def test_on_partial_orderBookL2_action_data(mocker):
init_mock = mocker.patch('bitmex_websocket.Instrument.init')
instrument = Instrument()
message = orderBookL2_data['partial']
instrument.on_action(message)
assert instrument.data['orderBookL2']
def test_on_partial_action_instrument_data(mocker):
init_mock = mocker.patch('bitmex_websocket.Instrument.init')
instrument = Instrument()
partial_message = instrument_data['partial']
instrument.on_action(partial_message)
assert instrument.data['instrument']
def test_on_update_action_instrument_data(mocker):
init_mock = mocker.patch('bitmex_websocket.Instrument.init')
partial_message = instrument_data['partial']
update_message = instrument_data['update']
instrument = Instrument()
instrument.on_action(partial_message)
assert instrument.data['instrument']
instrument.on_action(update_message)
updated_instrument_table = instrument.get_table('instrument')
assert updated_instrument_table['impactAskPrice'] \
== update_message['data'][0]['impactAskPrice']
def test_on_orderBookL2_action_data(mocker):
"""
Ensure orderBookL2 is updated on delete, insert and update actions.
"""
init_mock = mocker.patch('bitmex_websocket.Instrument.init')
instrument = Instrument()
# Recieve partial action message
partial_action_message = orderBookL2_data['partial']
partial_data = partial_action_message['data']
instrument.on_action(partial_action_message)
table = 'orderBookL2'
for partial_level in partial_data:
level = next(level for level in instrument.get_table(table)
if level['id'] == partial_level['id'])
assert level
# Receive delete action message
delete_action_message = orderBookL2_data['delete']
delete_level_id = delete_action_message['data'][0]['id']
instrument.on_action(delete_action_message)
delete_level = next((level for level in instrument.get_table(table)
if level['id'] == delete_level_id), None)
assert not delete_level
# Receive insert action message
insert_action_message = orderBookL2_data['insert']
instrument.on_action(insert_action_message)
insert_data = insert_action_message['data']
for insert_level in insert_data:
level = next(level for level in instrument.get_table(table)
if level['id'] == insert_level['id'])
assert level
# Receive update action message
update_action_message = orderBookL2_data['update']
update_data = update_action_message['data']
level_update = update_data[0]
instrument.on_action(update_action_message)
updated_level = next(level for level in instrument.get_table(table)
if level['id'] == level_update['id'])
assert updated_level['size'] == level_update['size']