def test_amend_order_when_not_connected_logs_and_does_not_send(self):
# Arrange
order = self.order_factory.stop_market(
ETHUSDT_BINANCE.id,
OrderSide.BUY,
Quantity(100),
Price("1000.00"),
)
command = AmendOrder(
BINANCE,
self.trader_id,
self.account_id,
order.cl_ord_id,
Quantity(100),
Price("1010.00"),
self.uuid_factory.generate(),
self.clock.utc_now(),
)
# Act
self.exec_client.amend_order(command)
# Assert
self.assertTrue(True) # No exceptions raised
def test_amend_order_with_default_settings_sends_to_client(self):
# Arrange
self.exec_engine.start()
strategy = TradingStrategy(order_id_tag="001")
strategy.register_trader(
TraderId("TESTER", "000"),
self.clock,
self.logger,
)
self.exec_engine.register_strategy(strategy)
order = strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity(100000),
)
submit = SubmitOrder(
self.venue,
self.trader_id,
self.account_id,
strategy.id,
PositionId.null(),
order,
self.uuid_factory.generate(),
self.clock.utc_now(),
)
amend = AmendOrder(
self.venue,
self.trader_id,
self.account_id,
order.cl_ord_id,
order.quantity,
Price("1.00010"),
self.uuid_factory.generate(),
self.clock.utc_now(),
)
self.risk_engine.execute(submit)
# Act
self.risk_engine.execute(amend)
# Assert
assert self.exec_client.calls == ['connect', 'submit_order', 'amend_order']
def test_amend_order_raises_not_implemented_error(self):
# Arrange
# Act
command = AmendOrder(
self.venue,
self.trader_id,
self.account_id,
ClientOrderId("O-123456789"),
Quantity(120000),
Price("1.00000"),
self.uuid_factory.generate(),
self.clock.utc_now(),
)
# Assert
self.assertRaises(NotImplementedError, self.client.amend_order, command)
def test_modify_stop_order_when_order_does_not_exist(self):
# Arrange
command = AmendOrder(
venue=SIM,
trader_id=self.trader_id,
account_id=self.account_id,
cl_ord_id=ClientOrderId("O-123456"),
quantity=Quantity(100000),
price=Price("1.00000"),
command_id=self.uuid_factory.generate(),
command_timestamp=UNIX_EPOCH,
)
# Act
self.exchange.handle_amend_order(command)
# Assert
self.assertEqual(2, self.exec_engine.event_count)
def test_serialize_and_deserialize_amend_order_commands(self):
# Arrange
command = AmendOrder(
self.venue,
self.trader_id,
self.account_id,
ClientOrderId("O-123456"),
Quantity(100000),
Price("1.00001"),
uuid4(),
UNIX_EPOCH,
)
# Act
serialized = self.serializer.serialize(command)
deserialized = self.serializer.deserialize(serialized)
# Assert
self.assertEqual(command, deserialized)
print(b64encode(serialized))
print(command)