def test_orderbook_level_parser_given_invalid_value_raises_value_error(self):
# Arrange, Act, Assert
with pytest.raises(ValueError):
BookTypeParser.to_str_py(0)
with pytest.raises(ValueError):
BookTypeParser.from_str_py("")
def _build_order_book_deltas(values):
return OrderBookDeltas(
instrument_id=InstrumentId.from_str(values[0]["instrument_id"]),
book_type=BookTypeParser.from_str_py(values[0]["book_type"]),
deltas=[OrderBookDelta.from_dict(v) for v in values],
ts_event=values[0]["ts_event"],
ts_init=values[0]["ts_init"],
)
def test_orderbook_level_from_str(self, string, expected):
# Arrange, Act
if expected is None:
return
result = BookTypeParser.from_str_py(string)
# Assert
assert expected == result
def _build_order_book_snapshot(values):
# First value is a CLEAR message, which we ignore
assert len(set([v["instrument_id"] for v in values])) == 1
assert len(values) >= 2, f"Not enough values passed! {values}"
return OrderBookSnapshot(
instrument_id=InstrumentId.from_str(values[1]["instrument_id"]),
book_type=BookTypeParser.from_str_py(values[1]["book_type"]),
bids=[(order["order_price"], order["order_size"])
for order in values[1:] if order["order_side"] == "BUY"],
asks=[(order["order_price"], order["order_size"])
for order in values[1:] if order["order_side"] == "SELL"],
ts_event=values[1]["ts_event"],
ts_init=values[1]["ts_init"],
)
def from_dict(values) -> "BSPOrderBookDelta":
PyCondition.not_none(values, "values")
action: BookAction = BookActionParser.from_str_py(values["action"])
order: Order = (Order.from_dict({
"price": values["order_price"],
"size": values["order_size"],
"side": values["order_side"],
"id": values["order_id"],
}) if values["action"] != "CLEAR" else None)
return BSPOrderBookDelta(
instrument_id=InstrumentId.from_str(values["instrument_id"]),
book_type=BookTypeParser.from_str_py(values["book_type"]),
action=action,
order=order,
ts_event=values["ts_event"],
ts_init=values["ts_init"],
)
def test_orderbook_level_to_str(self, enum, expected):
# Arrange, Act
result = BookTypeParser.to_str_py(enum)
# Assert
assert expected == result