def test_to_dict_returns_expected_dict(self):
# Arrange
order = Order(price=10, size=5, side=OrderSide.BUY, id="1")
delta = OrderBookDelta(
instrument_id=AUDUSD,
level=BookLevel.L2,
delta_type=DeltaType.ADD,
order=order,
ts_event_ns=0,
ts_recv_ns=0,
)
# Act
result = OrderBookDelta.to_dict(delta)
# Assert
assert result == {
"type": "OrderBookDelta",
"instrument_id": "AUD/USD.SIM",
"level": "L2",
"delta_type": "ADD",
"order_id": "1",
"order_price": 10.0,
"order_side": "BUY",
"order_size": 5.0,
"ts_event_ns": 0,
"ts_recv_ns": 0,
}
def test_from_dict_returns_expected_clear(self):
# Arrange
delta = OrderBookDelta(
instrument_id=AUDUSD,
level=BookLevel.L2,
delta_type=DeltaType.CLEAR,
order=None,
ts_event_ns=0,
ts_recv_ns=0,
)
# Act
result = OrderBookDelta.from_dict(OrderBookDelta.to_dict(delta))
# Assert
assert result == delta
def test_from_dict_returns_expected_delta(self):
# Arrange
order = Order(price=10, size=5, side=OrderSide.BUY)
delta = OrderBookDelta(
instrument_id=AUDUSD,
level=BookLevel.L2,
delta_type=DeltaType.ADD,
order=order,
ts_event_ns=0,
ts_recv_ns=0,
)
# Act
result = OrderBookDelta.from_dict(OrderBookDelta.to_dict(delta))
# Assert
assert result == delta
def _parse_delta(delta: OrderBookDelta):
return OrderBookDelta.to_dict(delta)