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Copy pathtest_create.py
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147 lines (134 loc) · 5.7 KB
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import fbe
import proto
from proto import proto
from unittest import TestCase
class TestCreate(TestCase):
def test_create_and_access(self):
# Create a new account using FBE model into the FBE stream
writer = proto.AccountModel(fbe.WriteBuffer())
self.assertEqual(writer.model.fbe_offset, 4)
model_begin = writer.create_begin()
account_begin = writer.model.set_begin()
writer.model.id.set(1)
writer.model.name.set("Test")
writer.model.state.set(proto.State.good)
wallet_begin = writer.model.wallet.set_begin()
writer.model.wallet.currency.set("USD")
writer.model.wallet.amount.set(1000.0)
writer.model.wallet.set_end(wallet_begin)
asset_begin = writer.model.asset.set_begin(True)
asset_wallet_begin = writer.model.asset.value.set_begin()
writer.model.asset.value.currency.set("EUR")
writer.model.asset.value.amount.set(100.0)
writer.model.asset.set_end(asset_begin)
writer.model.asset.value.set_end(asset_wallet_begin)
order = writer.model.orders.resize(3)
order_begin = order.set_begin()
order.id.set(1)
order.symbol.set("EURUSD")
order.side.set(proto.OrderSide.buy)
order.type.set(proto.OrderType.market)
order.price.set(1.23456)
order.volume.set(1000.0)
order.set_end(order_begin)
order.fbe_shift(order.fbe_size)
order_begin = order.set_begin()
order.id.set(2)
order.symbol.set("EURUSD")
order.side.set(proto.OrderSide.sell)
order.type.set(proto.OrderType.limit)
order.price.set(1.0)
order.volume.set(100.0)
order.set_end(order_begin)
order.fbe_shift(order.fbe_size)
order_begin = order.set_begin()
order.id.set(3)
order.symbol.set("EURUSD")
order.side.set(proto.OrderSide.buy)
order.type.set(proto.OrderType.stop)
order.price.set(1.5)
order.volume.set(10.0)
order.set_end(order_begin)
order.fbe_shift(order.fbe_size)
writer.model.set_end(account_begin)
serialized = writer.create_end(model_begin)
self.assertEqual(serialized, writer.buffer.size)
self.assertTrue(writer.verify())
writer.next(serialized)
self.assertEqual(writer.model.fbe_offset, (4 + writer.buffer.size))
# Check the serialized FBE size
self.assertEqual(writer.buffer.size, 252)
# Access the account model in the FBE stream
reader = proto.AccountModel(fbe.ReadBuffer())
self.assertEqual(reader.model.fbe_offset, 4)
reader.attach_buffer(writer.buffer)
self.assertTrue(reader.verify())
account_begin = reader.model.get_begin()
id = reader.model.id.get()
self.assertEqual(id, 1)
name = reader.model.name.get()
self.assertEqual(name, "Test")
state = reader.model.state.get()
self.assertTrue(state.has_flags(proto.State.good))
wallet_begin = reader.model.wallet.get_begin()
wallet_currency = reader.model.wallet.currency.get()
self.assertEqual(wallet_currency, "USD")
wallet_amount = reader.model.wallet.amount.get()
self.assertEqual(wallet_amount, 1000.0)
reader.model.wallet.get_end(wallet_begin)
self.assertTrue(reader.model.asset.has_value)
asset_begin = reader.model.asset.get_begin()
asset_wallet_begin = reader.model.asset.value.get_begin()
asset_wallet_currency = reader.model.asset.value.currency.get()
self.assertEqual(asset_wallet_currency, "EUR")
asset_wallet_amount = reader.model.asset.value.amount.get()
self.assertEqual(asset_wallet_amount, 100.0)
reader.model.asset.value.get_end(asset_wallet_begin)
reader.model.asset.get_end(asset_begin)
self.assertEqual(reader.model.orders.size, 3)
o1 = reader.model.orders[0]
order_begin = o1.get_begin()
order_id = o1.id.get()
self.assertEqual(order_id, 1)
order_symbol = o1.symbol.get()
self.assertEqual(order_symbol, "EURUSD")
order_side = o1.side.get()
self.assertEqual(order_side, proto.OrderSide.buy)
order_type = o1.type.get()
self.assertEqual(order_type, proto.OrderType.market)
order_price = o1.price.get()
self.assertEqual(order_price, 1.23456)
order_volume = o1.volume.get()
self.assertEqual(order_volume, 1000.0)
o1.get_end(order_begin)
o2 = reader.model.orders[1]
order_begin = o2.get_begin()
order_id = o2.id.get()
self.assertEqual(order_id, 2)
order_symbol = o2.symbol.get()
self.assertEqual(order_symbol, "EURUSD")
order_side = o2.side.get()
self.assertEqual(order_side, proto.OrderSide.sell)
order_type = o2.type.get()
self.assertEqual(order_type, proto.OrderType.limit)
order_price = o2.price.get()
self.assertEqual(order_price, 1.0)
order_volume = o2.volume.get()
self.assertEqual(order_volume, 100.0)
o1.get_end(order_begin)
o3 = reader.model.orders[2]
order_begin = o3.get_begin()
order_id = o3.id.get()
self.assertEqual(order_id, 3)
order_symbol = o3.symbol.get()
self.assertEqual(order_symbol, "EURUSD")
order_side = o3.side.get()
self.assertEqual(order_side, proto.OrderSide.buy)
order_type = o3.type.get()
self.assertEqual(order_type, proto.OrderType.stop)
order_price = o3.price.get()
self.assertEqual(order_price, 1.5)
order_volume = o3.volume.get()
self.assertEqual(order_volume, 10.0)
o1.get_end(order_begin)
reader.model.get_end(account_begin)