def test_to_dict_returns_expected_dict(self):
# Arrange
snapshot = OrderBookSnapshot(
instrument_id=AUDUSD,
book_type=BookType.L2_MBP,
bids=[[1010, 2], [1009, 1]],
asks=[[1020, 2], [1021, 1]],
update_id=123456789,
ts_event=0,
ts_init=1_000_000_000,
)
# Act
result = OrderBookSnapshot.to_dict(snapshot)
# Assert
assert result == {
"type": "OrderBookSnapshot",
"instrument_id": "AUD/USD.SIM",
"book_type": "L2_MBP",
"bids": b"[[1010,2],[1009,1]]",
"asks": b"[[1020,2],[1021,1]]",
"update_id": 123456789,
"ts_event": 0,
"ts_init": 1_000_000_000,
}
def test_from_dict_returns_expected_tick(self):
# Arrange
snapshot = OrderBookSnapshot(
instrument_id=AUDUSD,
book_type=BookType.L2_MBP,
bids=[[1010, 2], [1009, 1]],
asks=[[1020, 2], [1021, 1]],
update_id=123456789,
ts_event=0,
ts_init=1_000_000_000,
)
# Act
result = OrderBookSnapshot.from_dict(
OrderBookSnapshot.to_dict(snapshot))
# Assert
assert result == snapshot