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Itch41Tests.py
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Itch41Tests.py
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#!/usr/bin/env python3
import unittest
from Itch41 import *
class Create_Itch41_Messages_Test(unittest.TestCase):
""" Tests for creating, parsing and dumping Itch 41 messages """
def test_create_TimeStamp(self):
# GIVEN
messageArgs = [ MessageType.TimeStamp, { Field.Seconds: 100 } ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'T', message.MessageType )
self.assertEqual( 100, message.Seconds )
def test_create_SystemEvent(self):
# GIVEN
messageArgs = [ MessageType.SystemEvent, {
Field.NanoSeconds : 105,
Field.EventCode : 'O'
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'S', message.MessageType )
self.assertEqual( 105, message.NanoSeconds )
self.assertEqual( 'O', message.EventCode )
def test_create_StockDirectory(self):
# GIVEN
messageArgs = [ MessageType.StockDirectory, {
Field.NanoSeconds : 105,
Field.Stock : "AAPL",
Field.MarketCategory : 'Q',
Field.FinancialStatus : ' ',
Field.RoundLotSize : 50,
Field.RoundLotsOnly : 'Y',
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'R', message.MessageType )
self.assertEqual( 105, message.NanoSeconds )
self.assertEqual( "AAPL", message.Stock )
self.assertEqual( 'Q', message.MarketCategory )
self.assertEqual( ' ', message.FinancialStatus )
self.assertEqual( 50, message.RoundLotSize )
self.assertEqual( 'Y', message.RoundLotsOnly )
def test_create_StockTradingAction(self):
# GIVEN
messageArgs = [ MessageType.StockTradingAction, {
Field.NanoSeconds : 105,
Field.Stock : "AAPL",
Field.TradingState : 'T',
Field.Reserved : ' ',
Field.Reason : "1234",
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'H', message.MessageType )
self.assertEqual( 105, message.NanoSeconds )
self.assertEqual( "AAPL", message.Stock )
self.assertEqual( 'T', message.TradingState )
self.assertEqual( ' ', message.Reserved )
self.assertEqual( "1234", message.Reason )
def test_create_RegSHORestriction(self):
# GIVEN
messageArgs = [ MessageType.RegSHORestriction, {
Field.NanoSeconds : 105,
Field.Stock : "AAPL",
Field.RegSHOAction : '0',
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'Y', message.MessageType )
self.assertEqual( 105, message.NanoSeconds )
self.assertEqual( "AAPL", message.Stock )
self.assertEqual( '0', message.RegSHOAction )
def test_create_MarketParticipantPosition(self):
# GIVEN
messageArgs = [ MessageType.MarketParticipantPosition, {
Field.NanoSeconds : 105,
Field.Mpid : "mpid",
Field.Stock : "AAPL",
Field.PrimaryMarketMaker : 'Y',
Field.MarketMakerMode : 'N',
Field.MarketParticipantState : 'A',
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'L', message.MessageType )
self.assertEqual( 105, message.NanoSeconds )
self.assertEqual( "mpid", message.Mpid )
self.assertEqual( "AAPL", message.Stock )
self.assertEqual( 'Y', message.PrimaryMarketMaker )
self.assertEqual( 'N', message.MarketMakerMode )
self.assertEqual( 'A', message.MarketParticipantState )
def test_create_AddOrder(self):
# GIVEN
messageArgs = [ MessageType.AddOrder, {
Field.NanoSeconds : 101,
Field.OrderRefNum : 1001,
Field.Side : 'B',
Field.Shares : 300,
Field.Stock : "AAPL",
Field.Price : 100.99
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'A', message.MessageType )
self.assertEqual( 101, message.NanoSeconds )
self.assertEqual( 1001, message.OrderRefNum )
self.assertEqual( 'B', message.Side )
self.assertEqual( 300, message.Shares )
self.assertEqual( "AAPL", message.Stock )
self.assertEqual( 100.99, message.Price )
def test_create_AddOrder_with_Mpid(self):
# GIVEN
messageArgs = [ MessageType.AddOrderWithMPID, {
Field.NanoSeconds : 101,
Field.OrderRefNum : 1001,
Field.Side : 'B',
Field.Shares : 300,
Field.Stock : "AAPL",
Field.Price : 100.99,
Field.Mpid : "MyId"
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'F', message.MessageType )
self.assertEqual( 101, message.NanoSeconds )
self.assertEqual( 1001, message.OrderRefNum )
self.assertEqual( 'B', message.Side )
self.assertEqual( 300, message.Shares )
self.assertEqual( "AAPL", message.Stock )
self.assertEqual( 100.99, message.Price )
self.assertEqual( "MyId", message.Mpid )
def test_create_OrderExecuted(self):
# GIVEN
messageArgs = [ MessageType.OrderExecuted, {
Field.NanoSeconds : 104,
Field.OrderRefNum : 1002,
Field.Shares : 350,
Field.MatchNum : 123,
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'E', message.MessageType )
self.assertEqual( 104, message.NanoSeconds )
self.assertEqual( 1002, message.OrderRefNum )
self.assertEqual( 350, message.Shares )
self.assertEqual( 123, message.MatchNum )
def test_create_OrderExecuted_with_Price(self):
# GIVEN
messageArgs = [ MessageType.OrderExecutedWithPrice, {
Field.NanoSeconds : 154,
Field.OrderRefNum : 1003,
Field.Shares : 375,
Field.MatchNum : 124,
Field.Printable : 'Y',
Field.Price: 123.2501
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'C', message.MessageType )
self.assertEqual( 154, message.NanoSeconds )
self.assertEqual( 1003, message.OrderRefNum )
self.assertEqual( 375, message.Shares )
self.assertEqual( 124, message.MatchNum )
self.assertEqual( 123.2501, message.Price )
def test_create_OrderCancel(self):
# GIVEN
messageArgs = [ MessageType.OrderCancel, {
Field.NanoSeconds : 164,
Field.OrderRefNum : 1004,
Field.Shares : 400
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'X', message.MessageType )
self.assertEqual( 164, message.NanoSeconds )
self.assertEqual( 1004, message.OrderRefNum )
self.assertEqual( 400, message.Shares )
def test_create_OrderDelete(self):
# GIVEN
messageArgs = [ MessageType.OrderDelete, {
Field.NanoSeconds : 165,
Field.OrderRefNum : 1005
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'D', message.MessageType )
self.assertEqual( 165, message.NanoSeconds )
self.assertEqual( 1005, message.OrderRefNum )
def test_create_OrderReplace(self):
# GIVEN
messageArgs = [ MessageType.OrderReplace, {
Field.NanoSeconds : 175,
Field.OrderRefNum : 1006,
Field.NewOrderRefNum : 1007,
Field.Shares : 500,
Field.Price : 123.2501
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'U', message.MessageType )
self.assertEqual( 175, message.NanoSeconds )
self.assertEqual( 1006, message.OrderRefNum )
self.assertEqual( 1007, message.NewOrderRefNum )
self.assertEqual( 500, message.Shares )
self.assertEqual( 123.2501, message.Price )
def test_create_TradeNonCross(self):
# GIVEN
messageArgs = [ MessageType.TradeNonCross, {
Field.NanoSeconds : 175,
Field.OrderRefNum : 1006,
Field.Side : 'B',
Field.Shares : 300,
Field.Stock : "AAPL",
Field.Price : 123.2501,
Field.MatchNum : 400,
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'P', message.MessageType )
self.assertEqual( 175, message.NanoSeconds )
self.assertEqual( 1006, message.OrderRefNum )
self.assertEqual( 'B', message.Side )
self.assertEqual( 300, message.Shares )
self.assertEqual( "AAPL", message.Stock )
self.assertEqual( 123.2501, message.Price )
self.assertEqual( 400, message.MatchNum )
def test_create_CrossTrade(self):
# GIVEN
messageArgs = [ MessageType.CrossTrade, {
Field.NanoSeconds : 175,
Field.Shares : 300,
Field.Stock : "AAPL",
Field.CrossPrice : 123.2501,
Field.MatchNum : 400,
Field.CrossType : 'O',
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'Q', message.MessageType )
self.assertEqual( 175, message.NanoSeconds )
self.assertEqual( 300, message.Shares )
self.assertEqual( "AAPL", message.Stock )
self.assertEqual( 123.2501, message.CrossPrice )
self.assertEqual( 400, message.MatchNum )
self.assertEqual( 'O', message.CrossType )
def test_create_BrokenTrade(self):
# GIVEN
messageArgs = [ MessageType.BrokenTrade, {
Field.NanoSeconds : 175,
Field.MatchNum : 400,
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'B', message.MessageType )
self.assertEqual( 175, message.NanoSeconds )
self.assertEqual( 400, message.MatchNum )
def test_create_NetOrderImbalance(self):
# GIVEN
messageArgs = [ MessageType.NetOrderImbalance, {
Field.NanoSeconds : 175,
Field.PairedShares : 1000,
Field.ImbalanceShares : 2000,
Field.ImbalanceDirection : 'B',
Field.Stock : "AAPL",
Field.FarPrice : 100.1234,
Field.NearPrice : 101.9004,
Field.CurrentReferencePrice : 102.8004,
Field.CrossType : 'O',
Field.PriceVariationIndicator : 'L',
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'I', message.MessageType )
self.assertEqual( 175, message.NanoSeconds )
self.assertEqual( 1000, message.PairedShares )
self.assertEqual( 2000, message.ImbalanceShares )
self.assertEqual( 'B', message.ImbalanceDirection )
self.assertEqual( "AAPL", message.Stock )
self.assertEqual( 100.1234, message.FarPrice )
self.assertEqual( 101.9004, message.NearPrice )
self.assertEqual( 102.8004, message.CurrentReferencePrice )
self.assertEqual( 'O', message.CrossType )
self.assertEqual( 'L', message.PriceVariationIndicator )
def test_create_RetailInterestMessage(self):
# GIVEN
messageArgs = [ MessageType.RetailInterestMessage, {
Field.NanoSeconds : 175,
Field.Stock : "AAPL",
Field.InterestFlag : 'B',
} ]
# WHEN
message = ItchMessageFactory.createFromArgs( messageArgs )
# THEN
self.assertEqual( 'N', message.MessageType )
self.assertEqual( 175, message.NanoSeconds )
self.assertEqual( "AAPL", message.Stock )
self.assertEqual( 'B', message.InterestFlag )
class Create_Itch41_Messages_From_RawBytes(unittest.TestCase):
""" Tests for creating, parsing and dumping Itch 41 messages from raw bytes
as encountered in a feed
"""
def test_create_TimeStamp(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x05, 0x54, 0x00, 0x00, 0x58, 0xb7 ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'T', message.MessageType )
self.assertEqual( 0x58b7, message.Seconds )
def test_create_SystemEvent(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x06, 0x53, 0x11, 0xcd, 0x6c, 0xc9, 0x4f ])
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'S', message.MessageType )
self.assertEqual( 0x11cd6cc9, message.NanoSeconds )
self.assertEqual( 'O', message.EventCode )
def test_create_StockDirectory(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x14, 0x52, 0x1d, 0x48, 0xbd, 0xc7, 0x41 ] )
rawMessage.extend( [ 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x4e ] )
rawMessage.extend( [ 0x20, 0x00, 0x00, 0x00, 0x64, 0x4e ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'R', message.MessageType )
self.assertEqual( 491306439, message.NanoSeconds )
self.assertEqual( "A", message.Stock )
self.assertEqual( 'N', message.MarketCategory )
self.assertEqual( ' ', message.FinancialStatus )
self.assertEqual( 100, message.RoundLotSize )
self.assertEqual( 'N', message.RoundLotsOnly )
def test_create_StockTradingAction(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x13, 0x48, 0x1d, 0x4b, 0xf3, 0x19, 0x41 ] )
rawMessage.extend( [ 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x54 ] )
rawMessage.extend( [ 0x20, 0x20, 0x20, 0x20, 0x20 ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'H', message.MessageType )
self.assertEqual( 491516697, message.NanoSeconds )
self.assertEqual( "A", message.Stock )
self.assertEqual( 'T', message.TradingState )
self.assertEqual( ' ', message.Reserved )
self.assertEqual( " ", message.Reason )
def test_create_RegSHORestriction(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x0e, 0x59, 0x1d, 0x4d, 0xa0, 0x8e, 0x41 ] )
rawMessage.extend( [ 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20, 0x30 ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'Y', message.MessageType )
self.assertEqual( 491626638, message.NanoSeconds )
self.assertEqual( "A", message.Stock )
self.assertEqual( '0', message.RegSHOAction )
def test_create_MarketParticipantPosition(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x14, 0x4c, 0x24, 0x30, 0x64, 0xc5, 0x41 ] )
rawMessage.extend( [ 0x54, 0x44, 0x46, 0x41, 0x41, 0x50, 0x4c, 0x20 ] )
rawMessage.extend( [ 0x20, 0x20, 0x20, 0x59, 0x4e, 0x41 ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'L', message.MessageType )
self.assertEqual( 607151301, message.NanoSeconds )
self.assertEqual( "ATDF", message.Mpid )
self.assertEqual( "AAPL", message.Stock )
self.assertEqual( 'Y', message.PrimaryMarketMaker )
self.assertEqual( 'N', message.MarketMakerMode )
self.assertEqual( 'A', message.MarketParticipantState )
def test_create_AddOrderWithMPID(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x22, 0x46, 0x02, 0x43, 0xd1, 0x46, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0x16, 0xb2, 0x42 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x64, 0x5a, 0x56, 0x5a, 0x5a ] )
rawMessage.extend( [ 0x54, 0x20, 0x20, 0x20, 0x00, 0x02, 0x97, 0xac ] )
rawMessage.extend( [ 0x4c, 0x45, 0x48, 0x4d ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'F', message.MessageType )
self.assertEqual( 37998918, message.NanoSeconds )
self.assertEqual( 5810, message.OrderRefNum )
self.assertEqual( 'B', message.Side )
self.assertEqual( 100, message.Shares )
self.assertEqual( "ZVZZT", message.Stock )
self.assertEqual( 16.99, message.Price )
self.assertEqual( "LEHM", message.Mpid )
def test_create_AddOrder(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x1e, 0x41, 0x0d, 0xbb, 0xd4, 0x0f, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0x16, 0xe7, 0x42 ] )
rawMessage.extend( [ 0x00, 0x0f, 0x42, 0x3f, 0x4c, 0x47, 0x4c, 0x2b ] )
rawMessage.extend( [ 0x20, 0x20, 0x20, 0x20, 0x00, 0x00, 0x00, 0x01 ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'A', message.MessageType )
self.assertEqual( 230413327, message.NanoSeconds )
self.assertEqual( 5863, message.OrderRefNum )
self.assertEqual( 'B', message.Side )
self.assertEqual( 999999, message.Shares )
self.assertEqual( "LGL+", message.Stock )
self.assertEqual( 0.0001, message.Price )
def test_create_OrderDelete(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x0d, 0x44, 0x21, 0x95, 0x1b, 0xcf, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0x31, 0x6b ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'D', message.MessageType )
self.assertEqual( 563420111, message.NanoSeconds )
self.assertEqual( 12651, message.OrderRefNum )
def test_create_OrderExecuted(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x19, 0x45, 0x18, 0x45, 0xcd, 0x07, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0xe9, 0xca, 0x00 ] )
rawMessage.extend( [ 0x00, 0x03, 0xe8, 0x00, 0x00, 0x00, 0x00, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x01 ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'E', message.MessageType )
self.assertEqual( 407227655, message.NanoSeconds )
self.assertEqual( 59850, message.OrderRefNum )
self.assertEqual( 1000, message.Shares )
self.assertEqual( 1, message.MatchNum )
def test_create_NetOrderImbalance(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x2c, 0x49, 0x00, 0x2f, 0x44, 0x84, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x4f ] )
rawMessage.extend( [ 0x49, 0x50, 0x20, 0x20, 0x20, 0x20, 0x20, 0x20 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x4f, 0x20 ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'I', message.MessageType )
self.assertEqual( 3097732, message.NanoSeconds )
self.assertEqual( 0, message.PairedShares )
self.assertEqual( 0, message.ImbalanceShares )
self.assertEqual( 'O', message.ImbalanceDirection )
self.assertEqual( "IP", message.Stock )
self.assertEqual( 0, message.FarPrice )
self.assertEqual( 0, message.NearPrice )
self.assertEqual( 0, message.CurrentReferencePrice )
self.assertEqual( 'O', message.CrossType )
self.assertEqual( ' ', message.PriceVariationIndicator )
def test_create_CrossTrade(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x22, 0x51, 0x00, 0x02, 0x76, 0xa2, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x41 ] )
rawMessage.extend( [ 0x42, 0x43, 0x44, 0x20, 0x20, 0x20, 0x20, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x05, 0x4f ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'Q', message.MessageType )
self.assertEqual( 161442, message.NanoSeconds )
self.assertEqual( 0, message.Shares )
self.assertEqual( "ABCD", message.Stock )
self.assertEqual( 0, message.CrossPrice )
self.assertEqual( 5, message.MatchNum )
self.assertEqual( 'O', message.CrossType )
def test_create_OrderExecutedWithPrice(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x1e, 0x43, 0x01, 0x74, 0xa8, 0xca, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0x31, 0x9b, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x64, 0x00, 0x00, 0x00, 0x00, 0x00 ] )
rawMessage.extend( [ 0x00, 0x03, 0xb0, 0x4e, 0x00, 0x02, 0x9c, 0x5c ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'C', message.MessageType )
self.assertEqual( 24422602, message.NanoSeconds )
self.assertEqual( 12699, message.OrderRefNum )
self.assertEqual( 100, message.Shares )
self.assertEqual( 944, message.MatchNum )
self.assertEqual( 'N', message.Printable )
self.assertEqual( 17.11, message.Price )
def test_create_TradeNonCross(self):
# GIVEN
rawMessage = bytearray()
rawMessage.extend( [ 0x00, 0x26, 0x50, 0x03, 0x10, 0x74, 0xb6, 0x00 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x42 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x64, 0x4f, 0x43, 0x5a, 0x20 ] )
rawMessage.extend( [ 0x20, 0x20, 0x20, 0x20, 0x00, 0x03, 0xbb, 0x78 ] )
rawMessage.extend( [ 0x00, 0x00, 0x00, 0x00, 0x00, 0x00, 0x07, 0x92 ] )
# WHEN
message = ItchMessageFactory.createFromBytes( rawMessage )
# THEN
self.assertEqual( 'P', message.MessageType )
self.assertEqual( 51410102, message.NanoSeconds )
self.assertEqual( 0, message.OrderRefNum )
self.assertEqual( 'B', message.Side )
self.assertEqual( 100, message.Shares )
self.assertEqual( "OCZ", message.Stock )
self.assertEqual( 24.46, message.Price )
self.assertEqual( 1938, message.MatchNum )
if __name__ == "__main__":
unittest.main()