class NdaxAPIOrderBookDataSourceUnitTests(unittest.TestCase):
# logging.Level 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.instrument_id = 1
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task = None
self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS)
self.data_source = NdaxAPIOrderBookDataSource(
throttler=self.throttler, trading_pairs=[self.trading_pair])
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.data_source._trading_pair_id_map.clear()
self.mocking_assistant = NetworkMockingAssistant()
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def simulate_trading_pair_ids_initialized(self):
self.data_source._trading_pair_id_map.update(
{self.trading_pair: self.instrument_id})
def _raise_exception(self, exception_class):
raise exception_class
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 _subscribe_level_2_response(self):
resp = {
"m":
1,
"i":
2,
"n":
"SubscribeLevel2",
"o":
"[[93617617, 1, 1626788175000, 0, 37800.0, 1, 37750.0, 1, 0.015, 0],[93617617, 1, 1626788175000, 0, 37800.0, 1, 37751.0, 1, 0.015, 1]]"
}
return ujson.dumps(resp)
def _orderbook_update_event(self):
resp = {
"m":
3,
"i":
3,
"n":
"Level2UpdateEvent",
"o":
"[[93617618, 1, 1626788175001, 0, 37800.0, 1, 37740.0, 1, 0.015, 0]]"
}
return ujson.dumps(resp)
@patch("aiohttp.ClientSession.get")
def test_init_trading_pair_ids(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response: List[Any] = [{
"Product1Symbol": self.base_asset,
"Product2Symbol": self.quote_asset,
"InstrumentId": self.instrument_id,
"SessionStatus": "Running"
}, {
"Product1Symbol": "ANOTHER_ACTIVE",
"Product2Symbol": "MARKET",
"InstrumentId": 2,
"SessionStatus": "Running"
}, {
"Product1Symbol": "NOT_ACTIVE",
"Product2Symbol": "MARKET",
"InstrumentId": 3,
"SessionStatus": "Stopped"
}]
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
self.ev_loop.run_until_complete(
self.data_source.init_trading_pair_ids())
self.assertEqual(2, len(self.data_source._trading_pair_id_map))
self.assertEqual(
1, self.data_source._trading_pair_id_map[self.trading_pair])
self.assertEqual(
2, self.data_source._trading_pair_id_map["ANOTHER_ACTIVE-MARKET"])
@patch("aiohttp.ClientSession.get")
def test_get_last_traded_prices(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
self.simulate_trading_pair_ids_initialized()
mock_response: Dict[Any] = {"LastTradedPx": 1.0}
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
results = self.ev_loop.run_until_complete(
asyncio.gather(
self.data_source.get_last_traded_prices([self.trading_pair])))
results: Dict[str, Any] = results[0]
self.assertEqual(results[self.trading_pair],
mock_response["LastTradedPx"])
@patch("aiohttp.ClientSession.get")
def test_fetch_trading_pairs(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
self.simulate_trading_pair_ids_initialized()
mock_response: List[Any] = [{
"Product1Symbol": self.base_asset,
"Product2Symbol": self.quote_asset,
"InstrumentId": self.instrument_id,
"SessionStatus": "Running"
}, {
"Product1Symbol": "ANOTHER_ACTIVE",
"Product2Symbol": "MARKET",
"InstrumentId": 2,
"SessionStatus": "Running"
}, {
"Product1Symbol": "NOT_ACTIVE",
"Product2Symbol": "MARKET",
"InstrumentId": 3,
"SessionStatus": "Stopped"
}]
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
results: List[str] = self.ev_loop.run_until_complete(
self.data_source.fetch_trading_pairs())
self.assertTrue(self.trading_pair in results)
self.assertTrue("ANOTHER_ACTIVE-MARKET" in results)
self.assertFalse("NOT_ACTIVE-MARKET" in results)
@patch("aiohttp.ClientSession.get")
def test_fetch_trading_pairs_with_error_status_in_response(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response = {}
self.mocking_assistant.add_http_response(mock_api, 100, mock_response)
result = self.ev_loop.run_until_complete(
self.data_source.fetch_trading_pairs())
self.assertEqual(0, len(result))
@patch("aiohttp.ClientSession.get")
def test_get_order_book_data(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
self.simulate_trading_pair_ids_initialized()
mock_response: List[List[Any]] = [
# mdUpdateId, accountId, actionDateTime, actionType, lastTradePrice, orderId, price, productPairCode, quantity, side
[
93617617, 1, 1626788175416, 0, 37813.22, 1, 37750.6, 1,
0.014698, 0
]
]
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
results = self.ev_loop.run_until_complete(
asyncio.gather(
self.data_source.get_order_book_data(self.trading_pair)))
result = results[0]
self.assertTrue("data" in result)
self.assertGreaterEqual(len(result["data"]), 0)
self.assertEqual(NdaxOrderBookEntry(*mock_response[0]),
result["data"][0])
@patch("aiohttp.ClientSession.get")
def test_get_order_book_data_raises_exception_when_response_has_error_code(
self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
self.simulate_trading_pair_ids_initialized()
mock_response = {"Erroneous response"}
self.mocking_assistant.add_http_response(mock_api, 100, mock_response)
with self.assertRaises(IOError) as context:
self.ev_loop.run_until_complete(
self.data_source.get_order_book_data(self.trading_pair))
self.assertEqual(
str(context.exception),
f"Error fetching OrderBook for {self.trading_pair} "
f"at {CONSTANTS.ORDER_BOOK_URL}. "
f"HTTP {100}. Response: {mock_response}")
@patch("aiohttp.ClientSession.get")
def test_get_new_order_book(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
self.simulate_trading_pair_ids_initialized()
mock_response: List[List[Any]] = [
# mdUpdateId, accountId, actionDateTime, actionType, lastTradePrice, orderId, price, productPairCode, quantity, side
[93617617, 1, 1626788175416, 0, 37800.0, 1, 37750.0, 1, 0.015, 0],
[93617617, 1, 1626788175416, 0, 37800.0, 1, 37751.0, 1, 0.015, 1]
]
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
results = self.ev_loop.run_until_complete(
asyncio.gather(
self.data_source.get_new_order_book(self.trading_pair)))
result: OrderBook = results[0]
self.assertTrue(type(result) == OrderBook)
self.assertEqual(result.snapshot_uid, 0)
@patch("aiohttp.ClientSession.get")
def test_get_instrument_ids(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response: List[Any] = [{
"Product1Symbol": self.base_asset,
"Product2Symbol": self.quote_asset,
"InstrumentId": self.instrument_id,
"SessionStatus": "Running",
}]
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
results = self.ev_loop.run_until_complete(
asyncio.gather(self.data_source.get_instrument_ids()))
result: Dict[str, Any] = results[0]
self.assertEqual(
1, self.data_source._trading_pair_id_map[self.trading_pair])
self.assertEqual(result[self.trading_pair], self.instrument_id)
@patch(
"hummingbot.connector.exchange.ndax.ndax_api_order_book_data_source.NdaxAPIOrderBookDataSource._sleep"
)
@patch("aiohttp.ClientSession.get")
def test_listen_for_snapshots_cancelled_when_fetching_snapshot(
self, mock_api, mock_sleep):
mock_api.side_effect = asyncio.CancelledError
self.simulate_trading_pair_ids_initialized()
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
self.ev_loop.run_until_complete(self.listening_task)
self.assertEqual(msg_queue.qsize(), 0)
@patch(
"hummingbot.connector.exchange.ndax.ndax_api_order_book_data_source.NdaxAPIOrderBookDataSource._sleep"
)
@patch("aiohttp.ClientSession.get")
def test_listen_for_snapshots_logs_exception_when_fetching_snapshot(
self, mock_api, mock_sleep):
# the queue and the division by zero error are used just to synchronize the test
sync_queue = deque()
sync_queue.append(1)
self.simulate_trading_pair_ids_initialized()
mock_api.side_effect = Exception
mock_sleep.side_effect = lambda delay: 1 / 0 if len(
sync_queue) == 0 else sync_queue.pop()
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(ZeroDivisionError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
self.ev_loop.run_until_complete(self.listening_task)
self.assertEqual(msg_queue.qsize(), 0)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occured listening for orderbook snapshots. Retrying in 5 secs..."
))
@patch(
"hummingbot.connector.exchange.ndax.ndax_api_order_book_data_source.NdaxAPIOrderBookDataSource._sleep"
)
@patch("aiohttp.ClientSession.get")
def test_listen_for_snapshots_successful(self, mock_api, mock_sleep):
self.mocking_assistant.configure_http_request_mock(mock_api)
# the queue and the division by zero error are used just to synchronize the test
sync_queue = deque()
sync_queue.append(1)
mock_response: List[List[Any]] = [
# mdUpdateId, accountId, actionDateTime, actionType, lastTradePrice, orderId, price, productPairCode, quantity, side
[93617617, 1, 1626788175416, 0, 37800.0, 1, 37750.0, 1, 0.015, 0],
[93617617, 1, 1626788175416, 0, 37800.0, 1, 37751.0, 1, 0.015, 1],
]
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
self.simulate_trading_pair_ids_initialized()
mock_sleep.side_effect = lambda delay: 1 / 0 if len(
sync_queue) == 0 else sync_queue.pop()
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(ZeroDivisionError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
self.ev_loop.run_until_complete(self.listening_task)
self.assertEqual(msg_queue.qsize(), 1)
snapshot_msg: OrderBookMessage = msg_queue.get_nowait()
self.assertEqual(snapshot_msg.update_id, 0)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_cancelled_when_subscribing(
self, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.send_json.side_effect = asyncio.CancelledError()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, self._subscribe_level_2_response())
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, self._orderbook_update_event())
self.simulate_trading_pair_ids_initialized()
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
self.ev_loop.run_until_complete(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_cancelled_when_listening(
self, 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 = lambda: (
self._raise_exception(asyncio.CancelledError))
self.simulate_trading_pair_ids_initialized()
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
self.ev_loop.run_until_complete(self.listening_task)
self.assertEqual(msg_queue.qsize(), 0)
@patch("hummingbot.client.hummingbot_application.HummingbotApplication")
@patch(
"hummingbot.connector.exchange.ndax.ndax_api_order_book_data_source.NdaxAPIOrderBookDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch("aiohttp.ClientSession.get", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_logs_exception(
self, mock_api, mock_ws, *_):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.close.return_value = None
incomplete_resp = {
"m": 1,
"i": 2,
}
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, ujson.dumps(incomplete_resp))
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, self._orderbook_update_event())
self.simulate_trading_pair_ids_initialized()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
self.ev_loop.run_until_complete(msg_queue.get())
self.assertTrue(
self._is_logged("NETWORK",
"Unexpected error with WebSocket connection."))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_successful(self, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.send_json.return_value = None
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, self._subscribe_level_2_response())
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, self._orderbook_update_event())
self.simulate_trading_pair_ids_initialized()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
first_msg = self.ev_loop.run_until_complete(msg_queue.get())
second_msg = self.ev_loop.run_until_complete(msg_queue.get())
self.assertTrue(first_msg.type == OrderBookMessageType.SNAPSHOT)
self.assertTrue(second_msg.type == OrderBookMessageType.DIFF)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_websocket_connection_creation_raises_cancel_exception(
self, mock_ws):
mock_ws.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
asyncio.get_event_loop().run_until_complete(
self.data_source._create_websocket_connection())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_websocket_connection_creation_raises_exception_after_loging(
self, mock_ws):
mock_ws.side_effect = Exception
with self.assertRaises(Exception):
asyncio.get_event_loop().run_until_complete(
self.data_source._create_websocket_connection())
self.assertTrue(
self._is_logged(
"NETWORK",
"Unexpected error occurred during ndax WebSocket Connection ()"
))
class MexcExchangeTests(TestCase):
# the level is required to receive logs from the data source loger
level = 0
start_timestamp: float = pd.Timestamp("2021-01-01", tz="UTC").timestamp()
@classmethod
def setUpClass(cls) -> None:
super().setUpClass()
cls.base_asset = "MX"
cls.quote_asset = "USDT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
cls.ev_loop = asyncio.get_event_loop()
def setUp(self) -> None:
super().setUp()
self.tracker_task = None
self.exchange_task = None
self.log_records = []
self.resume_test_event = asyncio.Event()
self._account_name = "hbot"
self.exchange = MexcExchange(mexc_api_key='testAPIKey',
mexc_secret_key='testSecret',
trading_pairs=[self.trading_pair])
self.exchange.logger().setLevel(1)
self.exchange.logger().addHandler(self)
self.exchange._account_id = 1
self.mocking_assistant = NetworkMockingAssistant()
self.mock_done_event = asyncio.Event()
def tearDown(self) -> None:
self.tracker_task and self.tracker_task.cancel()
self.exchange_task and self.exchange_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: float = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
def _return_calculation_and_set_done_event(self, calculation: Callable,
*args, **kwargs):
if self.resume_test_event.is_set():
raise asyncio.CancelledError
self.resume_test_event.set()
return calculation(*args, **kwargs)
def _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
def _mock_responses_done_callback(self, *_, **__):
self.mock_done_event.set()
def _simulate_reset_poll_notifier(self):
self.exchange._poll_notifier.clear()
def _simulate_ws_message_received(self, timestamp: float):
self.exchange._user_stream_tracker._data_source._last_recv_time = timestamp
def _simulate_trading_rules_initialized(self):
self.exchange._trading_rules = {
self.trading_pair:
TradingRule(trading_pair=self.trading_pair,
min_order_size=4,
min_price_increment=Decimal(str(0.0001)),
min_base_amount_increment=2,
min_notional_size=Decimal(str(5)))
}
@property
def order_book_data(self):
_data = {
"code": 200,
"data": {
"asks": [{
"price": "56454.0",
"quantity": "0.799072"
}, {
"price": "56455.28",
"quantity": "0.008663"
}],
"bids": [{
"price": "56451.0",
"quantity": "0.008663"
}, {
"price": "56449.99",
"quantity": "0.173078"
}],
"version":
"547878563"
}
}
return _data
def _simulate_create_order(self,
trade_type: TradeType,
order_id: str,
trading_pair: str,
amount: Decimal,
price: Decimal = Decimal("0"),
order_type: OrderType = OrderType.MARKET):
future = safe_ensure_future(
self.exchange.execute_buy(order_id, trading_pair, amount,
order_type, price))
self.exchange.start_tracking_order(order_id, None, self.trading_pair,
TradeType.BUY, Decimal(10.0),
Decimal(1.0), OrderType.LIMIT)
return future
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_user_event_queue_error_is_logged(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.exchange_task = asyncio.get_event_loop().create_task(
self.exchange._user_stream_event_listener())
dummy_user_stream = AsyncMock()
dummy_user_stream.get.side_effect = lambda: self._create_exception_and_unlock_test_with_event(
Exception("Dummy test error"))
self.exchange._user_stream_tracker._user_stream = dummy_user_stream
# Add a dummy message for the websocket to read and include in the "messages" queue
self.mocking_assistant.add_websocket_text_message(
ws_connect_mock, ujson.dumps({'channel': 'push.personal.order'}))
self.async_run_with_timeout(self.resume_test_event.wait())
self.resume_test_event.clear()
try:
self.exchange_task.cancel()
self.async_run_with_timeout(self.exchange_task)
except asyncio.CancelledError:
pass
except Exception:
pass
self.assertTrue(
self._is_logged(
'ERROR',
"Unknown error. Retrying after 1 second. Dummy test error"))
def test_user_event_queue_notifies_cancellations(self):
self.tracker_task = asyncio.get_event_loop().create_task(
self.exchange._user_stream_event_listener())
dummy_user_stream = AsyncMock()
dummy_user_stream.get.side_effect = lambda: self._create_exception_and_unlock_test_with_event(
asyncio.CancelledError())
self.exchange._user_stream_tracker._user_stream = dummy_user_stream
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(self.tracker_task)
def test_exchange_logs_unknown_event_message(self):
payload = {'channel': 'test'}
mock_user_stream = AsyncMock()
mock_user_stream.get.side_effect = functools.partial(
self._return_calculation_and_set_done_event, lambda: payload)
self.exchange._user_stream_tracker._user_stream = mock_user_stream
self.exchange_task = asyncio.get_event_loop().create_task(
self.exchange._user_stream_event_listener())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
'DEBUG',
f"Unknown event received from the connector ({payload})"))
@property
def balances_mock_data(self):
return {
"code": 200,
"data": {
"MX": {
"frozen": "30.9863",
"available": "450.0137"
}
}
}
@property
def user_stream_data(self):
return {
'symbol': 'MX_USDT',
'data': {
'price': 3.1504,
'quantity': 2,
'amount': 6.3008,
'remainAmount': 6.3008,
'remainQuantity': 2,
'remainQ': 2,
'id': '40728558ead64032a676e6f0a4afc4ca',
'status': 4,
'tradeType': 2,
'createTime': 1638156451000,
'symbolDisplay': 'MX_USDT',
'clientOrderId': 'sell-MX-USDT-1638156451005305'
},
'channel': 'push.personal.order',
'symbol_display': 'MX_USDT'
}
@aioresponses()
def test_order_event_with_cancel_status_cancels_in_flight_order(
self, mock_api):
mock_response = self.balances_mock_data
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(
regex_url,
body=json.dumps(mock_response),
)
self.exchange.start_tracking_order(
order_id="sell-MX-USDT-1638156451005305",
exchange_order_id="40728558ead64032a676e6f0a4afc4ca",
trading_pair="MX-USDT",
trade_type=TradeType.SELL,
price=Decimal("3.1504"),
amount=Decimal("6.3008"),
order_type=OrderType.LIMIT)
inflight_order = self.exchange.in_flight_orders[
"sell-MX-USDT-1638156451005305"]
mock_user_stream = AsyncMock()
mock_user_stream.get.side_effect = [
self.user_stream_data, asyncio.CancelledError
]
self.exchange._user_stream_tracker._user_stream = mock_user_stream
try:
self.async_run_with_timeout(
self.exchange._user_stream_event_listener(), 1000000)
except asyncio.CancelledError:
pass
self.assertEqual("CANCELED", inflight_order.last_state)
self.assertTrue(inflight_order.is_cancelled)
self.assertFalse(
inflight_order.client_order_id in self.exchange.in_flight_orders)
self.assertTrue(
self._is_logged(
"INFO", f"Order {inflight_order.client_order_id} "
f"has been canceled according to order delta websocket API."))
self.assertEqual(1, len(self.exchange.event_logs))
cancel_event = self.exchange.event_logs[0]
self.assertEqual(OrderCancelledEvent, type(cancel_event))
self.assertEqual(inflight_order.client_order_id, cancel_event.order_id)
@aioresponses()
def test_order_event_with_rejected_status_makes_in_flight_order_fail(
self, mock_api):
mock_response = self.balances_mock_data
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(
regex_url,
body=json.dumps(mock_response),
)
self.exchange.start_tracking_order(
order_id="sell-MX-USDT-1638156451005305",
exchange_order_id="40728558ead64032a676e6f0a4afc4ca",
trading_pair="MX-USDT",
trade_type=TradeType.SELL,
price=Decimal("3.1504"),
amount=Decimal("6.3008"),
order_type=OrderType.LIMIT)
inflight_order = self.exchange.in_flight_orders[
"sell-MX-USDT-1638156451005305"]
stream_data = self.user_stream_data
stream_data.get("data")["status"] = 5
mock_user_stream = AsyncMock()
mock_user_stream.get.side_effect = [
stream_data, asyncio.CancelledError
]
self.exchange._user_stream_tracker._user_stream = mock_user_stream
try:
self.async_run_with_timeout(
self.exchange._user_stream_event_listener(), 1000000)
except asyncio.CancelledError:
pass
self.assertEqual("PARTIALLY_CANCELED", inflight_order.last_state)
self.assertTrue(inflight_order.is_failure)
self.assertFalse(
inflight_order.client_order_id in self.exchange.in_flight_orders)
self.assertTrue(
self._is_logged(
"INFO", f"Order {inflight_order.client_order_id} "
f"has been canceled according to order delta websocket API."))
self.assertEqual(1, len(self.exchange.event_logs))
failure_event = self.exchange.event_logs[0]
self.assertEqual(OrderCancelledEvent, type(failure_event))
self.assertEqual(inflight_order.client_order_id,
failure_event.order_id)
@aioresponses()
def test_trade_event_fills_and_completes_buy_in_flight_order(
self, mock_api):
fee_mock_data = {
'code':
200,
'data': [{
'id': 'c85b7062f69c4bf1b6c153dca5c0318a',
'symbol': 'MX_USDT',
'quantity': '2',
'price': '3.1265',
'amount': '6.253',
'fee': '0.012506',
'trade_type': 'BID',
'order_id': '95c4ce45fdd34cf99bfd1e1378eb38ae',
'is_taker': False,
'fee_currency': 'USDT',
'create_time': 1638177115000
}]
}
mock_response = self.balances_mock_data
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(
regex_url,
body=json.dumps(mock_response),
)
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_DEAL_DETAIL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(
regex_url,
body=json.dumps(fee_mock_data),
)
self.exchange.start_tracking_order(
order_id="sell-MX-USDT-1638156451005305",
exchange_order_id="40728558ead64032a676e6f0a4afc4ca",
trading_pair="MX-USDT",
trade_type=TradeType.SELL,
price=Decimal("3.1504"),
amount=Decimal("6.3008"),
order_type=OrderType.LIMIT)
inflight_order = self.exchange.in_flight_orders[
"sell-MX-USDT-1638156451005305"]
_user_stream = self.user_stream_data
_user_stream.get("data")["status"] = 2
mock_user_stream = AsyncMock()
mock_user_stream.get.side_effect = [
_user_stream, asyncio.CancelledError
]
self.exchange._user_stream_tracker._user_stream = mock_user_stream
try:
self.async_run_with_timeout(
self.exchange._user_stream_event_listener(), 1000000)
except asyncio.CancelledError:
pass
self.assertEqual("FILLED", inflight_order.last_state)
self.assertEqual(Decimal(0), inflight_order.executed_amount_base)
self.assertEqual(Decimal(0), inflight_order.executed_amount_quote)
self.assertEqual(1, len(self.exchange.event_logs))
fill_event = self.exchange.event_logs[0]
self.assertEqual(SellOrderCompletedEvent, type(fill_event))
self.assertEqual(inflight_order.client_order_id, fill_event.order_id)
self.assertEqual(inflight_order.trading_pair,
f'{fill_event.base_asset}-{fill_event.quote_asset}')
def test_tick_initial_tick_successful(self):
start_ts: float = time.time() * 1e3
self.exchange.tick(start_ts)
self.assertEqual(start_ts, self.exchange._last_timestamp)
self.assertTrue(self.exchange._poll_notifier.is_set())
@patch("time.time")
def test_tick_subsequent_tick_within_short_poll_interval(self, mock_ts):
# Assumes user stream tracker has NOT been receiving messages, Hence SHORT_POLL_INTERVAL in use
start_ts: float = self.start_timestamp
next_tick: float = start_ts + (self.exchange.SHORT_POLL_INTERVAL - 1)
mock_ts.return_value = start_ts
self.exchange.tick(start_ts)
self.assertEqual(start_ts, self.exchange._last_timestamp)
self.assertTrue(self.exchange._poll_notifier.is_set())
self._simulate_reset_poll_notifier()
mock_ts.return_value = next_tick
self.exchange.tick(next_tick)
self.assertEqual(next_tick, self.exchange._last_timestamp)
self.assertTrue(self.exchange._poll_notifier.is_set())
@patch("time.time")
def test_tick_subsequent_tick_exceed_short_poll_interval(self, mock_ts):
# Assumes user stream tracker has NOT been receiving messages, Hence SHORT_POLL_INTERVAL in use
start_ts: float = self.start_timestamp
next_tick: float = start_ts + (self.exchange.SHORT_POLL_INTERVAL + 1)
mock_ts.return_value = start_ts
self.exchange.tick(start_ts)
self.assertEqual(start_ts, self.exchange._last_timestamp)
self.assertTrue(self.exchange._poll_notifier.is_set())
self._simulate_reset_poll_notifier()
mock_ts.return_value = next_tick
self.exchange.tick(next_tick)
self.assertEqual(next_tick, self.exchange._last_timestamp)
self.assertTrue(self.exchange._poll_notifier.is_set())
@aioresponses()
def test_update_balances(self, mock_api):
self.assertEqual(0, len(self.exchange._account_balances))
self.assertEqual(0, len(self.exchange._account_available_balances))
mock_response = self.balances_mock_data
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(
regex_url,
body=json.dumps(mock_response),
)
self.exchange_task = asyncio.get_event_loop().create_task(
self.exchange._update_balances())
self.async_run_with_timeout(self.exchange_task)
self.assertEqual(Decimal(str(481.0)),
self.exchange.get_balance(self.base_asset))
@aioresponses()
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp",
new_callable=PropertyMock)
def test_update_order_status(self, mock_api, mock_ts):
# Simulates order being tracked
order: MexcInFlightOrder = MexcInFlightOrder(
"0",
"2628",
self.trading_pair,
OrderType.LIMIT,
TradeType.SELL,
Decimal(str(41720.83)),
Decimal("1"),
1640001112.0,
"Working",
)
self.exchange._in_flight_orders.update({order.client_order_id: order})
self.exchange._last_poll_timestamp = 10
ts: float = time.time()
mock_ts.return_value = ts
self.exchange._current_timestamp = ts
self.assertTrue(1, len(self.exchange.in_flight_orders))
# Add TradeHistory API Response
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_DETAILS_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"code":
200,
"data": [{
"id": "504feca6ba6349e39c82262caf0be3f4",
"symbol": "MX_USDT",
"price": "3.001",
"quantity": "30",
"state": "CANCELED",
"type": "BID",
"deal_quantity": "0",
"deal_amount": "0",
"create_time": 1573117266000
}]
}
mock_api.get(regex_url, body=json.dumps(mock_response))
self.async_run_with_timeout(self.exchange._update_order_status())
self.assertEqual(0, len(self.exchange.in_flight_orders))
@aioresponses()
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp",
new_callable=PropertyMock)
def test_update_order_status_error_response(self, mock_api, mock_ts):
# Simulates order being tracked
order: MexcInFlightOrder = MexcInFlightOrder(
"0",
"2628",
self.trading_pair,
OrderType.LIMIT,
TradeType.SELL,
Decimal(str(41720.83)),
Decimal("1"),
creation_timestamp=1640001112.0)
self.exchange._in_flight_orders.update({order.client_order_id: order})
self.assertTrue(1, len(self.exchange.in_flight_orders))
ts: float = time.time()
mock_ts.return_value = ts
self.exchange._current_timestamp = ts
# Add TradeHistory API Response
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_DETAILS_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"result": False,
"errormsg": "Invalid Request",
"errorcode": 100,
"detail": None
}
mock_api.get(regex_url, body=json.dumps(mock_response))
self.async_run_with_timeout(self.exchange._update_order_status())
self.assertEqual(1, len(self.exchange.in_flight_orders))
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_balances",
new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_order_status",
new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp",
new_callable=PropertyMock)
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._reset_poll_notifier"
)
def test_status_polling_loop(self, _, mock_ts, mock_update_order_status,
mock_balances):
mock_balances.return_value = None
mock_update_order_status.return_value = None
ts: float = time.time()
mock_ts.return_value = ts
self.exchange._current_timestamp = ts
with self.assertRaises(asyncio.TimeoutError):
self.exchange_task = asyncio.get_event_loop().create_task(
self.exchange._status_polling_loop())
self.exchange._poll_notifier.set()
self.async_run_with_timeout(
asyncio.wait_for(self.exchange_task, 2.0))
self.assertEqual(ts, self.exchange._last_poll_timestamp)
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp",
new_callable=PropertyMock)
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._reset_poll_notifier"
)
@aioresponses()
def test_status_polling_loop_cancels(self, _, mock_ts, mock_api):
url = CONSTANTS.MEXC_BASE_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=asyncio.CancelledError)
ts: float = time.time()
mock_ts.return_value = ts
self.exchange._current_timestamp = ts
with self.assertRaises(asyncio.CancelledError):
self.exchange_task = asyncio.get_event_loop().create_task(
self.exchange._status_polling_loop())
self.exchange._poll_notifier.set()
self.async_run_with_timeout(self.exchange_task)
self.assertEqual(0, self.exchange._last_poll_timestamp)
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_balances",
new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_order_status",
new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp",
new_callable=PropertyMock)
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._reset_poll_notifier"
)
def test_status_polling_loop_exception_raised(self, _, mock_ts,
mock_update_order_status,
mock_balances):
mock_balances.side_effect = lambda: self._create_exception_and_unlock_test_with_event(
Exception("Dummy test error"))
mock_update_order_status.side_effect = lambda: self._create_exception_and_unlock_test_with_event(
Exception("Dummy test error"))
ts: float = time.time()
mock_ts.return_value = ts
self.exchange._current_timestamp = ts
self.exchange_task = asyncio.get_event_loop().create_task(
self.exchange._status_polling_loop())
self.exchange._poll_notifier.set()
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertEqual(0, self.exchange._last_poll_timestamp)
self._is_logged(
"ERROR", "Unexpected error while in status polling loop. Error: ")
def test_format_trading_rules_success(self):
instrument_info: List[Dict[str, Any]] = [{
"symbol": f"{self.base_asset}_{self.quote_asset}",
"price_scale": 3,
"quantity_scale": 3,
"min_amount": "1",
}]
result: List[str, TradingRule] = self.exchange._format_trading_rules(
instrument_info)
self.assertTrue(self.trading_pair == result[0].trading_pair)
def test_format_trading_rules_failure(self):
# Simulate invalid API response
instrument_info: List[Dict[str, Any]] = [{}]
result: Dict[str, TradingRule] = self.exchange._format_trading_rules(
instrument_info)
self.assertTrue(self.trading_pair not in result)
self.assertTrue(
self._is_logged(
"ERROR", 'Error parsing the trading pair rule {}. Skipping.'))
@aioresponses()
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp",
new_callable=PropertyMock)
def test_update_trading_rules(self, mock_api, mock_ts):
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_SYMBOL_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"code":
200,
"data": [{
"symbol": "MX_USDT",
"state": "ENABLED",
"price_scale": 4,
"quantity_scale": 2,
"min_amount": "5",
"max_amount": "5000000",
"maker_fee_rate": "0.002",
"taker_fee_rate": "0.002",
"limited": False,
"etf_mark": 0,
"symbol_partition": "MAIN"
}]
}
mock_api.get(regex_url, body=json.dumps(mock_response))
self.exchange._last_poll_timestamp = 10
ts: float = time.time()
mock_ts.return_value = ts
self.exchange._current_timestamp = ts
task = asyncio.get_event_loop().create_task(
self.exchange._update_trading_rules())
self.async_run_with_timeout(task)
self.assertTrue(self.trading_pair in self.exchange.trading_rules)
self.exchange.trading_rules[self.trading_pair]
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_trading_rules",
new_callable=AsyncMock)
def test_trading_rules_polling_loop(self, mock_update):
# No Side Effects expected
mock_update.return_value = None
with self.assertRaises(asyncio.TimeoutError):
self.exchange_task = asyncio.get_event_loop().create_task(
self.exchange._trading_rules_polling_loop())
self.async_run_with_timeout(
asyncio.wait_for(self.exchange_task, 1.0))
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_trading_rules",
new_callable=AsyncMock)
def test_trading_rules_polling_loop_cancels(self, mock_update):
mock_update.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.exchange_task = asyncio.get_event_loop().create_task(
self.exchange._trading_rules_polling_loop())
self.async_run_with_timeout(self.exchange_task)
self.assertEqual(0, self.exchange._last_poll_timestamp)
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_trading_rules",
new_callable=AsyncMock)
def test_trading_rules_polling_loop_exception_raised(self, mock_update):
mock_update.side_effect = lambda: self._create_exception_and_unlock_test_with_event(
Exception("Dummy test error"))
self.exchange_task = asyncio.get_event_loop().create_task(
self.exchange._trading_rules_polling_loop())
self.async_run_with_timeout(self.resume_test_event.wait())
self._is_logged(
"ERROR", "Unexpected error while fetching trading rules. Error: ")
@aioresponses()
def test_check_network_succeeds_when_ping_replies_pong(self, mock_api):
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {"code": 200}
mock_api.get(regex_url, body=json.dumps(mock_response))
result = self.async_run_with_timeout(self.exchange.check_network())
self.assertEqual(NetworkStatus.CONNECTED, result)
@aioresponses()
def test_check_network_fails_when_ping_does_not_reply_pong(self, mock_api):
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {"code": 100}
mock_api.get(regex_url, body=json.dumps(mock_response))
result = self.async_run_with_timeout(self.exchange.check_network())
self.assertEqual(NetworkStatus.NOT_CONNECTED, result)
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {}
mock_api.get(regex_url, body=json.dumps(mock_response))
result = self.async_run_with_timeout(self.exchange.check_network())
self.assertEqual(NetworkStatus.NOT_CONNECTED, result)
@aioresponses()
def test_check_network_fails_when_ping_returns_error_code(self, mock_api):
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {"code": 100}
mock_api.get(regex_url, body=json.dumps(mock_response), status=404)
result = self.async_run_with_timeout(self.exchange.check_network())
self.assertEqual(NetworkStatus.NOT_CONNECTED, result)
def test_get_order_book_for_valid_trading_pair(self):
dummy_order_book = MexcOrderBook()
self.exchange._order_book_tracker.order_books[
"BTC-USDT"] = dummy_order_book
self.assertEqual(dummy_order_book,
self.exchange.get_order_book("BTC-USDT"))
def test_get_order_book_for_invalid_trading_pair_raises_error(self):
self.assertRaisesRegex(ValueError,
"No order book exists for 'BTC-USDT'",
self.exchange.get_order_book, "BTC-USDT")
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.execute_buy",
new_callable=AsyncMock)
def test_buy(self, mock_create):
mock_create.side_effect = None
order_details = [
self.trading_pair,
Decimal(1.0),
Decimal(10.0),
OrderType.LIMIT,
]
# Note: BUY simply returns immediately with the client order id.
order_id: str = self.exchange.buy(*order_details)
# Order ID is simply a timestamp. The assertion below checks if it is created within 1 sec
self.assertTrue(len(order_id) > 0)
def test_sell(self):
order_details = [
self.trading_pair,
Decimal(1.0),
Decimal(10.0),
OrderType.LIMIT,
]
# Note: SELL simply returns immediately with the client order id.
order_id: str = self.exchange.buy(*order_details)
# Order ID is simply a timestamp. The assertion below checks if it is created within 1 sec
self.assertTrue(len(order_id) > 0)
@aioresponses()
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.quantize_order_amount"
)
def test_create_limit_order(self, mock_post, amount_mock):
amount_mock.return_value = Decimal("1")
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PLACE_ORDER
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
expected_response = {"code": 200, "data": "123"}
mock_post.post(regex_url, body=json.dumps(expected_response))
self._simulate_trading_rules_initialized()
order_details = [
TradeType.BUY,
str(1),
self.trading_pair,
Decimal(1.0),
Decimal(10.0),
OrderType.LIMIT,
]
self.assertEqual(0, len(self.exchange.in_flight_orders))
future = self._simulate_create_order(*order_details)
self.async_run_with_timeout(future)
self.assertEqual(1, len(self.exchange.in_flight_orders))
self._is_logged(
"INFO",
f"Created {OrderType.LIMIT.name} {TradeType.BUY.name} order {123} for {Decimal(1.0)} {self.trading_pair}"
)
tracked_order: MexcInFlightOrder = self.exchange.in_flight_orders["1"]
self.assertEqual(tracked_order.client_order_id, "1")
self.assertEqual(tracked_order.exchange_order_id, "123")
self.assertEqual(tracked_order.last_state, "NEW")
self.assertEqual(tracked_order.trading_pair, self.trading_pair)
self.assertEqual(tracked_order.price, Decimal(10.0))
self.assertEqual(tracked_order.amount, Decimal(1.0))
self.assertEqual(tracked_order.trade_type, TradeType.BUY)
@aioresponses()
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.quantize_order_amount"
)
def test_create_market_order(self, mock_post, amount_mock):
amount_mock.return_value = Decimal("1")
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PLACE_ORDER
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
expected_response = {"code": 200, "data": "123"}
mock_post.post(regex_url, body=json.dumps(expected_response))
self._simulate_trading_rules_initialized()
order_details = [
TradeType.BUY,
str(1),
self.trading_pair,
Decimal(1.0),
Decimal(10.0),
OrderType.LIMIT_MAKER,
]
self.assertEqual(0, len(self.exchange.in_flight_orders))
future = self._simulate_create_order(*order_details)
self.async_run_with_timeout(future)
self.assertEqual(1, len(self.exchange.in_flight_orders))
self._is_logged(
"INFO",
f"Created {OrderType.LIMIT.name} {TradeType.BUY.name} order {123} for {Decimal(1.0)} {self.trading_pair}"
)
tracked_order: MexcInFlightOrder = self.exchange.in_flight_orders["1"]
self.assertEqual(tracked_order.client_order_id, "1")
self.assertEqual(tracked_order.exchange_order_id, "123")
self.assertEqual(tracked_order.last_state, "NEW")
self.assertEqual(tracked_order.trading_pair, self.trading_pair)
self.assertEqual(tracked_order.amount, Decimal(1.0))
self.assertEqual(tracked_order.trade_type, TradeType.BUY)
@aioresponses()
def test_detect_created_order_server_acknowledgement(self, mock_api):
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, body=json.dumps(self.balances_mock_data))
self.exchange.start_tracking_order(
order_id="sell-MX-USDT-1638156451005305",
exchange_order_id="40728558ead64032a676e6f0a4afc4ca",
trading_pair="MX-USDT",
trade_type=TradeType.SELL,
price=Decimal("3.1504"),
amount=Decimal("6.3008"),
order_type=OrderType.LIMIT)
_user_data = self.user_stream_data
_user_data.get("data")["status"] = 2
mock_user_stream = AsyncMock()
mock_user_stream.get.side_effect = functools.partial(
self._return_calculation_and_set_done_event, lambda: _user_data)
self.exchange._user_stream_tracker._user_stream = mock_user_stream
self.exchange_task = asyncio.get_event_loop().create_task(
self.exchange._user_stream_event_listener())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertEqual(1, len(self.exchange.in_flight_orders))
tracked_order: MexcInFlightOrder = self.exchange.in_flight_orders[
"sell-MX-USDT-1638156451005305"]
self.assertEqual(tracked_order.last_state, "NEW")
@aioresponses()
def test_execute_cancel_success(self, mock_cancel):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0,
initial_state="Working",
)
self.exchange._in_flight_orders.update({order.client_order_id: order})
mock_response = {"code": 200, "data": {"123": "success"}}
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_cancel.delete(regex_url, body=json.dumps(mock_response))
self.mocking_assistant.configure_http_request_mock(mock_cancel)
self.mocking_assistant.add_http_response(mock_cancel, 200,
mock_response, "")
result = self.async_run_with_timeout(
self.exchange.execute_cancel(self.trading_pair,
order.client_order_id))
self.assertIsNone(result)
@aioresponses()
def test_execute_cancel_all_success(self, mock_post_request):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0)
self.exchange._in_flight_orders.update({order.client_order_id: order})
mock_response = {"code": 200, "data": {"0": "success"}}
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_post_request.delete(regex_url, body=json.dumps(mock_response))
cancellation_results = self.async_run_with_timeout(
self.exchange.cancel_all(10))
self.assertEqual(1, len(cancellation_results))
self.assertEqual("0", cancellation_results[0].order_id)
self.assertTrue(cancellation_results[0].success)
@aioresponses()
@patch("hummingbot.client.hummingbot_application.HummingbotApplication")
def test_execute_cancel_fail(self, mock_cancel, mock_main_app):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0,
initial_state="Working",
)
self.exchange._in_flight_orders.update({order.client_order_id: order})
mock_response = {"code": 100, "data": {"123": "success"}}
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_cancel.delete(regex_url, body=json.dumps(mock_response))
self.async_run_with_timeout(
self.exchange.execute_cancel(self.trading_pair,
order.client_order_id))
self._is_logged(
"NETWORK",
"Failed to cancel order 0 : MexcAPIError('Order could not be canceled')"
)
@aioresponses()
def test_execute_cancel_cancels(self, mock_cancel):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0,
initial_state="Working",
)
self.exchange._in_flight_orders.update({order.client_order_id: order})
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_cancel.delete(regex_url, exception=asyncio.CancelledError)
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.exchange.execute_cancel(self.trading_pair,
order.client_order_id))
@patch(
"hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.execute_cancel",
new_callable=AsyncMock)
def test_cancel(self, mock_cancel):
mock_cancel.return_value = None
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0)
self.exchange._in_flight_orders.update({order.client_order_id: order})
# Note: BUY simply returns immediately with the client order id.
return_val: str = self.exchange.cancel(self.trading_pair,
order.client_order_id)
# Order ID is simply a timestamp. The assertion below checks if it is created within 1 sec
self.assertTrue(order.client_order_id, return_val)
def test_ready_trading_required_all_ready(self):
self.exchange._trading_required = True
# Simulate all components initialized
self.exchange._account_id = 1
self.exchange._order_book_tracker._order_books_initialized.set()
self.exchange._account_balances = {self.base_asset: Decimal(str(10.0))}
self._simulate_trading_rules_initialized()
self.exchange._user_stream_tracker.data_source._last_recv_time = 1
self.assertTrue(self.exchange.ready)
def test_ready_trading_required_not_ready(self):
self.exchange._trading_required = True
# Simulate all components but account_id not initialized
self.exchange._account_id = None
self.exchange._order_book_tracker._order_books_initialized.set()
self.exchange._account_balances = {}
self._simulate_trading_rules_initialized()
self.exchange._user_stream_tracker.data_source._last_recv_time = 0
self.assertFalse(self.exchange.ready)
def test_ready_trading_not_required_ready(self):
self.exchange._trading_required = False
# Simulate all components but account_id not initialized
self.exchange._account_id = None
self.exchange._order_book_tracker._order_books_initialized.set()
self.exchange._account_balances = {}
self._simulate_trading_rules_initialized()
self.exchange._user_stream_tracker.data_source._last_recv_time = 0
self.assertTrue(self.exchange.ready)
def test_ready_trading_not_required_not_ready(self):
self.exchange._trading_required = False
self.assertFalse(self.exchange.ready)
def test_limit_orders(self):
self.assertEqual(0, len(self.exchange.limit_orders))
# Simulate orders being placed and tracked
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0)
self.exchange._in_flight_orders.update({order.client_order_id: order})
self.assertEqual(1, len(self.exchange.limit_orders))
def test_tracking_states_order_not_done(self):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0)
order_json = order.to_json()
self.exchange._in_flight_orders.update({order.client_order_id: order})
self.assertEqual(1, len(self.exchange.tracking_states))
self.assertEqual(order_json,
self.exchange.tracking_states[order.client_order_id])
def test_tracking_states_order_done(self):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0,
initial_state="FILLED")
self.exchange._in_flight_orders.update({order.client_order_id: order})
self.assertEqual(0, len(self.exchange.tracking_states))
def test_restore_tracking_states(self):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0)
order_json = order.to_json()
self.exchange.restore_tracking_states(
{order.client_order_id: order_json})
self.assertEqual(1, len(self.exchange.in_flight_orders))
self.assertEqual(
str(self.exchange.in_flight_orders[order.client_order_id]),
str(order))
class MexcAPIOrderBookDataSourceUnitTests(unittest.TestCase):
# logging.Level 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 = "BTC"
cls.quote_asset = "USDT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
cls.instrument_id = 1
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 tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def _raise_exception(self, exception_class):
raise exception_class
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: float = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
@patch("aiohttp.ClientSession.get")
def test_get_last_traded_prices(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response: Dict[Any] = {
"code":
200,
"data": [{
"symbol": "BTC_USDT",
"volume": "1076.002782",
"high": "59387.98",
"low": "57009",
"bid": "57920.98",
"ask": "57921.03",
"open": "57735.92",
"last": "57902.52",
"time": 1637898900000,
"change_rate": "0.00288555"
}]
}
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
results = self.async_run_with_timeout(
asyncio.gather(
self.data_source.get_last_traded_prices([self.trading_pair])))
results: Dict[str, Any] = results[0]
self.assertEqual(results[self.trading_pair], 57902.52)
@patch("aiohttp.ClientSession.get")
def test_fetch_trading_pairs_with_error_status_in_response(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response = {}
self.mocking_assistant.add_http_response(mock_api, 100, mock_response)
result = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs())
self.assertEqual(0, len(result))
@patch("aiohttp.ClientSession.get")
def test_get_order_book_data(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response = {
"code": 200,
"data": {
"asks": [{
"price": "57974.06",
"quantity": "0.247421"
}],
"bids": [{
"price": "57974.01",
"quantity": "0.201635"
}],
"version": "562370278"
}
}
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
results = self.async_run_with_timeout(
asyncio.gather(
self.data_source.get_snapshot(self.data_source._shared_client,
self.trading_pair)))
result = results[0]
self.assertTrue("asks" in result)
self.assertGreaterEqual(len(result), 0)
self.assertEqual(mock_response.get("data"), result)
@patch("aiohttp.ClientSession.get")
def test_get_order_book_data_raises_exception_when_response_has_error_code(
self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response = {"Erroneous response"}
self.mocking_assistant.add_http_response(mock_api, 100, mock_response)
with self.assertRaises(IOError) as context:
self.async_run_with_timeout(
self.data_source.get_snapshot(self.data_source._shared_client,
self.trading_pair))
self.assertEqual(
str(context.exception),
f'Error fetching MEXC market snapshot for {self.trading_pair.replace("-", "_")}. '
f'HTTP status is {100}.')
@patch("aiohttp.ClientSession.get")
def test_get_new_order_book(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response = {
"code": 200,
"data": {
"asks": [{
"price": "57974.06",
"quantity": "0.247421"
}],
"bids": [{
"price": "57974.01",
"quantity": "0.201635"
}],
"version": "562370278"
}
}
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
results = self.async_run_with_timeout(
asyncio.gather(
self.data_source.get_new_order_book(self.trading_pair)))
result: OrderBook = results[0]
self.assertTrue(type(result) == OrderBook)
@patch("aiohttp.ClientSession.get")
def test_listen_for_snapshots_cancelled_when_fetching_snapshot(
self, mock_api):
mock_api.side_effect = asyncio.CancelledError
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
self.async_run_with_timeout(self.listening_task)
self.assertEqual(msg_queue.qsize(), 0)
@patch(
"hummingbot.connector.exchange.mexc.mexc_api_order_book_data_source.MexcAPIOrderBookDataSource._sleep"
)
@patch("aiohttp.ClientSession.get")
def test_listen_for_snapshots_successful(self, mock_api, mock_sleep):
self.mocking_assistant.configure_http_request_mock(mock_api)
# the queue and the division by zero error are used just to synchronize the test
sync_queue = deque()
sync_queue.append(1)
mock_response = {
"code": 200,
"data": {
"asks": [{
"price": "57974.06",
"quantity": "0.247421"
}],
"bids": [{
"price": "57974.01",
"quantity": "0.201635"
}],
"version": "562370278"
}
}
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
mock_sleep.side_effect = lambda delay: 1 / 0 if len(
sync_queue) == 0 else sync_queue.pop()
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(ZeroDivisionError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
self.async_run_with_timeout(self.listening_task)
self.assertEqual(msg_queue.qsize(), 1)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_cancelled_when_subscribing(
self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.send_str.side_effect = asyncio.CancelledError()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, {'channel': 'push.personal.order'})
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_cancelled_when_listening(
self, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
data = {
'symbol': 'MX_USDT',
'data': {
'version': '44000093',
'bids': [{
'p': '2.9311',
'q': '0.00',
'a': '0.00000000'
}],
'asks': [{
'p': '2.9311',
'q': '22720.37',
'a': '66595.6765'
}]
},
'channel': 'push.depth'
}
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, ujson.dumps(data))
safe_ensure_future(self.data_source.listen_for_subscriptions())
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
first_msg = self.async_run_with_timeout(msg_queue.get())
self.assertTrue(first_msg.type == OrderBookMessageType.DIFF)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_websocket_connection_creation_raises_cancel_exception(
self, mock_ws):
mock_ws.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source._create_websocket_connection())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_websocket_connection_creation_raises_exception_after_loging(
self, mock_ws):
mock_ws.side_effect = Exception
with self.assertRaises(Exception):
self.async_run_with_timeout(
self.data_source._create_websocket_connection())
self.assertTrue(
self._is_logged(
"NETWORK",
'Unexpected error occured connecting to mexc WebSocket API. ()'
))
class BinanceUserStreamDataSourceUnitTests(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 = cls.base_asset + cls.quote_asset
cls.domain = "com"
cls.listen_key = "TEST_LISTEN_KEY"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.binance_client = MockBinanceClient(api_key="TEST_API_KEY")
self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS)
self.data_source = BinanceAPIUserStreamDataSource(
binance_client=self.binance_client,
domain=self.domain,
throttler=self.throttler)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
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 _raise_exception(self, exception_class):
raise exception_class
def _error_response(self) -> Dict[str, Any]:
resp = {"code": "ERROR CODE", "msg": "ERROR MESSAGE"}
return resp
def _user_update_event(self):
# Balance Update
resp = {
"e": "balanceUpdate",
"E": 1573200697110,
"a": "BTC",
"d": "100.00000000",
"T": 1573200697068
}
return ujson.dumps(resp)
def test_last_recv_time(self):
# Initial last_recv_time
self.assertEqual(0, self.data_source.last_recv_time)
def test_get_throttler_instance(self):
self.assertIsInstance(self.data_source._get_throttler_instance(),
AsyncThrottler)
@patch("aiohttp.ClientSession.post")
def test_get_listen_key_log_exception(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
self.mocking_assistant.add_http_response(mock_api, 400,
self._error_response())
with self.assertRaises(IOError):
self.ev_loop.run_until_complete(self.data_source.get_listen_key())
@patch("aiohttp.ClientSession.post")
def test_get_listen_key_successful(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
self.mocking_assistant.add_http_response(
mock_api, 200, {"listenKey": self.listen_key})
result: str = self.ev_loop.run_until_complete(
self.data_source.get_listen_key())
self.assertEqual(self.listen_key, result)
@patch("aiohttp.ClientSession.put")
def test_ping_listen_key_log_exception(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
self.mocking_assistant.add_http_response(mock_api, 400,
self._error_response())
result: bool = self.ev_loop.run_until_complete(
self.data_source.ping_listen_key(listen_key=self.listen_key))
self.assertTrue(
self._is_logged(
"WARNING",
f"Failed to refresh the listen key {self.listen_key}: {self._error_response()}"
))
self.assertFalse(result)
@patch("aiohttp.ClientSession.put")
def test_ping_listen_key_successful(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
self.mocking_assistant.add_http_response(mock_api, 200, {})
result: bool = self.ev_loop.run_until_complete(
self.data_source.ping_listen_key(listen_key=self.listen_key))
self.assertTrue(result)
@patch("aiohttp.ClientSession.post")
@patch("websockets.connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource.wait_til_next_tick",
new_callable=AsyncMock)
def test_listen_for_user_stream_no_listen_key(self, mock_next_tick,
mock_ws, mock_post):
# mock_next_tick.return_value = None
self.mocking_assistant.configure_http_request_mock(mock_post)
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_text_message(
mock_ws.return_value, self._user_update_event())
# Add REST API response for get_listen_key()
self.mocking_assistant.add_http_response(
mock_post, 200, {"listenKey": self.listen_key})
# Add REST API response for _ping_listen_key()
# self.mocking_assistant.add_http_response(mock_post, 200, {})
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(self.ev_loop, msg_queue))
msg = self.ev_loop.run_until_complete(msg_queue.get())
self.assertTrue(msg, self._user_update_event)
class BinanceAPIOrderBookDataSourceUnitTests(unittest.TestCase):
# logging.Level 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 = cls.base_asset + cls.quote_asset
cls.domain = "com"
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 = BinanceAPIOrderBookDataSource(
trading_pairs=[self.trading_pair],
throttler=self.throttler,
domain=self.domain)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
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 _raise_exception(self, exception_class):
raise exception_class
def _trade_update_event(self):
resp = {
"e": "trade",
"E": 123456789,
"s": self.ex_trading_pair,
"t": 12345,
"p": "0.001",
"q": "100",
"b": 88,
"a": 50,
"T": 123456785,
"m": True,
"M": True
}
return ujson.dumps(resp)
def _order_diff_event(self):
resp = {
"e": "depthUpdate",
"E": 123456789,
"s": self.ex_trading_pair,
"U": 157,
"u": 160,
"b": [["0.0024", "10"]],
"a": [["0.0026", "100"]]
}
return ujson.dumps(resp)
def _snapshot_response(self):
resp = {
"lastUpdateId": 1027024,
"bids": [["4.00000000", "431.00000000"]],
"asks": [["4.00000200", "12.00000000"]]
}
return resp
@patch("aiohttp.ClientSession.get", new_callable=AsyncMock)
def test_get_last_trade_prices(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response: Dict[str, Any] = {
# Truncated Response
"lastPrice": "100",
}
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
result: Dict[str, float] = self.ev_loop.run_until_complete(
self.data_source.get_last_traded_prices(
trading_pairs=[self.trading_pair], throttler=self.throttler))
self.assertEqual(1, len(result))
self.assertEqual(100, result[self.trading_pair])
@patch(
"hummingbot.connector.exchange.binance.binance_utils.convert_from_exchange_trading_pair"
)
@patch("aiohttp.ClientSession.get", new_callable=AsyncMock)
def test_get_all_mid_prices(self, mock_api, mock_utils):
# Mocks binance_utils for BinanceOrderBook.diff_message_from_exchange()
mock_utils.return_value = self.trading_pair
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response: List[Dict[str, Any]] = [{
# Truncated Response
"symbol": self.ex_trading_pair,
"bidPrice": "99",
"askPrice": "101",
}]
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
result: Dict[str, float] = self.ev_loop.run_until_complete(
self.data_source.get_all_mid_prices())
self.assertEqual(1, len(result))
self.assertEqual(100, result[self.trading_pair])
@patch(
"hummingbot.connector.exchange.binance.binance_utils.convert_from_exchange_trading_pair"
)
@patch("aiohttp.ClientSession.get")
def test_fetch_trading_pairs(self, mock_api, mock_utils):
# Mocks binance_utils for BinanceOrderBook.diff_message_from_exchange()
mock_utils.return_value = self.trading_pair
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response: Dict[str, Any] = {
# Truncated Response
"symbols": [
{
"symbol": self.ex_trading_pair,
"status": "TRADING",
"baseAsset": self.base_asset,
"quoteAsset": self.quote_asset,
},
]
}
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
result: Dict[str] = self.ev_loop.run_until_complete(
self.data_source.fetch_trading_pairs())
self.assertEqual(1, len(result))
self.assertTrue(self.trading_pair in result)
def test_get_throttler_instance(self):
self.assertIsInstance(
BinanceAPIOrderBookDataSource._get_throttler_instance(),
AsyncThrottler)
@patch("aiohttp.ClientSession.get")
def test_get_snapshot_successful(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
self.mocking_assistant.add_http_response(mock_api, 200,
self._snapshot_response())
result: Dict[str, Any] = self.ev_loop.run_until_complete(
self.data_source.get_snapshot(self.trading_pair))
self.assertEqual(self._snapshot_response(), result)
@patch("aiohttp.ClientSession.get")
def test_get_snapshot_catch_exception(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
self.mocking_assistant.add_http_response(mock_api, 400, {})
with self.assertRaises(IOError):
self.ev_loop.run_until_complete(
self.data_source.get_snapshot(self.trading_pair))
@patch("aiohttp.ClientSession.get")
def test_get_new_order_book(self, mock_api):
self.mocking_assistant.configure_http_request_mock(mock_api)
mock_response: Dict[str, Any] = {
"lastUpdateId": 1,
"bids": [["4.00000000", "431.00000000"]],
"asks": [["4.00000200", "12.00000000"]]
}
self.mocking_assistant.add_http_response(mock_api, 200, mock_response)
result: OrderBook = self.ev_loop.run_until_complete(
self.data_source.get_new_order_book(self.trading_pair))
self.assertEqual(1, result.snapshot_uid)
@patch("websockets.connect")
def test_listen_for_trades_cancelled_when_connecting(self, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
self.ev_loop.run_until_complete(self.listening_task)
@patch("websockets.connect", new_callable=AsyncMock)
def test_listen_for_trades_cancelled_when_listening(self, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.recv.side_effect = lambda: (self._raise_exception(
asyncio.CancelledError))
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
self.ev_loop.run_until_complete(self.listening_task)
@patch("websockets.connect", new_callable=AsyncMock)
def test_listen_for_trades_logs_exception(self, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.close.return_value = None
incomplete_resp = {
"m": 1,
"i": 2,
}
self.mocking_assistant.add_websocket_text_message(
mock_ws.return_value, ujson.dumps(incomplete_resp))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
with self.assertRaises(asyncio.TimeoutError):
self.ev_loop.run_until_complete(
asyncio.wait_for(self.listening_task, 1))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with WebSocket connection. Retrying after 30 seconds..."
))
@patch("websockets.connect", new_callable=AsyncMock)
def test_listen_for_trades_successful(self, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.close.return_value = None
self.mocking_assistant.add_websocket_text_message(
mock_ws.return_value, self._trade_update_event())
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
msg: OrderBookMessage = self.ev_loop.run_until_complete(
msg_queue.get())
self.assertTrue(12345, msg.trade_id)
@patch("websockets.connect")
def test_listen_for_order_book_diffs_cancelled_when_connecting(
self, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
self.ev_loop.run_until_complete(self.listening_task)
@patch("websockets.connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_cancelled_when_listening(
self, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.recv.side_effect = lambda: (self._raise_exception(
asyncio.CancelledError))
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
self.ev_loop.run_until_complete(self.listening_task)
@patch("websockets.connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_logs_exception(self, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.close.return_value = None
incomplete_resp = {
"m": 1,
"i": 2,
}
self.mocking_assistant.add_websocket_text_message(
mock_ws.return_value, ujson.dumps(incomplete_resp))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
with self.assertRaises(asyncio.TimeoutError):
self.ev_loop.run_until_complete(
asyncio.wait_for(self.listening_task, 1))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with WebSocket connection. Retrying after 30 seconds..."
))
@patch("websockets.connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_successful(self, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.close.return_value = None
self.mocking_assistant.add_websocket_text_message(
mock_ws.return_value, self._order_diff_event())
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.ev_loop.run_until_complete(
msg_queue.get())
self.assertTrue(12345, msg.update_id)
@patch("aiohttp.ClientSession.get")
def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(
self, mock_api):
mock_api.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.ev_loop.run_until_complete(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, asyncio.Queue()))
@patch("aiohttp.ClientSession.get")
def test_listen_for_order_book_snapshots_log_exception(self, mock_api):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_api.side_effect = lambda: self._raise_exception(Exception)
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
with self.assertRaises(asyncio.TimeoutError):
self.ev_loop.run_until_complete(
asyncio.wait_for(self.listening_task, 1))
self.assertTrue(
self._is_logged(
"ERROR",
f"Unexpected error fetching order book snapshot for {self.trading_pair}."
))
@patch("aiohttp.ClientSession.get")
def test_listen_for_order_book_snapshots_successful(
self,
mock_api,
):
msg_queue: asyncio.Queue = asyncio.Queue()
self.mocking_assistant.configure_http_request_mock(mock_api)
self.mocking_assistant.add_http_response(mock_api, 200,
self._snapshot_response())
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.ev_loop.run_until_complete(
msg_queue.get())
self.assertTrue(12345, msg.update_id)
