume_to_next_price_as("USD") == 65.6
# ...and all the original figure left in BTC.
assert self.market.volume_to_next_price_as("BTC") == 2
# Make sure it returns the amount of USD obtained from 2 BTC.
assert self.market.execute_trade(2, "BTC").to_volume == 63.6
# Clear out the top ask order.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should match the figures from the second order in the list now.
assert self.market.volume_to_next_price_as("BTC") == 4
assert self.market.volume_to_next_price_as("USD") == 263.2
self.market.end_transaction()
class TestMarket(unittest.TestCase):
def setUp(self):
self.market = MockMarket()
# Invalidated following @weidenrinde's (temporary?) removal of the
# market depth sanity check on the grounds that some markets have
# valid states where bid price is greater than ask price.
# Leaving this in here until the originator of the sanity check,
# @mdespriee, can weigh in on the check's removal.
#def test_getdepth_invaliddata(self):
# self.market.set_mock_depth(depth_bad)
# self.market.get_depth()
# assert self.market.depth['asks'][0]['price'] == 0
def test_getdepth_validdata(self):
self.market.set_mock_depth(depth_ok)
self.market.get_depth()
assert self.market.depth['asks'][0]['price'] == 32.8
assert self.market.depth['bids'][0]['price'] == 31.8
def test_validation_functions(self):
assert self.market.uses("USD")
assert self.market.uses("BTC")
assert not self.market.uses("LTC")
def test_invalid_execution(self):
try:
self.market.execute_trade(2, "BTC")
assert False
except Exception:
assert True
def test_divide_by_zero_bug(self):
self.market.set_mock_depth(depth_div_by_zero)
self.market.get_depth()
assert self.market.value_of("USD") == 0
assert self.market.r_value_of("BTC") == 0
def test_volume_functions(self):
self.market.set_mock_depth(depth_profit)
# Lock the order book.
self.market.begin_transaction()
# Should match the figures from the first order in the list.
assert self.market.volume_to_next_price_as("BTC") == 2
assert self.market.volume_to_next_price_as("USD") == 131.2
# Make sure it returns the amount of USD that 0.1 BTC would obtain.
assert self.market.value_of("BTC", volume=0.1) == 3.18
# Make sure it returns the amount of BTC that 65.60 USD would obtain.
assert self.market.value_of("USD", volume=65.60) == 2
# Make sure it returns the amount of BTC obtained from 65.60 USD.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should have half the original figure left in USD...
assert self.market.volume_to_next_price_as("USD") == 65.6
# ...and all the original figure left in BTC.
assert self.market.volume_to_next_price_as("BTC") == 2
# Make sure it returns the amount of USD obtained from 2 BTC.
assert self.market.execute_trade(2, "BTC").to_volume == 63.6
# Clear out the top ask order.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should match the figures from the second order in the list now.
assert self.market.volume_to_next_price_as("BTC") == 4
assert self.market.volume_to_next_price_as("USD") == 263.2
self.market.end_transaction()
# Make sure the original market depth was restored
# after the transaction ended.
assert self.market.depth == depth_profit
