def test_update_order_when_not_connected_logs_and_does_not_send(self):
# Arrange
order = self.order_factory.stop_market(
ETHUSDT_BINANCE.id,
OrderSide.BUY,
Quantity.from_int(100),
Price.from_str("1000.00"),
)
command = UpdateOrder(
self.trader_id,
order.strategy_id,
order.instrument_id,
order.client_order_id,
order.venue_order_id,
Quantity.from_int(100),
Price.from_str("1010.00"),
None,
self.uuid_factory.generate(),
self.clock.timestamp_ns(),
)
# Act
self.exec_client.update_order(command)
# Assert
assert True # No exceptions raised
def update_order_command(instrument_id=None, client_order_id=None):
return UpdateOrder(
instrument_id=instrument_id or BetfairTestStubs.instrument_id(),
trader_id=BetfairTestStubs.trader_id(),
account_id=BetfairTestStubs.account_id(),
client_order_id=client_order_id or ClientOrderId("1"),
quantity=Quantity(50),
price=Price(0.74347, precision=5),
command_id=BetfairTestStubs.uuid(),
timestamp_ns=BetfairTestStubs.clock().timestamp_ns(),
)
def test_update_order_with_default_settings_sends_to_client(self):
# Arrange
self.exec_engine.start()
strategy = TradingStrategy(order_id_tag="001")
strategy.register_trader(
TraderId("TESTER-000"),
self.clock,
self.logger,
)
self.exec_engine.register_strategy(strategy)
order = strategy.order_factory.stop_market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00010"),
)
submit = SubmitOrder(
self.trader_id,
strategy.id,
PositionId.null(),
order,
self.uuid_factory.generate(),
self.clock.timestamp_ns(),
)
update = UpdateOrder(
self.trader_id,
strategy.id,
order.instrument_id,
order.client_order_id,
order.venue_order_id,
order.quantity,
Price.from_str("1.00010"),
None,
self.uuid_factory.generate(),
self.clock.timestamp_ns(),
)
self.risk_engine.execute(submit)
# Act
self.risk_engine.execute(update)
# Assert
assert self.exec_client.calls == [
"connect", "submit_order", "update_order"
]
assert self.risk_engine.command_count == 2
assert self.exec_engine.command_count == 2
def update_order_command(instrument_id=None, client_order_id=None):
if instrument_id is None:
instrument_id = BetfairTestStubs.instrument_id()
return UpdateOrder(
trader_id=BetfairTestStubs.trader_id(),
strategy_id=BetfairTestStubs.strategy_id(),
instrument_id=instrument_id,
client_order_id=client_order_id
or ClientOrderId("O-20210410-022422-001-001-1"),
venue_order_id=VenueOrderId("001"),
quantity=Quantity.from_int(50),
price=Price(0.74347, precision=5),
command_id=BetfairTestStubs.uuid(),
timestamp_ns=BetfairTestStubs.clock().timestamp_ns(),
)
def test_update_order_raises_not_implemented_error(self):
# Arrange
# Act
command = UpdateOrder(
AUDUSD_SIM.id,
self.trader_id,
self.account_id,
ClientOrderId("O-123456789"),
Quantity(120000),
Price("1.00000"),
self.uuid_factory.generate(),
self.clock.timestamp_ns(),
)
# Assert
self.assertRaises(NotImplementedError, self.client.update_order,
command)
def test_update_order_raises_not_implemented_error(self):
# Arrange
# Act
command = UpdateOrder(
self.trader_id,
StrategyId("SCALPER-001"),
AUDUSD_SIM.id,
ClientOrderId("O-123456789"),
VenueOrderId("001"),
Quantity.from_int(120000),
Price.from_str("1.00000"),
self.uuid_factory.generate(),
self.clock.timestamp_ns(),
)
# Assert
self.assertRaises(NotImplementedError, self.client.update_order,
command)
def test_serialize_and_deserialize_amend_order_commands(self):
# Arrange
command = UpdateOrder(
AUDUSD_SIM.id,
self.trader_id,
self.account_id,
ClientOrderId("O-123456"),
Quantity(100000),
Price("1.00001"),
uuid4(),
0,
)
# Act
serialized = self.serializer.serialize(command)
deserialized = self.serializer.deserialize(serialized)
# Assert
self.assertEqual(command, deserialized)
print(b64encode(serialized))
print(command)
def test_serialize_and_deserialize_amend_order_commands(self):
# Arrange
command = UpdateOrder(
self.trader_id,
StrategyId("SCALPER-001"),
AUDUSD_SIM.id,
ClientOrderId("O-123456"),
VenueOrderId("001"),
Quantity(100000, precision=0),
Price(1.00001, precision=5),
uuid4(),
0,
)
# Act
serialized = self.serializer.serialize(command)
deserialized = self.serializer.deserialize(serialized)
# Assert
assert deserialized == command
print(b64encode(serialized))
print(command)