def simulate_cancel_order(order_tracker: OrderTracker, order: Union[LimitOrder, MarketOrder]):
"""
Simulates order being cancelled.
"""
order_id = order.client_order_id if isinstance(order, LimitOrder) else order.order_id
if order_id:
order_tracker.check_and_track_cancel(order_id)
def simulate_stop_tracking_order(order_tracker: OrderTracker, order: Union[LimitOrder, MarketOrder], market_info: MarketTradingPairTuple):
"""
Simulates an order being cancelled or filled completely.
"""
if isinstance(order, LimitOrder):
order_tracker.stop_tracking_limit_order(market_pair=market_info,
order_id=order.client_order_id,
)
else:
order_tracker.stop_tracking_market_order(market_pair=market_info,
order_id=order.order_id
)
def simulate_place_order(order_tracker: OrderTracker, order: Union[LimitOrder, MarketOrder], market_info: MarketTradingPairTuple):
"""
Simulates an order being succesfully placed.
"""
if isinstance(order, LimitOrder):
order_tracker.add_create_order_pending(order.client_order_id)
order_tracker.start_tracking_limit_order(market_pair=market_info,
order_id=order.client_order_id,
is_buy=order.is_buy,
price=order.price,
quantity=order.quantity
)
else:
order_tracker.add_create_order_pending(order.order_id)
order_tracker.start_tracking_market_order(market_pair=market_info,
order_id=order.order_id,
is_buy=order.is_buy,
quantity=order.amount
)
def simulate_order_created(order_tracker: OrderTracker, order: Union[LimitOrder, MarketOrder]):
order_id = order.client_order_id if isinstance(order, LimitOrder) else order.order_id
order_tracker.remove_create_order_pending(order_id)
def setUp(self):
self.order_tracker: OrderTracker = OrderTracker()
self.clock: Clock = Clock(ClockMode.BACKTEST, self.clock_tick_size, self.start_timestamp, self.end_timestamp)
self.clock.add_iterator(self.order_tracker)
self.clock.backtest_til(self.start_timestamp)