def setUp(self):
yield super(MatchingEngineTestSuite, self).setUp()
# Object creation
self.ask = Ask(
OrderId(TraderId(b'2' * 20), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.bid = Bid(
OrderId(TraderId(b'4' * 20), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId(b'5' * 20), OrderNumber(3)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId(b'6' * 20), 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
class OrderIDTestSuite(unittest.TestCase):
"""Order ID test cases."""
def setUp(self):
# Object creation
self.order_id = OrderId(TraderId(b'0' * 20), OrderNumber(1))
self.order_id2 = OrderId(TraderId(b'0' * 20), OrderNumber(1))
self.order_id3 = OrderId(TraderId(b'0' * 20), OrderNumber(2))
def test_equality(self):
# Test for equality
self.assertEqual(self.order_id, self.order_id)
self.assertEqual(self.order_id, self.order_id2)
self.assertFalse(self.order_id == self.order_id3)
def test_non_equality(self):
# Test for non equality
self.assertNotEqual(self.order_id, self.order_id3)
def test_hashes(self):
# Test for hashes
self.assertEqual(self.order_id.__hash__(), self.order_id2.__hash__())
self.assertNotEqual(self.order_id.__hash__(),
self.order_id3.__hash__())
def test_str(self):
# Test for string representation
self.assertEqual('%s.1' % ('30' * 20), str(self.order_id))
def test_from_network(self):
# Test for from network
data = ProposedTrade.from_network(
type(
'Data', (object, ), {
"trader_id":
TraderId(b'0' * 20),
"order_number":
OrderNumber(1),
"recipient_order_id":
OrderId(TraderId(b'1' * 20), OrderNumber(2)),
"proposal_id":
1234,
"timestamp":
Timestamp(1462224447117),
"assets":
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
}))
self.assertEquals(TraderId(b'0' * 20), data.trader_id)
self.assertEquals(OrderId(TraderId(b'0' * 20), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId(b'1' * 20), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1234, data.proposal_id)
self.assertEquals(
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
data.assets)
self.assertEquals(Timestamp(1462224447117), data.timestamp)
def test_from_network(self):
# Test for from network
data = StartTransaction.from_network(
type(
'Data', (object, ), {
"trader_id":
TraderId(b'0' * 20),
"transaction_id":
TransactionId(TraderId(b'0' * 20), TransactionNumber(1)),
"order_id":
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
"recipient_order_id":
OrderId(TraderId(b'1' * 20), OrderNumber(2)),
"proposal_id":
1235,
"assets":
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(40, 'MC')),
"timestamp":
Timestamp(0)
}))
self.assertEquals(TraderId(b'0' * 20), data.trader_id)
self.assertEquals(
TransactionId(TraderId(b'0' * 20), TransactionNumber(1)),
data.transaction_id)
self.assertEquals(OrderId(TraderId(b'0' * 20), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId(b'1' * 20), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1235, data.proposal_id)
self.assertEquals(Timestamp(0), data.timestamp)
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(b'0' * 20), OrderNumber(1)), ask_pair,
Timeout(3600), Timestamp.now(), True)
ask._traded_quantity = ask_total_traded
bid = Order(OrderId(TraderId(b'1' * 20), OrderNumber(1)), bid_pair,
Timeout(3600), Timestamp.now(), False)
bid._traded_quantity = bid_total_traded
tx = Transaction(
TransactionId(b'a' * 32),
AssetPair(AssetAmount(traded_amount, 'BTC'),
AssetAmount(traded_amount, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(1)), Timestamp(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 = b'tx_done'
tx_done_block.transaction = {
'ask': ask.to_status_dictionary(),
'bid': bid.to_status_dictionary(),
'tx': tx.to_block_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 from_database(cls, data, payments):
"""
Create a Transaction object based on information in the database.
"""
(trader_id, transaction_id, order_number, partner_trader_id, partner_order_number,
asset1_amount, asset1_type, asset1_transferred, asset2_amount, asset2_type, asset2_transferred,
transaction_timestamp, sent_wallet_info, received_wallet_info, incoming_address, outgoing_address,
partner_incoming_address, partner_outgoing_address) = data
transaction_id = TransactionId(bytes(transaction_id))
transaction = cls(transaction_id,
AssetPair(AssetAmount(asset1_amount, str(asset1_type)),
AssetAmount(asset2_amount, str(asset2_type))),
OrderId(TraderId(bytes(trader_id)), OrderNumber(order_number)),
OrderId(TraderId(bytes(partner_trader_id)), OrderNumber(partner_order_number)),
Timestamp(transaction_timestamp))
transaction._transferred_assets = AssetPair(AssetAmount(asset1_transferred, str(asset1_type)),
AssetAmount(asset2_transferred, str(asset2_type)))
transaction.sent_wallet_info = sent_wallet_info
transaction.received_wallet_info = received_wallet_info
transaction.incoming_address = WalletAddress(str(incoming_address))
transaction.outgoing_address = WalletAddress(str(outgoing_address))
transaction.partner_incoming_address = WalletAddress(str(partner_incoming_address))
transaction.partner_outgoing_address = WalletAddress(str(partner_outgoing_address))
transaction._payments = payments
return transaction
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' * 20), OrderNumber(4))
self.order_id2 = OrderId(TraderId(b'4' * 20), 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' * 20), OrderNumber(4)), 3)
self.transaction_id1 = TransactionId(b'a' * 32)
self.transaction1 = Transaction(self.transaction_id1, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(2)), Timestamp(20000))
self.payment1 = Payment(TraderId(b'0' * 20), self.transaction_id1, AssetAmount(5, 'BTC'),
WalletAddress('abc'), WalletAddress('def'), PaymentId("abc"), Timestamp(20000))
self.transaction1.add_payment(self.payment1)
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(
TraderId(b'0' * 20), OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(2)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447117))
def order2():
order_id2 = OrderId(TraderId(b'4' * 20), OrderNumber(5))
order2 = Order(order_id2,
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), False)
order2.reserve_quantity_for_tick(
OrderId(TraderId(b'3' * 20), OrderNumber(4)), 3)
return order2
def test_remove_tick(self):
# Test remove tick
self.side.insert_tick(self.tick)
self.side.insert_tick(self.tick2)
self.side.remove_tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)))
self.assertEqual(1, len(self.side))
self.side.remove_tick(OrderId(TraderId(b'1' * 20), OrderNumber(2)))
self.assertEqual(0, len(self.side))
def from_unpack_list(cls, trader_id, timestamp, tx_trader_id, transaction_number,
order_trader_id, order_number, recipient_trader_id, recipient_order_number, proposal_id,
asset1_amount, asset1_type, asset2_amount, asset2_type):
return StartTransactionPayload(TraderId(trader_id), Timestamp(timestamp),
TransactionId(TraderId(tx_trader_id), TransactionNumber(transaction_number)),
OrderId(TraderId(order_trader_id), OrderNumber(order_number)),
OrderId(TraderId(recipient_trader_id), OrderNumber(recipient_order_number)),
proposal_id, AssetPair(AssetAmount(asset1_amount, asset1_type.decode('utf-8')),
AssetAmount(asset2_amount, asset2_type.decode('utf-8'))))
def setUp(self):
# Object creation
self.start_transaction = StartTransaction(
TraderId(b'0' * 20),
TransactionId(TraderId(b'0' * 20), TransactionNumber(1)),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(1)), 1234,
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(40, 'MC')),
Timestamp(0))
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(
TraderId(b'0' * 20), OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(2)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447117))
self.declined_trade = Trade.decline(
TraderId(b'0' * 20), Timestamp(1462224447117), self.proposed_trade,
DeclinedTradeReason.ORDER_COMPLETED)
def test_insert_tick(self):
# Test insert tick
self.assertEqual(0, len(self.side))
self.assertFalse(self.side.tick_exists(OrderId(TraderId(b'0' * 20), OrderNumber(1))))
self.side.insert_tick(self.tick)
self.side.insert_tick(self.tick2)
self.assertEqual(2, len(self.side))
self.assertTrue(self.side.tick_exists(OrderId(TraderId(b'0' * 20), OrderNumber(1))))
def setUp(self):
# Object creation
self.tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.tick2 = Tick(OrderId(TraderId(b'1' * 20), OrderNumber(2)),
AssetPair(AssetAmount(120, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.side = Side()
def setUp(self):
# Object creation
self.memory_transaction_repository = MemoryTransactionRepository(b'0' *
20)
self.transaction_id = TransactionId(b'a' * 32)
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(10, 'BTC'), AssetAmount(10, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'2' * 20), OrderNumber(2)), Timestamp(0))
def test_block_for_matching(self):
"""
Test blocking of a match
"""
self.tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
# Try to add it again - should be ignored
self.tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
def transaction(payment):
transaction_id = TransactionId(b'a' * 32)
transaction = Transaction(
transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(2)), Timestamp(20000))
transaction.add_payment(payment)
return transaction
def test_block_for_matching(tick_entry):
"""
Test blocking of a match
"""
tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
assert len(tick_entry._blocked_for_matching) == 1
# Try to add it again - should be ignored
tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
assert len(tick_entry._blocked_for_matching) == 1
def setUp(self):
BaseTestCase.setUp(self)
self.ask = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0), True)
self.bid = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0), False)
self.transaction = Transaction(
TransactionId(TraderId(b'0' * 20), TransactionNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(1)), Timestamp(0))
ask_tx = self.ask.to_block_dict()
bid_tx = self.bid.to_block_dict()
self.tick_block = MarketBlock()
self.tick_block.type = b'ask'
self.tick_block.transaction = {'tick': ask_tx}
self.cancel_block = MarketBlock()
self.cancel_block.type = b'cancel_order'
self.cancel_block.transaction = {
'trader_id': 'a' * 20,
'order_number': 1
}
self.tx_block = MarketBlock()
self.tx_block.type = b'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,
'success': True
}
self.payment_block = MarketBlock()
self.payment_block.type = b'tx_payment'
self.payment_block.transaction = {'payment': payment}
def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'),
AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), True)
tick2 = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 1, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def from_tx_init_block(cls, tx_init_block):
"""
Create a transaction from an incoming tx_init block.
:param tx_init_block: The tx_init block containing the transaction information
:return: The created transaction
:rtype: Transaction
"""
tx_dict = tx_init_block.transaction["tx"]
order_id = OrderId(TraderId(unhexlify(tx_dict["partner_trader_id"])),
OrderNumber(tx_dict["partner_order_number"]))
partner_order_id = OrderId(TraderId(unhexlify(tx_dict["trader_id"])),
OrderNumber(tx_dict["order_number"]))
return cls(TransactionId(tx_init_block.hash), AssetPair.from_dictionary(tx_dict["assets"]),
order_id, partner_order_id, Timestamp.now())
def setUp(self):
# Object creation
self.transaction_id = TransactionId(b'a' * 32)
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
OrderId(TraderId(b'1' * 20), OrderNumber(1)), Timestamp(0))
self.proposed_trade = Trade.propose(
TraderId(b'0' * 20), OrderId(TraderId(b'0' * 20), OrderNumber(2)),
OrderId(TraderId(b'1' * 20), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
Timestamp(0))
self.tick = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')), Timeout(0),
Timestamp(00), True)
self.tick2 = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(0), True)
self.order_timestamp = Timestamp.now()
self.order = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(3)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(40, 'MC')),
Timeout(5000), self.order_timestamp, False)
self.order.set_verified()
self.order2 = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(4)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(10, 'MC')),
Timeout(5), Timestamp(int(time.time() * 1000) - 1000 * 1000), True)
self.order2.set_verified()
async def setUp(self):
super(AbstractTestOrderBook, self).setUp()
# Object creation
self.ask = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.invalid_ask = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0))
self.ask2 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(1)),
AssetPair(AssetAmount(400, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.bid = Bid(
OrderId(TraderId(b'2' * 20), OrderNumber(1)),
AssetPair(AssetAmount(200, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.invalid_bid = Bid(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0))
self.bid2 = Bid(
OrderId(TraderId(b'3' * 20), OrderNumber(1)),
AssetPair(AssetAmount(300, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.trade = Trade.propose(
TraderId(b'0' * 20), OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447117))
self.order_book = OrderBook()
def update_ticks(self, ask_order_dict, bid_order_dict, traded_quantity):
"""
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
"""
ask_order_id = OrderId(TraderId(unhexlify(ask_order_dict["trader_id"])),
OrderNumber(ask_order_dict["order_number"]))
bid_order_id = OrderId(TraderId(unhexlify(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 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 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)
def from_block(cls, block_info):
"""
Create a Transaction object based on information in a tx_init/tx_done block.
"""
trader_id = unhexlify(block_info["tx"]["trader_id"])
transaction_number = block_info["tx"]["transaction_number"]
order_trader_id = unhexlify(block_info["tx"]["trader_id"])
order_number = block_info["tx"]["order_number"]
partner_trader_id = unhexlify(block_info["tx"]["partner_trader_id"])
partner_order_number = block_info["tx"]["partner_order_number"]
asset1_amount = block_info["tx"]["assets"]["first"]["amount"]
asset1_type = block_info["tx"]["assets"]["first"]["type"]
asset1_transferred = block_info["tx"]["transferred"]["first"]["amount"]
asset2_amount = block_info["tx"]["assets"]["second"]["amount"]
asset2_type = block_info["tx"]["assets"]["second"]["type"]
asset2_transferred = block_info["tx"]["transferred"]["second"][
"amount"]
transaction_timestamp = block_info["tx"]["timestamp"]
sent_wallet_info = False
received_wallet_info = False
incoming_address = None
outgoing_address = None
partner_incoming_address = None
partner_outgoing_address = None
transaction_id = TransactionId(TraderId(trader_id),
TransactionNumber(transaction_number))
transaction = cls(
transaction_id,
AssetPair(AssetAmount(asset1_amount, str(asset1_type)),
AssetAmount(asset2_amount, str(asset2_type))),
OrderId(TraderId(order_trader_id), OrderNumber(order_number)),
OrderId(TraderId(partner_trader_id),
OrderNumber(partner_order_number)),
Timestamp(transaction_timestamp))
transaction._transferred_assets = AssetPair(
AssetAmount(asset1_transferred, str(asset1_type)),
AssetAmount(asset2_transferred, str(asset2_type)))
transaction.sent_wallet_info = sent_wallet_info
transaction.received_wallet_info = received_wallet_info
transaction.incoming_address = WalletAddress(str(incoming_address))
transaction.outgoing_address = WalletAddress(str(outgoing_address))
transaction.partner_incoming_address = WalletAddress(
str(partner_incoming_address))
transaction.partner_outgoing_address = WalletAddress(
str(partner_outgoing_address))
return transaction
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(50, 5, '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 test_has_acceptable_price(self):
"""
Test the acceptable price method
"""
order = Order(OrderId(TraderId(b'0' * 20), 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 get_reserved_ticks(self, order_id):
"""
Get all reserved ticks for a specific order.
"""
db_results = self.execute(u"SELECT * FROM orders_reserved_ticks WHERE trader_id = ? AND order_number = ?",
(database_blob(bytes(order_id.trader_id)), text_type(order_id.order_number)))
return [(OrderId(TraderId(bytes(data[2])), OrderNumber(data[3])), data[4]) for data in db_results]
def get_all_orders(self):
"""
Return all orders in the database.
"""
db_result = self.execute(u"SELECT * FROM orders")
return [Order.from_database(db_item, self.get_reserved_ticks(
OrderId(TraderId(bytes(db_item[0])), OrderNumber(db_item[1])))) for db_item in db_result]