class BasicOrderbookTests(unittest.TestCase):
"""
Basic tests for adding and removing orders
"""
@clear_redis_keys
def setUp(self):
# print
# print 'Create books and orders etc.'
self.book = Orderbook('testbook')
def test_order_match_1(self):
"""
Matching orders with same price and same volume cancel out and are removed from the orderbook
"""
buy_order = get_random_order(price = 10, volume = 10, side = Order.BUY)
self.book.process_order(buy_order)
self.assertTrue(len(self.book.buy_orders) == 1)
sell_order = get_random_order(price = 10, volume = 10, side = Order.SELL)
self.book.process_order(sell_order)
self.assertTrue(len(self.book.buy_orders) == 0)
def test_order_match_2(self):
"""
Matching orders with same price but different volume result in a remaining order the subtracted volume
"""
buy_order = get_random_order(price = 10, volume = 5, side = Order.BUY)
self.book.process_order(buy_order)
self.assertTrue(len(self.book.buy_orders) == 1)
sell_order = get_random_order(price = 10, volume = 10, side = Order.SELL)
self.book.process_order(sell_order)
self.assertTrue(len(self.book.buy_orders) == 0)
self.assertTrue(len(self.book.sell_orders) == 1)
remaining_order = self.book.sell_orders.pop()
self.assertTrue(remaining_order.volume == 5)
def test_order_match_3(self):
"""
Sell order eats two buy orders completely
"""
self.book.process_order(get_random_order(price = 10, volume = 5, side = Order.BUY))
self.book.process_order(get_random_order(price = 11, volume = 5, side = Order.BUY))
self.assertTrue(len(self.book.buy_orders) == 2)
self.book.process_order(get_random_order(price = 10, volume = 10, side = Order.SELL))
self.assertTrue(len(self.book.buy_orders) == 0)
self.assertTrue(len(self.book.sell_orders) == 0)
def test_order_match_4(self):
"""
Sell order eats cheapest buy order when cheapest buy order was added first
"""
self.book.process_order(get_random_order(price = 10, volume = 5, side = Order.BUY))
self.book.process_order(get_random_order(price = 11, volume = 5, side = Order.BUY))
self.assertTrue(len(self.book.buy_orders) == 2)
self.book.process_order(get_random_order(price = 10, volume = 9, side = Order.SELL))
self.assertTrue(len(self.book.buy_orders) == 1)
self.assertTrue(len(self.book.sell_orders) == 0)
remaining_order = self.book.buy_orders.pop()
self.assertTrue(remaining_order.volume == 1)
self.assertTrue(remaining_order.price == 11)
def test_order_match_5(self):
"""
Sell order eats cheapest buy order when cheapest buy order was added last
"""
self.book.process_order(get_random_order(price = 11, volume = 5, side = Order.BUY))
self.book.process_order(get_random_order(price = 10, volume = 5, side = Order.BUY))
self.assertTrue(len(self.book.buy_orders) == 2)
self.book.process_order(get_random_order(price = 10, volume = 9, side = Order.SELL))
self.assertTrue(len(self.book.buy_orders) == 1)
self.assertTrue(len(self.book.sell_orders) == 0)
remaining_order = self.book.buy_orders.pop()
self.assertTrue(remaining_order.volume == 1)
self.assertTrue(remaining_order.price == 11)
def test_order_match_6(self):
"""
Buy order eats cheapest sell order when cheapest sell order was added first
"""
self.book.process_order(get_random_order(price = 9, volume = 5, side = Order.SELL))
self.book.process_order(get_random_order(price = 10, volume = 5, side = Order.SELL))
self.assertTrue(len(self.book.sell_orders) == 2)
self.book.process_order(get_random_order(price = 10, volume = 9, side = Order.BUY))
self.assertTrue(len(self.book.buy_orders) == 0)
self.assertTrue(len(self.book.sell_orders) == 1)
remaining_order = self.book.sell_orders.pop()
self.assertTrue(remaining_order.volume == 1)
self.assertTrue(remaining_order.price == 10)
def test_order_match_7(self):
"""
Buy order eats cheapest sell order when cheapest sell order was added last
"""
self.book.process_order(get_random_order(price = 10, volume = 5, side = Order.SELL))
self.book.process_order(get_random_order(price = 9, volume = 5, side = Order.SELL))
self.assertTrue(len(self.book.sell_orders) == 2)
self.book.process_order(get_random_order(price = 10, volume = 9, side = Order.BUY))
self.assertTrue(len(self.book.buy_orders) == 0)
self.assertTrue(len(self.book.sell_orders) == 1)
remaining_order = self.book.sell_orders.pop()
self.assertTrue(remaining_order.volume == 1)
self.assertTrue(remaining_order.price == 10)
# from redis import Redis
from multiprocessing import Process
import argparse
if __name__ == "__main__":
# socketio.redis = Redis()
parser = argparse.ArgumentParser()
parser.add_argument('--env', choices = ('test', 'dev', 'prod'), default = 'dev')
args = parser.parse_args()
logger.info('Starting Flask app in %s environment'%args.env)
if args.env == 'test':
configuration = TestConfig()
elif args.env == 'dev':
configuration = DevelopmentConfig()
elif args.env == 'prod':
configuration = ProductionConfig()
flapp.config.from_object(configuration)
# print flapp.config
book = Orderbook('book_1')
book.start_auction()
flapp.book = book
flapp.orderbooks[book.uuid] = book
socketio.run(flapp, host = '127.0.0.1', port = flapp.config['PORT'])
# app.redis = Redis()
# app.run(debug = True)
def setUp(self):
# print
# print 'Create books and orders etc.'
self.book = Orderbook('testbook')
