def test_get_order_book(self):
order_bid = self.create_order(1, 100, -1)
order_ask = self.create_order(1, 105, 1)
self.engine.place_order(order_bid)
self.engine.place_order(order_ask)
order_book = self.administrator_export.get_order_book()
self.assertTrue(
FakeComponent.check(
{
'BUY': {
1: {
'errors': "",
'id': 1,
'price': 100,
'quantity': 1,
'quantity_left': 1,
'username': None
}
},
'SELL': {
2: {
'errors': "",
'id': 2,
'price': 105,
'quantity': 1,
'quantity_left': 1,
'username': None
}
}
}, order_book))
def test_ask(self):
order = self.create_order(1, 100, 1)
# make a copy of the order to compare against
order2 = self.create_order(1, 100, 1)
self.engine.place_order(order)
self.assertTrue(FakeComponent.check(self.engine.orderbook, {-1: [], 1: [order2]}))
self.assertTrue(self.fake_listener.component.check_for_calls([('on_queue_success',
(order2,),
{})]))
def test_no_trade(self):
order_bid = self.create_order(1, 100, -1)
order_ask = self.create_order(1, 105, 1)
self.engine.place_order(order_bid)
self.engine.place_order(order_ask)
self.assertTrue(FakeComponent.check(self.engine.orderbook, {-1: [order_bid], 1: [order_ask]}))
self.assertTrue(self.fake_listener.component.check_for_calls([('on_queue_success',
(order_bid,),
{}),
('on_queue_success',
(order_ask,),
{})]))
def test_ask(self):
order = self.create_order(1, 100, 1)
# make a copy of the order to compare against
order2 = self.create_order(1, 100, 1)
self.engine.place_order(order)
self.assertTrue(
FakeComponent.check(self.engine.orderbook, {
-1: [],
1: [order2]
}))
self.assertTrue(
self.fake_listener.component.check_for_calls([('on_queue_success',
(order2, ), {})]))
def test_no_trade(self):
order_bid = self.create_order(1, 100, -1)
order_ask = self.create_order(1, 105, 1)
self.engine.place_order(order_bid)
self.engine.place_order(order_ask)
self.assertTrue(
FakeComponent.check(self.engine.orderbook, {
-1: [order_bid],
1: [order_ask]
}))
self.assertTrue(
self.fake_listener.component.check_for_calls([
('on_queue_success', (order_bid, ), {}),
('on_queue_success', (order_ask, ), {})
]))
def test_get_order_book(self):
order_bid = self.create_order(1, 100, -1)
order_ask = self.create_order(1, 105, 1)
self.engine.place_order(order_bid)
self.engine.place_order(order_ask)
order_book = self.administrator_export.get_order_book()
self.assertTrue(FakeComponent.check(
{'BUY': {1: {'errors': "",
'id': 1,
'price': 100,
'quantity': 1,
'quantity_left': 1,
'username': None}},
'SELL': {2: {'errors': "",
'id': 2,
'price': 105,
'quantity': 1,
'quantity_left': 1,
'username': None}}}, order_book))
def test_trade_crossed(self):
order_bid = self.create_order(1, 100, -1)
order_bid2 = self.create_order(1, 100, -1)
order_bid3 = self.create_order(1, 100, -1)
order_bid3.quantity_left = 0
order_ask = self.create_order(1, 95, 1)
order_ask2 = self.create_order(1, 95, 1)
order_ask2.quantity_left = 0
self.engine.place_order(order_bid)
self.engine.place_order(order_ask)
self.assertTrue(
FakeComponent.check(self.engine.orderbook, {
-1: [],
1: []
}))
self.assertTrue(
self.fake_listener.component.check_for_calls([
('on_queue_success', (order_bid2, ), {}),
('on_trade_success', (order_ask2, order_bid3, 100, 1), {})
]))
def test_trade_crossed(self):
order_bid = self.create_order(1, 100, -1)
order_bid2 = self.create_order(1, 100, -1)
order_bid3 = self.create_order(1, 100, -1)
order_bid3.quantity_left = 0
order_ask = self.create_order(1, 95, 1)
order_ask2 = self.create_order(1, 95, 1)
order_ask2.quantity_left = 0
self.engine.place_order(order_bid)
self.engine.place_order(order_ask)
self.assertTrue(FakeComponent.check(self.engine.orderbook, {-1: [], 1: []}))
self.assertTrue(self.fake_listener.component.check_for_calls([('on_queue_success',
(order_bid2,),
{}),
('on_trade_success',
(
order_ask2,
order_bid3,
100,
1),
{})]))
