def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'),
AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), True)
tick2 = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 1, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
class TickEntryTestSuite(AbstractServer):
"""TickEntry test cases."""
@inlineCallbacks
def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'),
AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), True)
tick2 = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 1, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
@inlineCallbacks
def tearDown(self):
self.tick_entry.shutdown_task_manager()
self.tick_entry2.shutdown_task_manager()
yield super(TickEntryTestSuite, self).tearDown()
def test_price_level(self):
self.assertEquals(self.price_level, self.tick_entry.price_level())
def test_next_tick(self):
# Test for next tick
self.assertEquals(None, self.tick_entry.next_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry2, self.tick_entry.next_tick)
def test_prev_tick(self):
# Test for previous tick
self.assertEquals(None, self.tick_entry.prev_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry, self.tick_entry2.prev_tick)
def test_str(self):
# Test for tick string representation
self.assertEquals('60 BTC\t@\t0.5 MB', str(self.tick_entry))
def test_is_valid(self):
# Test for is valid
self.assertFalse(self.tick_entry.is_valid())
self.assertTrue(self.tick_entry2.is_valid())
def test_block_for_matching(self):
"""
Test blocking of a match
"""
self.tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
# Try to add it again - should be ignored
self.tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(50, 5, 'MC', 'BTC'))
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
self.price_level_list = PriceLevelList()
self.price_level_list2 = PriceLevelList()
self.price = Price(1, 1, 'BTC', 'MB')
self.price2 = Price(2, 1, 'BTC', 'MB')
self.price3 = Price(3, 1, 'BTC', 'MB')
self.price4 = Price(4, 1, 'BTC', 'MB')
self.price_level = PriceLevel(self.price)
self.price_level2 = PriceLevel(self.price2)
self.price_level3 = PriceLevel(self.price3)
self.price_level4 = PriceLevel(self.price4)
# Fill price level list
self.price_level_list.insert(self.price_level)
self.price_level_list.insert(self.price_level2)
self.price_level_list.insert(self.price_level3)
self.price_level_list.insert(self.price_level4)
def _create_price_level(self, price):
"""
:param price: The price to create the level for
:type price: Price
"""
self._depth[(price.num_type, price.denom_type)] += 1
price_level = PriceLevel(price)
self._price_level_list_map[(price.num_type,
price.denom_type)].insert(price_level)
self._price_map[price] = price_level
class PriceLevelTestSuite(unittest.TestCase):
"""PriceLevel test cases."""
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(50, 5, 'MC', 'BTC'))
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def test_appending_length(self):
# Test for tick appending and length
self.assertEquals(0, self.price_level.length)
self.assertEquals(0, len(self.price_level))
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.price_level.append_tick(self.tick_entry3)
self.price_level.append_tick(self.tick_entry4)
self.assertEquals(4, self.price_level.length)
self.assertEquals(4, len(self.price_level))
def test_tick_removal(self):
# Test for tick removal
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.price_level.append_tick(self.tick_entry3)
self.price_level.append_tick(self.tick_entry4)
self.price_level.remove_tick(self.tick_entry2)
self.price_level.remove_tick(self.tick_entry1)
self.price_level.remove_tick(self.tick_entry4)
self.price_level.remove_tick(self.tick_entry3)
self.assertEquals(0, self.price_level.length)
def test_str(self):
# Test for price level string representation
self.price_level.append_tick(self.tick_entry1)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals('60 BTC\t@\t0.5 MC\n'
'60 BTC\t@\t0.5 MC\n', str(self.price_level))
def price_level():
return PriceLevel(Price(100, 1, 'MB', 'BTC'))