def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.mock_time_provider = MagicMock()
self.mock_time_provider.time.return_value = 1000
self.auth = GateIoAuth(api_key=self.api_key,
secret_key=self.api_secret_key,
time_provider=self.mock_time_provider)
self.time_synchronizer = TimeSynchronizer()
self.time_synchronizer.add_time_offset_ms_sample(0)
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = GateIoExchange(client_config_map=client_config_map,
gate_io_api_key="",
gate_io_secret_key="",
trading_pairs=[],
trading_required=False)
self.connector._web_assistants_factory._auth = self.auth
self.data_source = GateIoAPIUserStreamDataSource(
self.auth,
trading_pairs=[self.trading_pair],
connector=self.connector,
api_factory=self.connector._web_assistants_factory)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.connector._set_trading_pair_symbol_map(
bidict({self.ex_trading_pair: self.trading_pair}))
def _create_user_stream_data_source(self) -> UserStreamTrackerDataSource:
return GateIoAPIUserStreamDataSource(
auth=self._auth,
trading_pairs=self._trading_pairs,
connector=self,
api_factory=self._web_assistants_factory,
domain=self.domain,
)
def data_source(self) -> UserStreamTrackerDataSource:
"""
*required
Initializes a user stream data source (user specific order diffs from live socket stream)
:return: OrderBookTrackerDataSource
"""
if not self._data_source:
self._data_source = GateIoAPIUserStreamDataSource(
gate_io_auth=self._gate_io_auth,
trading_pairs=self._trading_pairs)
return self._data_source
def __init__(self,
gate_io_auth: Optional[GateIoAuth] = None,
trading_pairs: Optional[List[str]] = None,
api_factory: Optional[WebAssistantsFactory] = None):
self._api_factory = api_factory
self._gate_io_auth: GateIoAuth = gate_io_auth
self._trading_pairs: List[str] = trading_pairs or []
super().__init__(data_source=GateIoAPIUserStreamDataSource(
gate_io_auth=self._gate_io_auth,
trading_pairs=self._trading_pairs,
api_factory=self._api_factory,
))
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
gate_io_auth = GateIoAuth(api_key="someKey", secret_key="someSecret")
self.data_source = GateIoAPIUserStreamDataSource(gate_io_auth, trading_pairs=[self.trading_pair])
class TestGateIoAPIUserStreamDataSource(unittest.TestCase):
@classmethod
def setUpClass(cls) -> None:
super().setUpClass()
cls.ev_loop = asyncio.get_event_loop()
cls.base_asset = "COINALPHA"
cls.quote_asset = "HBOT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
gate_io_auth = GateIoAuth(api_key="someKey", secret_key="someSecret")
self.data_source = GateIoAPIUserStreamDataSource(gate_io_auth, trading_pairs=[self.trading_pair])
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout))
return ret
def get_user_trades_mock(self) -> Dict:
user_trades = {
"time": 1637764970,
"channel": "spot.usertrades",
"event": "update",
"result": [
{
"id": 2217816329,
"user_id": 5774224,
"order_id": "96780687179",
"currency_pair": "ETH_USDT",
"create_time": 1637764970,
"create_time_ms": "1637764970928.48",
"side": "buy",
"amount": "0.005",
"role": "maker",
"price": "4191.1",
"fee": "0.000009",
"fee_currency": "ETH",
"point_fee": "0",
"gt_fee": "0",
"text": "t-HBOT-B-EHUT1637764969004024",
}
],
}
return user_trades
def get_user_orders_mock(self) -> Dict:
user_orders = {
"time": 1605175506,
"channel": "spot.orders",
"event": "update",
"result": [
{
"id": "30784435",
"user": 123456,
"text": "t-abc",
"create_time": "1605175506",
"create_time_ms": "1605175506123",
"update_time": "1605175506",
"update_time_ms": "1605175506123",
"event": "put",
"currency_pair": f"{self.base_asset}_{self.quote_asset}",
"type": "limit",
"account": "spot",
"side": "sell",
"amount": "1",
"price": "10001",
"time_in_force": "gtc",
"left": "1",
"filled_total": "0",
"fee": "0",
"fee_currency": "USDT",
"point_fee": "0",
"gt_fee": "0",
"gt_discount": True,
"rebated_fee": "0",
"rebated_fee_currency": "USDT",
}
],
}
return user_orders
def get_user_balance_mock(self) -> Dict:
user_balance = {
"time": 1605248616,
"channel": "spot.balances",
"event": "update",
"result": [
{
"timestamp": "1605248616",
"timestamp_ms": "1605248616123",
"user": "******",
"currency": self.base_asset,
"change": "100",
"total": "1032951.325075926",
"available": "1022943.325075926",
}
],
}
return user_balance
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_user_trades(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
output_queue = asyncio.Queue()
self.ev_loop.create_task(self.data_source.listen_for_user_stream(self.ev_loop, output_queue))
resp = self.get_user_trades_mock()
self.mocking_assistant.add_websocket_aiohttp_message(ws_connect_mock.return_value, json.dumps(resp))
ret = self.async_run_with_timeout(coroutine=output_queue.get())
self.assertEqual(ret, resp)
resp = self.get_user_orders_mock()
self.mocking_assistant.add_websocket_aiohttp_message(ws_connect_mock.return_value, json.dumps(resp))
ret = self.async_run_with_timeout(coroutine=output_queue.get())
self.assertEqual(ret, resp)
resp = self.get_user_balance_mock()
self.mocking_assistant.add_websocket_aiohttp_message(ws_connect_mock.return_value, json.dumps(resp))
ret = self.async_run_with_timeout(coroutine=output_queue.get())
self.assertEqual(ret, resp)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_skips_subscribe_unsubscribe_messages_updates_last_recv_time(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp = {"time": 1632223851, "channel": "spot.usertrades", "event": "subscribe", "result": {"status": "success"}}
self.mocking_assistant.add_websocket_aiohttp_message(ws_connect_mock.return_value, json.dumps(resp))
resp = {
"time": 1632223851,
"channel": "spot.usertrades",
"event": "unsubscribe",
"result": {"status": "success"},
}
self.mocking_assistant.add_websocket_aiohttp_message(ws_connect_mock.return_value, json.dumps(resp))
output_queue = asyncio.Queue()
self.ev_loop.create_task(self.data_source.listen_for_user_stream(self.ev_loop, output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
self.assertTrue(output_queue.empty())
np.testing.assert_allclose([time.time()], self.data_source.last_recv_time, rtol=1)
class TestGateIoAPIOrderBookDataSource(unittest.TestCase):
@classmethod
def setUpClass(cls) -> None:
super().setUpClass()
cls.ev_loop = asyncio.get_event_loop()
cls.base_asset = "COINALPHA"
cls.quote_asset = "HBOT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
gate_io_auth = GateIoAuth(api_key="someKey", secret_key="someSecret")
self.data_source = GateIoAPIUserStreamDataSource(gate_io_auth, trading_pairs=[self.trading_pair])
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout))
return ret
def get_user_trades_mock(self) -> Dict:
user_trades = {
"time": 1605176741,
"channel": "spot.usertrades",
"event": "update",
"result": [
{
"id": 5736713,
"user_id": 1000001,
"order_id": "30784428",
"currency_pair": f"{self.base_asset}_{self.quote_asset}",
"create_time": 1605176741,
"create_time_ms": "1605176741123.456",
"side": "sell",
"amount": "1.00000000",
"role": "taker",
"price": "10000.00000000",
"fee": "0.00200000000000",
"point_fee": "0",
"gt_fee": "0",
"text": "apiv4"
}
]
}
return user_trades
def get_user_orders_mock(self) -> Dict:
user_orders = {
"time": 1605175506,
"channel": "spot.orders",
"event": "update",
"result": [
{
"id": "30784435",
"user": 123456,
"text": "t-abc",
"create_time": "1605175506",
"create_time_ms": "1605175506123",
"update_time": "1605175506",
"update_time_ms": "1605175506123",
"event": "put",
"currency_pair": f"{self.base_asset}_{self.quote_asset}",
"type": "limit",
"account": "spot",
"side": "sell",
"amount": "1",
"price": "10001",
"time_in_force": "gtc",
"left": "1",
"filled_total": "0",
"fee": "0",
"fee_currency": "USDT",
"point_fee": "0",
"gt_fee": "0",
"gt_discount": True,
"rebated_fee": "0",
"rebated_fee_currency": "USDT"
}
]
}
return user_orders
def get_user_balance_mock(self) -> Dict:
user_balance = {
"time": 1605248616,
"channel": "spot.balances",
"event": "update",
"result": [
{
"timestamp": "1605248616",
"timestamp_ms": "1605248616123",
"user": "******",
"currency": self.base_asset,
"change": "100",
"total": "1032951.325075926",
"available": "1022943.325075926"
}
]
}
return user_balance
@patch("websockets.connect", new_callable=AsyncMock)
def test_listen_for_user_stream(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
output_queue = asyncio.Queue()
self.ev_loop.create_task(self.data_source.listen_for_user_stream(self.ev_loop, output_queue))
resp = self.get_user_trades_mock()
self.mocking_assistant.add_websocket_text_message(
websocket_mock=ws_connect_mock.return_value, message=json.dumps(resp)
)
ret = self.async_run_with_timeout(coroutine=output_queue.get())
self.assertEqual(ret, resp)
resp = self.get_user_orders_mock()
self.mocking_assistant.add_websocket_text_message(
websocket_mock=ws_connect_mock.return_value, message=json.dumps(resp)
)
ret = self.async_run_with_timeout(coroutine=output_queue.get())
self.assertEqual(ret, resp)
resp = self.get_user_balance_mock()
self.mocking_assistant.add_websocket_text_message(
websocket_mock=ws_connect_mock.return_value, message=json.dumps(resp)
)
ret = self.async_run_with_timeout(coroutine=output_queue.get())
self.assertEqual(ret, resp)
class TestGateIoAPIUserStreamDataSource(unittest.TestCase):
# the level is required to receive logs from the data source logger
level = 0
@classmethod
def setUpClass(cls) -> None:
super().setUpClass()
cls.ev_loop = asyncio.get_event_loop()
cls.base_asset = "COINALPHA"
cls.quote_asset = "HBOT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
cls.ex_trading_pair = f"{cls.base_asset}_{cls.quote_asset}"
cls.api_key = "someKey"
cls.api_secret_key = "someSecretKey"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.mock_time_provider = MagicMock()
self.mock_time_provider.time.return_value = 1000
self.auth = GateIoAuth(api_key=self.api_key,
secret_key=self.api_secret_key,
time_provider=self.mock_time_provider)
self.time_synchronizer = TimeSynchronizer()
self.time_synchronizer.add_time_offset_ms_sample(0)
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = GateIoExchange(client_config_map=client_config_map,
gate_io_api_key="",
gate_io_secret_key="",
trading_pairs=[],
trading_required=False)
self.connector._web_assistants_factory._auth = self.auth
self.data_source = GateIoAPIUserStreamDataSource(
self.auth,
trading_pairs=[self.trading_pair],
connector=self.connector,
api_factory=self.connector._web_assistants_factory)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.connector._set_trading_pair_symbol_map(
bidict({self.ex_trading_pair: self.trading_pair}))
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def _is_logged(self, log_level: str, message: str) -> bool:
return any(
record.levelname == log_level and record.getMessage() == message
for record in self.log_records)
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.gate_io.gate_io_api_user_stream_data_source.GateIoAPIUserStreamDataSource"
"._time")
def test_listen_for_user_stream_subscribes_to_orders_and_balances_events(
self, time_mock, ws_connect_mock):
time_mock.return_value = 1000
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_orders = {
"time": 1611541000,
"channel": CONSTANTS.USER_ORDERS_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
result_subscribe_trades = {
"time": 1611541000,
"channel": CONSTANTS.USER_TRADES_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
result_subscribe_balance = {
"time": 1611541000,
"channel": CONSTANTS.USER_BALANCE_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_orders))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_balance))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(3, len(sent_subscription_messages))
expected_orders_subscription = {
"time": int(self.mock_time_provider.time()),
"channel": CONSTANTS.USER_ORDERS_ENDPOINT_NAME,
"event": "subscribe",
"payload": [self.ex_trading_pair],
"auth": {
"KEY":
self.api_key,
"SIGN":
'005d2e6996fa7783459453d36ff871d8d5cfe225a098f37ac234543811c79e3c' # noqa: mock
'db8f41684f3ad9491f65c15ed880ce7baee81f402eb1df56b1bba188c0e7838c', # noqa: mock
"method":
"api_key"
},
}
self.assertEqual(expected_orders_subscription,
sent_subscription_messages[0])
expected_trades_subscription = {
"time": int(self.mock_time_provider.time()),
"channel": CONSTANTS.USER_TRADES_ENDPOINT_NAME,
"event": "subscribe",
"payload": [self.ex_trading_pair],
"auth": {
"KEY":
self.api_key,
"SIGN":
'0f34bf79558905d2b5bc7790febf1099d38ff1aa39525a077db32bcbf9135268' # noqa: mock
'caf23cdf2d62315841500962f788f7c5f4c3f4b8a057b2184366687b1f74af69', # noqa: mock
"method":
"api_key"
}
}
self.assertEqual(expected_trades_subscription,
sent_subscription_messages[1])
expected_balances_subscription = {
"time": int(self.mock_time_provider.time()),
"channel": CONSTANTS.USER_BALANCE_ENDPOINT_NAME,
"event": "subscribe",
"auth": {
"KEY":
self.api_key,
"SIGN":
'90f5e732fc586d09c4a1b7de13f65b668c7ce90678b30da87aa137364bac0b97' # noqa: mock
'16b34219b689fb754e821872933a0e12b1d415867b9fbb8ec441bc86e77fb79c', # noqa: mock
"method":
"api_key"
}
}
self.assertEqual(expected_balances_subscription,
sent_subscription_messages[2])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to private order changes and balance updates channels..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.gate_io.gate_io_api_user_stream_data_source.GateIoAPIUserStreamDataSource"
"._time")
def test_listen_for_user_stream_skips_subscribe_unsubscribe_messages(
self, time_mock, ws_connect_mock):
time_mock.return_value = 1000
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_orders = {
"time": 1611541000,
"channel": CONSTANTS.USER_ORDERS_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
result_subscribe_trades = {
"time": 1611541000,
"channel": CONSTANTS.USER_TRADES_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
result_subscribe_balance = {
"time": 1611541000,
"channel": CONSTANTS.USER_BALANCE_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_orders))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_balance))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(output_queue.empty())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_pong_payload(self, mock_ws):
mock_pong = {
"time": 1545404023,
"channel": CONSTANTS.PONG_CHANNEL_NAME,
"event": "",
"error": None,
"result": None
}
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps(mock_pong))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep"
)
def test_listen_for_user_stream_connection_failed(self, sleep_mock,
mock_ws):
mock_ws.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = asyncio.CancelledError # to finish the task execution
msg_queue = asyncio.Queue()
try:
self.async_run_with_timeout(
self.data_source.listen_for_user_stream(msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep"
)
def test_listen_for_user_stream_iter_message_throws_exception(
self, sleep_mock, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.receive.side_effect = Exception("TEST ERROR")
sleep_mock.side_effect = asyncio.CancelledError # to finish the task execution
try:
self.async_run_with_timeout(
self.data_source.listen_for_user_stream(msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))