50 lines
1.3 KiB
Python
50 lines
1.3 KiB
Python
|
"""Shared test fixtures."""
|
||
|
|
|
||
|
|
from __future__ import annotations
|
||
|
|
|
||
|
|
import pytest
|
||
|
|
|
||
|
|
from polymaker.config import StrategyProfile
|
||
|
|
from polymaker.domain import MarketMeta, TokenMeta
|
||
|
|
from polymaker.marketdata.orderbook import BookView
|
||
|
|
|
||
|
|
|
||
|
|
@pytest.fixture
|
||
|
|
def meta() -> MarketMeta:
|
||
|
|
return MarketMeta(
|
||
|
|
condition_id="0xcond",
|
||
|
|
question="Will X happen?",
|
||
|
|
slug="will-x-happen",
|
||
|
|
tokens=(TokenMeta("yes-token", "Yes"), TokenMeta("no-token", "No")),
|
||
|
|
tick_size=0.01,
|
||
|
|
neg_risk=False,
|
||
|
|
min_order_size=5.0,
|
||
|
|
rewards_min_size=10.0,
|
||
|
|
rewards_max_spread=3.0, # 3 cents
|
||
|
|
rewards_daily_rate=50.0,
|
||
|
|
maker_fee_bps=0,
|
||
|
|
taker_fee_bps=100,
|
||
|
|
fees_enabled=True,
|
||
|
|
end_date_iso="2028-11-07T00:00:00Z",
|
||
|
|
event_id="evt-1",
|
||
|
|
)
|
||
|
|
|
||
|
|
|
||
|
|
@pytest.fixture
|
||
|
|
def profile() -> StrategyProfile:
|
||
|
|
return StrategyProfile() # defaults
|
||
|
|
|
||
|
|
|
||
|
|
def view(bb: float | None, ba: float | None, bb_sz: float = 500, ba_sz: float = 500) -> BookView:
|
||
|
|
"""Construct a BookView for a token with a symmetric deep book."""
|
||
|
|
return BookView(
|
||
|
|
best_bid=bb,
|
||
|
|
best_bid_size=bb_sz,
|
||
|
|
best_ask=ba,
|
||
|
|
best_ask_size=ba_sz,
|
||
|
|
second_bid=(bb - 0.01) if bb else None,
|
||
|
|
second_ask=(ba + 0.01) if ba else None,
|
||
|
|
bid_depth=bb_sz,
|
||
|
|
ask_depth=ba_sz,
|
||
|
|
)
|