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chore: added unit tests for the GTB gas estimation using gas heuristics
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‎tests/core/test_gas_heuristics_gas_limit_estimator.py‎

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@@ -1,3 +1,4 @@
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import math
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from decimal import Decimal
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import pytest
@@ -13,6 +14,7 @@
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DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT,
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DERIVATIVE_ORDER_CREATION_GAS_LIMIT,
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EXTERNAL_TRANSFER_GAS_LIMIT,
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GTB_ORDERS_GAS_MULTIPLIER,
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INCREASE_POSITION_MARGIN_TRANSFER_GAS_LIMIT,
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POST_ONLY_BINARY_OPTIONS_ORDER_CREATION_GAS_LIMIT,
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POST_ONLY_DERIVATIVE_ORDER_CREATION_GAS_LIMIT,
@@ -498,6 +500,44 @@ def test_estimation_for_create_spot_limit_order(self, basic_composer, inj_usdt_s
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assert expected_gas_cost == estimator.gas_limit()
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def test_estimation_for_create_gtb_spot_limit_order(self, basic_composer, inj_usdt_spot_market):
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composer = basic_composer
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market_id = inj_usdt_spot_market.id
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message = composer.msg_create_spot_limit_order_v2(
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market_id=market_id,
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sender="senders",
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subaccount_id="subaccount_id",
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fee_recipient="fee_recipient",
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price=Decimal("7.523"),
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quantity=Decimal("0.01"),
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order_type="BUY",
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expiration_block=1234567,
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)
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estimator = GasHeuristicsGasLimitEstimator.for_message(message=message)
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expected_gas_cost = math.ceil(Decimal(SPOT_ORDER_CREATION_GAS_LIMIT) * Decimal(GTB_ORDERS_GAS_MULTIPLIER))
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assert expected_gas_cost == estimator.gas_limit()
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po_order_message = composer.msg_create_spot_limit_order_v2(
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market_id=market_id,
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sender="senders",
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subaccount_id="subaccount_id",
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fee_recipient="fee_recipient",
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price=Decimal("7.523"),
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quantity=Decimal("0.01"),
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order_type="BUY_PO",
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expiration_block=1234567,
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)
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estimator = GasHeuristicsGasLimitEstimator.for_message(message=po_order_message)
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expected_gas_cost = math.ceil(
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Decimal(POST_ONLY_SPOT_ORDER_CREATION_GAS_LIMIT) * Decimal(GTB_ORDERS_GAS_MULTIPLIER)
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)
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assert expected_gas_cost == estimator.gas_limit()
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def test_estimation_for_create_spot_market_order(self, basic_composer, inj_usdt_spot_market):
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composer = basic_composer
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market_id = inj_usdt_spot_market.id
@@ -569,6 +609,46 @@ def test_estimation_for_create_derivative_limit_order(self, basic_composer, btc_
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assert expected_gas_cost == estimator.gas_limit()
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def test_estimation_for_create_gtb_derivative_limit_order(self, basic_composer, btc_usdt_perp_market):
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composer = basic_composer
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market_id = btc_usdt_perp_market.id
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message = composer.msg_create_derivative_limit_order_v2(
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market_id=market_id,
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sender="senders",
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subaccount_id="subaccount_id",
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fee_recipient="fee_recipient",
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price=Decimal("7.523"),
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quantity=Decimal("0.01"),
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margin=Decimal("7.523") * Decimal("0.01"),
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order_type="BUY",
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expiration_block=1234567,
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)
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estimator = GasHeuristicsGasLimitEstimator.for_message(message=message)
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expected_gas_cost = math.ceil(Decimal(DERIVATIVE_ORDER_CREATION_GAS_LIMIT) * Decimal(GTB_ORDERS_GAS_MULTIPLIER))
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assert expected_gas_cost == estimator.gas_limit()
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po_order_message = composer.msg_create_derivative_limit_order_v2(
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market_id=market_id,
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sender="senders",
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subaccount_id="subaccount_id",
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fee_recipient="fee_recipient",
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price=Decimal("7.523"),
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quantity=Decimal("0.01"),
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margin=Decimal("7.523") * Decimal("0.01"),
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order_type="BUY_PO",
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expiration_block=1234567,
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)
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estimator = GasHeuristicsGasLimitEstimator.for_message(message=po_order_message)
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expected_gas_cost = math.ceil(
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Decimal(POST_ONLY_DERIVATIVE_ORDER_CREATION_GAS_LIMIT) * Decimal(GTB_ORDERS_GAS_MULTIPLIER)
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)
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assert expected_gas_cost == estimator.gas_limit()
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def test_estimation_for_create_derivative_market_order(self, basic_composer, btc_usdt_perp_market):
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composer = basic_composer
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market_id = btc_usdt_perp_market.id
@@ -641,6 +721,48 @@ def test_estimation_for_create_binary_options_limit_order(self, basic_composer,
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assert expected_gas_cost == estimator.gas_limit()
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def test_estimation_for_create_gtb_binary_options_limit_order(self, basic_composer, first_match_bet_market):
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composer = basic_composer
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market_id = first_match_bet_market.id
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message = composer.msg_create_binary_options_limit_order_v2(
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market_id=market_id,
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sender="senders",
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subaccount_id="subaccount_id",
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fee_recipient="fee_recipient",
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price=Decimal("0.5"),
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quantity=Decimal("10"),
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margin=Decimal("0.5") * Decimal("10"),
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order_type="BUY",
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expiration_block=1234567,
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)
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estimator = GasHeuristicsGasLimitEstimator.for_message(message=message)
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expected_gas_cost = math.ceil(
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Decimal(BINARY_OPTIONS_ORDER_CREATION_GAS_LIMIT) * Decimal(GTB_ORDERS_GAS_MULTIPLIER)
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)
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assert expected_gas_cost == estimator.gas_limit()
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po_order_message = composer.msg_create_binary_options_limit_order_v2(
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market_id=market_id,
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sender="senders",
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subaccount_id="subaccount_id",
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fee_recipient="fee_recipient",
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price=Decimal("0.5"),
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quantity=Decimal("10"),
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margin=Decimal("0.5") * Decimal("10"),
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order_type="BUY_PO",
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expiration_block=1234567,
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)
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estimator = GasHeuristicsGasLimitEstimator.for_message(message=po_order_message)
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expected_gas_cost = math.ceil(
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Decimal(POST_ONLY_BINARY_OPTIONS_ORDER_CREATION_GAS_LIMIT) * Decimal(GTB_ORDERS_GAS_MULTIPLIER)
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)
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assert expected_gas_cost == estimator.gas_limit()
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def test_estimation_for_create_binary_options_market_order(self, basic_composer, first_match_bet_market):
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composer = basic_composer
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market_id = first_match_bet_market.id

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