def get_tx_done_block(ask_amount, bid_amount, traded_amount, ask_total_traded, bid_total_traded): ask_pair = AssetPair(AssetAmount(ask_amount, 'BTC'), AssetAmount(ask_amount, 'MB')) bid_pair = AssetPair(AssetAmount(bid_amount, 'BTC'), AssetAmount(bid_amount, 'MB')) ask = Order(OrderId(TraderId('0' * 40), OrderNumber(1)), ask_pair, Timeout(3600), Timestamp.now(), True) ask._traded_quantity = ask_total_traded bid = Order(OrderId(TraderId('1' * 40), OrderNumber(1)), bid_pair, Timeout(3600), Timestamp.now(), False) bid._traded_quantity = bid_total_traded tx = Transaction( TransactionId(TraderId('0' * 40), TransactionNumber(1)), AssetPair(AssetAmount(traded_amount, 'BTC'), AssetAmount(traded_amount, 'MB')), OrderId(TraderId('0' * 40), OrderNumber(1)), OrderId(TraderId('1' * 40), OrderNumber(1)), Timestamp(0.0)) tx.transferred_assets.first += AssetAmount(traded_amount, 'BTC') tx.transferred_assets.second += AssetAmount(traded_amount, 'MB') tx_done_block = MarketBlock() tx_done_block.type = 'tx_done' tx_done_block.transaction = { 'ask': ask.to_status_dictionary(), 'bid': bid.to_status_dictionary(), 'tx': tx.to_dictionary(), 'version': MarketCommunity.PROTOCOL_VERSION } tx_done_block.transaction['ask']['address'], tx_done_block.transaction[ 'ask']['port'] = "1.1.1.1", 1234 tx_done_block.transaction['bid']['address'], tx_done_block.transaction[ 'bid']['port'] = "1.1.1.1", 1234 return tx_done_block
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): # Object creation self.transaction_id = TransactionId(TraderId("0"), TransactionNumber(1)) self.transaction = Transaction(self.transaction_id, Price(100, 'BTC'), Quantity(30, 'MC'), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(1)), Timestamp(0.0)) self.proposed_trade = Trade.propose( MessageId(TraderId('0'), MessageNumber('1')), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(3)), Price(100, 'BTC'), Quantity(30, 'MC'), Timestamp(0.0)) self.tick = Tick( MessageId(TraderId('0'), MessageNumber('message_number')), OrderId(TraderId('0'), OrderNumber(1)), Price(100, 'BTC'), Quantity(5, 'MC'), Timeout(0.0), Timestamp(float("inf")), True) self.tick2 = Tick( MessageId(TraderId('0'), MessageNumber('message_number')), OrderId(TraderId('0'), OrderNumber(2)), Price(100, 'BTC'), Quantity(100, 'MC'), Timeout(0.0), Timestamp(float("inf")), True) self.order = Order(OrderId(TraderId("0"), OrderNumber(3)), Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(5000), Timestamp(time.time()), False) self.order2 = Order(OrderId(TraderId("0"), OrderNumber(4)), Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(5), Timestamp(time.time() - 1000), True)
def setUp(self): # Object creation self.transaction_id = TransactionId(TraderId("0"), TransactionNumber(1)) self.transaction = Transaction( self.transaction_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(1)), Timestamp(0.0)) self.proposed_trade = Trade.propose( TraderId('0'), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(3)), AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')), Timestamp(0.0)) self.tick = Tick( OrderId(TraderId('0'), OrderNumber(1)), AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')), Timeout(0), Timestamp(float("inf")), True) self.tick2 = Tick( OrderId(TraderId('0'), OrderNumber(2)), AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')), Timeout(0), Timestamp(float("inf")), True) self.order_timestamp = Timestamp.now() self.order = Order( OrderId(TraderId("0"), OrderNumber(3)), AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')), Timeout(5000), self.order_timestamp, False) self.order.set_verified() self.order2 = Order( OrderId(TraderId("0"), OrderNumber(4)), AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')), Timeout(5), Timestamp(time.time() - 1000), True) self.order2.set_verified()
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 setUp(self, annotate=True): yield super(TestDatabase, self).setUp(annotate=annotate) path = os.path.join(self.getStateDir(), 'sqlite') if not os.path.exists(path): os.makedirs(path) self.database = MarketDB(self.getStateDir()) self.order_id1 = OrderId(TraderId('3'), OrderNumber(4)) self.order_id2 = OrderId(TraderId('4'), OrderNumber(5)) self.order1 = Order(self.order_id1, Price(5, 'EUR'), Quantity(6, 'BTC'), Timeout(3600), Timestamp.now(), True) self.order2 = Order(self.order_id2, Price(5, 'EUR'), Quantity(6, 'BTC'), Timeout(3600), Timestamp.now(), False) self.transaction_id1 = TransactionId(TraderId("0"), TransactionNumber(4)) self.transaction1 = Transaction(self.transaction_id1, Price(100, 'BTC'), Quantity(30, 'MC'), OrderId(TraderId("0"), OrderNumber(1)), OrderId(TraderId("1"), OrderNumber(2)), Timestamp(20.0)) self.payment1 = Payment(MessageId(TraderId("0"), MessageNumber("4")), self.transaction_id1, Quantity(5, 'MC'), Price(6, 'BTC'), WalletAddress('abc'), WalletAddress('def'), PaymentId("abc"), Timestamp(20.0), False) self.transaction1.add_payment(self.payment1)
def setUp(self): yield super(TestDatabase, self).setUp() path = os.path.join(self.getStateDir(), 'sqlite') if not os.path.exists(path): os.makedirs(path) self.database = MarketDB(self.getStateDir(), 'market') self.order_id1 = OrderId(TraderId(b'3'), OrderNumber(4)) self.order_id2 = OrderId(TraderId(b'4'), OrderNumber(5)) self.order1 = Order(self.order_id1, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')), Timeout(3600), Timestamp.now(), True) self.order2 = Order(self.order_id2, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')), Timeout(3600), Timestamp.now(), False) self.order2.reserve_quantity_for_tick(OrderId(TraderId(b'3'), OrderNumber(4)), 3) self.transaction_id1 = TransactionId(TraderId(b"0"), TransactionNumber(4)) self.transaction1 = Transaction(self.transaction_id1, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')), OrderId(TraderId(b"0"), OrderNumber(1)), OrderId(TraderId(b"1"), OrderNumber(2)), Timestamp(20.0)) self.payment1 = Payment(TraderId(b"0"), self.transaction_id1, AssetAmount(5, 'BTC'), WalletAddress('abc'), WalletAddress('def'), PaymentId("abc"), Timestamp(20.0), False) self.transaction1.add_payment(self.payment1)
def test_proposed_trade_cache_timeout(self): """ Test the timeout method of a proposed trade request in the cache """ ask = Ask( 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) mocked_match_message = MockObject() mocked_match_message.payload = MockObject() mocked_match_message.payload.matchmaker_trader_id = 'a' self.market_community.incoming_match_messages[ 'a'] = mocked_match_message def mocked_send_decline(*_): mocked_send_decline.called = True mocked_send_decline.called = False self.market_community.send_decline_match_message = mocked_send_decline cache = ProposedTradeRequestCache(self.market_community, self.proposed_trade, 'a') cache.on_timeout() self.assertTrue(mocked_send_decline.called)
def setUp(self): # Object creation self.memory_order_repository = MemoryOrderRepository("0") self.order_id = OrderId(TraderId(b"0"), OrderNumber(1)) self.order = Order(self.order_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')), Timeout(0), Timestamp(10.0), False) self.order2 = Order(self.order_id, AssetPair(AssetAmount(1000, 'BTC'), AssetAmount(30, 'MC')), Timeout(0), Timestamp(10.0), False)
def setUp(self, annotate=True): yield super(TestMarketBlock, self).setUp(annotate=annotate) self.ask = Ask( OrderId(TraderId('0' * 40), OrderNumber(1)), AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp(0.0), True) self.bid = Ask( OrderId(TraderId('1' * 40), OrderNumber(1)), AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp(0.0), False) self.transaction = Transaction( TransactionId(TraderId('0' * 40), TransactionNumber(1)), AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), OrderId(TraderId('0' * 40), OrderNumber(1)), OrderId(TraderId('1' * 40), OrderNumber(1)), Timestamp(0.0)) ask_tx = self.ask.to_block_dict() ask_tx["address"], ask_tx["port"] = "127.0.0.1", 1337 bid_tx = self.bid.to_block_dict() bid_tx["address"], bid_tx["port"] = "127.0.0.1", 1337 self.tick_block = MarketBlock() self.tick_block.type = 'tick' self.tick_block.transaction = {'tick': ask_tx} self.cancel_block = MarketBlock() self.cancel_block.type = 'cancel_order' self.cancel_block.transaction = { 'trader_id': 'a' * 40, 'order_number': 1 } self.tx_block = MarketBlock() self.tx_block.type = 'tx_init' self.tx_block.transaction = { 'ask': ask_tx, 'bid': bid_tx, 'tx': self.transaction.to_dictionary() } payment = { 'trader_id': 'a' * 40, 'transaction_number': 3, 'transferred': { 'amount': 3, 'type': 'BTC' }, 'payment_id': 'a', 'address_from': 'a', 'address_to': 'b', 'timestamp': 1234.3, 'success': True } self.payment_block = MarketBlock() self.payment_block.type = 'tx_payment' self.payment_block.transaction = {'payment': payment}
def setUp(self): # Object creation self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True) self.tick2 = Tick(OrderId(TraderId('1'), OrderNumber(2)), AssetPair(AssetAmount(120, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True) self.side = Side()
def setUp(self): # Object creation self.memory_order_repository = MemoryOrderRepository("0") self.order_id = OrderId(TraderId("0"), OrderNumber(1)) self.order = Order(self.order_id, Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(0.0), Timestamp(10.0), False) self.order2 = Order(self.order_id, Price(1000, 'BTC'), Quantity(30, 'MC'), Timeout(0.0), Timestamp(10.0), False)
def setUp(self): # Object creation self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)), Price(400, 'BTC'), Quantity(30, 'MC'), Timeout(float("inf")), Timestamp(float("inf")), True) self.tick2 = Tick(OrderId(TraderId('1'), OrderNumber(2)), Price(800, 'BTC'), Quantity(30, 'MC'), Timeout(float("inf")), Timestamp(float("inf")), True) self.side = Side()
def setUp(self): # Object creation self.timestamp_now = Timestamp.now() self.tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)), AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp(0.0), True) self.tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)), AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0), False) self.order_ask = Order(OrderId(TraderId(b'0'), OrderNumber(2)), AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0), True) self.order_bid = Order(OrderId(TraderId(b'0'), OrderNumber(2)), AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0), False)
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(TickEntryTestSuite, self).setUp(annotate=annotate) # Object creation tick = Tick(OrderId(TraderId('0'), OrderNumber(1)), Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0), Timestamp(0.0), True) tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(100), Timestamp.now(), True) self.price_level = PriceLevel('MC') self.tick_entry = TickEntry(tick, self.price_level) self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self): # Object creation tick = Tick(MessageId(TraderId('0'), MessageNumber('message_number')), OrderId(TraderId('0'), OrderNumber(1)), Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0), Timestamp(0.0), True) tick2 = Tick(MessageId(TraderId('0'), MessageNumber('message_number')), OrderId(TraderId('0'), OrderNumber(2)), Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(100), Timestamp.now(), True) self.price_level = PriceLevel('MC') self.tick_entry = TickEntry(tick, self.price_level) self.tick_entry2 = TickEntry(tick2, self.price_level)
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 setUp(self): # Object creation self.timestamp_now = Timestamp.now() self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)), Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(30), self.timestamp_now, True) self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0), Timestamp(0.0), False) self.order_ask = Order(OrderId(TraderId('0'), OrderNumber(2)), Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0), Timestamp(0.0), True) self.order_bid = Order(OrderId(TraderId('0'), OrderNumber(2)), Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0), Timestamp(0.0), False)
def setUp(self): # Object creation tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')), Timeout(100), Timestamp.now(), True) tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)), AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')), Timeout(100), Timestamp.now(), True) self.price_level = PriceLevel(Price(10, 'MC', 'BTC')) self.tick_entry1 = TickEntry(tick, self.price_level) self.tick_entry2 = TickEntry(tick, self.price_level) self.tick_entry3 = TickEntry(tick, self.price_level) self.tick_entry4 = TickEntry(tick, self.price_level) self.tick_entry5 = TickEntry(tick2, self.price_level)
def setUp(self): # Object creation tick = Tick(OrderId(TraderId('0'), OrderNumber(1)), Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(float("inf")), Timestamp(float("inf")), True) tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), Price(30, 'MC'), Quantity(30, 'BTC'), Timeout(float("inf")), Timestamp(float("inf")), True) self.price_level = PriceLevel('MC') self.tick_entry1 = TickEntry(tick, self.price_level) self.tick_entry2 = TickEntry(tick, self.price_level) self.tick_entry3 = TickEntry(tick, self.price_level) self.tick_entry4 = TickEntry(tick, self.price_level) self.tick_entry5 = TickEntry(tick2, self.price_level)
def setUp(self): yield super(TickEntryTestSuite, self).setUp() # Object creation tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0), True) tick2 = Tick( OrderId(TraderId(b'0'), OrderNumber(2)), AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True) self.price_level = PriceLevel(Price(100, 'MB', 'BTC')) self.tick_entry = TickEntry(tick, self.price_level) self.tick_entry2 = TickEntry(tick2, self.price_level)
def test_encode_match(self): """ Test encoding and decoding of a match message """ message = MockObject() meta_msg = self.market_community.get_meta_message(u"match") match_payload = MatchPayload.Implementation(meta_msg, TraderId('abc'), MessageNumber('3'), OrderNumber(4), Price(1, 'BTC'), Quantity(2, 'MC'), Timeout(3600), Timestamp.now(), '192.168.1.1', 1234, OrderNumber(3), Quantity(2, 'MC'), TraderId('abc'), TraderId('def'), 'match_id') message.payload = match_payload packet, = self.conversion._encode_match(message) self.assertTrue(packet) _, decoded = self.conversion._decode_match( self.get_placeholder_msg(u"match"), 0, packet) self.assertTrue(decoded) self.assertEqual(decoded.match_id, 'match_id')
def from_unpack_list(cls, trader_id, timestamp, order_number, asset1_amount, asset1_type, asset2_amount, asset2_type, timeout, traded, recipient_order_number, match_quantity, match_trader_id, matchmaker_trader_id, match_id): return MatchPayload(TraderId(trader_id), Timestamp(timestamp), OrderNumber(order_number), AssetPair(AssetAmount(asset1_amount, asset1_type), AssetAmount(asset2_amount, asset2_type)), Timeout(timeout), traded, OrderNumber(recipient_order_number), match_quantity, TraderId(match_trader_id), TraderId(matchmaker_trader_id), match_id)
def from_database(cls, data, reserved_ticks): """ Create an Order object based on information in the database. """ (trader_id, order_number, asset1_amount, asset1_type, asset2_amount, asset2_type, traded_quantity, timeout, order_timestamp, completed_timestamp, is_ask, cancelled, verified) = data order_id = OrderId(TraderId(bytes(trader_id)), OrderNumber(order_number)) order = cls( order_id, AssetPair(AssetAmount(asset1_amount, str(asset1_type)), AssetAmount(asset2_amount, str(asset2_type))), Timeout(timeout), Timestamp(order_timestamp), bool(is_ask)) order._traded_quantity = traded_quantity order._cancelled = bool(cancelled) order._verified = verified if completed_timestamp: order._completed_timestamp = Timestamp(completed_timestamp) for reserved_order_id, quantity in reserved_ticks: order.reserved_ticks[reserved_order_id] = quantity order._reserved_quantity += quantity return order
def setUp(self): # Object creation self.offer_payload = OfferPayload.Implementation( MetaObject(), TraderId('0'), MessageNumber('message_number'), OrderNumber(1), Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(1470004447.117), Timestamp(1462224447.117), 'a', 'b', Ttl(2), "1.1.1.1", 1)
def test_has_acceptable_price(self): """ Test the acceptable price method """ order = Order(OrderId(TraderId("0"), OrderNumber(3)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')), Timeout(5000), self.order_timestamp, True) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB')) self.assertFalse(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) order._is_ask = False pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB')) self.assertFalse(order.has_acceptable_price(pair))
def test_cancel_order_not_found(self): """ Test whether a 404 is returned when we try to cancel an order that does not exist """ self.session.lm.market_community.order_manager.create_ask_order( Price(3, 'DUM1'), Quantity(4, 'DUM2'), Timeout(3600)) self.should_check_equality = False return self.do_request('market/orders/1234/cancel', request_type='POST', expected_code=404)
def setUp(self): # Object creation self.match_payload = MatchPayload.Implementation( MetaObject(), TraderId('0'), MessageNumber('message_number'), OrderNumber(1), Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(1470004447.117), Timestamp(1462224447.117), "1.1.1.1", 1, OrderNumber(2), Quantity(20, 'MC'), TraderId('1'), TraderId('2'), 'a')
class TimeoutTestSuite(unittest.TestCase): """Timeout test cases.""" def setUp(self): # Object creation self.timeout1 = Timeout(3600) self.timeout2 = Timeout(120) def test_init(self): # Test for init validation with self.assertRaises(ValueError): Timeout(-1.0) with self.assertRaises(ValueError): Timeout("1") def test_timed_out(self): # Test for timed out self.assertTrue(self.timeout1.is_timed_out(Timestamp(time.time() - 3700))) self.assertFalse(self.timeout2.is_timed_out(Timestamp(time.time()))) def test_hash(self): # Test for hashes self.assertEqual(self.timeout1.__hash__(), Timeout(3600).__hash__()) self.assertNotEqual(self.timeout1.__hash__(), self.timeout2.__hash__())
def setUp(self): # Object creation self.timeout1 = Timeout(3600) self.timeout2 = Timeout(120)