Fix tick scheme next bid and ask price lists

Author: cjdsellers

nautilus_trader/model/instruments/base.pyx

@@ -546,19 +546,12 @@ cdef class Instrument(Data):
         if num_ticks <= 0:
             return []
 
-        cdef Price value_price = Price(value, self.price_precision)
-        cdef Price initial_price = self._tick_scheme.next_bid_price(value=value, n=0)
-
         cdef:
             list prices = []
             Price price
             int i
 
-        if value_price != initial_price:
-            prices.append(initial_price.as_decimal())
-            num_ticks -= 1
-
-        for i in range(1, num_ticks + 1):
+        for i in range(num_ticks):
             try:
                 price = self._tick_scheme.next_bid_price(value=value, n=i)
                 if price is None:
@@ -605,19 +598,12 @@ cdef class Instrument(Data):
         if num_ticks <= 0:
             return []
 
-        cdef Price value_price = Price(value, self.price_precision)
-        cdef Price initial_price = self._tick_scheme.next_ask_price(value=value, n=0)
-
         cdef:
             list prices = []
             Price price
             int i
 
-        if value_price != initial_price:
-            prices.append(initial_price.as_decimal())
-            num_ticks -= 1
-
-        for i in range(1, num_ticks + 1):
+        for i in range(num_ticks):
             try:
                 price = self._tick_scheme.next_ask_price(value=value, n=i)
                 if price is None:

tests/integration_tests/adapters/betfair/test_betting_tick_scheme.py

@@ -178,6 +178,7 @@ def test_betting_instrument_tick_scheme_next_ask_prices() -> None:
 
     assert len(result) == 10
     assert result == [
+        Decimal("3.00"),
         Decimal("3.05"),
         Decimal("3.10"),
         Decimal("3.15"),
@@ -187,7 +188,6 @@ def test_betting_instrument_tick_scheme_next_ask_prices() -> None:
         Decimal("3.35"),
         Decimal("3.40"),
         Decimal("3.45"),
-        Decimal("3.50"),
     ]
 
 
@@ -198,6 +198,7 @@ def test_betting_instrument_tick_scheme_next_bid_prices() -> None:
 
     assert len(result) == 10
     assert result == [
+        Decimal("20.00"),
         Decimal("19.50"),
         Decimal("19.00"),
         Decimal("18.50"),
@@ -207,5 +208,23 @@ def test_betting_instrument_tick_scheme_next_bid_prices() -> None:
         Decimal("16.50"),
         Decimal("16.00"),
         Decimal("15.50"),
-        Decimal("15.00"),
     ]
+
+
+@pytest.mark.parametrize(
+    "instrument, expected_bids, expected_asks",
+    [
+        (betting_instrument(), 10, 20),
+    ],
+)
+def test_next_prices(instrument, expected_bids, expected_asks):
+    bid_price = instrument.next_bid_price(1.102)
+    ask_price = instrument.next_ask_price(1.102)
+    bid_prices = instrument.next_bid_prices(1.102, 20)
+    ask_prices = instrument.next_ask_prices(1.102, 20)
+
+    assert bid_price == bid_prices[0]
+    assert ask_price == ask_prices[0]
+
+    assert len(bid_prices) == expected_bids
+    assert len(ask_prices) == expected_asks

tests/unit_tests/model/test_instrument.py

@@ -636,9 +636,9 @@ def test_next_bid_prices_length(self, instrument, value, num_ticks, expected_len
     @pytest.mark.parametrize(
         ("instrument", "value", "num_ticks", "expected_first", "expected_last"),
         [
-            (AUDUSD_SIM, 0.72000, 10, "0.72001", "0.72010"),
+            (AUDUSD_SIM, 0.72000, 10, "0.72000", "0.72009"),
             (AUDUSD_SIM, 0.72001, 5, "0.72002", "0.72006"),
-            (AUDUSD_SIM, 0.90001, 3, "0.90002", "0.90004"),
+            (AUDUSD_SIM, 0.90001, 3, "0.90001", "0.90003"),
         ],
     )
     def test_next_ask_prices_values(
@@ -665,7 +665,7 @@ def test_next_ask_prices_values(
         [
             (AUDUSD_SIM, 0.72000, 10, "0.71999", "0.71990"),
             (AUDUSD_SIM, 0.72000, 5, "0.71999", "0.71995"),
-            (AUDUSD_SIM, 0.90000, 3, "0.89999", "0.89997"),
+            (AUDUSD_SIM, 0.90000, 3, "0.90000", "0.89998"),
         ],
     )
     def test_next_bid_prices_values(