def test_update():
order = Order(price=10, volume=100, side=OrderSide.BUY)
level = Level(orders=[order])
assert level.volume() == 100
order.update_volume(volume=50)
level.update(order=order)
assert level.volume() == 50
def test_update():
level = Level(price=10.0)
order = Order(price=10.0, size=100.0, side=OrderSide.BUY)
level.add(order)
assert level.volume() == 100.0
order.update_size(size=50.0)
level.update(order=order)
assert level.volume() == 50.0
def test_delete_order():
level = Level(price=100.0)
orders = [
Order(price=100.0, size=50.0, side=OrderSide.BUY, id="1"),
Order(price=100.0, size=50.0, side=OrderSide.BUY, id="2"),
]
level.bulk_add(orders=orders)
level.delete(order=orders[1])
assert level.volume() == 50.0
def test_zero_volume_level():
level = Level(price=10.0)
level.bulk_add(orders=[Order(price=10.0, size=0.0, side=OrderSide.BUY)])
assert level.volume() == 0.0