class TestDatabaseOrderBook(AbstractTestOrderBook):
"""
This class contains tests for the database order book.
"""
@blocking_call_on_reactor_thread
@inlineCallbacks
def setUp(self, annotate=True):
yield super(TestDatabaseOrderBook, 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_book = DatabaseOrderBook(MemoryMessageRepository('0'),
self.database)
@blocking_call_on_reactor_thread
def test_save_to_db(self):
"""
Test whether ticks from the order book are correctly saved to the database
"""
self.order_book.insert_ask(self.ask)
self.order_book.insert_bid(self.bid)
self.order_book.save_to_database()
self.assertEqual(len(self.database.get_ticks()), 2)
@blocking_call_on_reactor_thread
def test_restore_from_db(self):
"""
Test whether ticks from the database are correctly restored to the order book
"""
self.database.add_tick(self.ask)
self.database.add_tick(self.bid)
self.order_book.restore_from_database()
self.assertEqual(len(self.order_book.asks), 1)
self.assertEqual(len(self.order_book.bids), 1)
class TestDatabase(AbstractServer):
@inlineCallbacks
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 test_add_get_order(self):
"""
Test the insertion and retrieval of an order in the database
"""
self.database.add_order(self.order1)
self.database.add_order(self.order2)
orders = self.database.get_all_orders()
self.assertEqual(len(orders), 2)
def test_get_specific_order(self):
"""
Test the retrieval of a specific order
"""
order_id = OrderId(TraderId(b'3'), OrderNumber(4))
self.assertIsNone(self.database.get_order(order_id))
self.database.add_order(self.order1)
self.assertIsNotNone(self.database.get_order(order_id))
def test_delete_order(self):
"""
Test the deletion of an order from the database
"""
self.database.add_order(self.order1)
self.assertEqual(len(self.database.get_all_orders()), 1)
self.database.delete_order(self.order_id1)
self.assertEqual(len(self.database.get_all_orders()), 0)
def test_get_next_order_number(self):
"""
Test the retrieval of the next order number from the database
"""
self.assertEqual(self.database.get_next_order_number(), 1)
self.database.add_order(self.order1)
self.assertEqual(self.database.get_next_order_number(), 5)
def test_add_delete_reserved_ticks(self):
"""
Test the retrieval, addition and deletion of reserved ticks in the database
"""
self.database.add_reserved_tick(self.order_id1, self.order_id2, self.order1.total_quantity)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)), 1)
self.database.delete_reserved_ticks(self.order_id1)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)), 0)
def test_add_get_transaction(self):
"""
Test the insertion and retrieval of a transaction in the database
"""
self.database.add_transaction(self.transaction1)
transactions = self.database.get_all_transactions()
self.assertEqual(len(transactions), 1)
self.assertEqual(len(self.database.get_payments(self.transaction1.transaction_id)), 1)
def test_insert_or_update_transaction(self):
"""
Test the conditional insertion or update of a transaction in the database
"""
# Test insertion
self.database.insert_or_update_transaction(self.transaction1)
transactions = self.database.get_all_transactions()
self.assertEqual(len(transactions), 1)
# Test try to update with older timestamp
before_trans1 = Transaction(self.transaction1.transaction_id, self.transaction1.assets,
self.transaction1.order_id, self.transaction1.partner_order_id,
Timestamp(float(self.transaction1.timestamp) - 1.0))
self.database.insert_or_update_transaction(before_trans1)
transaction = self.database.get_transaction(self.transaction1.transaction_id)
self.assertEqual(float(transaction.timestamp), float(self.transaction1.timestamp))
# Test update with newer timestamp
after_trans1 = Transaction(self.transaction1.transaction_id, self.transaction1.assets,
self.transaction1.order_id, self.transaction1.partner_order_id,
Timestamp(float(self.transaction1.timestamp) + 1.0))
self.database.insert_or_update_transaction(after_trans1)
transaction = self.database.get_transaction(self.transaction1.transaction_id)
self.assertEqual(float(transaction.timestamp), float(after_trans1.timestamp))
def test_get_specific_transaction(self):
"""
Test the retrieval of a specific transaction
"""
transaction_id = TransactionId(TraderId(b'0'), TransactionNumber(4))
self.assertIsNone(self.database.get_transaction(transaction_id))
self.database.add_transaction(self.transaction1)
self.assertIsNotNone(self.database.get_transaction(transaction_id))
def test_delete_transaction(self):
"""
Test the deletion of a transaction from the database
"""
self.database.add_transaction(self.transaction1)
self.assertEqual(len(self.database.get_all_transactions()), 1)
self.database.delete_transaction(self.transaction_id1)
self.assertEqual(len(self.database.get_all_transactions()), 0)
def test_get_next_transaction_number(self):
"""
Test the retrieval of the next transaction number from the database
"""
self.assertEqual(self.database.get_next_transaction_number(), 1)
self.database.add_transaction(self.transaction1)
self.assertEqual(self.database.get_next_transaction_number(), 5)
def test_add_get_payment(self):
"""
Test the insertion and retrieval of a payment in the database
"""
self.database.add_payment(self.payment1)
payments = self.database.get_payments(self.transaction_id1)
self.assertEqual(len(payments), 1)
def test_add_remove_tick(self):
"""
Test addition, retrieval and deletion of ticks in the database
"""
ask = Tick.from_order(self.order1)
self.database.add_tick(ask)
bid = Tick.from_order(self.order2)
self.database.add_tick(bid)
self.assertEqual(len(self.database.get_ticks()), 2)
self.database.delete_all_ticks()
self.assertEqual(len(self.database.get_ticks()), 0)
def test_add_get_trader_identity(self):
"""
Test the addition and retrieval of a trader identity in the database
"""
self.database.add_trader_identity(TraderId(b"a"), "123", 1234)
self.database.add_trader_identity(TraderId(b"b"), "124", 1235)
traders = self.database.get_traders()
self.assertEqual(len(traders), 2)
def test_check_database(self):
"""
Test the check of the database
"""
self.assertEqual(self.database.check_database(six.text_type(LATEST_DB_VERSION)), LATEST_DB_VERSION)
def test_get_upgrade_script(self):
"""
Test fetching the upgrade script of the database
"""
self.assertTrue(self.database.get_upgrade_script(1))
def test_db_upgrade(self):
self.database.execute(u"DROP TABLE orders;")
self.database.execute(u"DROP TABLE ticks;")
self.database.execute(u"CREATE TABLE orders(x INTEGER PRIMARY KEY ASC);")
self.database.execute(u"CREATE TABLE ticks(x INTEGER PRIMARY KEY ASC);")
self.assertEqual(self.database.check_database(u"1"), 3)
class TestDatabase(AbstractServer):
@blocking_call_on_reactor_thread
@inlineCallbacks
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)
@blocking_call_on_reactor_thread
def test_add_get_order(self):
"""
Test the insertion and retrieval of an order in the database
"""
self.database.add_order(self.order1)
orders = self.database.get_all_orders()
self.assertEqual(len(orders), 1)
@blocking_call_on_reactor_thread
def test_get_specific_order(self):
"""
Test the retrieval of a specific order
"""
order_id = OrderId(TraderId('3'), OrderNumber(4))
self.assertIsNone(self.database.get_order(order_id))
self.database.add_order(self.order1)
self.assertIsNotNone(self.database.get_order(order_id))
@blocking_call_on_reactor_thread
def test_delete_order(self):
"""
Test the deletion of an order from the database
"""
self.database.add_order(self.order1)
self.assertEqual(len(self.database.get_all_orders()), 1)
self.database.delete_order(self.order_id1)
self.assertEqual(len(self.database.get_all_orders()), 0)
@blocking_call_on_reactor_thread
def test_get_next_order_number(self):
"""
Test the retrieval of the next order number from the database
"""
self.assertEqual(self.database.get_next_order_number(), 1)
self.database.add_order(self.order1)
self.assertEqual(self.database.get_next_order_number(), 5)
@blocking_call_on_reactor_thread
def test_add_delete_reserved_ticks(self):
"""
Test the retrieval, addition and deletion of reserved ticks in the database
"""
self.database.add_reserved_tick(self.order_id1, self.order_id2,
self.order1.total_quantity)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)),
1)
self.database.delete_reserved_ticks(self.order_id1)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)),
0)
@blocking_call_on_reactor_thread
def test_add_get_transaction(self):
"""
Test the insertion and retrieval of a transaction in the database
"""
self.database.add_transaction(self.transaction1)
transactions = self.database.get_all_transactions()
self.assertEqual(len(transactions), 1)
self.assertEqual(
len(self.database.get_payments(self.transaction1.transaction_id)),
1)
@blocking_call_on_reactor_thread
def test_get_specific_transaction(self):
"""
Test the retrieval of a specific transaction
"""
transaction_id = TransactionId(TraderId('0'), TransactionNumber(4))
self.assertIsNone(self.database.get_transaction(transaction_id))
self.database.add_transaction(self.transaction1)
self.assertIsNotNone(self.database.get_transaction(transaction_id))
@blocking_call_on_reactor_thread
def test_delete_transaction(self):
"""
Test the deletion of a transaction from the database
"""
self.database.add_transaction(self.transaction1)
self.assertEqual(len(self.database.get_all_transactions()), 1)
self.database.delete_transaction(self.transaction_id1)
self.assertEqual(len(self.database.get_all_transactions()), 0)
@blocking_call_on_reactor_thread
def test_get_next_transaction_number(self):
"""
Test the retrieval of the next transaction number from the database
"""
self.assertEqual(self.database.get_next_transaction_number(), 1)
self.database.add_transaction(self.transaction1)
self.assertEqual(self.database.get_next_transaction_number(), 5)
@blocking_call_on_reactor_thread
def test_add_get_payment(self):
"""
Test the insertion and retrieval of a payment in the database
"""
self.database.add_payment(self.payment1)
payments = self.database.get_payments(self.transaction_id1)
self.assertEqual(len(payments), 1)
@blocking_call_on_reactor_thread
def test_add_remove_tick(self):
"""
Test addition, retrieval and deletion of ticks in the database
"""
ask = Tick.from_order(
self.order1,
MessageId(TraderId('0'), MessageNumber('message_number')))
self.database.add_tick(ask)
bid = Tick.from_order(
self.order2,
MessageId(TraderId('0'), MessageNumber('message_number')))
self.database.add_tick(bid)
self.assertEqual(len(self.database.get_ticks()), 2)
self.database.delete_all_ticks()
self.assertEqual(len(self.database.get_ticks()), 0)
@blocking_call_on_reactor_thread
def test_add_get_trader_identity(self):
"""
Test the addition and retrieval of a trader identity in the database
"""
self.database.add_trader_identity("a", "123", 1234)
self.database.add_trader_identity("b", "124", 1235)
traders = self.database.get_traders()
self.assertEqual(len(traders), 2)
self.assertEqual(traders, [("a", "123", 1234), ("b", "124", 1235)])
@blocking_call_on_reactor_thread
def test_check_database(self):
"""
Test the check of the database
"""
self.assertEqual(
self.database.check_database(unicode(LATEST_DB_VERSION)),
LATEST_DB_VERSION)