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test_depth_cache.py
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42 lines (28 loc) · 977 Bytes
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from binance.depthcache import DepthCache
import pytest
TEST_SYMBOL = "BNBBTC"
@pytest.fixture
def fresh_cache():
return DepthCache(TEST_SYMBOL)
def test_add_bids(fresh_cache):
"""Verify basic functionality for adding a bid to the cache"""
high_bid = [0.111, 489]
mid_bid = [0.018, 300]
low_bid = [0.001, 100]
for bid in [high_bid, low_bid, mid_bid]:
fresh_cache.add_bid(bid)
bids = fresh_cache.get_bids()
assert len(bids) == 3
assert bids == sorted(bids, reverse=True)
def test_add_asks(fresh_cache):
"""Verify basic functionality for adding an ask to the cache"""
high_ask = [0.111, 489]
mid_ask = [0.018, 300]
low_ask = [0.001, 100]
for ask in [high_ask, low_ask, mid_ask]:
fresh_cache.add_ask(ask)
asks = fresh_cache.get_asks()
# Three asks should be in the cache
assert len(asks) == 3
# Lowest ask price should be first (ascending order)
assert asks == sorted(asks)