def test_grouping(self):
orders = Orders(self.market, Market.TYPE_ASK, 0.6)
# group 0
self.market.depth_ask(0.0, 1)
# group 1
self.market.depth_ask(0.1, 1)
self.market.depth_ask(0.3, 1)
self.market.depth_ask(0.6, 1)
self.assertEquals(2, orders.size())
self.assertEquals(to_money(3), orders.get_volume(1))
# group 2
self.market.depth_ask(1.1, 1)
self.market.depth_ask(1.2, 1)
self.assertEquals(3, orders.size())
# remove group 2
self.market.depth_ask(1.1, 0)
self.market.depth_ask(1.2, 0)
self.assertEquals(2, orders.size())
