def setUp(self) -> None:
super().setUp()
self.ev_loop = asyncio.get_event_loop()
self.base_asset = "BTC"
self.quote_asset = "USDT"
self.trading_pair = f"{self.base_asset}-{self.quote_asset}"
self.ex_trading_pair = f"{self.base_asset}/{self.quote_asset}"
self.log_records = []
self.listening_task = None
self.async_task: Optional[asyncio.Task] = None
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.api_factory = build_api_factory(throttler=self.throttler)
self.data_source = AscendExAPIOrderBookDataSource(
api_factory=self.api_factory,
throttler=self.throttler,
trading_pairs=[self.trading_pair])
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.resume_test_event = asyncio.Event()
AscendExAPIOrderBookDataSource._trading_pair_symbol_map = bidict(
{self.ex_trading_pair: f"{self.base_asset}-{self.quote_asset}"})
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task = None
self.mocking_assistant = NetworkMockingAssistant()
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = BinanceExchange(client_config_map=client_config_map,
binance_api_key="",
binance_api_secret="",
trading_pairs=[],
trading_required=False,
domain=self.domain)
self.data_source = BinanceAPIOrderBookDataSource(
trading_pairs=[self.trading_pair],
connector=self.connector,
api_factory=self.connector._web_assistants_factory,
domain=self.domain)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.resume_test_event = asyncio.Event()
self.connector._set_trading_pair_symbol_map(
bidict({self.ex_trading_pair: self.trading_pair}))
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.time_synchronizer = TimeSynchronizer()
# self.time_synchronizer.add_time_offset_ms_sample(0)
self.auth = BybitAuth(self.api_key,
self.api_secret_key,
time_provider=self.mock_time_provider)
self.api_factory = web_utils.build_api_factory(
throttler=self.throttler,
time_synchronizer=self.mock_time_provider,
auth=self.auth)
self.data_source = BybitAPIUserStreamDataSource(
auth=self.auth,
domain=self.domain,
api_factory=self.api_factory,
throttler=self.throttler,
time_synchronizer=self.mock_time_provider)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
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 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 = KucoinAuth(
self.api_key,
self.api_passphrase,
self.api_secret_key,
time_provider=self.mock_time_provider)
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = KucoinExchange(
client_config_map=client_config_map,
kucoin_api_key="",
kucoin_passphrase="",
kucoin_secret_key="",
trading_pairs=[],
trading_required=False)
self.data_source = KucoinAPIUserStreamDataSource(
auth=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)
class CoinzoomWebsocketTests(TestCase):
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = asyncio.get_event_loop().run_until_complete(asyncio.wait_for(coroutine, timeout))
return ret
@patch("websockets.connect", new_callable=AsyncMock)
def test_send_subscription_message(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
throttler = AsyncThrottler(Constants.RATE_LIMITS)
websocket = CoinzoomWebsocket(throttler=throttler)
message = {Constants.WS_SUB["TRADES"]: {'symbol': "BTC/USDT"}}
self.async_run_with_timeout(websocket.connect())
self.async_run_with_timeout(websocket.subscribe(message))
self.async_run_with_timeout(websocket.unsubscribe(message))
sent_requests = self.mocking_assistant.text_messages_sent_through_websocket(ws_connect_mock.return_value)
sent_subscribe_message = json.loads(sent_requests[0])
expected_subscribe_message = {"TradeSummaryRequest": {"action": "subscribe", "symbol": "BTC/USDT"}}
self.assertEquals(expected_subscribe_message, sent_subscribe_message)
sent_unsubscribe_message = json.loads(sent_requests[0])
expected_unsubscribe_message = {"TradeSummaryRequest": {"action": "subscribe", "symbol": "BTC/USDT"}}
self.assertEquals(expected_unsubscribe_message, sent_unsubscribe_message)
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.async_task = None
self.mocking_assistant = NetworkMockingAssistant()
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = KucoinExchange(client_config_map=client_config_map,
kucoin_api_key="",
kucoin_passphrase="",
kucoin_secret_key="",
trading_pairs=[],
trading_required=False)
self.ob_data_source = KucoinAPIOrderBookDataSource(
trading_pairs=[self.trading_pair],
connector=self.connector,
api_factory=self.connector._web_assistants_factory)
self.ob_data_source.logger().setLevel(1)
self.ob_data_source.logger().addHandler(self)
self.connector._set_trading_pair_symbol_map(
bidict({self.trading_pair: self.trading_pair}))
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task = None
self.mocking_assistant = NetworkMockingAssistant()
self.client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = BitmartExchange(
client_config_map=self.client_config_map,
bitmart_api_key="",
bitmart_secret_key="",
bitmart_memo="",
trading_pairs=[self.trading_pair],
trading_required=False,
)
self.data_source = BitmartAPIOrderBookDataSource(
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 setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task = None
self.mocking_assistant = NetworkMockingAssistant()
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = OkxExchange(
client_config_map=client_config_map,
okx_api_key="",
okx_secret_key="",
okx_passphrase="",
trading_pairs=[self.trading_pair],
trading_required=False,
)
self.data_source = OkxAPIOrderBookDataSource(
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.resume_test_event = asyncio.Event()
self.connector._set_trading_pair_symbol_map(
bidict(
{f"{self.base_asset}-{self.quote_asset}": self.trading_pair}))
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(
build_rate_limits_by_tier(self.api_tier))
self.data_source = KrakenAPIOrderBookDataSource(
self.throttler, trading_pairs=[self.trading_pair])
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
altmarkets_auth = AltmarketsAuth(api_key="someKey",
secret_key="someSecret")
self.data_source = AltmarketsAPIUserStreamDataSource(
AsyncThrottler(Constants.RATE_LIMITS),
altmarkets_auth=altmarkets_auth,
trading_pairs=[self.trading_pair])
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task = None
self.data_source = AltmarketsAPIOrderBookDataSource(
throttler=self.throttler, trading_pairs=[self.trading_pair])
self.mocking_assistant = NetworkMockingAssistant()
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(
build_rate_limits_by_tier(self.api_tier))
not_a_real_secret = "kQH5HW/8p1uGOVjbgWA7FunAmGO8lsSUXNsu3eow76sz84Q18fWxnyRzBHCd3pd5nE9qa99HAZtuZuj6F1huXg=="
kraken_auth = KrakenAuth(api_key="someKey",
secret_key=not_a_real_secret)
self.data_source = KrakenAPIUserStreamDataSource(
self.throttler, kraken_auth)
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.websocket = CryptoComWebsocket(auth=self.auth)
self.websocket.logger().setLevel(1)
self.websocket.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.async_task: Optional[asyncio.Task] = None
self.resume_test_event = asyncio.Event()
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task = None
self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS)
self.data_source = MexcAPIOrderBookDataSource(
throttler=self.throttler, trading_pairs=[self.trading_pair])
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
auth = CoinbaseProAuth(api_key="SomeAPIKey", secret_key="SomeSecretKey", passphrase="SomePassPhrase")
web_assistants_factory = build_coinbase_pro_web_assistant_factory(auth)
self.data_source = CoinbaseProAPIOrderBookDataSource(
trading_pairs=[self.trading_pair], web_assistants_factory=web_assistants_factory
)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.log_records = []
self.async_tasks: List[asyncio.Task] = []
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.async_task: Optional[asyncio.Task] = None
self.data_source = DydxPerpetualUserStreamDataSource(self.dydx_auth)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.resume_test_event = asyncio.Event()
def setUp(self) -> None:
super().setUp()
self.ev_loop = asyncio.get_event_loop()
self.mocking_assistant = NetworkMockingAssistant()
self.listening_task = None
self.api_factory = None
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.tracker = AscendExUserStreamTracker(
ascend_ex_auth=AscendExAuth(api_key="testAPIKey",
secret_key="testSecret"),
api_factory=self.api_factory,
throttler=self.throttler,
)
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.async_tasks: List[asyncio.Task] = []
self.data_source = HuobiAPIOrderBookDataSource(
trading_pairs=[self.trading_pair])
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.resume_test_event = asyncio.Event()
def setUp(self) -> None:
super().setUp()
self.api_key = 'testAPIKey'
self.secret = 'testSecret'
self.log_records = []
self.listening_task = None
self.data_source = BybitPerpetualUserStreamDataSource(
auth_assistant=BybitPerpetualAuth(api_key=self.api_key,
secret_key=self.secret))
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
def setUp(self) -> None:
super().setUp()
self.ws_sent_messages = []
self.ws_incoming_messages = asyncio.Queue()
self.listening_task = None
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
auth_assistant = NdaxAuth(uid='001',
api_key='testAPIKey',
secret_key='testSecret',
account_name="hbot")
self.tracker = NdaxUserStreamTracker(throttler=throttler,
auth_assistant=auth_assistant)
self.mocking_assistant = NetworkMockingAssistant()
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.async_tasks: List[asyncio.Task] = []
self.api_factory = build_api_factory()
self.data_source = HuobiAPIUserStreamDataSource(
huobi_auth=self.auth, api_factory=self.api_factory)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.resume_test_event = asyncio.Event()
def setUp(self) -> None:
super().setUp()
self.ev_loop = asyncio.get_event_loop()
self.api_key = "someKey"
self.api_secret = "someSecret"
self.data_source = ProbitAPIOrderBookDataSource(
trading_pairs=[self.trading_pair], domain=self.domain)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.log_records = []
self.mocking_assistant = NetworkMockingAssistant()
self.async_tasks: List[asyncio.Task] = []
def setUp(self) -> None:
super().setUp()
self.ws_sent_messages = []
self.ws_incoming_messages = asyncio.Queue()
self.listening_task = None
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
auth_assistant = MexcAuth(
api_key='testAPIKey',
secret_key='testSecret',
)
self.tracker = MexcUserStreamTracker(throttler=throttler,
mexc_auth=auth_assistant)
self.mocking_assistant = NetworkMockingAssistant()
self.ev_loop = asyncio.get_event_loop()
def setUp(self) -> None:
super().setUp()
self.ev_loop = asyncio.get_event_loop()
self.api_key = "someKey"
self.api_secret = "someSecret"
self.auth = ProbitAuth(self.api_key, self.api_secret)
self.data_source = ProbitAPIUserStreamDataSource(
self.auth, trading_pairs=[self.trading_pair])
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.log_records = []
self.mocking_assistant = NetworkMockingAssistant()
self.async_task: Optional[asyncio.Task] = None
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS)
self.data_source = CoinflexAPIUserStreamDataSource(
auth=CoinflexAuth(api_key="TEST_API_KEY", secret_key="TEST_SECRET"),
domain=self.domain,
throttler=self.throttler
)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.resume_test_event = asyncio.Event()
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task = None
self.async_tasks: List[asyncio.Task] = []
self.data_source = BitmexPerpetualAPIOrderBookDataSource(
trading_pairs=[self.trading_pair],
domain=self.domain,
)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.resume_test_event = asyncio.Event()
BitmexPerpetualAPIOrderBookDataSource._trading_pair_symbol_map = {
self.domain: bidict({self.ex_trading_pair: self.trading_pair})
}
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.emulated_time = 1640001112.223
self.auth = BitmexPerpetualAuth(api_key=self.api_key,
api_secret=self.secret_key)
self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS)
self.data_source = BitmexPerpetualUserStreamDataSource(
auth=self.auth, domain=self.domain, throttler=self.throttler)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mock_done_event = asyncio.Event()
self.resume_test_event = asyncio.Event()
class MexcUserStreamTrackerTests(TestCase):
def setUp(self) -> None:
super().setUp()
self.ws_sent_messages = []
self.ws_incoming_messages = asyncio.Queue()
self.listening_task = None
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
auth_assistant = MexcAuth(
api_key='testAPIKey',
secret_key='testSecret',
)
self.tracker = MexcUserStreamTracker(throttler=throttler,
mexc_auth=auth_assistant)
self.mocking_assistant = NetworkMockingAssistant()
self.ev_loop = asyncio.get_event_loop()
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_authenticates_and_subscribes_to_events(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
ujson.dumps({'channel': 'push.personal.order'}))
self.listening_task = asyncio.get_event_loop().create_task(
self.tracker.start())
first_received_message = self.async_run_with_timeout(
self.tracker.user_stream.get())
self.assertEqual({'channel': 'push.personal.order'},
first_received_message)
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS)
self.data_source = CoinflexAPIOrderBookDataSource(trading_pairs=[self.trading_pair],
throttler=self.throttler,
domain=self.domain)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.resume_test_event = asyncio.Event()
CoinflexAPIOrderBookDataSource._trading_pair_symbol_map = {
"coinflex": bidict(
{f"{self.ex_trading_pair}": self.trading_pair})
}
