def get_tx_done_block(ask_amount, bid_amount, traded_amount,
ask_total_traded, bid_total_traded):
ask_pair = AssetPair(AssetAmount(ask_amount, 'BTC'),
AssetAmount(ask_amount, 'MB'))
bid_pair = AssetPair(AssetAmount(bid_amount, 'BTC'),
AssetAmount(bid_amount, 'MB'))
ask = Order(OrderId(TraderId('0' * 40), OrderNumber(1)), ask_pair,
Timeout(3600), Timestamp.now(), True)
ask._traded_quantity = ask_total_traded
bid = Order(OrderId(TraderId('1' * 40), OrderNumber(1)), bid_pair,
Timeout(3600), Timestamp.now(), False)
bid._traded_quantity = bid_total_traded
tx = Transaction(
TransactionId(TraderId('0' * 40), TransactionNumber(1)),
AssetPair(AssetAmount(traded_amount, 'BTC'),
AssetAmount(traded_amount, 'MB')),
OrderId(TraderId('0' * 40), OrderNumber(1)),
OrderId(TraderId('1' * 40), OrderNumber(1)), Timestamp(0.0))
tx.transferred_assets.first += AssetAmount(traded_amount, 'BTC')
tx.transferred_assets.second += AssetAmount(traded_amount, 'MB')
tx_done_block = MarketBlock()
tx_done_block.type = 'tx_done'
tx_done_block.transaction = {
'ask': ask.to_status_dictionary(),
'bid': bid.to_status_dictionary(),
'tx': tx.to_dictionary(),
'version': MarketCommunity.PROTOCOL_VERSION
}
tx_done_block.transaction['ask']['address'], tx_done_block.transaction[
'ask']['port'] = "1.1.1.1", 1234
tx_done_block.transaction['bid']['address'], tx_done_block.transaction[
'bid']['port'] = "1.1.1.1", 1234
return tx_done_block
def setUp(self, annotate=True):
yield super(MatchingEngineTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(
OrderId(TraderId('2'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.bid = Bid(
OrderId(TraderId('4'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId('5'), OrderNumber(3)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId('6'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), False)
self.order_book = OrderBook()
self.matching_engine = MatchingEngine(
PriceTimeStrategy(self.order_book))
self.ask_count = 2
self.bid_count = 2
def setUp(self):
yield super(TestDatabase, self).setUp()
path = os.path.join(self.getStateDir(), 'sqlite')
if not os.path.exists(path):
os.makedirs(path)
self.database = MarketDB(self.getStateDir(), 'market')
self.order_id1 = OrderId(TraderId(b'3'), OrderNumber(4))
self.order_id2 = OrderId(TraderId(b'4'), OrderNumber(5))
self.order1 = Order(self.order_id1, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), True)
self.order2 = Order(self.order_id2, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), False)
self.order2.reserve_quantity_for_tick(OrderId(TraderId(b'3'), OrderNumber(4)), 3)
self.transaction_id1 = TransactionId(TraderId(b"0"), TransactionNumber(4))
self.transaction1 = Transaction(self.transaction_id1, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b"0"), OrderNumber(1)),
OrderId(TraderId(b"1"), OrderNumber(2)), Timestamp(20.0))
self.payment1 = Payment(TraderId(b"0"), self.transaction_id1, AssetAmount(5, 'BTC'),
WalletAddress('abc'), WalletAddress('def'), PaymentId("abc"), Timestamp(20.0), False)
self.transaction1.add_payment(self.payment1)
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(1)), Timestamp(0.0))
self.proposed_trade = Trade.propose(
TraderId('0'), OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
Timestamp(0.0))
self.tick = Tick(
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')), Timeout(0),
Timestamp(float("inf")), True)
self.tick2 = Tick(
OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(float("inf")), True)
self.order_timestamp = Timestamp.now()
self.order = Order(
OrderId(TraderId("0"), OrderNumber(3)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5000), self.order_timestamp, False)
self.order.set_verified()
self.order2 = Order(
OrderId(TraderId("0"), OrderNumber(4)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5), Timestamp(time.time() - 1000), True)
self.order2.set_verified()
def setUp(self, annotate=True):
yield super(PriceTimeStrategyTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(MessageId(TraderId('0'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask2 = Ask(MessageId(TraderId('1'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(2)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask3 = Ask(MessageId(TraderId('3'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(3)),
Price(200, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask4 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(50, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask5 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(100, 'A'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask6 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(100, 'BTC'), Quantity(30, 'A'), Timeout(100),
Timestamp.now())
self.bid = Bid(MessageId(TraderId('5'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(5)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.bid2 = Bid(MessageId(TraderId('6'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(6)),
Price(200, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.bid3 = Bid(MessageId(TraderId('7'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(7)),
Price(50, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.bid4 = Bid(MessageId(TraderId('8'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(8)),
Price(100, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask_order = Order(OrderId(TraderId('9'), OrderNumber(11)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(OrderId(TraderId('9'), OrderNumber(12)),
Price(10, 'BTC'), Quantity(60, 'MC'),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId('9'), OrderNumber(13)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(OrderId(TraderId('9'), OrderNumber(14)),
Price(100, 'BTC'), Quantity(60, 'MC'),
Timeout(100), Timestamp.now(), False)
self.order_book = OrderBook(MemoryMessageRepository('0'))
self.price_time_strategy = PriceTimeStrategy(self.order_book)
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, Price(100, 'BTC'),
Quantity(30, 'MC'),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(1)),
Timestamp(0.0))
self.proposed_trade = Trade.propose(
MessageId(TraderId('0'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(3)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timestamp(0.0))
self.tick = Tick(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)), Price(100, 'BTC'),
Quantity(5, 'MC'), Timeout(0.0), Timestamp(float("inf")), True)
self.tick2 = Tick(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(2)), Price(100, 'BTC'),
Quantity(100, 'MC'), Timeout(0.0), Timestamp(float("inf")), True)
self.order = Order(OrderId(TraderId("0"), OrderNumber(3)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(5000), Timestamp(time.time()), False)
self.order2 = Order(OrderId(TraderId("0"), OrderNumber(4)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(5),
Timestamp(time.time() - 1000), True)
def setUp(self):
yield super(PriceTimeStrategyTestSuite, self).setUp()
# Object creation
self.ask = Ask(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask2 = Ask(OrderId(TraderId(b'1'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask3 = Ask(OrderId(TraderId(b'0'), OrderNumber(3)),
AssetPair(AssetAmount(40000, 'BTC'), AssetAmount(200, 'MB')), Timeout(100), Timestamp.now())
self.ask4 = Ask(OrderId(TraderId(b'1'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'A'), AssetAmount(3000, 'MB')), Timeout(100), Timestamp.now())
self.ask5 = Ask(OrderId(TraderId(b'1'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'C')), Timeout(100), Timestamp.now())
self.bid = Bid(OrderId(TraderId(b'0'), OrderNumber(5)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.bid2 = Bid(OrderId(TraderId(b'0'), OrderNumber(6)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask_order = Order(OrderId(TraderId(b'9'), OrderNumber(11)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(OrderId(TraderId(b'9'), OrderNumber(12)),
AssetPair(AssetAmount(600, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId(b'9'), OrderNumber(13)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(OrderId(TraderId(b'9'), OrderNumber(14)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), False)
self.order_book = OrderBook()
self.price_time_strategy = PriceTimeStrategy(self.order_book)
def setUp(self, annotate=True):
yield super(TestDatabase, self).setUp(annotate=annotate)
path = os.path.join(self.getStateDir(), 'sqlite')
if not os.path.exists(path):
os.makedirs(path)
self.database = MarketDB(self.getStateDir())
self.order_id1 = OrderId(TraderId('3'), OrderNumber(4))
self.order_id2 = OrderId(TraderId('4'), OrderNumber(5))
self.order1 = Order(self.order_id1, Price(5,
'EUR'), Quantity(6, 'BTC'),
Timeout(3600), Timestamp.now(), True)
self.order2 = Order(self.order_id2, Price(5,
'EUR'), Quantity(6, 'BTC'),
Timeout(3600), Timestamp.now(), False)
self.transaction_id1 = TransactionId(TraderId("0"),
TransactionNumber(4))
self.transaction1 = Transaction(self.transaction_id1,
Price(100, 'BTC'), Quantity(30, 'MC'),
OrderId(TraderId("0"), OrderNumber(1)),
OrderId(TraderId("1"), OrderNumber(2)),
Timestamp(20.0))
self.payment1 = Payment(MessageId(TraderId("0"), MessageNumber("4")),
self.transaction_id1, Quantity(5, 'MC'),
Price(6, 'BTC'), WalletAddress('abc'),
WalletAddress('def'), PaymentId("abc"),
Timestamp(20.0), False)
self.transaction1.add_payment(self.payment1)
def setUp(self):
# Object creation
self.memory_order_repository = MemoryOrderRepository("0")
self.order_id = OrderId(TraderId(b"0"), OrderNumber(1))
self.order = Order(self.order_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
Timeout(0), Timestamp(10.0), False)
self.order2 = Order(self.order_id, AssetPair(AssetAmount(1000, 'BTC'), AssetAmount(30, 'MC')),
Timeout(0), Timestamp(10.0), False)
def setUp(self):
# Object creation
self.memory_order_repository = MemoryOrderRepository("0")
self.order_id = OrderId(TraderId("0"), OrderNumber(1))
self.order = Order(self.order_id, Price(100,
'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(10.0), False)
self.order2 = Order(self.order_id, Price(1000, 'BTC'),
Quantity(30, 'MC'), Timeout(0.0), Timestamp(10.0),
False)
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp(0.0), True)
self.tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0), False)
self.order_ask = Order(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
self.order_bid = Order(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), False)
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(30),
self.timestamp_now, True)
self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), False)
self.order_ask = Order(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), True)
self.order_bid = Order(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), False)
def test_has_acceptable_price(self):
"""
Test the acceptable price method
"""
order = Order(OrderId(TraderId("0"), OrderNumber(3)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(5000), self.order_timestamp, True)
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB'))
self.assertFalse(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
order._is_ask = False
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB'))
self.assertFalse(order.has_acceptable_price(pair))
def test_proposed_trade_cache_timeout(self):
"""
Test the timeout method of a proposed trade request in the cache
"""
ask = Ask(
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
order = Order(OrderId(TraderId("0"), OrderNumber(23)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.market_community.order_book.insert_ask(ask)
self.assertEqual(len(self.market_community.order_book.asks), 1)
self.market_community.order_manager.order_repository.add(order)
order.reserve_quantity_for_tick(self.proposed_trade.recipient_order_id,
Quantity(30, 'DUM2'))
self.market_community.order_manager.order_repository.update(order)
mocked_match_message = MockObject()
mocked_match_message.payload = MockObject()
mocked_match_message.payload.matchmaker_trader_id = 'a'
self.market_community.incoming_match_messages[
'a'] = mocked_match_message
def mocked_send_decline(*_):
mocked_send_decline.called = True
mocked_send_decline.called = False
self.market_community.send_decline_match_message = mocked_send_decline
cache = ProposedTradeRequestCache(self.market_community,
self.proposed_trade, 'a')
cache.on_timeout()
self.assertTrue(mocked_send_decline.called)
def setUp(self, annotate=True):
yield super(MatchingEngineTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(
MessageId(TraderId('1'), MessageNumber('message_number1')),
OrderId(TraderId('2'), OrderNumber(1)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timeout(30), Timestamp.now())
self.bid = Bid(
MessageId(TraderId('3'), MessageNumber('message_number2')),
OrderId(TraderId('4'), OrderNumber(2)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timeout(30), Timestamp.now())
self.ask_order = Order(OrderId(TraderId('5'), OrderNumber(3)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId('6'), OrderNumber(4)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(30), Timestamp.now(), False)
self.order_book = OrderBook(MemoryMessageRepository('0'))
self.matching_engine = MatchingEngine(
PriceTimeStrategy(self.order_book))
def setUp(self, annotate=True):
yield super(CommunityTestSuite, self).setUp(annotate=annotate)
dummy1_wallet = DummyWallet1()
dummy2_wallet = DummyWallet2()
self.market_community = MarketCommunity(self.dispersy,
self.master_member,
self.member)
self.market_community.initialize(wallets={
dummy1_wallet.get_identifier():
dummy1_wallet,
dummy2_wallet.get_identifier():
dummy2_wallet
},
use_database=False)
self.market_community.use_local_address = True
self.dispersy._lan_address = ("127.0.0.1", 1234)
self.dispersy._endpoint.open(self.dispersy)
self.dispersy.attach_community(self.market_community)
eccrypto = ECCrypto()
ec = eccrypto.generate_key(u"curve25519")
member = Member(self.dispersy, ec, 1)
trader_id = hashlib.sha1(member.public_key).digest().encode('hex')
self.ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1234)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
self.ask.sign(member)
self.bid = Bid(
MessageId(TraderId('1'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1235)),
Price(343, 'DUM1'), Quantity(22, 'DUM2'), Timeout(3600),
Timestamp.now())
self.bid.sign(member)
self.order = Order(
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.proposed_trade = Trade.propose(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(23)),
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timestamp.now())
def create_bid_order(self, assets, timeout):
"""
Create a bid order (buy order)
:param assets: The assets to be exchanged
:param timeout: The timeout of the order, when does the order need to be timed out
:type assets: AssetPair
:type timeout: Timeout
:return: The order that is created
:rtype: Order
"""
order = Order(self.order_repository.next_identity(), assets, timeout, Timestamp.now(), False)
self.order_repository.add(order)
self._logger.info("Bid order created with id: " + str(order.order_id))
return order
def test_proposed_trade_cache_timeout(self):
"""
Test the timeout method of a proposed trade request in the cache
"""
ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
order = Order(OrderId(TraderId("0"), OrderNumber(23)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.market_community.order_book.insert_ask(ask)
self.assertEqual(len(self.market_community.order_book.asks), 1)
self.market_community.order_manager.order_repository.add(order)
order.reserve_quantity_for_tick(self.proposed_trade.recipient_order_id,
Quantity(30, 'DUM2'))
self.market_community.order_manager.order_repository.update(order)
cache = ProposedTradeRequestCache(self.market_community,
self.proposed_trade)
cache.on_timeout()
self.assertEqual(len(self.market_community.order_book.asks), 0)
def create_bid_order(self, price, quantity, timeout):
"""
Create a bid order (buy order)
:param price: The price for the order
:param quantity: The quantity of the order
:param timeout: The timeout of the order, when does the order need to be timed out
:type price: Price
:type quantity: Quantity
:type timeout: Timeout
:return: The order that is created
:rtype: Order
"""
assert isinstance(price, Price), type(price)
assert isinstance(quantity, Quantity), type(quantity)
assert isinstance(timeout, Timeout), type(timeout)
order = Order(self.order_repository.next_identity(), price, quantity,
timeout, Timestamp.now(), False)
self.order_repository.add(order)
self._logger.info("Bid order created with id: " + str(order.order_id))
return order