def test_match_equal(self):
insert_many_orders([create_book_order('bid', 240, 0.0, str(round(time.time(), 2)), 0.1, str(uuid.uuid4())),
create_book_order('ask', 240, 0.0, str(round(time.time(), 2)), 0.1, str(uuid.uuid4()))])
trade = match_orders()
self.assertIsNotNone(trade)
self.assertIsInstance(trade, Trade)
bid = get_next_order('bid')
self.assertIsNone(bid)
ask = get_next_order('ask')
self.assertIsNone(ask)
def test_match_different_prices_time(self):
t1 = str(round(time.time(), 2))
time.sleep(0.015)
t2 = str(round(time.time(), 2))
insert_many_orders([create_book_order('bid', 242, 0.0, t1, 0.1, str(uuid.uuid4())),
create_book_order('ask', 240, 0.0, t2, 0.1, str(uuid.uuid4()))])
trade = match_orders()
self.assertIsNotNone(trade)
self.assertIsInstance(trade, Trade)
self.assertEqual(trade.price, 240)
bid = get_next_order('bid')
self.assertIsNone(bid)
ask = get_next_order('ask')
self.assertIsNone(ask)
def test_speed(self):
book = []
for i in range(0, 50000):
book.append(create_book_order('bid', 250, 0.0, round(time.time(), 2), 0.1, uuid.uuid4()))
book.append(create_book_order('ask', 250, 0.0, round(time.time(), 2), 0.1, uuid.uuid4()))
t1 = time.time()
insert_many_orders(book)
t2 = time.time()
while match_orders():
pass
t3 = time.time()
self.assertLessEqual(t2 - t1, 3) # calibrated on Ira's laptop then doubled for margin
self.assertLessEqual(t3 - t2, 30) # calibrated on Ira's laptop then doubled for margin
print "time to insert 100k orders: %s" % (t2 - t1)
print "time to process 100k orders: %s" % (t3 - t2)
