def setUp(self, annotate=True):
yield super(AbstractTestOrderBook, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.invalid_ask = Ask(
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0))
self.ask2 = Ask(
OrderId(TraderId('1'), OrderNumber(1)),
AssetPair(AssetAmount(400, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.bid = Bid(
OrderId(TraderId('2'), OrderNumber(1)),
AssetPair(AssetAmount(200, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.invalid_bid = Bid(
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0))
self.bid2 = Bid(
OrderId(TraderId('3'), OrderNumber(1)),
AssetPair(AssetAmount(300, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.trade = Trade.propose(
TraderId('0'), OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
self.order_book = OrderBook()
def setUp(self, annotate=True):
yield super(AbstractTestOrderBook, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(1462224447.117), Timestamp(1462224447.117))
self.invalid_ask = Ask(OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(0), Timestamp(0.0))
self.ask2 = Ask(OrderId(TraderId('1'), OrderNumber(1)),
Price(400, 'BTC'), Quantity(30, 'MC'),
Timeout(1462224447.117), Timestamp(1462224447.117))
self.bid = Bid(OrderId(TraderId('2'), OrderNumber(1)),
Price(200, 'BTC'), Quantity(30, 'MC'),
Timeout(1462224447.117), Timestamp(1462224447.117))
self.invalid_bid = Bid(OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(0), Timestamp(0.0))
self.bid2 = Bid(OrderId(TraderId('3'), OrderNumber(1)),
Price(300, 'BTC'), Quantity(30, 'MC'),
Timeout(1462224447.117), Timestamp(1462224447.117))
self.trade = Trade.propose(MessageId(TraderId('0'), MessageNumber(1)),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timestamp(1462224447.117))
self.order_book = OrderBook()
def setUp(self, annotate=True):
yield super(PriceTimeStrategyTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(MessageId(TraderId('0'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask2 = Ask(MessageId(TraderId('1'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(2)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask3 = Ask(MessageId(TraderId('3'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(3)),
Price(200, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask4 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(50, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask5 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(100, 'A'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask6 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(100, 'BTC'), Quantity(30, 'A'), Timeout(100),
Timestamp.now())
self.bid = Bid(MessageId(TraderId('5'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(5)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.bid2 = Bid(MessageId(TraderId('6'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(6)),
Price(200, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.bid3 = Bid(MessageId(TraderId('7'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(7)),
Price(50, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.bid4 = Bid(MessageId(TraderId('8'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(8)),
Price(100, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask_order = Order(OrderId(TraderId('9'), OrderNumber(11)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(OrderId(TraderId('9'), OrderNumber(12)),
Price(10, 'BTC'), Quantity(60, 'MC'),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId('9'), OrderNumber(13)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(OrderId(TraderId('9'), OrderNumber(14)),
Price(100, 'BTC'), Quantity(60, 'MC'),
Timeout(100), Timestamp.now(), False)
self.order_book = OrderBook(MemoryMessageRepository('0'))
self.price_time_strategy = PriceTimeStrategy(self.order_book)
def setUp(self):
yield super(PriceTimeStrategyTestSuite, self).setUp()
# Object creation
self.ask = Ask(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask2 = Ask(OrderId(TraderId(b'1'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask3 = Ask(OrderId(TraderId(b'0'), OrderNumber(3)),
AssetPair(AssetAmount(40000, 'BTC'), AssetAmount(200, 'MB')), Timeout(100), Timestamp.now())
self.ask4 = Ask(OrderId(TraderId(b'1'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'A'), AssetAmount(3000, 'MB')), Timeout(100), Timestamp.now())
self.ask5 = Ask(OrderId(TraderId(b'1'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'C')), Timeout(100), Timestamp.now())
self.bid = Bid(OrderId(TraderId(b'0'), OrderNumber(5)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.bid2 = Bid(OrderId(TraderId(b'0'), OrderNumber(6)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask_order = Order(OrderId(TraderId(b'9'), OrderNumber(11)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(OrderId(TraderId(b'9'), OrderNumber(12)),
AssetPair(AssetAmount(600, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId(b'9'), OrderNumber(13)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(OrderId(TraderId(b'9'), OrderNumber(14)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), False)
self.order_book = OrderBook()
self.price_time_strategy = PriceTimeStrategy(self.order_book)
def setUp(self, annotate=True):
yield super(CommunityTestSuite, self).setUp(annotate=annotate)
dummy1_wallet = DummyWallet1()
dummy2_wallet = DummyWallet2()
self.market_community = MarketCommunity(self.dispersy,
self.master_member,
self.member)
self.market_community.initialize(wallets={
dummy1_wallet.get_identifier():
dummy1_wallet,
dummy2_wallet.get_identifier():
dummy2_wallet
},
use_database=False)
self.market_community.use_local_address = True
self.dispersy._lan_address = ("127.0.0.1", 1234)
self.dispersy._endpoint.open(self.dispersy)
self.dispersy.attach_community(self.market_community)
eccrypto = ECCrypto()
ec = eccrypto.generate_key(u"curve25519")
member = Member(self.dispersy, ec, 1)
trader_id = hashlib.sha1(member.public_key).digest().encode('hex')
self.ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1234)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
self.ask.sign(member)
self.bid = Bid(
MessageId(TraderId('1'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1235)),
Price(343, 'DUM1'), Quantity(22, 'DUM2'), Timeout(3600),
Timestamp.now())
self.bid.sign(member)
self.order = Order(
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.proposed_trade = Trade.propose(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(23)),
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timestamp.now())
def test_from_network(self):
# Test for from network
now = Timestamp.now()
data = Bid.from_network(
type(
'Data', (object, ), {
"trader_id": TraderId('0'),
"order_number": OrderNumber(2),
"message_number": MessageNumber('message_number'),
"price": Price(63400, 'BTC'),
"quantity": Quantity(40, 'MC'),
"timeout": Timeout(30),
"timestamp": now,
"public_key": 'a',
"signature": 'b'
}))
self.assertEquals(
MessageId(TraderId('0'), MessageNumber('message_number')),
data.message_id)
self.assertEquals(Price(63400, 'BTC'), data.price)
self.assertEquals(Quantity(40, 'MC'), data.quantity)
self.assertEquals(float(Timeout(30)), float(data.timeout))
self.assertEquals(now, data.timestamp)
self.assertEquals('a', data._public_key)
self.assertEquals('b', data._signature)
def setUp(self, annotate=True):
yield super(MatchingEngineTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(
OrderId(TraderId('2'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.bid = Bid(
OrderId(TraderId('4'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId('5'), OrderNumber(3)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId('6'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), False)
self.order_book = OrderBook()
self.matching_engine = MatchingEngine(
PriceTimeStrategy(self.order_book))
self.ask_count = 2
self.bid_count = 2
def create_bid(self, amount1, amount2):
"""
Create a bid with a specific price and quantity
"""
new_bid = Bid(OrderId(TraderId(b'3'), OrderNumber(self.bid_count)),
AssetPair(AssetAmount(amount1, 'BTC'), AssetAmount(amount2, 'MB')), Timeout(30), Timestamp.now())
self.bid_count += 1
return new_bid
def create_bid(self, price, quantity):
"""
Create a bid with a specific price and quantity
"""
new_bid = Bid(OrderId(TraderId('2'), OrderNumber(self.bid_count)),
Price(price, 'BTC'), Quantity(quantity, 'MC'),
Timeout(30), Timestamp.now())
self.bid_count += 1
return new_bid
def update_ticks(self, ask_order_dict, bid_order_dict, traded_quantity, unreserve=True):
"""
Update ticks according to a TradeChain block containing the status of the ask/bid orders.
:type ask_order_dict: dict
:type bid_order_dict: dict
:type traded_quantity: Quantity
:type unreserve: bool
"""
assert isinstance(ask_order_dict, dict), type(ask_order_dict)
assert isinstance(bid_order_dict, dict), type(bid_order_dict)
assert isinstance(traded_quantity, Quantity), type(traded_quantity)
assert isinstance(unreserve, bool), type(unreserve)
ask_order_id = OrderId(TraderId(ask_order_dict["trader_id"]), OrderNumber(ask_order_dict["order_number"]))
bid_order_id = OrderId(TraderId(bid_order_dict["trader_id"]), OrderNumber(bid_order_dict["order_number"]))
self._logger.debug("Updating ticks in order book: %s and %s (traded quantity: %s)",
str(ask_order_id), str(bid_order_id), str(traded_quantity))
# Update ask tick
new_ask_quantity = Quantity(ask_order_dict["quantity"] - ask_order_dict["traded_quantity"],
ask_order_dict["quantity_type"])
if self.tick_exists(ask_order_id) and new_ask_quantity <= self.get_tick(ask_order_id).quantity:
tick = self.get_tick(ask_order_id)
tick.quantity = new_ask_quantity
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.quantity <= Quantity(0, ask_order_dict["quantity_type"]):
self.remove_tick(tick.order_id)
self.completed_orders.append(tick.order_id)
elif not self.tick_exists(ask_order_id) and new_ask_quantity > Quantity(0, ask_order_dict["quantity_type"]):
ask = Ask(ask_order_id, Price(ask_order_dict["price"], ask_order_dict["price_type"]),
new_ask_quantity, Timeout(ask_order_dict["timeout"]), Timestamp(ask_order_dict["timestamp"]))
self.insert_ask(ask)
# Update bid tick
new_bid_quantity = Quantity(bid_order_dict["quantity"] - bid_order_dict["traded_quantity"],
bid_order_dict["quantity_type"])
if self.tick_exists(bid_order_id) and new_bid_quantity <= self.get_tick(bid_order_id).quantity:
tick = self.get_tick(bid_order_id)
tick.quantity = new_bid_quantity
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.quantity <= Quantity(0, bid_order_dict["quantity_type"]):
self.remove_tick(tick.order_id)
self.completed_orders.append(tick.order_id)
elif not self.tick_exists(bid_order_id) and new_bid_quantity > Quantity(0, bid_order_dict["quantity_type"]):
bid = Bid(bid_order_id, Price(bid_order_dict["price"], bid_order_dict["price_type"]),
new_bid_quantity, Timeout(bid_order_dict["timeout"]), Timestamp(bid_order_dict["timestamp"]))
self.insert_bid(bid)
def setUp(self, annotate=True):
yield super(MatchingEngineTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(
MessageId(TraderId('1'), MessageNumber('message_number1')),
OrderId(TraderId('2'), OrderNumber(1)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timeout(30), Timestamp.now())
self.bid = Bid(
MessageId(TraderId('3'), MessageNumber('message_number2')),
OrderId(TraderId('4'), OrderNumber(2)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timeout(30), Timestamp.now())
self.ask_order = Order(OrderId(TraderId('5'), OrderNumber(3)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId('6'), OrderNumber(4)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(30), Timestamp.now(), False)
self.order_book = OrderBook(MemoryMessageRepository('0'))
self.matching_engine = MatchingEngine(
PriceTimeStrategy(self.order_book))
class CommunityTestSuite(AbstractTestCommunity):
"""Community test cases."""
@blocking_call_on_reactor_thread
@inlineCallbacks
def setUp(self, annotate=True):
yield super(CommunityTestSuite, self).setUp(annotate=annotate)
dummy1_wallet = DummyWallet1()
dummy2_wallet = DummyWallet2()
self.market_community = MarketCommunity(self.dispersy,
self.master_member,
self.member)
self.market_community.initialize(wallets={
dummy1_wallet.get_identifier():
dummy1_wallet,
dummy2_wallet.get_identifier():
dummy2_wallet
},
use_database=False)
self.market_community.use_local_address = True
self.dispersy._lan_address = ("127.0.0.1", 1234)
self.dispersy._endpoint.open(self.dispersy)
self.dispersy.attach_community(self.market_community)
eccrypto = ECCrypto()
ec = eccrypto.generate_key(u"curve25519")
member = Member(self.dispersy, ec, 1)
trader_id = hashlib.sha1(member.public_key).digest().encode('hex')
self.ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1234)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
self.ask.sign(member)
self.bid = Bid(
MessageId(TraderId('1'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1235)),
Price(343, 'DUM1'), Quantity(22, 'DUM2'), Timeout(3600),
Timestamp.now())
self.bid.sign(member)
self.order = Order(
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.proposed_trade = Trade.propose(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(23)),
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timestamp.now())
@blocking_call_on_reactor_thread
def test_get_master_members(self):
"""
Test retrieval of the master members of the Market community
"""
self.assertTrue(MarketCommunity.get_master_members(self.dispersy))
@blocking_call_on_reactor_thread
def test_proposed_trade_cache_timeout(self):
"""
Test the timeout method of a proposed trade request in the cache
"""
ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
order = Order(OrderId(TraderId("0"), OrderNumber(23)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.market_community.order_book.insert_ask(ask)
self.assertEqual(len(self.market_community.order_book.asks), 1)
self.market_community.order_manager.order_repository.add(order)
order.reserve_quantity_for_tick(self.proposed_trade.recipient_order_id,
Quantity(30, 'DUM2'))
self.market_community.order_manager.order_repository.update(order)
cache = ProposedTradeRequestCache(self.market_community,
self.proposed_trade)
cache.on_timeout()
self.assertEqual(len(self.market_community.order_book.asks), 0)
def get_tick_message(self, tick):
meta = self.market_community.get_meta_message(
u"ask" if isinstance(tick, Ask) else u"bid")
return meta.impl(
authentication=(self.market_community.my_member, ),
distribution=(self.market_community.claim_global_time(), ),
payload=tick.to_network() + (Ttl.default(), "127.0.0.1", 1234))
def get_offer_sync(self, tick):
meta = self.market_community.get_meta_message(u"offer-sync")
candidate = Candidate(
self.market_community.lookup_ip(TraderId(
self.market_community.mid)), False)
return meta.impl(
authentication=(self.market_community.my_member, ),
distribution=(self.market_community.claim_global_time(), ),
destination=(candidate, ),
payload=tick.to_network() + (Ttl(1), ) + ("127.0.0.1", 1234) +
(isinstance(tick, Ask), ))
@blocking_call_on_reactor_thread
def test_verify_offer_creation(self):
"""
Test creation of an offer in the community
"""
self.assertRaises(RuntimeError,
self.market_community.verify_offer_creation,
Price(3, 'MC'), 'ABC', Quantity(4, 'BTC'), 'ABC')
self.assertRaises(RuntimeError,
self.market_community.verify_offer_creation,
Price(3, 'MC'), 'ABC', Quantity(4, 'BTC'), 'MC')
self.assertRaises(RuntimeError,
self.market_community.verify_offer_creation,
Price(1, 'DUM1'), 'DUM1', Quantity(1, 'BTC'), 'BTC')
self.assertRaises(RuntimeError,
self.market_community.verify_offer_creation,
Price(0.1, 'DUM1'), 'DUM1', Quantity(1,
'DUM2'), 'DUM2')
self.assertRaises(RuntimeError,
self.market_community.verify_offer_creation,
Price(1, 'DUM1'), 'DUM1', Quantity(0.1,
'DUM2'), 'DUM2')
@blocking_call_on_reactor_thread
def test_check_message(self):
"""
Test the general check of the validity of a message in the market community
"""
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
proposed_trade_msg = self.get_proposed_trade_msg()
self.market_community.timeline.check = lambda _: (True, None)
[
self.assertIsInstance(msg, Message.Implementation) for msg in
self.market_community.check_message([proposed_trade_msg])
]
self.market_community.timeline.check = lambda _: (False, None)
[
self.assertIsInstance(msg, DelayMessageByProof) for msg in
self.market_community.check_message([proposed_trade_msg])
]
@blocking_call_on_reactor_thread
def test_check_tick_message(self):
"""
Test the general check of the validity of a tick message in the market community
"""
self.ask._signature = EMPTY_SIG
[
self.assertIsInstance(msg, DropMessage)
for msg in self.market_community.check_tick_message(
[self.get_tick_message(self.ask)])
]
self.market_community.timeline.check = lambda _: (False, None)
[
self.assertIsInstance(msg, DelayMessageByProof)
for msg in self.market_community.check_tick_message(
[self.get_tick_message(self.ask)])
]
self.market_community.timeline.check = lambda _: (True, None)
self.ask.order_id._trader_id = TraderId(self.market_community.mid)
[
self.assertIsInstance(msg, DropMessage)
for msg in self.market_community.check_tick_message(
[self.get_tick_message(self.ask)])
]
@blocking_call_on_reactor_thread
def test_check_trade_message(self):
"""
Test the general check of the validity of a trade message in the market community
"""
self.proposed_trade.recipient_order_id._trader_id = TraderId("abcdef")
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
self.market_community.update_ip(TraderId("abcdef"), ('2.2.2.2', 2))
self.market_community.timeline.check = lambda _: (False, None)
[
self.assertIsInstance(msg, DelayMessageByProof)
for msg in self.market_community.check_trade_message(
[self.get_proposed_trade_msg()])
]
self.market_community.timeline.check = lambda _: (True, None)
[
self.assertIsInstance(msg, DropMessage)
for msg in self.market_community.check_trade_message(
[self.get_proposed_trade_msg()])
]
self.proposed_trade.recipient_order_id._trader_id = TraderId(
self.market_community.mid)
self.market_community.timeline.check = lambda _: (True, None)
[
self.assertIsInstance(msg, DropMessage)
for msg in self.market_community.check_trade_message(
[self.get_proposed_trade_msg()])
]
self.market_community.order_manager.order_repository.add(self.order)
self.market_community.timeline.check = lambda _: (True, None)
[
self.assertIsInstance(msg, Message.Implementation)
for msg in self.market_community.check_trade_message(
[self.get_proposed_trade_msg()])
]
@blocking_call_on_reactor_thread
def test_send_offer_sync(self):
"""
Test sending an offer sync
"""
self.market_community.update_ip(TraderId('0'), ("127.0.0.1", 1234))
self.market_community.update_ip(TraderId('1'), ("127.0.0.1", 1234))
self.market_community.update_ip(self.ask.order_id.trader_id,
("127.0.0.1", 1234))
candidate = WalkCandidate(("127.0.0.1", 1234), False,
("127.0.0.1", 1234), ("127.0.0.1", 1234),
u"public")
self.assertTrue(
self.market_community.send_offer_sync(candidate, self.ask))
@blocking_call_on_reactor_thread
def test_send_proposed_trade(self):
"""
Test sending a proposed trade
"""
self.market_community.update_ip(TraderId(self.market_community.mid),
('127.0.0.1', 1234))
self.assertEqual(
self.market_community.send_proposed_trade_messages(
[self.proposed_trade]), [True])
@blocking_call_on_reactor_thread
def test_send_counter_trade(self):
"""
Test sending a counter trade
"""
self.market_community.update_ip(TraderId('b'), ('127.0.0.1', 1234))
counter_trade = CounterTrade(
MessageId(TraderId('a'), MessageNumber('2')), self.order.order_id,
OrderId(TraderId('b'), OrderNumber(3)), 1235, Price(3, 'MC'),
Quantity(4, 'BTC'), Timestamp.now())
self.market_community.send_counter_trade(counter_trade)
@blocking_call_on_reactor_thread
def test_start_transaction(self):
"""
Test the start transaction method
"""
self.market_community.order_manager.order_repository.add(self.order)
self.market_community.update_ip(TraderId('0'), ("127.0.0.1", 1234))
self.market_community.start_transaction(self.proposed_trade)
self.assertEqual(
len(self.market_community.transaction_manager.find_all()), 1)
@blocking_call_on_reactor_thread
def test_create_intro_request(self):
"""
Test the creation of an introduction request
"""
self.market_community.order_book.insert_ask(self.ask)
self.market_community.order_book.insert_bid(self.bid)
candidate = WalkCandidate(("127.0.0.1", 1234), False,
("127.0.0.1", 1234), ("127.0.0.1", 1234),
u"public")
request = self.market_community.create_introduction_request(
candidate, True)
self.assertTrue(request)
self.assertTrue(request.payload.orders_bloom_filter)
@blocking_call_on_reactor_thread
def test_on_introduction_request(self):
"""
Test that when we receive an intro request with a orders bloom filter, we send an order sync back
"""
def on_send_offer_sync(_, tick):
self.assertIsInstance(tick, Tick)
on_send_offer_sync.called = True
on_send_offer_sync.called = False
candidate = WalkCandidate(("127.0.0.1", 1234), False,
("127.0.0.1", 1234), ("127.0.0.1", 1234),
u"public")
candidate.associate(self.market_community.my_member)
payload = self.market_community.create_introduction_request(
candidate, True).payload
self.market_community.order_book.insert_ask(self.ask)
self.market_community.order_book.insert_bid(self.bid)
self.market_community.update_ip(TraderId('0'), ("127.0.0.1", 1234))
self.market_community.update_ip(TraderId('1'), ("127.0.0.1", 1234))
self.market_community.send_offer_sync = on_send_offer_sync
message = MockObject()
message.payload = payload
message.candidate = candidate
self.market_community.on_introduction_request([message])
self.assertTrue(on_send_offer_sync.called)
@blocking_call_on_reactor_thread
def test_lookup_ip(self):
# Test for lookup ip
self.market_community.update_ip(TraderId('0'), ("1.1.1.1", 0))
self.assertEquals(("1.1.1.1", 0),
self.market_community.lookup_ip(TraderId('0')))
@blocking_call_on_reactor_thread
def test_get_wallet_address(self):
"""
Test the retrieval of a wallet address
"""
self.assertRaises(ValueError, self.market_community.get_wallet_address,
'ABCD')
self.assertTrue(self.market_community.get_wallet_address('DUM1'))
@blocking_call_on_reactor_thread
def test_create_ask(self):
# Test for create ask
self.assertRaises(RuntimeError, self.market_community.create_ask, 20,
'DUM2', 100, 'DUM2', 0.0)
self.assertRaises(RuntimeError, self.market_community.create_ask, 20,
'NOTEXIST', 100, 'DUM2', 0.0)
self.assertRaises(RuntimeError, self.market_community.create_ask, 20,
'DUM2', 100, 'NOTEXIST', 0.0)
self.assertTrue(
self.market_community.create_ask(20, 'DUM1', 100, 'DUM2', 3600))
self.assertEquals(1, len(self.market_community.order_book._asks))
self.assertEquals(0, len(self.market_community.order_book._bids))
@blocking_call_on_reactor_thread
def test_on_tick(self):
"""
Test whether a tick is inserted in the order book when we receive one
"""
self.market_community.on_tick(
[self.get_tick_message(self.ask),
self.get_tick_message(self.bid)])
self.assertEquals(1, len(self.market_community.order_book.asks))
self.assertEquals(1, len(self.market_community.order_book.bids))
# Update the timestamp of the ticks
ask_timestamp = float(self.ask.timestamp)
self.ask.update_timestamp()
self.market_community.on_tick([self.get_tick_message(self.ask)])
self.assertEquals(1, len(self.market_community.order_book.asks))
new_timestamp = self.market_community.order_book.get_tick(
self.ask.order_id).tick.timestamp
self.assertGreater(new_timestamp, ask_timestamp)
@blocking_call_on_reactor_thread
def test_create_bid(self):
# Test for create bid
self.assertRaises(RuntimeError, self.market_community.create_bid, 20,
'DUM2', 100, 'DUM2', 0.0)
self.assertRaises(RuntimeError, self.market_community.create_bid, 20,
'NOTEXIST', 100, 'DUM2', 0.0)
self.assertRaises(RuntimeError, self.market_community.create_bid, 20,
'DUM2', 100, 'NOTEXIST', 0.0)
self.assertTrue(
self.market_community.create_bid(20, 'DUM1', 100, 'DUM2', 3600))
self.assertEquals(0, len(self.market_community.order_book.asks))
self.assertEquals(1, len(self.market_community.order_book.bids))
def get_proposed_trade_msg(self):
destination, payload = self.proposed_trade.to_network()
payload += ("127.0.0.1", 1234)
candidate = Candidate(self.market_community.lookup_ip(destination),
False)
meta = self.market_community.get_meta_message(u"proposed-trade")
message = meta.impl(
authentication=(self.market_community.my_member, ),
distribution=(self.market_community.claim_global_time(), ),
destination=(candidate, ),
payload=payload)
return message
@blocking_call_on_reactor_thread
def test_on_proposed_trade_accept(self):
"""
Test whether we accept a trade when we receive a correct proposed trade message
"""
def mocked_start_transaction(*_):
mocked_start_transaction.called = True
mocked_start_transaction.called = False
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
self.market_community.start_transaction = mocked_start_transaction
self.market_community.order_manager.order_repository.add(self.order)
self.market_community.on_proposed_trade(
[self.get_proposed_trade_msg()])
self.assertTrue(mocked_start_transaction.called)
@blocking_call_on_reactor_thread
def test_on_proposed_trade_decline(self):
"""
Test whether we decline a trade when we receive an invalid proposed trade message
"""
def mocked_send_decline_trade(*_):
mocked_send_decline_trade.called = True
mocked_send_decline_trade.called = False
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
self.market_community.send_declined_trade = mocked_send_decline_trade
self.market_community.order_manager.order_repository.add(self.order)
self.proposed_trade._price = Price(900, 'DUM1')
self.market_community.on_proposed_trade(
[self.get_proposed_trade_msg()])
self.assertTrue(mocked_send_decline_trade.called)
@blocking_call_on_reactor_thread
def test_on_proposed_trade_counter(self):
"""
Test whether we send a counter trade when we receive a proposed trade message
"""
def mocked_send_counter_trade(*_):
mocked_send_counter_trade.called = True
mocked_send_counter_trade.called = False
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
self.market_community.send_counter_trade = mocked_send_counter_trade
self.market_community.order_manager.order_repository.add(self.order)
self.proposed_trade._quantity = Quantity(100000, 'DUM2')
self.market_community.on_proposed_trade(
[self.get_proposed_trade_msg()])
self.assertTrue(mocked_send_counter_trade.called)
@blocking_call_on_reactor_thread
def test_on_offer_sync(self):
"""
Test whether the right operations happen when we receive an offer sync
"""
self.assertEqual(len(self.market_community.order_book.asks), 0)
self.assertEqual(len(self.market_community.order_book.bids), 0)
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
self.market_community.on_offer_sync([self.get_offer_sync(self.ask)])
self.assertEqual(len(self.market_community.order_book.asks), 1)
self.market_community.order_book.remove_tick(self.ask.order_id)
self.market_community.on_offer_sync([self.get_offer_sync(self.bid)])
self.assertEqual(len(self.market_community.order_book.bids), 1)
@blocking_call_on_reactor_thread
def test_compute_reputation(self):
"""
Test the compute_reputation method
"""
self.market_community.tradechain_community = MockObject()
self.market_community.tradechain_community.persistence = MockObject()
self.market_community.tradechain_community.persistence.get_all_blocks = lambda: [
]
self.market_community.compute_reputation()
self.assertFalse(self.market_community.reputation_dict)
@blocking_call_on_reactor_thread
def test_abort_transaction(self):
"""
Test aborting a transaction
"""
self.order.reserve_quantity_for_tick(
OrderId(TraderId('0'), OrderNumber(23)), Quantity(30, 'DUM2'))
self.market_community.order_manager.order_repository.add(self.order)
self.market_community.update_ip(TraderId('0'), ("127.0.0.1", 1234))
self.market_community.start_transaction(self.proposed_trade)
transaction = self.market_community.transaction_manager.find_all()[0]
self.assertTrue(transaction)
self.assertEqual(self.order.reserved_quantity, Quantity(30, 'DUM2'))
self.market_community.abort_transaction(transaction)
order = self.market_community.order_manager.order_repository.find_by_id(
transaction.order_id)
self.assertEqual(order.reserved_quantity, Quantity(0, 'DUM2'))
def update_ticks(self,
ask_order_dict,
bid_order_dict,
traded_quantity,
unreserve=True):
"""
Update ticks according to a TrustChain block containing the status of the ask/bid orders.
:type ask_order_dict: dict
:type bid_order_dict: dict
:type traded_quantity: int
:type unreserve: bool
"""
ask_order_id = OrderId(TraderId(ask_order_dict["trader_id"]),
OrderNumber(ask_order_dict["order_number"]))
bid_order_id = OrderId(TraderId(bid_order_dict["trader_id"]),
OrderNumber(bid_order_dict["order_number"]))
self._logger.debug(
"Updating ticks in order book: %s and %s (traded quantity: %s)",
str(ask_order_id), str(bid_order_id), str(traded_quantity))
# Update ask tick
ask_exists = self.tick_exists(ask_order_id)
if ask_exists and ask_order_dict["traded"] >= self.get_tick(
ask_order_id).traded:
tick = self.get_tick(ask_order_id)
tick.traded = ask_order_dict["traded"]
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.traded >= tick.assets.first.amount:
self.remove_tick(tick.order_id)
self.completed_orders.add(tick.order_id)
elif not ask_exists and ask_order_dict["traded"] < ask_order_dict["assets"]["first"]["amount"] and \
ask_order_id not in self.completed_orders:
new_pair = AssetPair.from_dictionary(ask_order_dict["assets"])
ask = Ask(ask_order_id,
new_pair,
Timeout(ask_order_dict["timeout"]),
Timestamp(ask_order_dict["timestamp"]),
traded=ask_order_dict["traded"])
self.insert_ask(ask)
elif not ask_exists and ask_order_dict["traded"] >= ask_order_dict[
"assets"]["first"]["amount"]:
self.completed_orders.add(ask_order_id)
# Update bid tick
bid_exists = self.tick_exists(bid_order_id)
if bid_exists and bid_order_dict["traded"] >= self.get_tick(
bid_order_id).traded:
tick = self.get_tick(bid_order_id)
tick.traded = bid_order_dict["traded"]
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.traded >= tick.assets.first.amount:
self.remove_tick(tick.order_id)
self.completed_orders.add(tick.order_id)
elif not bid_exists and bid_order_dict["traded"] < bid_order_dict["assets"]["first"]["amount"] and \
bid_order_id not in self.completed_orders:
new_pair = AssetPair.from_dictionary(bid_order_dict["assets"])
bid = Bid(bid_order_id,
new_pair,
Timeout(bid_order_dict["timeout"]),
Timestamp(bid_order_dict["timestamp"]),
traded=bid_order_dict["traded"])
self.insert_bid(bid)
elif not bid_exists and bid_order_dict["traded"] >= bid_order_dict[
"assets"]["first"]["amount"]:
self.completed_orders.add(bid_order_id)