@@ -492,8 +492,7 @@ def test_mbo_to_csv_writes_expected_file_to_disk(
492492 )
493493
494494 # Assert
495- written = open (path ).read ()
496- assert path .exists ()
495+ written = path .read_text ()
497496 expected = (
498497 "ts_recv,ts_event,rtype,publisher_id,instrument_id,action,side,price,size,channel_id,"
499498 "order_id,flags,ts_in_delta,sequence\n 1609160400000704060,1609160400000429831,160,"
@@ -525,8 +524,7 @@ def test_mbp_1_to_csv_with_no_options_writes_expected_file_to_disk(
525524 )
526525
527526 # Assert
528- written = open (path ).read ()
529- assert path .exists ()
527+ written = path .read_text ()
530528 expected = (
531529 "ts_recv,ts_event,rtype,publisher_id,instrument_id,action,side,depth,price,size,flags"
532530 ",ts_in_delta,sequence,bid_px_00,ask_px_00,bid_sz_00,ask_sz_00,bid_ct_00,ask_ct_0"
@@ -560,8 +558,7 @@ def test_mbp_1_to_csv_with_all_options_writes_expected_file_to_disk(
560558 )
561559
562560 # Assert
563- written = open (path ).read ()
564- assert path .exists ()
561+ written = path .read_text ()
565562 expected = (
566563 "ts_recv,ts_event,rtype,publisher_id,instrument_id,action,side,depth,price,size,flags"
567564 ",ts_in_delta,sequence,bid_px_00,ask_px_00,bid_sz_00,ask_sz_00,bid_ct_00,ask_ct_00,sy"
@@ -597,8 +594,7 @@ def test_mbo_to_json_with_no_options_writes_expected_file_to_disk(
597594 )
598595
599596 # Assert
600- written = open (path ).read ()
601- assert path .exists ()
597+ written = path .read_text ()
602598 assert written .strip () == (
603599 '{"ts_event":1609160400000429831,"rtype":160,"publisher_id":1,"instrument_id":5482,"a'
604600 'ction":"C","side":"A","price":3722750000000,"size":1,"channel_id":0,"order_id":64778'
@@ -633,8 +629,7 @@ def test_mbo_to_json_with_all_options_writes_expected_file_to_disk(
633629 )
634630
635631 # Assert
636- written = open (path ).read ()
637- assert path .exists ()
632+ written = path .read_text ()
638633 assert written .strip () == (
639634 '{"ts_event":1609160400000,"rtype":160,"publisher_id":1,"instrument_id":5482,"action"'
640635 ':"C","side":"A","price":3722.75,"size":1,"channel_id":0,"order_id":647784973705,"fla'
@@ -669,24 +664,23 @@ def test_mbp_1_to_json_with_no_options_writes_expected_file_to_disk(
669664 )
670665
671666 # Assert
672- written = open (path , mode = "rb" ).read ()
673- assert path .exists ()
667+ written = path .read_text ()
674668 assert written .strip () == (
675- b '{"ts_event":1609160400006001487,"rtype":1,"publisher_id":1,"instrument_id":5482,"act'
676- b 'ion":"A","side":"A","depth":0,"price":3720500000000,"size":1,"flags":128,"ts_in_delt'
677- b 'a":17214,"sequence":1170362,"bid_px_00":3720250000000,"ask_px_00":3720500000000,"bid'
678- b '_sz_00":24,"ask_sz_00":11,"bid_ct_00":15,"ask_ct_00":9}\n {"ts_event":160916040000'
679- b '6146661,"rtype":1,"publisher_id":1,"instrument_id":5482,"action":"A","side":"A","dep'
680- b 'th":0,"price":3720500000000,"size":1,"flags":128,"ts_in_delta":18858,"sequence":1170'
681- b '364,"bid_px_00":3720250000000,"ask_px_00":3720500000000,"bid_sz_00":24,"ask_sz_00":1'
682- b '2,"bid_ct_00":15,"ask_ct_00":10}\n {"ts_event":1609160400007044577,"rtype":1,"publ'
683- b 'isher_id":1,"instrument_id":5482,"action":"A","side":"B","depth":0,"price":372025000'
684- b '0000,"size":2,"flags":128,"ts_in_delta":18115,"sequence":1170365,"bid_px_00":3720250'
685- b '000000,"ask_px_00":3720500000000,"bid_sz_00":26,"ask_sz_00":12,"bid_ct_00":16,"ask_c'
686- b 't_00":10}\n {"ts_event":1609160400007169135,"rtype":1,"publisher_id":1,"instrument'
687- b '_id":5482,"action":"C","side":"A","depth":0,"price":3720500000000,"size":1,"flags":1'
688- b '28,"ts_in_delta":17361,"sequence":1170366,"bid_px_00":3720250000000,"ask_px_00":3720'
689- b '500000000,"bid_sz_00":26,"ask_sz_00":11,"bid_ct_00":16,"ask_ct_00":9}'
669+ '{"ts_event":1609160400006001487,"rtype":1,"publisher_id":1,"instrument_id":5482,"act'
670+ 'ion":"A","side":"A","depth":0,"price":3720500000000,"size":1,"flags":128,"ts_in_delt'
671+ 'a":17214,"sequence":1170362,"bid_px_00":3720250000000,"ask_px_00":3720500000000,"bid'
672+ '_sz_00":24,"ask_sz_00":11,"bid_ct_00":15,"ask_ct_00":9}\n {"ts_event":160916040000'
673+ '6146661,"rtype":1,"publisher_id":1,"instrument_id":5482,"action":"A","side":"A","dep'
674+ 'th":0,"price":3720500000000,"size":1,"flags":128,"ts_in_delta":18858,"sequence":1170'
675+ '364,"bid_px_00":3720250000000,"ask_px_00":3720500000000,"bid_sz_00":24,"ask_sz_00":1'
676+ '2,"bid_ct_00":15,"ask_ct_00":10}\n {"ts_event":1609160400007044577,"rtype":1,"publ'
677+ 'isher_id":1,"instrument_id":5482,"action":"A","side":"B","depth":0,"price":372025000'
678+ '0000,"size":2,"flags":128,"ts_in_delta":18115,"sequence":1170365,"bid_px_00":3720250'
679+ '000000,"ask_px_00":3720500000000,"bid_sz_00":26,"ask_sz_00":12,"bid_ct_00":16,"ask_c'
680+ 't_00":10}\n {"ts_event":1609160400007169135,"rtype":1,"publisher_id":1,"instrument'
681+ '_id":5482,"action":"C","side":"A","depth":0,"price":3720500000000,"size":1,"flags":1'
682+ '28,"ts_in_delta":17361,"sequence":1170366,"bid_px_00":3720250000000,"ask_px_00":3720'
683+ '500000000,"bid_sz_00":26,"ask_sz_00":11,"bid_ct_00":16,"ask_ct_00":9}'
690684 )
691685
692686
@@ -708,24 +702,23 @@ def test_mbp_1_to_json_with_all_options_writes_expected_file_to_disk(
708702 )
709703
710704 # Assert
711- written = open (path , mode = "rb" ).read ()
712- assert path .exists ()
705+ written = path .read_text ()
713706 assert written .strip () == (
714- b '{"ts_event":1609160400006,"rtype":1,"publisher_id":1,"instrument_id":5482,"action":"'
715- b 'A","side":"A","depth":0,"price":3720.5,"size":1,"flags":128,"ts_in_delta":17214,"seq'
716- b 'uence":1170362,"bid_px_00":3720.25,"ask_px_00":3720.5,"bid_sz_00":24,"ask_sz_00":11,'
717- b '"bid_ct_00":15,"ask_ct_00":9,"symbol":"ESH1"}\n {"ts_event":1609160400006,"rtype":'
718- b '1,"publisher_id":1,"instrument_id":5482,"action":"A","side":"A","depth":0,"price":37'
719- b '20.5,"size":1,"flags":128,"ts_in_delta":18858,"sequence":1170364,"bid_px_00":3720.25'
720- b ',"ask_px_00":3720.5,"bid_sz_00":24,"ask_sz_00":12,"bid_ct_00":15,"ask_ct_00":10,"sym'
721- b 'bol":"ESH1"}\n {"ts_event":1609160400007,"rtype":1,"publisher_id":1,"instrument_id'
722- b '":5482,"action":"A","side":"B","depth":0,"price":3720.25,"size":2,"flags":128,"ts_in'
723- b '_delta":18115,"sequence":1170365,"bid_px_00":3720.25,"ask_px_00":3720.5,"bid_sz_00":'
724- b '26,"ask_sz_00":12,"bid_ct_00":16,"ask_ct_00":10,"symbol":"ESH1"}\n {"ts_event":160'
725- b '9160400007,"rtype":1,"publisher_id":1,"instrument_id":5482,"action":"C","side":"A","'
726- b 'depth":0,"price":3720.5,"size":1,"flags":128,"ts_in_delta":17361,"sequence":1170366,'
727- b '"bid_px_00":3720.25,"ask_px_00":3720.5,"bid_sz_00":26,"ask_sz_00":11,"bid_ct_00":16,'
728- b '"ask_ct_00":9,"symbol":"ESH1"}'
707+ '{"ts_event":1609160400006,"rtype":1,"publisher_id":1,"instrument_id":5482,"action":"'
708+ 'A","side":"A","depth":0,"price":3720.5,"size":1,"flags":128,"ts_in_delta":17214,"seq'
709+ 'uence":1170362,"bid_px_00":3720.25,"ask_px_00":3720.5,"bid_sz_00":24,"ask_sz_00":11,'
710+ '"bid_ct_00":15,"ask_ct_00":9,"symbol":"ESH1"}\n {"ts_event":1609160400006,"rtype":'
711+ '1,"publisher_id":1,"instrument_id":5482,"action":"A","side":"A","depth":0,"price":37'
712+ '20.5,"size":1,"flags":128,"ts_in_delta":18858,"sequence":1170364,"bid_px_00":3720.25'
713+ ',"ask_px_00":3720.5,"bid_sz_00":24,"ask_sz_00":12,"bid_ct_00":15,"ask_ct_00":10,"sym'
714+ 'bol":"ESH1"}\n {"ts_event":1609160400007,"rtype":1,"publisher_id":1,"instrument_id'
715+ '":5482,"action":"A","side":"B","depth":0,"price":3720.25,"size":2,"flags":128,"ts_in'
716+ '_delta":18115,"sequence":1170365,"bid_px_00":3720.25,"ask_px_00":3720.5,"bid_sz_00":'
717+ '26,"ask_sz_00":12,"bid_ct_00":16,"ask_ct_00":10,"symbol":"ESH1"}\n {"ts_event":160'
718+ '9160400007,"rtype":1,"publisher_id":1,"instrument_id":5482,"action":"C","side":"A","'
719+ 'depth":0,"price":3720.5,"size":1,"flags":128,"ts_in_delta":17361,"sequence":1170366,'
720+ '"bid_px_00":3720.25,"ask_px_00":3720.5,"bid_sz_00":26,"ask_sz_00":11,"bid_ct_00":16,'
721+ '"ask_ct_00":9,"symbol":"ESH1"}'
729722 )
730723
731724
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