示例#1
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 def test_get_best_bbo_general_extended(self):
     book1 = OrderBook()
     book1.update_level(2, 4, True)
     book1.update_level(8, 6, True)
     book1.update_level(3, 5, False)
     book1.update_level(1, 2, False)
     assert book1.get_best_bbo() == (8, 6, 3, 5)
示例#2
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 def test_get_best_bbo_empty_buy_list(self):
     book1 = OrderBook()
     book1.update_level(2, 4, False)
     assert book1.get_best_bbo() == (None, None, 2, 4)
示例#3
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 def test_get_best_bbo_empty_sell_list(self):
     book1 = OrderBook()
     book1.update_level(2, 4, True)
     assert book1.get_best_bbo() == (2, 4, None, None)
示例#4
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 def test_get_best_bbo_empty_lists(self):
     book1 = OrderBook()
     book1.update_level(2, 0, True)
     book1.update_level(3, 0, False)
     assert book1.get_best_bbo() == (None, None, None, None)
示例#5
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 def test_get_best_bbo_general(self):
     book1 = OrderBook()
     book1.update_level(2, 4, True)
     book1.update_level(3, 5, False)
     assert book1.get_best_bbo() == (2, 4, 3, 5)