Merge pull request #66 from vgreg/fix-before-lob-update-bug

Fixed a bad reference to current_lob in before_lob_update

Author: vgreg

src/meatpy/market_processor.py

@@ -84,7 +84,7 @@ def before_lob_update(self, new_timestamp: Timestamp) -> None:
             new_timestamp: The new timestamp for the upcoming update
         """
         for x in self.handlers:
-            x.before_lob_update(self.current_lob, new_timestamp)
+            x.before_lob_update(self, new_timestamp)
 
     def message_event(self, timestamp: Timestamp, message: MarketMessage) -> None:
         """Notify handlers of a raw message event.

tests/test_market_processor.py

@@ -74,13 +74,17 @@ def setup_method(self):
     def test_before_lob_update(self):
         """Test before_lob_update method."""
         self.processor.before_lob_update(self.timestamp)
-        self.handler.before_lob_update.assert_called_once_with(self.lob, self.timestamp)
+        self.handler.before_lob_update.assert_called_once_with(
+            self.processor, self.timestamp
+        )
 
     def test_before_lob_update_with_no_lob(self):
         """Test before_lob_update method with no LOB."""
         self.processor.current_lob = None
         self.processor.before_lob_update(self.timestamp)
-        self.handler.before_lob_update.assert_called_once_with(None, self.timestamp)
+        self.handler.before_lob_update.assert_called_once_with(
+            self.processor, self.timestamp
+        )
 
     def test_message_event(self):
         """Test message_event method."""
@@ -224,12 +228,16 @@ def test_pre_lob_event(self):
         """Test pre_lob_event method."""
         self.processor.pre_lob_event(self.timestamp)
         # This method should call before_lob_update on handlers
-        self.handler.before_lob_update.assert_called_once_with(self.lob, self.timestamp)
+        self.handler.before_lob_update.assert_called_once_with(
+            self.processor, self.timestamp
+        )
 
     def test_pre_lob_event_with_new_snapshot(self):
         """Test pre_lob_event method with new snapshot flag."""
         self.processor.pre_lob_event(self.timestamp, new_snapshot=True)
-        self.handler.before_lob_update.assert_called_once_with(self.lob, self.timestamp)
+        self.handler.before_lob_update.assert_called_once_with(
+            self.processor, self.timestamp
+        )
 
 
 class TestMarketProcessorCleanup: