def test_create_settlement_ref_count(self):
org = self.store.lookup("organization:name", "First Bank")["ref-count"]
org2 = self.store.lookup("organization:name",
"Second Bank")["ref-count"]
transaction = BondTransaction({
"UpdateType":
"CreateSettlement",
'Updates': [{
"UpdateType":
"CreateSettlement",
"order_id":
"123453716009ca1786222a44347ccff258a4ab6029" +
"d936664fde0d13f23992b7"
}]
})
transaction.sign_object(self.key)
transaction.check_valid(self.store)
try:
transaction.check_valid(self.store)
transaction.apply(self.store)
except InvalidTransactionError:
self.fail("This should be valid")
new_org = self.store.lookup("organization:name",
"First Bank")["ref-count"]
new_org2 = self.store.lookup("organization:name",
"Second Bank")["ref-count"]
self.assertEquals(org + 1, new_org)
self.assertEquals(org2 + 1, new_org)
def test_coupon_exists(self):
org = self.store.lookup("organization:name", "Second Bank")
bond = self.store.lookup("bond:cusip", "912828R77")
date = datetime.datetime(2015, 4, 1)
self._set_clock(2015, 4, 1, 1)
self.assertFalse(Family._coupon_exists(self.store, bond, org, date))
transaction = BondTransaction({
'Updates': [{
'UpdateType': 'CreateReceipt',
'PaymentType': 'Coupon',
'BondID': bond['object-id'],
'PayeeID': org['object-id'],
'CouponDate': "04/01/2015"
}]
})
transaction.sign_object(self.key)
transaction.check_valid(self.store)
try:
transaction.check_valid(self.store)
transaction.apply(self.store)
except InvalidTransactionError:
self.fail("This should be valid")
org = self.store.lookup("organization:name", "Second Bank")
bond = self.store.lookup("bond:cusip", "912828R77")
self.assertTrue(Family._coupon_exists(self.store, bond, org, date))
def test_generate_coupons_coupon(self):
self._set_clock(2015, 4, 1, 1)
signingkey = signed_object.generate_signing_key()
ident = signed_object.generate_identifier(signingkey)
node = Node(identifier=ident,
signingkey=signingkey,
address=("localhost", 10021))
node.is_peer = True
path = tempfile.mkdtemp()
gossip = Gossip(node)
journal = Journal(node,
gossip,
gossip.dispatcher,
consensus=DevModeConsensus(),
data_directory=path)
journal.global_store.TransactionStores['/BondTransaction'] = \
self.store
# creates a redemption
updates = Family._generate_coupons(journal)
self.assertNotEquals(updates, [])
transaction = BondTransaction(updates[0])
transaction.sign_object(self.key)
transaction.check_valid(self.store)
transaction.apply(self.store)
org_usd_holding = self.store["34d813716009ca1786222a44347ccff"
"258a4ab6029d936664fde0d13f23992b5"]
self.assertEquals(org_usd_holding["amount"], 25000.0)
def test_create_holding_refcounts(self):
org = self.store.lookup("organization:name", "Test Bank")
bond = self.store.lookup("bond:cusip", "912828R77")
org_refcount_before = org["ref-count"]
bond_refcount_before = bond["ref-count"]
transaction = BondTransaction({
"UpdateType":
"CreateHolding",
'Updates': [{
"UpdateType": "CreateHolding",
"owner_id": org["object-id"],
"asset_type": "Bond",
"asset_id": bond["object-id"],
"amount": 10000
}]
})
transaction.sign_object(self.key)
try:
transaction.check_valid(self.store)
transaction.apply(self.store)
except InvalidTransactionError:
self.fail("This should be valid")
org = self.store.lookup("organization:name", "Test Bank")
bond = self.store.lookup("bond:cusip", "912828R77")
self.assertEquals(org_refcount_before + 1, org["ref-count"])
self.assertEquals(bond_refcount_before + 1, bond["ref-count"])
def test_create_bond_valid(self):
transaction = BondTransaction({
"UpdateType":
"CreateBond",
'Updates': [{
"UpdateType": "CreateBond",
"amount_outstanding": 42671000000,
'corporate_debt_ratings': {
"Fitch": "AAA",
"Moodys": "AAA",
"S&P": "AA+"
},
"coupon_rate": 1.375,
"coupon_type": "Fixed",
"coupon_frequency": "Quarterly",
"cusip": "912828R77",
"face_value": 1000,
"isin": "US912828R770",
"first_settlement_date": "01/11/2012",
"first_coupon_date": "03/01/2012",
"maturity_date": "01/11/2022",
"issuer": "T"
}]
})
transaction.sign_object(self.key)
try:
transaction.check_valid(self.store)
transaction.apply(self.store)
except InvalidTransactionError:
self.fail("This should be valid")
def test_libor_update_invalid_value_one_week(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date='2016-05-24',
rates={
'Overnight': 0.1,
'OneWeek': 'invalid rate',
'OneMonth': 0.1,
'TwoMonth': 0.1,
'ThreeMonth': 0.1,
'SixMonth': 0.1,
'OneYear': 0.1
},
signature='HBYQ8UxaSl6tTv2Ab3Hctki7kl+G8qBthr+4vVXRvJhMrppcEA3'
'CMtm3OitDoYsqmB6MC0WiFqqgSzOEiqJmPUg=')
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def test_libor_update_invalid_value_three_month(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date='2016-05-24',
rates={
'Overnight': 0.1,
'OneWeek': 0.1,
'OneMonth': 0.1,
'TwoMonth': 0.1,
'ThreeMonth': 'invalid rate',
'SixMonth': 0.1,
'OneYear': 0.1
},
signature='HO+xNW91CfhWVrvBKyk2P0rak82TPG8ZSsBucI3QhSXT7SegQd'
'y/Sq0dTZC+31rGQgMVdylbXLSO++aIb9OP0y8=')
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def test_libor_update_invalid_value_two_month(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date='2016-05-24',
rates={
'Overnight': 0.1,
'OneWeek': 0.1,
'OneMonth': 0.1,
'TwoMonth': 'invalid rate',
'ThreeMonth': 0.1,
'SixMonth': 0.1,
'OneYear': 0.1
},
signature='HCi5tDerqxHZ8han4SmTqMsbKN1JscETRCqYDU3gNQSofp'
't8fm25i5xyo7EwBXDlxpcOyU5em8DVQOGsdyx8jXk=')
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def test_libor_update_invalid_value_one_year(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date='2016-05-24',
rates={
'Overnight': 0.1,
'OneWeek': 0.1,
'OneMonth': 0.1,
'TwoMonth': 0.1,
'ThreeMonth': 0.1,
'SixMonth': 0.1,
'OneYear': 'invalid rate'
},
signature='HDRqSWSJN8wCPMGITZLx0pW/ccqsMDYnnG9mbRUL3x1O8bz'
'tfGmgkD9n+6OQgb/glO52zuJdFIFV5ehCdr4L0Ug=')
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def test_libor_update_invalid_value_one_month(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date='2016-05-24',
rates={
'Overnight': 0.1,
'OneWeek': 0.1,
'OneMonth': 'invalid rate',
'TwoMonth': 0.1,
'ThreeMonth': 0.1,
'SixMonth': 0.1,
'OneYear': 0.1
},
signature='G+eKJzXQBJCEgIj3ZZ46mfp73WqECskUBh4JPjFIMy9D2EAW0'
'2ry7VN1NA6r4ZPf2dGtRY50yHSLrRwf/3Yn0gs=')
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def test_libor_update_signature_does_not_match(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date='2016-05-24',
rates={
'Overnight': '0.1',
'OneWeek': '0.1',
'OneMonth': '0.1',
'TwoMonth': '0.1',
'ThreeMonth': '0.1',
'SixMonth': '0.1',
'OneYear': '0.1',
},
signature='hjoq7knkzlxo4qubsjslfarl1ej/qso0ar4zsucd5xguniuvqjv'
'zj5lrqhayi5tqvniqxai0lkt31zqsztgojxw=')
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def test_libor_update_invalid_value_overnight(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date='2016-05-24',
rates={
'Overnight': 'invalid rate',
'OneWeek': 0.1,
'OneMonth': 0.1,
'TwoMonth': 0.1,
'ThreeMonth': 0.1,
'SixMonth': 0.1,
'OneYear': 0.1
},
signature='HLwpLLCM0TdAOdyj/zpR4LUNp7QQosVTBBTqEq71zZkjKZ3a5y'
'SqRqFAC8Wgv9VQHyRbScLXJxFOG7xH83SxLYc=')
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def test_libor_update_not_signed(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date='2016-05-24',
rates={
'Overnight': '0.1',
'OneWeek': '0.1',
'OneMonth': '0.1',
'TwoMonth': '0.1',
'ThreeMonth': '0.1',
'SixMonth': '0.1',
'OneYear': '0.1'
},
signature=None)
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def test_libor_update_date_in_the_future(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date='2100-01-01',
rates={
'Overnight': 0.1,
'OneWeek': 0.1,
'OneMonth': 0.1,
'TwoMonth': 0.1,
'ThreeMonth': 0.1,
'SixMonth': 0.1,
'OneYear': 0.1
},
signature='G/gl8XhptfXUGih7X4g4s8EeXNXpX+qz7yEHd6ah1xXyrica2p'
'pdePFikWb9wbR5rOnvKC8FDAIg8CadhAaizt0=')
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def test_libor_update_invalid_value_one_year(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
libor_key = TestCreateLIBORUpdate.libor_key
libor_public_key = signing.generate_pubkey(libor_key)
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date='2016-05-24',
rates={
'Overnight': 0.1,
'OneWeek': 0.1,
'OneMonth': 0.1,
'TwoMonth': 0.1,
'ThreeMonth': 0.1,
'SixMonth': 0.1,
'OneYear': 'invalid rate'
},
libor_public_key=libor_public_key)
update.sign_update_object(libor_key)
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def test_libor_update_invalid_value_six_month(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date='2016-05-24',
rates={
'Overnight': 0.1,
'OneWeek': 0.1,
'OneMonth': 0.1,
'TwoMonth': 0.1,
'ThreeMonth': 0.1,
'SixMonth': 'invalid rate',
'OneYear': 0.1
},
signature='HHlwEyzhFYP53vg2tE44snVyAD4UUIzElBiaiNUPZLKrkGmO'
'5TLHHmRJ8RvTAkxL5elIicRiNwOKc7JI0Zjkn5o=')
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def test_libor_update_missing_date(self):
key = signed_object.generate_signing_key()
store = ObjectStore()
update = \
CreateLIBORUpdate(
update_type='CreateLIBOR',
date=None,
rates={
'Overnight': 0.1,
'OneWeek': 0.1,
'OneMonth': 0.1,
'TwoMonth': 0.1,
'ThreeMonth': 0.1,
'SixMonth': 0.1,
'OneYear': 0.1
},
signature="G78QicusrNO9l8Yxt/qJGX0TxkVh0ftSiW9dYkQPL5qYctd"
"pb4Cq3GR15gT6DeHj0ujFcf4CK+Pu0Sqe77Zi92Y=")
transaction = BondTransaction()
transaction._updates = [update]
transaction.sign_object(key)
try:
transaction.check_valid(store)
self.fail('This transaction should be invalid')
except InvalidTransactionError:
pass
def _set_clock(self, year, month, day, num):
date = time.mktime(datetime.date(year, month, day).timetuple())
transaction = BondTransaction({
'Updates': [{
'UpdateType': 'Clock',
'Blocknum': num,
'PreviousBlockId': 0,
'Timestamp': date
}]
})
transaction.sign_object(self.key)
transaction.check_valid(self.store)
transaction.apply(self.store)
def test_create_holding_owner_id(self):
transaction = BondTransaction({
"UpdateType":
"CreateHolding",
'Updates': [{
"UpdateType":
"CreateHolding",
"owner_id":
"BadOrganization",
"asset_type":
"Currency",
"asset_id":
"USD",
"amount":
10000,
"object_id":
"34d813716009ca1786222a44347ccff258a4ab6029" +
"d936664fde0d13f23992b6"
}]
})
transaction.sign_object(self.key)
try:
transaction.check_valid(self.store)
self.fail("Bad Organization")
except InvalidTransactionError:
pass
def test_create_holding_asset_other(self):
org = self.store.lookup("organization:name", "Test Bank")
transaction = BondTransaction({
"UpdateType":
"CreateHolding",
'Updates': [{
"UpdateType":
"CreateHolding",
"owner_id":
org["object-id"],
"asset_type":
"Cookies",
"asset_id":
"Coco Chip",
"amount":
10000,
"object_id":
"34d813716009ca1786222a44347ccff258a4ab6029" +
"d936664fde0d13f23992b6"
}]
})
transaction.sign_object(self.key)
try:
transaction.check_valid(self.store)
self.fail("Unknown asset-type")
except InvalidTransactionError:
pass
def test_delete_quote(self):
transaction = BondTransaction({
"UpdateType": "DeleteQuote",
'Updates': [{
"UpdateType": "DeleteQuote",
"ObjectId": "3932250c4877136ee99bf76e5ffbb50b7f"
"bd46d6788340d29422abcdabcdabcd"
}]
})
try:
transaction.sign_object(self.key)
transaction.check_valid(self.store)
transaction.apply(self.store)
except InvalidTransactionError:
self.fail("This should be valid")
def test_matching_no_quotes(self):
signingkey = signed_object.generate_signing_key()
ident = signed_object.generate_identifier(signingkey)
node = Node(identifier=ident, signingkey=signingkey,
address=("localhost", 10003))
node.is_peer = True
path = tempfile.mkdtemp()
gossip = Gossip(node)
journal = Journal(node,
gossip,
gossip.dispatcher,
consensus=DevModeConsensus(),
data_directory=path)
org2 = self.store.lookup("organization:name", "Second Bank")
bond = self.store.lookup("bond:cusip", "912828R77")
transaction = BondTransaction({
"UpdateType": "CreateOrder",
'Updates': [{
"UpdateType": "CreateOrder",
"Action": "Buy",
"OrderType": "Market",
"FirmId": org2["object-id"],
"Isin": bond["isin"],
"Quantity": 100000,
"object_id": "123453716009ca1786222a44347ccff258a4ab6029" +
"d936664fde0d13f23992b7"
}]
})
transaction.sign_object(self.key)
try:
transaction.check_valid(self.store)
transaction.apply(self.store)
except InvalidTransactionError:
self.fail("This should be valid")
journal.global_store.TransactionStores['/BondTransaction'] = \
self.store
matched_orders = _generate_match_orders(journal)
self.assertEquals(matched_orders, [])
def test_create_quote_ref_count(self):
transaction = BondTransaction({
"UpdateType": "CreateQuote",
'Updates': [{
"UpdateType": "CreateQuote",
"Firm": "ABCD",
"Cusip": "912828R77",
"BidPrice": "98-05.875",
"BidQty": 24000,
"AskPrice": "98-06.875",
"AskQty": 24000
}]
})
try:
transaction.sign_object(self.key)
transaction.check_valid(self.store)
transaction.apply(self.store)
except InvalidTransactionError:
self.fail("This should be valid")
firm = self.store.lookup("organization:pricing-source", "ABCD")
self.assertEquals(firm["ref-count"], 2)
def test_create_settlement_order_id(self):
transaction = BondTransaction({
"UpdateType":
"CreateSettlement",
'Updates': [{
"UpdateType": "CreateSettlement",
"order_id": "bad Id"
}]
})
transaction.sign_object(self.key)
try:
transaction.check_valid(self.store)
self.fail("No Order found")
except InvalidTransactionError:
pass
def test_matching_no_order(self):
signingkey = signed_object.generate_signing_key()
ident = signed_object.generate_identifier(signingkey)
node = Node(identifier=ident, signingkey=signingkey,
address=("localhost", 10004))
node.is_peer = True
path = tempfile.mkdtemp()
gossip = Gossip(node)
journal = Journal(node,
gossip,
gossip.dispatcher,
consensus=DevModeConsensus(),
data_directory=path)
transaction = BondTransaction({
"UpdateType": "CreateQuote",
'Updates': [{
"UpdateType": "CreateQuote",
"Firm": "ABCD",
"Isin": "US912828R770",
"BidPrice": "101",
"BidQty": 250000,
"AskPrice": "101",
"AskQty": 250000,
"object_id": "555553716009ca1786222a44347ccff258a4ab6029" +
"d936664fde0d13f23992b7"
}]
})
transaction.sign_object(self.key)
try:
transaction.check_valid(self.store)
transaction.apply(self.store)
except InvalidTransactionError:
self.fail("This should be valid")
journal.global_store.TransactionStores['/BondTransaction'] = \
self.store
matched_orders = _generate_match_orders(journal)
self.assertEquals(matched_orders, [])
def test_create_redemption(self):
self._set_clock(2016, 4, 1, 1)
org = self.store.lookup("organization:name", "Second Bank")
bond = self.store.lookup("bond:cusip", "912828R77")
coupon = Family._create_redemption(self.store, bond, org)
self.assertIsNotNone(coupon)
transaction = BondTransaction(coupon)
transaction.sign_object(self.key)
transaction.check_valid(self.store)
transaction.apply(self.store)
first_bond = self.store["34d813716009ca1786222a44347ccff258a4ab6029" +
"d936664fde0d13f239org1"]["amount"]
second_bond = self.store["34d813716009ca1786222a44347ccff258a4ab6029" +
"d936664fde0d13f23992b7"]["amount"]
first_usd = self.store["34d813716009ca1786222a44347ccff258a4ab6029" +
"d936664fde0d13f23992b5"]["amount"]
second_usd = self.store["34d813716009ca1786222a44347ccff258a4ab6029" +
"d936664fde0d13f23org1"]["amount"]
self.assertEquals(first_bond, 200000)
self.assertEquals(second_bond, 0)
self.assertEquals(first_usd, 100000)
self.assertEquals(second_usd, 100000000 - 100000)
def test_create_receipt_update_bad_type(self):
org = self.store.lookup("organization:name", "Second Bank")
bond = self.store.lookup("bond:isin", "US912828R770")
transaction = BondTransaction({
'Updates': [{
'UpdateType': 'CreateReceipt',
'PaymentType': 'PayOut',
'BondID': bond['object-id'],
'PayeeID': org['object-id']
}]
})
transaction.sign_object(self.key)
try:
transaction.check_valid(self.store)
self.fail("PaymentType is not Coupon or Redemption")
except InvalidTransactionError:
pass
def test_create_quote_bond(self):
transaction = BondTransaction({
"UpdateType": "CreateQuote",
'Updates': [{
"UpdateType": "CreateQuote",
"Firm": "ABCD",
"BidPrice": "98-05.875",
"BidQty": 25000,
"AskPrice": "98-06.875",
"AskQty": 25000
}]
})
transaction.sign_object(self.key)
try:
transaction.check_valid(self.store)
self.fail("No Bond ")
except InvalidTransactionError:
pass
def test_create_receipt_update_early_redemption(self):
self._set_clock(2015, 4, 1, 1)
org = self.store.lookup("organization:name", "Second Bank")
bond = self.store.lookup("bond:isin", "US912828R770")
transaction = BondTransaction({
'Updates': [{
'UpdateType': 'CreateReceipt',
'PaymentType': 'Redemption',
'BondID': bond['object-id'],
'PayeeID': org['object-id']
}]
})
transaction.sign_object(self.key)
try:
transaction.check_valid(self.store)
self.fail("Early Redemption")
except InvalidTransactionError:
pass
def test_create_quote_bad_firm(self):
transaction = BondTransaction({
"UpdateType": "CreateQuote",
'Updates': [{
"UpdateType": "CreateQuote",
"Firm": "ABD",
"Isin": "US912828R770",
"BidPrice": "98-05.875",
"BidQty": 25000,
"AskPrice": "98-06.875",
"AskQty": 25000
}]
})
transaction.sign_object(self.key)
try:
transaction.check_valid(self.store)
self.fail("Incorrect Organization")
except InvalidTransactionError:
pass
