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Record new feed messages and update feed handler replay tests; add CI #26

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Dec 19, 2024
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Record new messages and update feed handler test for current protos
matthewdowney committed Dec 19, 2024
commit ea52678480346e5a6bd4fcdc8affebfd728b722e
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12 changes: 6 additions & 6 deletions test/test_feed_handler.py
Original file line number Diff line number Diff line change
@@ -74,14 +74,14 @@ def test_replay_state(self):

# Check best bid and ask prices and sizes
best_bid: lob.Order = next(self.snapshot_state.books[0].bids())
self.assertEqual(130932877, best_bid.order_id.client_id)
self.assertEqual(500000000, best_bid.quantums)
self.assertEqual(6037200000, best_bid.subticks)
self.assertEqual(900722659, best_bid.order_id.client_id)
self.assertEqual(839000000, best_bid.quantums)
self.assertEqual(10033200000, best_bid.subticks)

best_ask: lob.Order = next(self.snapshot_state.books[0].asks())
self.assertEqual(130932874, best_ask.order_id.client_id)
self.assertEqual(30000000, best_ask.quantums)
self.assertEqual(6037300000, best_ask.subticks)
self.assertEqual(1393832, best_ask.order_id.client_id)
self.assertEqual(896000000, best_ask.quantums)
self.assertEqual(10033300000, best_ask.subticks)


def asks_bids_from_feed(