def test_order_working(self):
# Arrange
uuid = uuid4()
event = OrderWorking(
account_id=AccountId("SIM", "000"),
cl_ord_id=ClientOrderId("O-2020872378423"),
order_id=OrderId("123456"),
symbol=Symbol("BTC/USDT", Exchange("BINANCE")),
order_side=OrderSide.BUY,
order_type=OrderType.LIMIT,
quantity=Quantity("0.561000"),
price=Price("21015.00"),
time_in_force=TimeInForce.DAY,
expire_time=None,
working_time=UNIX_EPOCH,
event_id=uuid,
event_timestamp=UNIX_EPOCH,
)
# Act
self.assertEqual(
f"OrderWorking(account_id=SIM-000, cl_ord_id=O-2020872378423, "
f"order_id=123456, BUY 0.561000 BTC/USDT.BINANCE LIMIT @ 21015.00 DAY, "
f"id={uuid})", str(event))
self.assertEqual(
f"OrderWorking(account_id=SIM-000, cl_ord_id=O-2020872378423, "
f"order_id=123456, BUY 0.561000 BTC/USDT.BINANCE LIMIT @ 21015.00 DAY, "
f"id={uuid})", repr(event))
def test_equality_of_subclass(self):
# Arrange
id1 = Venue("BINANCE")
id2 = Exchange("BINANCE")
id3 = Symbol("BINANCE", Venue("BINANCE")) # Invalid
id4 = Brokerage("BINANCE")
# Act
# Assert
self.assertTrue(id1 == id1)
self.assertTrue(id2 == id2)
self.assertTrue(id1 == id2)
self.assertTrue(id2 == id1)
self.assertTrue(id1 != id3)
self.assertTrue(id2 != id3)
self.assertTrue(id2 != id4)
def test_order_initialized(self):
# Arrange
uuid = uuid4()
event = OrderInitialized(
cl_ord_id=ClientOrderId("O-2020872378423"),
strategy_id=StrategyId("SCALPER", "001"),
symbol=Symbol("BTC/USDT", Exchange("BINANCE")),
order_side=OrderSide.BUY,
order_type=OrderType.LIMIT,
quantity=Quantity("0.561000"),
time_in_force=TimeInForce.DAY,
event_id=uuid,
event_timestamp=UNIX_EPOCH,
options={"Price": "15200.10"}
)
# Act
# Assert
self.assertEqual(f"OrderInitialized(cl_ord_id=O-2020872378423, strategy_id=SCALPER-001, event_id={uuid})", str(event))
self.assertEqual(f"OrderInitialized(cl_ord_id=O-2020872378423, strategy_id=SCALPER-001, event_id={uuid})", repr(event))
def test_order_filled(self):
# Arrange
uuid = uuid4()
event = OrderFilled(
account_id=AccountId("SIM", "000"),
cl_ord_id=ClientOrderId("O-2020872378423"),
order_id=OrderId("123456"),
execution_id=ExecutionId("1"),
position_id=PositionId("2"),
strategy_id=StrategyId("SCALPER", "001"),
symbol=Symbol("BTC/USDT", Exchange("BINANCE")),
order_side=OrderSide.BUY,
fill_qty=Quantity("0.561000"),
cum_qty=Quantity("0.561000"),
leaves_qty=Quantity(0),
fill_price=Price("15600.12445"),
currency=USDT,
is_inverse=False,
commission=Money("12.20000000", USDT),
liquidity_side=LiquiditySide.MAKER,
execution_time=UNIX_EPOCH,
event_id=uuid,
event_timestamp=UNIX_EPOCH,
)
# Act
self.assertEqual(
f"OrderFilled(account_id=SIM-000, cl_ord_id=O-2020872378423, "
f"order_id=123456, position_id=2, strategy_id=SCALPER-001, "
f"symbol=BTC/USDT.BINANCE, side=BUY-MAKER, fill_qty=0.561000, "
f"fill_price=15600.12445 USDT, cum_qty=0.561000, leaves_qty=0, "
f"commission=12.20000000 USDT, id={uuid})", str(event)) # noqa
self.assertEqual(
f"OrderFilled(account_id=SIM-000, cl_ord_id=O-2020872378423, "
f"order_id=123456, position_id=2, strategy_id=SCALPER-001, "
f"symbol=BTC/USDT.BINANCE, side=BUY-MAKER, fill_qty=0.561000, "
f"fill_price=15600.12445 USDT, cum_qty=0.561000, leaves_qty=0, "
f"commission=12.20000000 USDT, id={uuid})", repr(event)) # noqa