def test_adds_bid_to_empty_book_when_update_on_bid(self):
book = Book()
bid_update = MBLUpdate(13.1, 4, 126)
mbl = MBL(5)
updated_book = mbl.update(book, bid_update)
expected_book = Book()
expected_book.add_bid(Level(13.1, 4, 126))
self.assertEqual(expected_book, updated_book)
def test_keeps_book_intact_when_delete_missing_level(self):
book = Book()
book.add_bid(Level(13.1, 1, 2))
book.add_bid(Level(15.1, 1, 2))
delete_bid = MBLUpdate.create_delete_bid_level(18.1)
mbl = MBL(5)
updated_book = mbl.update(book, delete_bid)
expected_book = Book([Level(13.1, 1, 2), Level(15.1, 1, 2)], [])
self.assertEqual(expected_book, updated_book)
def test_deletes_existing_level_when_update_on_bid(self):
book = Book()
book.add_bid(Level(13.1, 1, 2))
book.add_bid(Level(15.1, 1, 2))
delete_bid = MBLUpdate.create_delete_bid_level(13.1)
mbl = MBL(5)
updated_book = mbl.update(book, delete_bid)
expected_book = Book([Level(15.1, 1, 2)], [])
self.assertEqual(expected_book, updated_book)
def test_cut_extra_levels_when_update_on_full_bid(self):
book = Book()
book.add_bid(Level(15.1, 1, 2))
book.add_bid(Level(13.1, 1, 2))
bid_update = MBLUpdate(17.1, 1, 2)
mbl = MBL(length=2)
updated_book = mbl.update(book, bid_update)
expected_book = Book([Level(17.1, 1, 2), Level(15.1, 1, 2)], [])
self.assertEqual(expected_book, updated_book)
def test_updates_existing_bid_level_when_update_on_bid(self):
book = Book()
book.add_bid(Level(13.1, 2, 7))
bid_update = MBLUpdate(13.1, 4, 126)
mbl = MBL(5)
updated_book = mbl.update(book, bid_update)
expected_book = Book()
expected_book.add_bid(Level(13.1, 4, 126))
self.assertEqual(expected_book, updated_book)
def test_displays_nicely_a_MBL(self):
book = Book()
book.add_bid(Level(6.3, 4, 80))
book.add_bid(Level(4, 1, 5))
book.add_ask(Level(7, 1, 1))
book.add_ask(Level(10, 26, 150))
book.add_ask(Level(16, 17, 42))
expected_str = " BID | ASK \n" \
" +6.300000 x 80.000000 @ 4 | +7.000000 x 1.000000 @ 1\n" \
" +4.000000 x 5.000000 @ 1 | +10.000000 x 150.000000 @ 26\n" \
" | +16.000000 x 42.000000 @ 17"
self.assertEqual(expected_str, str(book))
def test_displays_nicely_an_unaligned_book(self):
book = Book()
book.add_bid(Order(6.3, 80))
book.add_bid(Order(4, 5))
book.add_ask(Order(7, 1))
book.add_ask(Order(10, 150))
book.add_ask(Order(16, 42))
expected_str = " BID | ASK \n" \
" +6.300000 x 80.000000 | +7.000000 x 1.000000\n" \
" +4.000000 x 5.000000 | +10.000000 x 150.000000\n" \
" | +16.000000 x 42.000000"
self.assertEqual(expected_str, str(book))
def test_updates_existing_bid(self):
book = Book()
book.add_bid(Level(11705.0, 1, 0.381988))
book.add_bid(Level(11704.0, 4, 0.955999))
book.add_bid(Level(11703.0, 1, 0.165141))
print(book)
mbl = MBL(3)
bid_update = MBLUpdate(11704.0, 3, 0.94745498)
updated_book = mbl.update(book, bid_update)
print(updated_book)
expected_book = Book()
expected_book.add_bid(Level(11705.0, 1, 0.381988))
expected_book.add_bid(Level(11704.0, 3, 0.94745498))
expected_book.add_bid(Level(11703.0, 1, 0.165141))
self.assertEqual(expected_book, updated_book)
def test_a_book_with_three_bid_lines_has_a_bid_depth_of_three(self):
book = Book()
book.add_bid(Level(7, 10, 2))
book.add_bid(Level(5, 10, 2))
book.add_bid(Level(4, 10, 2))
self.assertEqual(3, book.bid_depth())
def test_best_bid_is_the_greatest_price(self):
book = Book()
book.add_bid(Order(7, 10))
book.add_bid(Order(5, 10))
self.assertEqual(Order(7, 10), book.best_bid())