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)