class OkxAPIOrderBookDataSourceUnitTests(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
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 tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
OkxAPIOrderBookDataSource._trading_pair_symbol_map = {}
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
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
@aioresponses()
def test_get_new_order_book_successful(self, mock_api):
url = web_utils.public_rest_url(path_url=CONSTANTS.OKX_ORDER_BOOK_PATH)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = {
"code":
"0",
"msg":
"",
"data": [{
"asks": [["41006.8", "0.60038921", "0", "1"]],
"bids": [["41006.3", "0.30178218", "0", "2"]],
"ts": "1629966436396"
}]
}
mock_api.get(regex_url, body=json.dumps(resp))
order_book: OrderBook = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
expected_update_id = int(int(resp["data"][0]["ts"]) * 1e-3)
self.assertEqual(expected_update_id, order_book.snapshot_uid)
bids = list(order_book.bid_entries())
asks = list(order_book.ask_entries())
self.assertEqual(1, len(bids))
self.assertEqual(41006.3, bids[0].price)
self.assertEqual(2, bids[0].amount)
self.assertEqual(expected_update_id, bids[0].update_id)
self.assertEqual(1, len(asks))
self.assertEqual(41006.8, asks[0].price)
self.assertEqual(1, asks[0].amount)
self.assertEqual(expected_update_id, asks[0].update_id)
@aioresponses()
def test_get_new_order_book_raises_exception(self, mock_api):
url = web_utils.public_rest_url(path_url=CONSTANTS.OKX_ORDER_BOOK_PATH)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400)
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {
"event": "subscribe",
"args": {
"channel": "trades",
"instId": self.trading_pair
}
}
result_subscribe_diffs = {
"event": "subscribe",
"arg": {
"channel": "books",
"instId": self.trading_pair
}
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_subscription_messages))
expected_trade_subscription = {
"op": "subscribe",
"args": [{
"channel": "trades",
"instId": self.trading_pair
}]
}
self.assertEqual(expected_trade_subscription,
sent_subscription_messages[0])
expected_diff_subscription = {
"op": "subscribe",
"args": [{
"channel": "books",
"instId": self.trading_pair
}]
}
self.assertEqual(expected_diff_subscription,
sent_subscription_messages[1])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to public order book and trade channels..."))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_sends_ping_message_before_ping_interval_finishes(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = [
asyncio.TimeoutError("Test timeiout"), asyncio.CancelledError
]
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
sent_messages = self.mocking_assistant.text_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
expected_ping_message = "ping"
self.assertEqual(expected_ping_message, sent_messages[0])
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect")
def test_listen_for_subscriptions_raises_cancel_exception(
self, mock_ws, _: AsyncMock):
mock_ws.side_effect = asyncio.CancelledError
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(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_logs_exception_details(
self, mock_ws, sleep_mock):
mock_ws.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(
asyncio.CancelledError())
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
def test_subscribe_channels_raises_cancel_exception(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
def test_subscribe_channels_raises_exception_and_logs_error(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = Exception("Test Error")
with self.assertRaises(Exception):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to order book trading and delta streams..."
))
def test_listen_for_trades_cancelled_when_listening(self):
mock_queue = MagicMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
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.async_run_with_timeout(self.listening_task)
def test_listen_for_trades_logs_exception(self):
incomplete_resp = {
"arg": {
"channel": "trades",
"instId": "BTC-USDT"
},
"data": [{
"instId": "BTC-USDT",
}]
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public trade updates from exchange"
))
def test_listen_for_trades_successful(self):
mock_queue = AsyncMock()
trade_event = {
"arg": {
"channel": "trades",
"instId": self.trading_pair
},
"data": [{
"instId": self.trading_pair,
"tradeId": "130639474",
"px": "42219.9",
"sz": "0.12060306",
"side": "buy",
"ts": "1630048897897"
}]
}
mock_queue.get.side_effect = [trade_event, asyncio.CancelledError()]
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(OrderBookMessageType.TRADE, msg.type)
self.assertEqual(trade_event["data"][0]["tradeId"], msg.trade_id)
self.assertEqual(
int(trade_event["data"][0]["ts"]) * 1e-3, msg.timestamp)
def test_listen_for_order_book_diffs_cancelled(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
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_diffs(
self.ev_loop, msg_queue))
self.async_run_with_timeout(self.listening_task)
def test_listen_for_order_book_diffs_logs_exception(self):
incomplete_resp = {
"arg": {
"channel": "books",
"instId": self.trading_pair
},
"action": "update",
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public order book updates from exchange"
))
def test_listen_for_order_book_diffs_successful(self):
mock_queue = AsyncMock()
diff_event = {
"arg": {
"channel": "books",
"instId": self.trading_pair
},
"action":
"update",
"data": [{
"asks": [
["8476.98", "415", "0", "13"],
["8477", "7", "0", "2"],
["8477.34", "85", "0", "1"],
],
"bids": [
["8476.97", "256", "0", "12"],
["8475.55", "101", "0", "1"],
],
"ts":
"1597026383085",
"checksum":
-855196043
}]
}
mock_queue.get.side_effect = [diff_event, asyncio.CancelledError()]
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(OrderBookMessageType.DIFF, msg.type)
self.assertEqual(-1, msg.trade_id)
self.assertEqual(
int(diff_event["data"][0]["ts"]) * 1e-3, msg.timestamp)
expected_update_id = int(int(diff_event["data"][0]["ts"]) * 1e-3)
self.assertEqual(expected_update_id, msg.update_id)
bids = msg.bids
asks = msg.asks
self.assertEqual(2, len(bids))
self.assertEqual(8476.97, bids[0].price)
self.assertEqual(12, bids[0].amount)
self.assertEqual(expected_update_id, bids[0].update_id)
self.assertEqual(3, len(asks))
self.assertEqual(8476.98, asks[0].price)
self.assertEqual(13, asks[0].amount)
self.assertEqual(expected_update_id, asks[0].update_id)
@aioresponses()
def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(
self, mock_api):
url = web_utils.public_rest_url(path_url=CONSTANTS.OKX_ORDER_BOOK_PATH)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=asyncio.CancelledError)
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, asyncio.Queue()))
@aioresponses()
@patch("hummingbot.connector.exchange.okx.okx_api_order_book_data_source"
".OkxAPIOrderBookDataSource._sleep")
def test_listen_for_order_book_snapshots_log_exception(
self, mock_api, sleep_mock):
msg_queue: asyncio.Queue = asyncio.Queue()
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(
asyncio.CancelledError())
url = web_utils.public_rest_url(path_url=CONSTANTS.OKX_ORDER_BOOK_PATH)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=Exception)
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.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
f"Unexpected error fetching order book snapshot for {self.trading_pair}."
))
@aioresponses()
def test_listen_for_order_book_snapshots_successful(
self,
mock_api,
):
msg_queue: asyncio.Queue = asyncio.Queue()
url = web_utils.public_rest_url(path_url=CONSTANTS.OKX_ORDER_BOOK_PATH)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = {
"code":
"0",
"msg":
"",
"data": [{
"asks": [["41006.8", "0.60038921", "0", "1"]],
"bids": [["41006.3", "0.30178218", "0", "2"]],
"ts": "1629966436396"
}]
}
mock_api.get(regex_url, body=json.dumps(resp))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(OrderBookMessageType.SNAPSHOT, msg.type)
self.assertEqual(-1, msg.trade_id)
self.assertEqual(int(resp["data"][0]["ts"]) * 1e-3, msg.timestamp)
expected_update_id = int(int(resp["data"][0]["ts"]) * 1e-3)
self.assertEqual(expected_update_id, msg.update_id)
bids = msg.bids
asks = msg.asks
self.assertEqual(1, len(bids))
self.assertEqual(41006.3, bids[0].price)
self.assertEqual(2, bids[0].amount)
self.assertEqual(expected_update_id, bids[0].update_id)
self.assertEqual(1, len(asks))
self.assertEqual(41006.8, asks[0].price)
self.assertEqual(1, asks[0].amount)
self.assertEqual(expected_update_id, asks[0].update_id)
class CoinflexAPIOrderBookDataSourceUnitTests(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 = f"{cls.base_asset}-{cls.quote_asset}"
cls.domain = CONSTANTS.DEFAULT_DOMAIN
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})
}
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
CoinflexAPIOrderBookDataSource._trading_pair_symbol_map = {}
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
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 _successfully_subscribed_event(self):
resp = {
"result": None,
"id": 1
}
return resp
def _login_message(self):
resp = {
"tag": "1234567890",
"event": "login",
"success": True,
"timestamp": "1234567890"
}
return resp
def _trade_update_event(self):
resp = {
"table": "trade",
"data": [{
"timestamp": 123456789,
"marketCode": self.ex_trading_pair,
"tradeId": 12345,
"side": "BUY",
"price": "0.001",
"quantity": "100",
}]
}
return resp
def _order_diff_event(self):
resp = {
"table": "depth",
"data": [{
"timestamp": 123456789,
"instrumentId": self.ex_trading_pair,
"seqNum": 157,
"bids": [["0.0024", "10"]],
"asks": [["0.0026", "100"]]
}]
}
return resp
def _snapshot_response(self,
update_id=1027024):
resp = {
"event": "depthL1000",
"timestamp": update_id,
"data": [{
"bids": [
[
"4.00000000",
"431.00000000"
]
],
"asks": [
[
"4.00000200",
"12.00000000"
]
],
"marketCode": self.ex_trading_pair,
"timestamp": update_id,
}]
}
return resp
def _get_regex_url(self,
endpoint,
return_url=False,
endpoint_api_version=None,
public=True):
prv_or_pub = web_utils.public_rest_url if public else web_utils.private_rest_url
url = prv_or_pub(endpoint, domain=self.domain, endpoint_api_version=endpoint_api_version)
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
if return_url:
return url, regex_url
return regex_url
@aioresponses()
def test_get_last_trade_prices(self, mock_api):
url, regex_url = self._get_regex_url(CONSTANTS.TICKER_PRICE_CHANGE_PATH_URL, return_url=True)
mock_response = [{
"last": "100.0",
"open24h": "38719",
"high24h": "38840",
"low24h": "36377",
"volume24h": "3622970.9407847790",
"currencyVolume24h": "96.986",
"openInterest": "0",
"marketCode": "COINALPHA-HBOT",
"timestamp": "1645546950025",
"lastQty": "0.086",
"markPrice": "37645",
"lastMarkPrice": "37628",
}]
mock_api.get(regex_url, body=json.dumps(mock_response))
result: Dict[str, float] = self.async_run_with_timeout(
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])
@aioresponses()
def test_get_last_trade_prices_exception_raised(self, mock_api):
url, regex_url = self._get_regex_url(CONSTANTS.TICKER_PRICE_CHANGE_PATH_URL, return_url=True)
mock_api.get(regex_url, body=json.dumps([{"marketCode": "COINALPHA-HBOT"}]))
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_last_traded_prices(trading_pairs=[self.trading_pair],
throttler=self.throttler)
)
@aioresponses()
def test_fetch_trading_pairs(self, mock_api):
CoinflexAPIOrderBookDataSource._trading_pair_symbol_map = {}
url = web_utils.public_rest_url(path_url=CONSTANTS.EXCHANGE_INFO_PATH_URL, domain=self.domain)
mock_response: Dict[str, Any] = {
"event": "markets",
"timestamp": "1639598493658",
"data": [
{
"marketId": "2001000000000",
"marketCode": "BTC-USD",
"name": "BTC/USD",
"referencePair": "BTC/USD",
"base": "BTC",
"counter": "USD",
"type": "MARGIN",
"tickSize": "1",
"qtyIncrement": "0.001",
"marginCurrency": "USD",
"contractValCurrency": "BTC",
"upperPriceBound": "39203",
"lowerPriceBound": "36187",
"marketPrice": "37695",
"markPrice": None,
"listingDate": 1593316800000,
"endDate": 0,
"marketPriceLastUpdated": 1645547473153,
"markPriceLastUpdated": 0
},
{
"marketId": "34001000000000",
"marketCode": "LTC-USD",
"name": "LTC/USD",
"referencePair": "LTC/USD",
"base": "LTC",
"counter": "USD",
"type": "SPOT",
"tickSize": "0.1",
"qtyIncrement": "0.01",
"marginCurrency": "USD",
"contractValCurrency": "LTC",
"upperPriceBound": "114.2",
"lowerPriceBound": "97.2",
"marketPrice": "105.7",
"markPrice": None,
"listingDate": 1609765200000,
"endDate": 0,
"marketPriceLastUpdated": 1645547512308,
"markPriceLastUpdated": 0
},
{
"marketId": "4001000000000",
"marketCode": "ETH-USD",
"name": "ETH/USD",
"referencePair": "ETH/USD",
"base": "ETH",
"counter": "USD",
"type": "SPOT",
"tickSize": "0.1",
"qtyIncrement": "0.01",
"marginCurrency": "USD",
"contractValCurrency": "ETH",
"upperPriceBound": "2704.3",
"lowerPriceBound": "2496.1",
"marketPrice": "2600.2",
"markPrice": None,
"listingDate": 0,
"endDate": 0,
"marketPriceLastUpdated": 1645547505166,
"markPriceLastUpdated": 0
},
]
}
mock_api.get(url, body=json.dumps(mock_response))
result: Dict[str] = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs()
)
self.assertEqual(2, len(result))
self.assertIn("ETH-USD", result)
self.assertIn("LTC-USD", result)
self.assertNotIn("BTC-USD", result)
@aioresponses()
@patch("hummingbot.connector.exchange.coinflex.coinflex_web_utils.retry_sleep_time")
def test_fetch_trading_pairs_exception_raised(self, mock_api, retry_sleep_time_mock):
retry_sleep_time_mock.side_effect = lambda *args, **kwargs: 0
CoinflexAPIOrderBookDataSource._trading_pair_symbol_map = {}
url, regex_url = self._get_regex_url(CONSTANTS.EXCHANGE_INFO_PATH_URL, return_url=True)
mock_api.get(regex_url, exception=Exception)
result: Dict[str] = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs()
)
self.assertEqual(0, len(result))
@aioresponses()
def test_get_snapshot_successful(self, mock_api):
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, body=json.dumps(self._snapshot_response()))
result: Dict[str, Any] = self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair)
)
self.assertEqual(self._snapshot_response()["data"][0], result)
@aioresponses()
@patch("hummingbot.connector.exchange.coinflex.coinflex_web_utils.retry_sleep_time")
def test_get_snapshot_catch_exception(self, mock_api, retry_sleep_time_mock):
retry_sleep_time_mock.side_effect = lambda *args, **kwargs: 0
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, status=400)
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair)
)
mock_api.get(regex_url, body=json.dumps({}))
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair)
)
@aioresponses()
def test_get_new_order_book(self, mock_api):
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, body=json.dumps(self._snapshot_response(update_id=1)))
result: OrderBook = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair)
)
self.assertEqual(1, result.snapshot_uid)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(self._login_message()))
self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(1, len(sent_subscription_messages))
expected_subscription = {
"op": "subscribe",
"args": [
f"trade:{self.ex_trading_pair}",
f"depth:{self.ex_trading_pair}",
],
}
self.assertEqual(expected_subscription, sent_subscription_messages[0])
self.assertTrue(self._is_logged(
"INFO",
"Subscribed to public order book and trade channels..."
))
@patch("hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep")
@patch("aiohttp.ClientSession.ws_connect")
def test_listen_for_subscriptions_raises_cancel_exception(self, mock_ws, _: AsyncMock):
mock_ws.side_effect = asyncio.CancelledError
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("hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep")
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_logs_exception_details(self, mock_ws, sleep_mock):
mock_ws.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(asyncio.CancelledError())
self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."))
def test_subscribe_channels_raises_cancel_exception(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
def test_subscribe_channels_raises_exception_and_logs_error(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = Exception("Test Error")
with self.assertRaises(Exception):
self.listening_task = self.ev_loop.create_task(self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged("ERROR", "Unexpected error occurred subscribing to order book trading and delta streams...")
)
def test_listen_for_trades_cancelled_when_listening(self):
mock_queue = MagicMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
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.async_run_with_timeout(self.listening_task)
def test_listen_for_trades_logs_exception(self):
incomplete_resp = {
"data": [{
"m": 1,
"i": 2,
}],
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [incomplete_resp, asyncio.CancelledError()]
self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue)
)
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged("ERROR", "Unexpected error when processing public trade updates from exchange"))
def test_listen_for_trades_successful(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = [self._login_message(), self._trade_update_event(), asyncio.CancelledError()]
self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
try:
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue)
)
except asyncio.CancelledError:
pass
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(-1, msg.update_id)
def test_listen_for_order_book_diffs_cancelled(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
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_diffs(self.ev_loop, msg_queue)
)
self.async_run_with_timeout(self.listening_task)
def test_listen_for_order_book_diffs_logs_exception(self):
incomplete_resp = {
"data": [{
"m": 1,
"i": 2,
}],
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [incomplete_resp, asyncio.CancelledError()]
self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(self.ev_loop, msg_queue)
)
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged("ERROR", "Unexpected error when processing public order book updates from exchange"))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(self._login_message()))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(self._order_diff_event()))
self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
mock_queue = AsyncMock()
mock_queue.get.side_effect = [self._login_message(), self._order_diff_event(), asyncio.CancelledError()]
self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
try:
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(self.ev_loop, msg_queue)
)
except asyncio.CancelledError:
pass
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(123456789, msg.update_id)
@aioresponses()
def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(self, mock_api):
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, exception=asyncio.CancelledError)
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_order_book_snapshots(self.ev_loop, asyncio.Queue())
)
@aioresponses()
@patch("hummingbot.connector.exchange.coinflex.coinflex_api_order_book_data_source"
".CoinflexAPIOrderBookDataSource._sleep")
@patch("hummingbot.connector.exchange.coinflex.coinflex_web_utils.retry_sleep_time")
def test_listen_for_order_book_snapshots_log_exception(self, mock_api, retry_sleep_time_mock, sleep_mock):
retry_sleep_time_mock.side_effect = lambda *args, **kwargs: 0
msg_queue: asyncio.Queue = asyncio.Queue()
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(asyncio.CancelledError())
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, exception=Exception)
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.resume_test_event.wait())
self.assertTrue(
self._is_logged("ERROR", f"Unexpected error fetching order book snapshot for {self.trading_pair}."))
@aioresponses()
@patch("hummingbot.connector.exchange.coinflex.coinflex_api_order_book_data_source"
".CoinflexAPIOrderBookDataSource._sleep")
def test_listen_for_order_book_snapshots_log_outer_exception(self, mock_api, sleep_mock):
msg_queue: asyncio.Queue = asyncio.Queue()
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(Exception("Dummy"))
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, body=json.dumps(self._snapshot_response()))
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.resume_test_event.wait())
self.assertTrue(
self._is_logged("ERROR", "Unexpected error."))
@aioresponses()
def test_listen_for_order_book_snapshots_successful(self, mock_api, ):
msg_queue: asyncio.Queue = asyncio.Queue()
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, body=json.dumps(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.async_run_with_timeout(msg_queue.get())
self.assertEqual(1027024, msg.update_id)
class AscendExAPIOrderBookDataSourceTests(TestCase):
# logging.Level required to receive logs from the data source logger
level = 0
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 tearDown(self) -> None:
self.async_task and self.async_task.cancel()
self.listening_task and self.listening_task.cancel()
AscendExAPIOrderBookDataSource._trading_pair_symbol_map = None
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
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
@aioresponses()
def test_fetch_trading_pairs(self, api_mock):
AscendExAPIOrderBookDataSource._trading_pair_symbol_map = None
mock_response = {
"data": [
{
"symbol": self.ex_trading_pair,
"baseAsset": self.base_asset,
"quoteAsset": self.quote_asset,
},
{
"symbol": "ETH/USDT",
"baseAsset": "ETH",
"quoteAsset": "USDT",
},
{
"symbol": "DOGE/USDT",
"baseAsset": "DOGE",
"quoteAsset": "USDT",
},
],
}
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.PRODUCTS_PATH_URL}"
api_mock.get(url, body=json.dumps(mock_response))
trading_pairs = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs())
self.assertEqual(3, len(trading_pairs))
self.assertEqual("ETH-USDT", trading_pairs[1])
@aioresponses()
def test_get_last_traded_prices_requests_rest_api_price_when_subscription_price_not_available(
self, api_mock):
mock_response = {
"code": 0,
"data": {
"m":
"trades",
"symbol":
"BTC/USDT",
"data": [
{
"seqnum": 144115191800016553,
"p": "0.06762",
"q": "400",
"ts": 1573165890854,
"bm": False
},
{
"seqnum": 144115191800070421,
"p": "0.06797",
"q": "341",
"ts": 1573166037845,
"bm": True
},
],
},
}
self.data_source._trading_pairs = ["BTC-USDT"]
url = re.escape(
f"{CONSTANTS.REST_URL}/{CONSTANTS.TRADES_PATH_URL}?symbol=")
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, body=json.dumps(mock_response))
results = self.ev_loop.run_until_complete(
self.data_source.get_last_traded_prices(
trading_pairs=[self.trading_pair],
api_factory=self.data_source._api_factory,
throttler=self.throttler))
self.assertEqual(results[self.trading_pair],
float(mock_response["data"]["data"][1]["p"]))
@aioresponses()
def test_get_order_book_http_error_raises_exception(self, api_mock):
mock_response = "ERROR WITH REQUEST"
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.DEPTH_PATH_URL}"
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, status=400, body=mock_response)
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_order_book_data(
trading_pair=self.trading_pair, throttler=self.throttler))
@aioresponses()
def test_get_order_book_resp_code_erro_raises_exception(self, api_mock):
mock_response = {
"code": 100001,
"reason": "INVALID_HTTP_INPUT",
"message": "Http request is invalid"
}
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.DEPTH_PATH_URL}"
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, body=json.dumps(mock_response))
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_order_book_data(
trading_pair=self.trading_pair, throttler=self.throttler))
@aioresponses()
def test_get_order_book_data_successful(self, api_mock):
mock_response = {
"code": 0,
"data": {
"m": "depth-snapshot",
"symbol": self.ex_trading_pair,
"data": {
"seqnum": 5068757,
"ts": 1573165838976,
"asks": [["0.06848", "4084.2"], ["0.0696", "15890.6"]],
"bids": [["0.06703", "13500"], ["0.06615", "24036.9"]],
},
},
}
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.DEPTH_PATH_URL}"
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, body=json.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_order_book_data(
trading_pair=self.trading_pair, throttler=self.throttler))
self.assertTrue(result.get("symbol") == self.ex_trading_pair)
@aioresponses()
def test_get_new_order_book(self, api_mock):
mock_response = {
"code": 0,
"data": {
"m": "depth-snapshot",
"symbol": "BTC/USDT",
"data": {
"seqnum": 5068757,
"ts": 1573165838976,
"asks": [["0.06848", "4084.2"], ["0.0696", "15890.6"]],
"bids": [["0.06703", "13500"], ["0.06615", "24036.9"]],
},
},
}
self.data_source._trading_pairs = ["BTC-USDT"]
# path_url = ascend_ex_utils.rest_api_path_for_endpoint(CONSTANTS.ORDER_BOOK_ENDPOINT, self.trading_pair)
url = re.escape(
f"{CONSTANTS.REST_URL}/{CONSTANTS.DEPTH_PATH_URL}?symbol=")
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, body=json.dumps(mock_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.get_new_order_book(self.trading_pair))
order_book = self.ev_loop.run_until_complete(self.listening_task)
bids = list(order_book.bid_entries())
asks = list(order_book.ask_entries())
self.assertEqual(2, len(bids))
self.assertEqual(0.06703, round(bids[0].price, 5))
self.assertEqual(13500, round(bids[0].amount, 1))
self.assertEqual(1573165838976, bids[0].update_id)
self.assertEqual(2, len(asks))
self.assertEqual(0.06848, round(asks[0].price, 5))
self.assertEqual(4084.2, round(asks[0].amount, 1))
self.assertEqual(1573165838976, asks[0].update_id)
@patch("aiohttp.client.ClientSession.ws_connect")
def test_subscribe_to_order_book_streams_raises_exception(
self, ws_connect_mock):
ws_connect_mock.side_effect = Exception("TEST ERROR")
with self.assertRaisesRegex(Exception, "TEST ERROR"):
self.async_run_with_timeout(
self.data_source._subscribe_to_order_book_streams())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to order book trading and delta streams..."
))
@patch("aiohttp.client.ClientSession.ws_connect")
def test_subscribe_to_order_book_streams_raises_cancel_exception(
self, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source._subscribe_to_order_book_streams())
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_subscribe_to_order_book_streams_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(
self.data_source._subscribe_to_order_book_streams())
self.assertTrue(
self._is_logged(
"INFO",
f"Subscribed to ['{self.trading_pair}'] orderbook trading and delta streams..."
))
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
stream_topics = [payload["ch"] for payload in sent_messages]
self.assertEqual(2, len(stream_topics))
self.assertTrue(
f"{self.data_source.DIFF_TOPIC_ID}:{self.ex_trading_pair}" in
stream_topics)
self.assertTrue(
f"{self.data_source.TRADE_TOPIC_ID}:{self.ex_trading_pair}" in
stream_topics)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_exception_raised_cancelled_when_connecting(
self, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_exception_raised_cancelled_when_subscribing(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_exception_raised_cancelled_when_listening(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscription_logs_exception(self, ws_connect_mock,
sleep_mock):
ws_connect_mock.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(
asyncio.CancelledError())
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_enqueues_diff_and_trade_messages(
self, ws_connect_mock):
diffs_queue = self.data_source._message_queue[
self.data_source.DIFF_TOPIC_ID]
trade_queue = self.data_source._message_queue[
self.data_source.TRADE_TOPIC_ID]
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add diff event message be processed
diff_response = {
"m": "depth",
"symbol": self.ex_trading_pair,
"data": {
"ts": 1573069021376,
"seqnum": 2097965,
"asks": [["0.06844", "10760"]],
"bids": [["0.06777", "562.4"], ["0.05", "221760.6"]],
},
}
# Add trade event message be processed
trade_response = {
"m":
"trades",
"symbol":
"BTC/USDT",
"data": [
{
"seqnum": 144115191800016553,
"p": "0.06762",
"q": "400",
"ts": 1573165890854,
"bm": False
},
{
"seqnum": 144115191800070421,
"p": "0.06797",
"q": "341",
"ts": 1573166037845,
"bm": True
},
],
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(diff_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(trade_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(1, diffs_queue.qsize())
self.assertEqual(1, trade_queue.qsize())
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diff_raises_cancel_exceptions(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(ev_loop=self.ev_loop,
output=queue))
with self.assertRaises(asyncio.CancelledError):
self.listening_task.cancel()
self.ev_loop.run_until_complete(self.listening_task)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_handle_ping_message(
self, ws_connect_mock):
# In AscendEx Ping message is sent as a aiohttp.WSMsgType.TEXT message
mock_response = {"m": "ping", "hp": 3}
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(mock_response),
message_type=aiohttp.WSMsgType.TEXT,
)
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_json = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertTrue(any(["pong" in str(payload) for payload in sent_json]))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.ascend_ex.ascend_ex_api_order_book_data_source.AscendExAPIOrderBookDataSource._sleep"
)
def test_listen_for_order_book_diff_logs_exception_parsing_message(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add incomplete diff event message be processed
diff_response = {"m": "depth", "symbol": "incomplete response"}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(diff_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(ev_loop=self.ev_loop,
output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with WebSocket connection. Retrying after 30 seconds..."
))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diff_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add diff event message be processed
diff_response = {
"m": "depth",
"symbol": self.ex_trading_pair,
"data": {
"ts": 1573069021376,
"seqnum": 2097965,
"asks": [["0.06844", "10760"]],
"bids": [["0.06777", "562.4"], ["0.05", "221760.6"]],
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(diff_response))
diffs_queue = self.data_source._message_queue[
self.data_source.DIFF_TOPIC_ID]
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(ev_loop=self.ev_loop,
output=output_queue))
order_book_message = self.async_run_with_timeout(output_queue.get())
self.assertTrue(diffs_queue.empty())
self.assertEqual(1573069021376, order_book_message.update_id)
self.assertEqual(1573069021376, order_book_message.timestamp)
self.assertEqual(0.06777, order_book_message.bids[0].price)
self.assertEqual(0.05, order_book_message.bids[1].price)
self.assertEqual(0.06844, order_book_message.asks[0].price)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades_raises_cancel_exceptions(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(ev_loop=self.ev_loop,
output=queue))
with self.assertRaises(asyncio.CancelledError):
self.listening_task.cancel()
self.ev_loop.run_until_complete(self.listening_task)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.ascend_ex.ascend_ex_api_order_book_data_source.AscendExAPIOrderBookDataSource._sleep"
)
def test_listen_for_trades_logs_exception_parsing_message(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add incomplete diff event message be processed
diff_response = {"m": "trades", "symbol": "incomplete response"}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(diff_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(ev_loop=self.ev_loop,
output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with WebSocket connection. Retrying after 30 seconds..."
))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add trade event message be processed
trade_response = {
"m":
"trades",
"symbol":
"BTC/USDT",
"data": [
{
"seqnum": 144115191800016553,
"p": "0.06762",
"q": "400",
"ts": 1573165890854,
"bm": False
},
{
"seqnum": 144115191800070421,
"p": "0.06797",
"q": "341",
"ts": 1573166037845,
"bm": True
},
],
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(trade_response))
trades_queue = self.data_source._message_queue[
self.data_source.DIFF_TOPIC_ID]
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(ev_loop=self.ev_loop,
output=output_queue))
first_trade_message = self.async_run_with_timeout(output_queue.get())
second_trade_message = self.async_run_with_timeout(output_queue.get())
self.assertTrue(trades_queue.empty())
self.assertEqual(1573165890854, first_trade_message.timestamp)
self.assertEqual(1573166037845, second_trade_message.timestamp)
@aioresponses()
def test_listen_for_order_book_snapshot_event(self, api_mock):
mock_response = {
"code": 0,
"data": {
"m": "depth-snapshot",
"symbol": self.ex_trading_pair,
"data": {
"seqnum": 5068757,
"ts": 1573165838976,
"asks": [["0.06848", "4084.2"], ["0.0696", "15890.6"]],
"bids": [["0.06703", "13500"], ["0.06615", "24036.9"]],
},
},
}
self.data_source._trading_pairs = ["BTC-USDT"]
# Add trade event message be processed
url = re.escape(
f"{CONSTANTS.REST_URL}/{CONSTANTS.DEPTH_PATH_URL}?symbol=")
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, body=json.dumps(mock_response))
order_book_messages = asyncio.Queue()
task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
ev_loop=self.ev_loop, output=order_book_messages))
order_book_message = self.ev_loop.run_until_complete(
order_book_messages.get())
try:
task.cancel()
self.ev_loop.run_until_complete(task)
except asyncio.CancelledError:
# The exception will happen when cancelling the task
pass
self.assertTrue(order_book_messages.empty())
self.assertEqual(1573165838976, order_book_message.update_id)
self.assertEqual(1573165838976, order_book_message.timestamp)
self.assertEqual(0.06703, order_book_message.bids[0].price)
self.assertEqual(0.06848, order_book_message.asks[0].price)
class BitmartAPIOrderBookDataSourceUnitTests(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 = f"{cls.base_asset}_{cls.quote_asset}"
@classmethod
def tearDownClass(cls) -> None:
for task in asyncio.all_tasks(loop=cls.ev_loop):
task.cancel()
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 tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
def _order_book_snapshot_example(self):
return {
"data": {
"timestamp":
1527777538000,
"buys": [
{
"amount": "4800.00",
"total": "4800.00",
"price": "0.000767",
"count": "1"
},
{
"amount": "99996475.79",
"total": "100001275.79",
"price": "0.000201",
"count": "1"
},
],
"sells": [
{
"amount": "100.00",
"total": "100.00",
"price": "0.007000",
"count": "1"
},
{
"amount": "6997.00",
"total": "7097.00",
"price": "1.000000",
"count": "1"
},
]
}
}
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)
@aioresponses()
def test_get_last_traded_prices(self, mock_get):
mock_response: Dict[Any] = {
"message": "OK",
"code": 1000,
"trace": "6e42c7c9-fdc5-461b-8fd1-b4e2e1b9ed57",
"data": {
"tickers": [{
"symbol":
"COINALPHA_HBOT",
"last_price":
"1.00",
"quote_volume_24h":
"201477650.88000",
"base_volume_24h":
"25186.48000",
"high_24h":
"8800.00",
"low_24h":
"1.00",
"open_24h":
"8800.00",
"close_24h":
"1.00",
"best_ask":
"0.00",
"best_ask_size":
"0.00000",
"best_bid":
"0.00",
"best_bid_size":
"0.00000",
"fluctuation":
"-0.9999",
"url":
"https://www.bitmart.com/trade?symbol=COINALPHA_HBOT"
}]
}
}
regex_url = re.compile(
f"{CONSTANTS.REST_URL}/{CONSTANTS.GET_LAST_TRADING_PRICES_PATH_URL}"
)
mock_get.get(regex_url, body=json.dumps(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], float("1.00"))
@aioresponses()
def test_get_new_order_book_successful(self, mock_get):
mock_response: Dict[str, Any] = self._order_book_snapshot_example()
regex_url = re.compile(
f"{CONSTANTS.REST_URL}/{CONSTANTS.GET_ORDER_BOOK_PATH_URL}")
mock_get.get(regex_url, body=json.dumps(mock_response))
results = self.ev_loop.run_until_complete(
asyncio.gather(
self.data_source.get_new_order_book(self.trading_pair)))
order_book: OrderBook = results[0]
self.assertTrue(type(order_book) == OrderBook)
self.assertEqual(order_book.snapshot_uid,
mock_response["data"]["timestamp"])
self.assertEqual(mock_response["data"]["timestamp"],
order_book.snapshot_uid)
bids = list(order_book.bid_entries())
asks = list(order_book.ask_entries())
self.assertEqual(2, len(bids))
self.assertEqual(float(mock_response["data"]["buys"][0]["price"]),
bids[0].price)
self.assertEqual(float(mock_response["data"]["buys"][0]["amount"]),
bids[0].amount)
self.assertEqual(mock_response["data"]["timestamp"], bids[0].update_id)
self.assertEqual(2, len(asks))
self.assertEqual(float(mock_response["data"]["sells"][0]["price"]),
asks[0].price)
self.assertEqual(float(mock_response["data"]["sells"][0]["amount"]),
asks[0].amount)
self.assertEqual(mock_response["data"]["timestamp"], asks[0].update_id)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {
"event":
"subscribe",
"table":
f"{CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME}:{self.ex_trading_pair}",
}
result_subscribe_diffs = {
"event":
"subscribe",
"table":
f"{CONSTANTS.PUBLIC_DEPTH_CHANNEL_NAME}:{self.ex_trading_pair}",
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_subscription_messages))
expected_trade_subscription = {
"op":
"subscribe",
"args":
[f"{CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME}:{self.ex_trading_pair}"]
}
self.assertEqual(expected_trade_subscription,
sent_subscription_messages[0])
expected_diff_subscription = {
"op":
"subscribe",
"args":
[f"{CONSTANTS.PUBLIC_DEPTH_CHANNEL_NAME}:{self.ex_trading_pair}"]
}
self.assertEqual(expected_diff_subscription,
sent_subscription_messages[1])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to public order book and trade channels..."))
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect")
def test_listen_for_subscriptions_raises_cancel_exception(
self, mock_ws, _):
mock_ws.side_effect = asyncio.CancelledError
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(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_logs_exception_details(
self, mock_ws, sleep_mock):
mock_ws.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = asyncio.CancelledError
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
def test_subscribe_channels_raises_cancel_exception(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
def test_subscribe_channels_raises_exception_and_logs_error(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = Exception("Test Error")
with self.assertRaises(Exception):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to order book trading and delta streams..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_compressed_messages_are_correctly_read(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {
"event":
"subscribe",
"table":
f"{CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME}:{self.ex_trading_pair}",
}
result_subscribe_diffs = {
"event":
"subscribe",
"table":
f"{CONSTANTS.PUBLIC_DEPTH_CHANNEL_NAME}:{self.ex_trading_pair}",
}
trade_event = {
"table":
CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME,
"data": [{
"symbol": self.ex_trading_pair,
"price": "162.12",
"side": "buy",
"size": "11.085",
"s_t": 1542337219
}, {
"symbol": self.ex_trading_pair,
"price": "163.12",
"side": "buy",
"size": "15",
"s_t": 1542337238
}]
}
compressed_trade_event = bitmart_utils.compress_ws_message(
json.dumps(trade_event))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=compressed_trade_event,
message_type=WSMsgType.BINARY)
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
trade_message = self.async_run_with_timeout(
self.data_source._message_queue[
self.data_source._trade_messages_queue_key].get())
self.assertEqual(trade_event, trade_message)
def test_listen_for_trades(self):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_queue = AsyncMock()
trade_event = {
"table":
CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME,
"data": [{
"symbol": self.ex_trading_pair,
"price": "162.12",
"side": "buy",
"size": "11.085",
"s_t": 1542337219
}, {
"symbol": self.ex_trading_pair,
"price": "163.12",
"side": "buy",
"size": "15",
"s_t": 1542337238
}]
}
mock_queue.get.side_effect = [trade_event, asyncio.CancelledError()]
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
trade1: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
trade2: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertTrue(msg_queue.empty())
self.assertEqual(1542337219, int(trade1.trade_id))
self.assertEqual(1542337238, int(trade2.trade_id))
def test_listen_for_trades_raises_cancelled_exception(self):
mock_queue = MagicMock()
mock_queue.get.side_effect = asyncio.CancelledError
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
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.async_run_with_timeout(self.listening_task)
def test_listen_for_trades_logs_exception(self):
incomplete_resp = {
"table": CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME,
"data": [{
"symbol": self.ex_trading_pair,
}]
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public trade updates from exchange"
))
def test_listen_for_order_book_diffs_successful(self):
mock_queue = AsyncMock()
snapshot_event = {
"table":
CONSTANTS.PUBLIC_DEPTH_CHANNEL_NAME,
"data": [{
"asks": [["161.96", "7.37567"]],
"bids": [["161.94", "4.552355"]],
"symbol": self.ex_trading_pair,
"ms_t": 1542337219120
}]
}
mock_queue.get.side_effect = [snapshot_event, asyncio.CancelledError]
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(OrderBookMessageType.SNAPSHOT, msg.type)
self.assertEqual(-1, msg.trade_id)
self.assertEqual(
int(snapshot_event["data"][0]["ms_t"]) * 1e-3, msg.timestamp)
expected_update_id = int(snapshot_event["data"][0]["ms_t"])
self.assertEqual(expected_update_id, msg.update_id)
bids = msg.bids
asks = msg.asks
self.assertEqual(1, len(bids))
self.assertEqual(float(snapshot_event["data"][0]["bids"][0][0]),
bids[0].price)
self.assertEqual(float(snapshot_event["data"][0]["bids"][0][1]),
bids[0].amount)
self.assertEqual(expected_update_id, bids[0].update_id)
self.assertEqual(1, len(asks))
self.assertEqual(float(snapshot_event["data"][0]["asks"][0][0]),
asks[0].price)
self.assertEqual(float(snapshot_event["data"][0]["asks"][0][1]),
asks[0].amount)
self.assertEqual(expected_update_id, asks[0].update_id)
def test_listen_for_order_book_snapshots_raises_cancelled_exception(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
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)
def test_listen_for_order_book_snapshots_logs_exception(self):
incomplete_resp = {
"table": CONSTANTS.PUBLIC_DEPTH_CHANNEL_NAME,
"data": [{
"symbol": self.ex_trading_pair,
"ms_t": 1542337219120
}]
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public order book updates from exchange"
))
class TestKucoinAPIUserStreamDataSource(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.api_key = "someKey"
cls.api_passphrase = "somePassPhrase"
cls.api_secret_key = "someSecretKey"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.mock_time_provider = MagicMock()
self.mock_time_provider.time.return_value = 1000
self.auth = 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)
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def _is_logged(self, log_level: str, message: str) -> bool:
return any(record.levelname == log_level and record.getMessage() == message
for record in self.log_records)
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout))
return ret
@staticmethod
def get_listen_key_mock():
listen_key = {
"code": "200000",
"data": {
"token": "someToken",
"instanceServers": [
{
"endpoint": "wss://someEndpoint",
"encrypt": True,
"protocol": "websocket",
"pingInterval": 18000,
"pingTimeout": 10000,
}
]
}
}
return listen_key
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch("hummingbot.connector.exchange.kucoin.kucoin_web_utils.next_message_id")
def test_listen_for_user_stream_subscribes_to_orders_and_balances_events(self, mock_api, id_mock, ws_connect_mock):
id_mock.side_effect = [1, 2]
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
resp = {
"code": "200000",
"data": {
"instanceServers": [
{
"endpoint": "wss://test.url/endpoint",
"protocol": "websocket",
"encrypt": True,
"pingInterval": 50000,
"pingTimeout": 10000
}
],
"token": "testToken"
}
}
mock_api.post(url, body=json.dumps(resp))
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
result_subscribe_trades = {
"type": "ack",
"id": 1
}
result_subscribe_diffs = {
"type": "ack",
"id": 2
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_subscription_messages))
expected_orders_subscription = {
"id": 1,
"type": "subscribe",
"topic": "/spotMarket/tradeOrders",
"privateChannel": True,
"response": False
}
self.assertEqual(expected_orders_subscription, sent_subscription_messages[0])
expected_balances_subscription = {
"id": 2,
"type": "subscribe",
"topic": "/account/balance",
"privateChannel": True,
"response": False
}
self.assertEqual(expected_balances_subscription, sent_subscription_messages[1])
self.assertTrue(self._is_logged(
"INFO",
"Subscribed to private order changes and balance updates channels..."
))
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_get_listen_key_successful_with_user_update_event(self, mock_api, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_response = self.get_listen_key_mock()
mock_api.post(regex_url, body=json.dumps(mock_response))
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
order_event = {
"type": "message",
"topic": "/spotMarket/tradeOrders",
"subject": "orderChange",
"channelType": "private",
"data": {
"symbol": "KCS-USDT",
"orderType": "limit",
"side": "buy",
"orderId": "5efab07953bdea00089965d2",
"type": "open",
"orderTime": 1593487481683297666,
"size": "0.1",
"filledSize": "0",
"price": "0.937",
"clientOid": "1593487481000906",
"remainSize": "0.1",
"status": "open",
"ts": 1593487481683297666
}
}
self.mocking_assistant.add_websocket_aiohttp_message(mock_ws.return_value, json.dumps(order_event))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue)
)
msg = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(order_event, msg)
mock_ws.return_value.ping.assert_called()
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_pong_payload(self, mock_api, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_response = self.get_listen_key_mock()
mock_pong = {
"id": "1545910590801",
"type": "pong"
}
mock_api.post(regex_url, body=json.dumps(mock_response))
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(mock_ws.return_value, json.dumps(mock_pong))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue)
)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch("hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep")
def test_listen_for_user_stream_connection_failed(self, mock_api, sleep_mock, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_response = self.get_listen_key_mock()
mock_api.post(regex_url, body=json.dumps(mock_response))
mock_ws.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = asyncio.CancelledError # to finish the task execution
msg_queue = asyncio.Queue()
try:
self.async_run_with_timeout(self.data_source.listen_for_user_stream(msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged("ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."))
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch("hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep")
def test_listen_for_user_stream_iter_message_throws_exception(self, mock_api, sleep_mock, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_response = self.get_listen_key_mock()
mock_api.post(regex_url, body=json.dumps(mock_response))
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.receive.side_effect = Exception("TEST ERROR")
sleep_mock.side_effect = asyncio.CancelledError # to finish the task execution
try:
self.async_run_with_timeout(self.data_source.listen_for_user_stream(msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."))
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch("hummingbot.connector.exchange.kucoin.kucoin_web_utils.next_message_id")
@patch("hummingbot.connector.exchange.kucoin.kucoin_api_user_stream_data_source.KucoinAPIUserStreamDataSource"
"._time")
def test_listen_for_user_stream_sends_ping_message_before_ping_interval_finishes(
self,
mock_api,
time_mock,
id_mock,
ws_connect_mock):
id_mock.side_effect = [1, 2, 3, 4]
time_mock.side_effect = [1000, 1100, 1101, 1102] # Simulate first ping interval is already due
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
resp = {
"code": "200000",
"data": {
"instanceServers": [
{
"endpoint": "wss://test.url/endpoint",
"protocol": "websocket",
"encrypt": True,
"pingInterval": 20000,
"pingTimeout": 10000
}
],
"token": "testToken"
}
}
mock_api.post(url, body=json.dumps(resp))
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
result_subscribe_trades = {
"type": "ack",
"id": 1
}
result_subscribe_diffs = {
"type": "ack",
"id": 2
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
expected_ping_message = {
"id": 3,
"type": "ping",
}
self.assertEqual(expected_ping_message, sent_messages[-1])
class BitmartAPIUserStreamDataSourceTests(unittest.TestCase):
# the level is required to receive logs from the data source logger
level = 0
@classmethod
def setUpClass(cls) -> None:
super().setUpClass()
cls.ev_loop = asyncio.get_event_loop()
cls.base_asset = "COINALPHA"
cls.quote_asset = "HBOT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
cls.ex_trading_pair = f"{cls.base_asset}_{cls.quote_asset}"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.client_config_map = ClientConfigAdapter(ClientConfigMap())
self.time_synchronizer = MagicMock()
self.time_synchronizer.time.return_value = 1640001112.223
self.auth = BitmartAuth(api_key="test_api_key",
secret_key="test_secret_key",
memo="test_memo",
time_provider=self.time_synchronizer)
self.connector = BitmartExchange(
client_config_map=self.client_config_map,
bitmart_api_key="test_api_key",
bitmart_secret_key="test_secret_key",
bitmart_memo="test_memo",
trading_pairs=[self.trading_pair],
trading_required=False,
)
self.connector._web_assistants_factory._auth = self.auth
self.data_source = BitmartAPIUserStreamDataSource(
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)
self.connector._set_trading_pair_symbol_map(
bidict({self.ex_trading_pair: self.trading_pair}))
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
def _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
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_subscribes_to_orders_events(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
successful_login_response = {"event": "login"}
result_subscribe_orders = {
"event": "subscribe",
"topic": CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME,
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(successful_login_response))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_orders))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_messages))
expected_login = {
"op":
"login",
"args": [
"test_api_key",
str(int(self.time_synchronizer.time() * 1e3)),
"f0f176c799346a7730c9c237a09d14742971f3ab59848dde75ef1ac95b04c4e5"
] # noqa: mock
}
self.assertEqual(expected_login, sent_messages[0])
expected_orders_subscription = {
"op":
"subscribe",
"args": [
f"{CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME}:{self.ex_trading_pair}"
]
}
self.assertEqual(expected_orders_subscription, sent_messages[1])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to private account and orders channels..."))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_logs_error_when_login_fails(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
erroneous_login_response = {"event": "login", "errorCode": "4001"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(erroneous_login_response))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
"Error authenticating the private websocket connection"))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_invalid_payload(
self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(successful_login_response))
event_without_data = {
"table": CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(event_without_data))
event_without_table = {
"data": [{
"symbol": self.ex_trading_pair,
"side": "buy",
"type": "market",
"notional": "",
"size": "1.0000000000",
"ms_t": "1609926028000",
"price": "46100.0000000000",
"filled_notional": "46100.0000000000",
"filled_size": "1.0000000000",
"margin_trading": "0",
"state": "4",
"order_id": "2147857398",
"order_type": "0",
"last_fill_time": "1609926039226",
"last_fill_price": "46100.00000",
"last_fill_count": "1.00000",
"exec_type": "M",
"detail_id": "256348632",
"client_order_id": "order4872191"
}],
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(event_without_table))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep"
)
def test_listen_for_user_stream_connection_failed(self, sleep_mock,
mock_ws):
mock_ws.side_effect = Exception("TEST ERROR")
sleep_mock.side_effect = asyncio.CancelledError
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_initialization(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(messages))
self.ev_loop.run_until_complete(self.listening_task)
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_authentication(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(messages))
self.ev_loop.run_until_complete(self.listening_task)
def test_subscribe_channels_raises_cancel_exception(self):
ws_assistant = AsyncMock()
ws_assistant.send.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(ws_assistant))
self.ev_loop.run_until_complete(self.listening_task)
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep"
)
def test_listening_process_logs_exception_during_events_subscription(
self, sleep_mock, mock_ws):
self.connector._set_trading_pair_symbol_map({})
messages = asyncio.Queue()
sleep_mock.side_effect = asyncio.CancelledError
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps({"event": "login"}))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(messages))
try:
self.async_run_with_timeout(self.listening_task, timeout=3)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to order book trading and delta streams..."
))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_processes_order_event(self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(successful_login_response))
order_event = {
"data": [{
"symbol": self.ex_trading_pair,
"side": "buy",
"type": "market",
"notional": "",
"size": "1.0000000000",
"ms_t": "1609926028000",
"price": "46100.0000000000",
"filled_notional": "46100.0000000000",
"filled_size": "1.0000000000",
"margin_trading": "0",
"state": "4",
"order_id": "2147857398",
"order_type": "0",
"last_fill_time": "1609926039226",
"last_fill_price": "46100.00000",
"last_fill_count": "1.00000",
"exec_type": "M",
"detail_id": "256348632",
"client_order_id": "order4872191"
}],
"table":
CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(order_event))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(1, msg_queue.qsize())
order_event_message = msg_queue.get_nowait()
self.assertEqual(order_event, order_event_message)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_processes_compressed_order_event(
self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(successful_login_response))
order_event = {
"data": [{
"symbol": self.ex_trading_pair,
"side": "buy",
"type": "market",
"notional": "",
"size": "1.0000000000",
"ms_t": "1609926028000",
"price": "46100.0000000000",
"filled_notional": "46100.0000000000",
"filled_size": "1.0000000000",
"margin_trading": "0",
"state": "4",
"order_id": "2147857398",
"order_type": "0",
"last_fill_time": "1609926039226",
"last_fill_price": "46100.00000",
"last_fill_count": "1.00000",
"exec_type": "M",
"detail_id": "256348632",
"client_order_id": "order4872191"
}],
"table":
CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=bitmart_utils.compress_ws_message(json.dumps(order_event)),
message_type=WSMsgType.BINARY)
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(1, msg_queue.qsize())
order_event_message = msg_queue.get_nowait()
self.assertEqual(order_event, order_event_message)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_logs_details_for_order_event_with_errors(
self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(successful_login_response))
order_event = {
"errorCode":
"4001",
"errorMessage":
"Error",
"data": [{
"symbol": self.ex_trading_pair,
"side": "buy",
"type": "market",
"notional": "",
"size": "1.0000000000",
"ms_t": "1609926028000",
"price": "46100.0000000000",
"filled_notional": "46100.0000000000",
"filled_size": "1.0000000000",
"margin_trading": "0",
"state": "4",
"order_id": "2147857398",
"order_type": "0",
"last_fill_time": "1609926039226",
"last_fill_price": "46100.00000",
"last_fill_count": "1.00000",
"exec_type": "M",
"detail_id": "256348632",
"client_order_id": "order4872191"
}],
"table":
CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(order_event))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_logs_details_for_invalid_event_message(
self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(successful_login_response))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message="invalid message content")
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
self.assertTrue(
self._is_logged(
"WARNING",
"Invalid event message received through the order book data source connection (invalid message content)"
))
class HuobiAPIUserStreamDataSourceTests(unittest.TestCase):
# logging.Level required to receive logs from the data source logger
level = 0
@classmethod
def setUpClass(cls) -> None:
super().setUpClass()
cls.auth = HuobiAuth("somKey", "someSecretKey")
cls.ev_loop = asyncio.get_event_loop()
for task in asyncio.all_tasks(loop=cls.ev_loop):
task.cancel()
@classmethod
def tearDownClass(cls) -> None:
for task in asyncio.all_tasks(loop=cls.ev_loop):
task.cancel()
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 tearDown(self) -> None:
for task in self.async_tasks:
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
def test_get_ws_assistant(self):
data_source = HuobiAPIUserStreamDataSource(self.auth)
self.assertIsNone(data_source._ws_assistant)
initial_ws_assistant = self.async_run_with_timeout(
data_source._get_ws_assistant())
self.assertIsNotNone(data_source._ws_assistant)
self.assertIsInstance(initial_ws_assistant, WSAssistant)
subsequent_ws_assistant = self.async_run_with_timeout(
data_source._get_ws_assistant())
self.assertEqual(initial_ws_assistant, subsequent_ws_assistant)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_authenticate_client_raises_cancelled(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = asyncio.CancelledError
# Initialise WSAssistant and assume connected to websocket server
self.async_run_with_timeout(self.data_source._get_ws_assistant())
self.async_run_with_timeout(
self.data_source._ws_assistant.connect(CONSTANTS.WS_PRIVATE_URL))
self.assertIsNotNone(self.data_source._ws_assistant)
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source._authenticate_client())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_authenticate_client_logs_exception(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Initialise WSAssistant and assume connected to websocket server
self.async_run_with_timeout(self.data_source._get_ws_assistant())
self.async_run_with_timeout(
self.data_source._ws_assistant.connect(CONSTANTS.WS_PRIVATE_URL))
self.assertIsNotNone(self.data_source._ws_assistant)
ws_connect_mock.return_value.send_json.side_effect = Exception(
"TEST ERROR")
with self.assertRaisesRegex(Exception, "TEST ERROR"):
self.async_run_with_timeout(
self.data_source._authenticate_client())
self._is_logged(
"ERROR",
"Error occurred authenticating websocket connection... Error: TEST ERROR"
)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_authenticate_client_failed(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Initialise WSAssistant and assume connected to websocket server
self.async_run_with_timeout(self.data_source._get_ws_assistant())
self.async_run_with_timeout(
self.data_source._ws_assistant.connect(CONSTANTS.WS_PRIVATE_URL))
self.assertIsNotNone(self.data_source._ws_assistant)
error_auth_response = {
"action": "req",
"code": 0,
"TEST_ERROR": "ERROR WITH AUTHENTICATION"
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(error_auth_response))
with self.assertRaisesRegex(ValueError,
"User Stream Authentication Fail!"):
self.async_run_with_timeout(
self.data_source._authenticate_client())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_authenticate_client_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Initialise WSAssistant and assume connected to websocket server
self.async_run_with_timeout(self.data_source._get_ws_assistant())
self.async_run_with_timeout(
self.data_source._ws_assistant.connect(CONSTANTS.WS_PRIVATE_URL))
self.assertIsNotNone(self.data_source._ws_assistant)
successful_auth_response = {
"action": "req",
"code": 200,
"ch": "auth",
"data": {}
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_auth_response))
result = self.async_run_with_timeout(
self.data_source._authenticate_client())
self.assertIsNone(result)
self._is_logged("INFO", "Successfully authenticated to user...")
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_subscribe_channels_raises_cancelled(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = asyncio.CancelledError
# Initialise WSAssistant and assume connected to websocket server
self.async_run_with_timeout(self.data_source._get_ws_assistant())
self.async_run_with_timeout(
self.data_source._ws_assistant.connect(CONSTANTS.WS_PRIVATE_URL))
self.assertIsNotNone(self.data_source._ws_assistant)
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source._subscribe_channels(
websocket_assistant=self.data_source._ws_assistant))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_subscribe_channels_subscribe_topic_fail(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Initialise WSAssistant and assume connected to websocket server
self.async_run_with_timeout(self.data_source._get_ws_assistant())
self.async_run_with_timeout(
self.data_source._ws_assistant.connect(CONSTANTS.WS_PRIVATE_URL))
self.assertIsNotNone(self.data_source._ws_assistant)
error_sub_response = {
"action": "sub",
"code": 0,
"TEST_ERROR": "ERROR SUBSCRIBING TO USER STREAM TOPIC"
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(error_sub_response))
with self.assertRaisesRegex(ValueError,
"Error subscribing to topic: "):
self.async_run_with_timeout(
self.data_source._subscribe_channels(
websocket_assistant=self.data_source._ws_assistant))
self._is_logged(
"ERROR",
f"Cannot subscribe to user stream topic: {CONSTANTS.HUOBI_ORDER_UPDATE_TOPIC}"
)
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to private user streams...")
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_subscribe_channels_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Initialise WSAssistant and assume connected to websocket server
self.async_run_with_timeout(self.data_source._get_ws_assistant())
self.async_run_with_timeout(
self.data_source._ws_assistant.connect(CONSTANTS.WS_PRIVATE_URL))
self.assertIsNotNone(self.data_source._ws_assistant)
successful_sub_trades_response = {
"action": "sub",
"code": 200,
"ch": "trade.clearing#*",
"data": {}
}
successful_sub_order_response = {
"action": "sub",
"code": 200,
"ch": "orders#*",
"data": {}
}
successful_sub_account_response = {
"action": "sub",
"code": 200,
"ch": "accounts.update#2",
"data": {}
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_trades_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_order_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_account_response))
result = self.async_run_with_timeout(
self.data_source._subscribe_channels(
websocket_assistant=self.data_source._ws_assistant))
self.assertIsNone(result)
subscription_requests_sent = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
expected_orders_channel_subscription = {
"action": "sub",
"ch": "orders#*"
}
self.assertIn(expected_orders_channel_subscription,
subscription_requests_sent)
expected_accounts_channel_subscription = {
"action": "sub",
"ch": "accounts.update#2"
}
self.assertIn(expected_accounts_channel_subscription,
subscription_requests_sent)
expected_trades_channel_subscription = {
"action": "sub",
"ch": "trade.clearing#*"
}
self.assertIn(expected_trades_channel_subscription,
subscription_requests_sent)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.huobi.huobi_api_user_stream_data_source.HuobiAPIUserStreamDataSource._sleep"
)
def test_listen_for_user_stream_raises_cancelled_error(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.side_effect = asyncio.CancelledError
msg_queue = asyncio.Queue()
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_user_stream(msg_queue))
self.assertEqual(0, msg_queue.qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.huobi.huobi_api_user_stream_data_source.HuobiAPIUserStreamDataSource._sleep"
)
def test_listen_for_user_stream_logs_exception(self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
successful_auth_response = {
"action": "req",
"code": 200,
"ch": "auth",
"data": {}
}
successful_sub_trades_response = {
"action": "sub",
"code": 200,
"ch": "trade.clearing#*",
"data": {}
}
successful_sub_order_response = {
"action": "sub",
"code": 200,
"ch": "orders#*",
"data": {}
}
successful_sub_account_response = {
"action": "sub",
"code": 200,
"ch": "accounts.update#2",
"data": {}
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_auth_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_trades_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_order_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_account_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.CLOSE)
msg_queue = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(0, msg_queue.qsize())
self._is_logged(
"ERROR",
"Unexpected error with Huobi WebSocket connection. Retrying after 30 seconds..."
)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.huobi.huobi_api_user_stream_data_source.HuobiAPIUserStreamDataSource._sleep"
)
def test_listen_for_user_stream_handle_ping(self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
successful_auth_response = {
"action": "req",
"code": 200,
"ch": "auth",
"data": {}
}
successful_sub_trades_response = {
"action": "sub",
"code": 200,
"ch": "trade.clearing#*",
"data": {}
}
successful_sub_order_response = {
"action": "sub",
"code": 200,
"ch": "orders#*",
"data": {}
}
successful_sub_account_response = {
"action": "sub",
"code": 200,
"ch": "accounts.update#2",
"data": {}
}
ping_response = {"action": "ping", "data": {"ts": 1637553193021}}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_auth_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_trades_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_order_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_account_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, message=json.dumps(ping_response))
msg_queue = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(0, msg_queue.qsize())
sent_json = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertTrue(any(["pong" in str(payload) for payload in sent_json]))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.huobi.huobi_api_user_stream_data_source.HuobiAPIUserStreamDataSource._sleep"
)
def test_listen_for_user_stream_enqueues_updates(self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
successful_auth_response = {
"action": "req",
"code": 200,
"ch": "auth",
"data": {}
}
successful_sub_trades_response = {
"action": "sub",
"code": 200,
"ch": "trade.clearing#*",
"data": {}
}
successful_sub_order_response = {
"action": "sub",
"code": 200,
"ch": "orders#*",
"data": {}
}
successful_sub_account_response = {
"action": "sub",
"code": 200,
"ch": "accounts.update#2",
"data": {}
}
ping_response = {"action": "ping", "data": {"ts": 1637553193021}}
order_update_response = {
"action": "push",
"ch": "orders#",
"data": {
"execAmt": "0",
"lastActTime": 1637553210074,
"orderSource": "spot-api",
"remainAmt": "0.005",
"orderPrice": "4122.62",
"orderSize": "0.005",
"symbol": "ethusdt",
"orderId": 414497810678464,
"orderStatus": "canceled",
"eventType": "cancellation",
"clientOrderId": "AAc484720a-buy-ETH-USDT-1637553180003697",
"type": "buy-limit-maker",
},
}
account_update_response = {
"action": "push",
"ch": "accounts.update#2",
"data": {
"currency": "usdt",
"accountId": 15026496,
"balance": "100",
"available": "100",
"changeType": "order.cancel",
"accountType": "trade",
"seqNum": 117,
"changeTime": 1637553210076,
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_auth_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_trades_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_order_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(successful_sub_account_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, message=json.dumps(ping_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(order_update_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps(account_update_response))
msg_queue = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(2, msg_queue.qsize())
class WSConnectionTest(unittest.TestCase):
@classmethod
def setUpClass(cls) -> None:
super().setUpClass()
cls.ev_loop = asyncio.get_event_loop()
cls.ws_url = "ws://some/url"
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
self.client_session = aiohttp.ClientSession()
self.ws_connection = WSConnection(self.client_session)
self.async_tasks: List[asyncio.Task] = []
def tearDown(self) -> None:
self.ws_connection.disconnect()
self.client_session.close()
for task in self.async_tasks:
task.cancel()
super().tearDown()
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_connect_and_disconnect(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.assertFalse(self.ws_connection.connected)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.assertTrue(self.ws_connection.connected)
self.async_run_with_timeout(self.ws_connection.disconnect())
self.assertFalse(self.ws_connection.connected)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_attempt_to_connect_second_time_raises(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
with self.assertRaises(RuntimeError) as e:
self.async_run_with_timeout(self.ws_connection.connect(
self.ws_url))
self.assertEqual("WS is connected.", str(e.exception))
def test_send_when_disconnected_raises(self):
request = WSJSONRequest(payload={"one": 1})
with self.assertRaises(RuntimeError) as e:
self.async_run_with_timeout(self.ws_connection.send(request))
self.assertEqual("WS is not connected.", str(e.exception))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_send(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
request = WSJSONRequest(payload={"one": 1})
self.async_run_with_timeout(self.ws_connection.send(request))
json_msgs = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertEqual(1, len(json_msgs))
self.assertEqual(request.payload, json_msgs[0])
def test_receive_when_disconnected_raises(self):
with self.assertRaises(RuntimeError) as e:
self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual("WS is not connected.", str(e.exception))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_raises_on_timeout(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
def raise_timeout(*_, **__):
raise asyncio.TimeoutError
ws_connect_mock.return_value.receive.side_effect = raise_timeout
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
with self.assertRaises(asyncio.TimeoutError) as e:
self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual("Message receive timed out.", str(e.exception))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
data = {"one": 1}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, message=json.dumps(data))
self.assertEqual(0, self.ws_connection.last_recv_time)
response = self.async_run_with_timeout(self.ws_connection.receive())
self.assertIsInstance(response, WSResponse)
self.assertEqual(data, response.data)
self.assertNotEqual(0, self.ws_connection.last_recv_time)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_disconnects_and_raises_on_aiohttp_closed(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.close_code = 1111
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.CLOSED)
with self.assertRaises(ConnectionError) as e:
self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual(
"The WS connection was closed unexpectedly. Close code = 1111 msg data: ",
str(e.exception))
self.assertFalse(self.ws_connection.connected)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_disconnects_and_raises_on_aiohttp_close(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.close_code = 1111
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.CLOSE)
with self.assertRaises(ConnectionError) as e:
self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual(
"The WS connection was closed unexpectedly. Close code = 1111 msg data: ",
str(e.exception))
self.assertFalse(self.ws_connection.connected)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_ignores_aiohttp_close_msg_if_disconnect_called(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.CLOSED)
prev_side_effect = ws_connect_mock.return_value.receive.side_effect
async def disconnect_on_side_effect(*args, **kwargs):
await self.ws_connection.disconnect()
return await prev_side_effect(*args, **kwargs)
ws_connect_mock.return_value.receive.side_effect = disconnect_on_side_effect
response = self.async_run_with_timeout(self.ws_connection.receive())
self.assertFalse(self.ws_connection.connected)
self.assertIsNone(response)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_ignores_ping(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.PING)
data = {"one": 1}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, message=json.dumps(data))
response = self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual(data, response.data)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_sends_pong_on_ping(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.PING)
receive_task = self.ev_loop.create_task(self.ws_connection.receive())
self.async_tasks.append(receive_task)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
ws_connect_mock.return_value.pong.assert_called()
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_ping_updates_last_recv_time(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.PING)
receive_task = self.ev_loop.create_task(self.ws_connection.receive())
self.async_tasks.append(receive_task)
self.assertEqual(0, self.ws_connection.last_recv_time)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertNotEqual(0, self.ws_connection.last_recv_time)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_ignores_pong(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.PONG)
data = {"one": 1}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, message=json.dumps(data))
response = self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual(data, response.data)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_pong_updates_last_recv_time(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.PONG)
receive_task = self.ev_loop.create_task(self.ws_connection.receive())
self.async_tasks.append(receive_task)
self.assertEqual(0, self.ws_connection.last_recv_time)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertNotEqual(0, self.ws_connection.last_recv_time)
class BybitPerpetualUserStreamDataSourceTests(TestCase):
# the level is required to receive logs from the data source loger
level = 0
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 tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
if self.data_source._session is not None:
asyncio.get_event_loop().run_until_complete(
self.data_source._session.close())
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 _authentication_response(self, authenticated: bool) -> str:
request = {
"op": "auth",
"args": ['testAPIKey', 'testExpires', 'testSignature']
}
message = {
"success": authenticated,
"ret_msg": "",
"conn_id": "testConnectionID",
"request": request
}
return message
def _subscription_response(self, subscribed: bool,
subscription: str) -> str:
request = {"op": "subscribe", "args": [subscription]}
message = {
"success": subscribed,
"ret_msg": "",
"conn_id": "testConnectionID",
"request": request
}
return message
def _raise_exception(self, exception_class):
raise exception_class
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_authenticates_and_subscribes_to_events(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
initial_last_recv_time = self.data_source.last_recv_time
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source._listen_for_user_stream_on_url(
"test_url", messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value, self._authentication_response(True))
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
self._subscription_response(
True, CONSTANTS.WS_SUBSCRIPTION_POSITIONS_ENDPOINT_NAME))
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
self._subscription_response(
True, CONSTANTS.WS_SUBSCRIPTION_ORDERS_ENDPOINT_NAME))
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
self._subscription_response(
True, CONSTANTS.WS_SUBSCRIPTION_EXECUTIONS_ENDPOINT_NAME))
# Add a dummy message for the websocket to read and include in the "messages" queue
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value, json.dumps('dummyMessage'))
asyncio.get_event_loop().run_until_complete(messages.get())
self.assertTrue(
self._is_logged('INFO', "Authenticating to User Stream..."))
self.assertTrue(
self._is_logged('INFO',
"Successfully authenticated to User Stream."))
self.assertTrue(
self._is_logged(
'INFO',
"Successful subscription to the topic ['position'] on test_url"
))
self.assertTrue(
self._is_logged(
"INFO",
"Successful subscription to the topic ['order'] on test_url"))
self.assertTrue(
self._is_logged(
"INFO",
"Successful subscription to the topic ['execution'] on test_url"
))
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertEqual(4, len(sent_messages))
authentication_request = sent_messages[0]
subscription_positions_request = sent_messages[1]
subscription_orders_request = sent_messages[2]
subscription_executions_request = sent_messages[3]
self.assertEqual(
CONSTANTS.WS_AUTHENTICATE_USER_ENDPOINT_NAME,
BybitPerpetualWebSocketAdaptor.endpoint_from_message(
authentication_request))
self.assertEqual(
CONSTANTS.WS_SUBSCRIPTION_POSITIONS_ENDPOINT_NAME,
BybitPerpetualWebSocketAdaptor.endpoint_from_message(
subscription_positions_request))
self.assertEqual(
CONSTANTS.WS_SUBSCRIPTION_ORDERS_ENDPOINT_NAME,
BybitPerpetualWebSocketAdaptor.endpoint_from_message(
subscription_orders_request))
self.assertEqual(
CONSTANTS.WS_SUBSCRIPTION_EXECUTIONS_ENDPOINT_NAME,
BybitPerpetualWebSocketAdaptor.endpoint_from_message(
subscription_executions_request))
subscription_positions_payload = BybitPerpetualWebSocketAdaptor.payload_from_message(
subscription_positions_request)
expected_payload = {"op": "subscribe", "args": ["position"]}
self.assertEqual(expected_payload, subscription_positions_payload)
subscription_orders_payload = BybitPerpetualWebSocketAdaptor.payload_from_message(
subscription_orders_request)
expected_payload = {"op": "subscribe", "args": ["order"]}
self.assertEqual(expected_payload, subscription_orders_payload)
subscription_executions_payload = BybitPerpetualWebSocketAdaptor.payload_from_message(
subscription_executions_request)
expected_payload = {"op": "subscribe", "args": ["execution"]}
self.assertEqual(expected_payload, subscription_executions_payload)
self.assertGreater(self.data_source.last_recv_time,
initial_last_recv_time)
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_fails_when_authentication_fails(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Make the close function raise an exception to finish the execution
ws_connect_mock.return_value.close.side_effect = lambda: self._raise_exception(
Exception)
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value, self._authentication_response(False))
try:
asyncio.get_event_loop().run_until_complete(self.listening_task)
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR", "Error occurred when authenticating to user stream "
"(Could not authenticate websocket connection with Bybit Perpetual)"
))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with Bybit Perpetual WebSocket connection on"
" wss://stream.bybit.com/realtime_private. Retrying in 30 seconds. "
"(Could not authenticate websocket connection with Bybit Perpetual)"
))
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_initialization(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
asyncio.get_event_loop().run_until_complete(self.listening_task)
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_authentication(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(asyncio.CancelledError)
if CONSTANTS.WS_AUTHENTICATE_USER_ENDPOINT_NAME in sent_message[
"op"] else self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value, sent_message))
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
asyncio.get_event_loop().run_until_complete(self.listening_task)
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_positions_subscription(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(asyncio.CancelledError) if CONSTANTS.
WS_SUBSCRIPTION_POSITIONS_ENDPOINT_NAME in sent_message[
"args"] else self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value, sent_message))
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
self._authentication_response(True))
asyncio.get_event_loop().run_until_complete(self.listening_task)
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_orders_subscription(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(asyncio.CancelledError)
if CONSTANTS.WS_SUBSCRIPTION_ORDERS_ENDPOINT_NAME in sent_message[
"args"] else self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value, sent_message))
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
self._authentication_response(True))
asyncio.get_event_loop().run_until_complete(self.listening_task)
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_executions_subscription(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(asyncio.CancelledError) if CONSTANTS.
WS_SUBSCRIPTION_EXECUTIONS_ENDPOINT_NAME in sent_message[
"args"] else self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value, sent_message))
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
self._authentication_response(True))
asyncio.get_event_loop().run_until_complete(self.listening_task)
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_logs_exception_details_during_initialization(
self, ws_connect_mock):
ws_connect_mock.side_effect = Exception
with self.assertRaises(Exception):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source._create_websocket_connection("test_url"))
asyncio.get_event_loop().run_until_complete(self.listening_task)
self.assertTrue(
self._is_logged(
"NETWORK",
"Unexpected error occurred during bybit_perpetual WebSocket Connection on test_url ()"
))
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_logs_exception_details_during_authentication(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(Exception)
if CONSTANTS.WS_AUTHENTICATE_USER_ENDPOINT_NAME in sent_message[
"op"] else self.mocking_assistant.add_websocket_json_message(
sent_message))
# Make the close function raise an exception to finish the execution
ws_connect_mock.return_value.close.side_effect = lambda: self._raise_exception(
Exception)
try:
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
asyncio.get_event_loop().run_until_complete(self.listening_task)
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Error occurred when authenticating to user stream ()"))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with Bybit Perpetual WebSocket connection on"
" wss://stream.bybit.com/realtime_private. Retrying in 30 seconds. ()"
))
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_logs_exception_during_positions_subscription(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(Exception) if CONSTANTS.
WS_SUBSCRIPTION_POSITIONS_ENDPOINT_NAME in sent_message[
"args"] else self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value, sent_message))
# Make the close function raise an exception to finish the execution
ws_connect_mock.return_value.close.side_effect = lambda: self._raise_exception(
Exception)
try:
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
self._authentication_response(True))
asyncio.get_event_loop().run_until_complete(self.listening_task)
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Error occurred subscribing to bybit_perpetual private channels ()"
))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with Bybit Perpetual WebSocket connection on"
" wss://stream.bybit.com/realtime_private. Retrying in 30 seconds. ()"
))
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_logs_exception_during_orders_subscription(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(Exception)
if CONSTANTS.WS_SUBSCRIPTION_ORDERS_ENDPOINT_NAME in sent_message[
"args"] else self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value, sent_message))
# Make the close function raise an exception to finish the execution
ws_connect_mock.return_value.close.side_effect = lambda: self._raise_exception(
Exception)
try:
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
self._authentication_response(True))
asyncio.get_event_loop().run_until_complete(self.listening_task)
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Error occurred subscribing to bybit_perpetual private channels ()"
))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with Bybit Perpetual WebSocket connection on"
" wss://stream.bybit.com/realtime_private. Retrying in 30 seconds. ()"
))
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_logs_exception_during_executions_subscription(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(Exception) if CONSTANTS.
WS_SUBSCRIPTION_EXECUTIONS_ENDPOINT_NAME in sent_message[
"args"] else self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value, sent_message))
# Make the close function raise an exception to finish the execution
ws_connect_mock.return_value.close.side_effect = lambda: self._raise_exception(
Exception)
try:
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
self._authentication_response(True))
asyncio.get_event_loop().run_until_complete(self.listening_task)
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Error occurred subscribing to bybit_perpetual private channels ()"
))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with Bybit Perpetual WebSocket connection on"
" wss://stream.bybit.com/realtime_private. Retrying in 30 seconds. ()"
))
class TestKucoinAPIOrderBookDataSource(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.ws_endpoint = "ws://someEndpoint"
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 tearDown(self) -> None:
self.async_task and self.async_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def _is_logged(self, log_level: str, message: str) -> bool:
return any(
record.levelname == log_level and record.getMessage() == message
for record in self.log_records)
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
@staticmethod
def get_snapshot_mock() -> Dict:
snapshot = {
"code": "200000",
"data": {
"time": 1630556205455,
"sequence": "1630556205456",
"bids": [["0.3003", "4146.5645"]],
"asks": [["0.3004", "1553.6412"]]
}
}
return snapshot
@aioresponses()
def test_get_new_order_book(self, mock_api):
url = web_utils.public_rest_url(
path_url=CONSTANTS.SNAPSHOT_NO_AUTH_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = self.get_snapshot_mock()
mock_api.get(regex_url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
coroutine=self.ob_data_source.get_new_order_book(
self.trading_pair))
bid_entries = list(ret.bid_entries())
ask_entries = list(ret.ask_entries())
self.assertEqual(1, len(bid_entries))
self.assertEqual(0.3003, bid_entries[0].price)
self.assertEqual(4146.5645, bid_entries[0].amount)
self.assertEqual(int(resp["data"]["sequence"]),
bid_entries[0].update_id)
self.assertEqual(1, len(ask_entries))
self.assertEqual(0.3004, ask_entries[0].price)
self.assertEqual(1553.6412, ask_entries[0].amount)
self.assertEqual(int(resp["data"]["sequence"]),
ask_entries[0].update_id)
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.kucoin.kucoin_web_utils.next_message_id"
)
def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(
self, mock_api, id_mock, ws_connect_mock):
id_mock.side_effect = [1, 2]
url = web_utils.public_rest_url(
path_url=CONSTANTS.PUBLIC_WS_DATA_PATH_URL)
resp = {
"code": "200000",
"data": {
"instanceServers": [{
"endpoint": "wss://test.url/endpoint",
"protocol": "websocket",
"encrypt": True,
"pingInterval": 50000,
"pingTimeout": 10000
}],
"token":
"testToken"
}
}
mock_api.post(url, body=json.dumps(resp))
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {"type": "ack", "id": 1}
result_subscribe_diffs = {"type": "ack", "id": 2}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_subscription_messages))
expected_trade_subscription = {
"id": 1,
"type": "subscribe",
"topic": f"/market/match:{self.trading_pair}",
"privateChannel": False,
"response": False
}
self.assertEqual(expected_trade_subscription,
sent_subscription_messages[0])
expected_diff_subscription = {
"id": 2,
"type": "subscribe",
"topic": f"/market/level2:{self.trading_pair}",
"privateChannel": False,
"response": False
}
self.assertEqual(expected_diff_subscription,
sent_subscription_messages[1])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to public order book and trade channels..."))
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.kucoin.kucoin_web_utils.next_message_id"
)
@patch(
"hummingbot.connector.exchange.kucoin.kucoin_api_order_book_data_source.KucoinAPIOrderBookDataSource._time"
)
def test_listen_for_subscriptions_sends_ping_message_before_ping_interval_finishes(
self, mock_api, time_mock, id_mock, ws_connect_mock):
id_mock.side_effect = [1, 2, 3, 4]
time_mock.side_effect = [
1000, 1100, 1101, 1102
] # Simulate first ping interval is already due
url = web_utils.public_rest_url(
path_url=CONSTANTS.PUBLIC_WS_DATA_PATH_URL)
resp = {
"code": "200000",
"data": {
"instanceServers": [{
"endpoint": "wss://test.url/endpoint",
"protocol": "websocket",
"encrypt": True,
"pingInterval": 20000,
"pingTimeout": 10000
}],
"token":
"testToken"
}
}
mock_api.post(url, body=json.dumps(resp))
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {"type": "ack", "id": 1}
result_subscribe_diffs = {"type": "ack", "id": 2}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
expected_ping_message = {
"id": 3,
"type": "ping",
}
self.assertEqual(expected_ping_message, sent_messages[-1])
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_subscriptions_raises_cancel_exception(
self, mock_api, _, ws_connect_mock):
url = web_utils.public_rest_url(
path_url=CONSTANTS.PUBLIC_WS_DATA_PATH_URL)
resp = {
"code": "200000",
"data": {
"instanceServers": [{
"endpoint": "wss://test.url/endpoint",
"protocol": "websocket",
"encrypt": True,
"pingInterval": 50000,
"pingTimeout": 10000
}],
"token":
"testToken"
}
}
mock_api.post(url, body=json.dumps(resp))
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.listening_task)
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_subscriptions_logs_exception_details(
self, mock_api, sleep_mock, ws_connect_mock):
url = web_utils.public_rest_url(
path_url=CONSTANTS.PUBLIC_WS_DATA_PATH_URL)
resp = {
"code": "200000",
"data": {
"instanceServers": [{
"endpoint": "wss://test.url/endpoint",
"protocol": "websocket",
"encrypt": True,
"pingInterval": 50000,
"pingTimeout": 10000
}],
"token":
"testToken"
}
}
mock_api.post(url, body=json.dumps(resp))
sleep_mock.side_effect = asyncio.CancelledError
ws_connect_mock.side_effect = Exception("TEST ERROR.")
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
def test_listen_for_trades_cancelled_when_listening(self):
mock_queue = MagicMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.ob_data_source._message_queue[
self.ob_data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_trades(self.ev_loop, msg_queue))
self.async_run_with_timeout(self.listening_task)
def test_listen_for_trades_logs_exception(self):
incomplete_resp = {
"type": "message",
"topic": f"/market/match:{self.trading_pair}",
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.ob_data_source._message_queue[
self.ob_data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_trades(self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public trade updates from exchange"
))
def test_listen_for_trades_successful(self):
mock_queue = AsyncMock()
trade_event = {
"type": "message",
"topic": f"/market/match:{self.trading_pair}",
"subject": "trade.l3match",
"data": {
"sequence": "1545896669145",
"type": "match",
"symbol": self.trading_pair,
"side": "buy",
"price": "0.08200000000000000000",
"size": "0.01022222000000000000",
"tradeId": "5c24c5da03aa673885cd67aa",
"takerOrderId": "5c24c5d903aa6772d55b371e",
"makerOrderId": "5c2187d003aa677bd09d5c93",
"time": "1545913818099033203"
}
}
mock_queue.get.side_effect = [trade_event, asyncio.CancelledError()]
self.ob_data_source._message_queue[
self.ob_data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_trades(self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertTrue(trade_event["data"]["tradeId"], msg.trade_id)
def test_listen_for_order_book_diffs_cancelled(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.ob_data_source._message_queue[
self.ob_data_source._diff_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
self.async_run_with_timeout(self.listening_task)
def test_listen_for_order_book_diffs_logs_exception(self):
incomplete_resp = {
"type": "message",
"topic": f"/market/level2:{self.trading_pair}",
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.ob_data_source._message_queue[
self.ob_data_source._diff_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public order book updates from exchange"
))
def test_listen_for_order_book_diffs_successful(self):
mock_queue = AsyncMock()
diff_event = {
"type": "message",
"topic": "/market/level2:BTC-USDT",
"subject": "trade.l2update",
"data": {
"sequenceStart": 1545896669105,
"sequenceEnd": 1545896669106,
"symbol": f"{self.trading_pair}",
"changes": {
"asks": [["6", "1", "1545896669105"]],
"bids": [["4", "1", "1545896669106"]]
}
}
}
mock_queue.get.side_effect = [diff_event, asyncio.CancelledError()]
self.ob_data_source._message_queue[
self.ob_data_source._diff_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
try:
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
except asyncio.CancelledError:
pass
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertTrue(diff_event["data"]["sequenceEnd"], msg.update_id)
@aioresponses()
def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(
self, mock_api):
url = web_utils.public_rest_url(
path_url=CONSTANTS.SNAPSHOT_NO_AUTH_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=asyncio.CancelledError)
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.ob_data_source.listen_for_order_book_snapshots(
self.ev_loop, asyncio.Queue()))
@aioresponses()
@patch(
"hummingbot.connector.exchange.kucoin.kucoin_api_order_book_data_source"
".KucoinAPIOrderBookDataSource._sleep")
def test_listen_for_order_book_snapshots_log_exception(
self, mock_api, sleep_mock):
msg_queue: asyncio.Queue = asyncio.Queue()
sleep_mock.side_effect = asyncio.CancelledError
url = web_utils.public_rest_url(
path_url=CONSTANTS.SNAPSHOT_NO_AUTH_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=Exception)
try:
self.async_run_with_timeout(
self.ob_data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
f"Unexpected error fetching order book snapshot for {self.trading_pair}."
))
@aioresponses()
def test_listen_for_order_book_snapshots_successful(
self,
mock_api,
):
msg_queue: asyncio.Queue = asyncio.Queue()
url = web_utils.public_rest_url(
path_url=CONSTANTS.SNAPSHOT_NO_AUTH_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
snapshot_data = {
"code": "200000",
"data": {
"sequence": "3262786978",
"time": 1550653727731,
"bids": [["6500.12", "0.45054140"], ["6500.11", "0.45054140"]],
"asks": [["6500.16", "0.57753524"], ["6500.15", "0.57753524"]]
}
}
mock_api.get(regex_url, body=json.dumps(snapshot_data))
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(int(snapshot_data["data"]["sequence"]), msg.update_id)
class ProbitAPIOrderBookDataSourceTest(unittest.TestCase):
# logging.Level required to receive logs from the data source logger
level = 0
@classmethod
def setUpClass(cls) -> None:
cls.base_asset = "BTC"
cls.quote_asset = "USDT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
cls.domain = "com"
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 tearDown(self) -> None:
for task in self.async_tasks:
task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def check_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 get_ticker_resp_mock(
self, last_price: float) -> Dict[str, List[Dict[str, str]]]:
ticker_resp_mock = {
"data": [{
"last": str(last_price),
"low": "3235",
"high": "3273.8",
"change": "-23.4",
"base_volume": "0.16690818",
"quote_volume": "543.142095541",
"market_id": self.trading_pair,
"time": "2018-12-17T06:49:08.000Z"
}]
}
return ticker_resp_mock
@staticmethod
def get_market_resp_mock(
trading_pairs: List[str]) -> Dict[str, List[Dict[str, str]]]:
market_resp_mock = {
"data": [{
"id": trading_pair,
"base_currency_id": trading_pair.split("-")[0],
"quote_currency_id": trading_pair.split("-")[1],
"closed": False,
} for trading_pair in trading_pairs]
}
return market_resp_mock
def get_order_book_resp_mock(
self,
ask_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
bid_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
) -> Dict[str, List[Dict[str, str]]]:
data = self.get_order_book_resp_mock_data(ask_price_quantity_tuples,
bid_price_quantity_tuples)
order_book_resp_mock = {"data": data}
return order_book_resp_mock
def get_marketdata_recent_trades_msg_mock(
self,
price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
snapshot: bool = False,
) -> Dict:
msg_mock = self.get_base_marketdata_mock_msg(snapshot)
data = self.get_recent_trades_resp_mock_data(price_quantity_tuples)
msg_mock["recent_trades"] = data
return msg_mock
def get_marketdata_order_books_msg_mock(
self,
ask_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
bid_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
snapshot: bool = False,
):
msg_mock = self.get_base_marketdata_mock_msg(snapshot)
data = self.get_order_book_resp_mock_data(ask_price_quantity_tuples,
bid_price_quantity_tuples)
msg_mock["order_books"] = data
return msg_mock
def get_base_marketdata_mock_msg(self, snapshot: bool = False) -> Dict:
msg_mock = {
"channel": "marketdata",
"market_id": self.trading_pair,
"status": "ok",
"lag": 0,
"ticker": {
"time": "2018-08-17T03:00:43.000Z",
"last": "0.00004221",
"low": "0.00003953",
"high": "0.00004233",
"change": "0.00000195",
"base_volume": "119304953.57728445",
"quote_volume": "4914.391934022046355"
},
"reset": snapshot,
}
return msg_mock
@staticmethod
def get_recent_trades_resp_mock_data(
price_quantity_tuples: Optional[List[Tuple[float, float]]] = None
) -> List[Dict[str, str]]:
price_quantity_tuples = price_quantity_tuples or []
trades_data = [{
"price": str(price),
"quantity": str(quantity),
"time": "2018-08-17T02:56:17.249Z",
"side": "buy",
"tick_direction": "zeroup",
} for price, quantity in price_quantity_tuples]
return trades_data
@staticmethod
def get_order_book_resp_mock_data(
ask_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
bid_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
) -> List[Dict[str, str]]:
ask_price_quantity_tuples = ask_price_quantity_tuples or []
bid_price_quantity_tuples = bid_price_quantity_tuples or []
ask_data = [{
"side": "sell",
"price": str(price),
"quantity": str(quantity)
} for price, quantity in ask_price_quantity_tuples]
bid_data = [{
"side": "buy",
"price": str(price),
"quantity": str(quantity)
} for price, quantity in bid_price_quantity_tuples]
data = ask_data + bid_data
return data
@aioresponses()
def test_get_last_traded_prices(self, mocked_api):
last_price = 3252.4
url = f"{CONSTANTS.TICKER_URL.format(self.domain)}"
resp = self.get_ticker_resp_mock(last_price)
mocked_api.get(url, body=json.dumps(resp))
res = self.async_run_with_timeout(
self.data_source.get_last_traded_prices([self.trading_pair],
self.domain))
self.assertIn(self.trading_pair, res)
self.assertEqual(last_price, res[self.trading_pair])
@aioresponses()
def test_fetch_trading_pairs(self, mocked_api):
other_pair = "BTC-USDT"
url = f"{CONSTANTS.MARKETS_URL.format(self.domain)}"
resp = self.get_market_resp_mock(
trading_pairs=[self.trading_pair, other_pair])
mocked_api.get(url, body=json.dumps(resp))
res = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs(self.domain))
self.assertEqual(2, len(res))
self.assertIn(self.trading_pair, res)
self.assertIn(other_pair, res)
@aioresponses()
def test_get_order_book_data(self, mocked_api):
url = f"{CONSTANTS.ORDER_BOOK_URL.format(self.domain)}"
regex_url = re.compile(f"^{url}")
resp = self.get_order_book_resp_mock(
ask_price_quantity_tuples=[(1, 2), (3, 4)])
mocked_api.get(regex_url, body=json.dumps(resp))
res = self.async_run_with_timeout(
self.data_source.get_order_book_data(self.trading_pair,
self.domain))
self.assertEqual(res, resp)
res_data = res["data"]
for d in resp["data"]:
self.assertIn(d, res_data)
@aioresponses()
def test_get_new_order_book(self, mocked_api):
first_ask_price = 1
url = f"{CONSTANTS.ORDER_BOOK_URL.format(self.domain)}"
regex_url = re.compile(f"^{url}")
resp = self.get_order_book_resp_mock(
ask_price_quantity_tuples=[(first_ask_price, 2), (3, 4)])
mocked_api.get(regex_url, body=json.dumps(resp))
res = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
self.assertIsInstance(res, OrderBook)
asks = list(res.ask_entries())
bids = list(res.bid_entries())
self.assertEqual(0, len(bids))
self.assertEqual(2, len(asks))
self.assertEqual(first_ask_price, asks[0].price)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.probit.probit_api_order_book_data_source.ProbitAPIOrderBookDataSource._sleep",
new_callable=AsyncMock,
)
def test_listen_for_subscriptions_logs_error_on_closed(
self, sleep_mock, ws_connect_mock):
called_event = asyncio.Event()
continue_event = asyncio.Event()
async def close_():
called_event.set()
await continue_event.wait()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.close.side_effect = close_
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=WSMsgType.CLOSED)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.async_run_with_timeout(called_event.wait())
log_target = ( # from _iter_messages
"Unexpected error occurred iterating through websocket messages.")
self.assertTrue(
self.check_is_logged(log_level="ERROR", message=log_target))
called_event.clear()
continue_event.set()
self.async_run_with_timeout(called_event.wait())
log_target = ( # from listen_for_subscriptions
"Unexpected error occurred when listening to order book streams. "
"Retrying in 5 seconds...")
self.assertTrue(
self.check_is_logged(log_level="ERROR", message=log_target))
sleep_mock.assert_called_with(5.0)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_subscribes_to_order_book_streams(
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, message="")
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_msgs = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertGreaterEqual(len(sent_msgs), 1)
msg_filters = sent_msgs[0]["filter"]
self.assertIn(self.data_source.TRADE_FILTER_ID, msg_filters)
self.assertIn(self.data_source.DIFF_FILTER_ID, msg_filters)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades(self, ws_connect_mock):
trade_price = 1
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
message = self.get_marketdata_recent_trades_msg_mock(
price_quantity_tuples=[(trade_price, 2)])
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(message))
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
outputs = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, outputs)))
res = self.async_run_with_timeout(outputs.get())
self.assertIsInstance(res, OrderBookMessage)
self.assertEqual(str(trade_price), res.content["price"])
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades_ignores_snapshot_msg(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
message = self.get_marketdata_recent_trades_msg_mock(
price_quantity_tuples=[(1, 2)],
snapshot=True # should be ignored
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(message))
trade_price = 2
message = self.get_marketdata_recent_trades_msg_mock(
price_quantity_tuples=[(trade_price, 2)], snapshot=False)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(message))
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
outputs = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, outputs)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
res = self.async_run_with_timeout(outputs.get())
self.assertEqual(str(trade_price), res.content["price"])
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_generates_snapshot_msg(
self, ws_connect_mock):
first_ask_price = 1
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
message = self.get_marketdata_order_books_msg_mock(
ask_price_quantity_tuples=[(first_ask_price, 2), (3, 4)],
snapshot=True)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(message))
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
outputs = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, outputs)))
res = self.async_run_with_timeout(outputs.get())
self.assertIsInstance(res, OrderBookMessage)
self.assertEqual(2, len(res.asks))
self.assertEqual(0, len(res.bids))
self.assertEqual(first_ask_price, res.asks[0].price)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_generates_diff_msg(
self, ws_connect_mock):
ask_price = 1
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
message = self.get_marketdata_order_books_msg_mock(
ask_price_quantity_tuples=[(ask_price, 2)], snapshot=False)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(message))
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
outputs = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, outputs)))
res = self.async_run_with_timeout(outputs.get())
self.assertIsInstance(res, OrderBookMessage)
self.assertEqual(1, len(res.asks))
self.assertEqual(0, len(res.bids))
self.assertEqual(ask_price, res.asks[0].price)
class CryptoComWebSocketUnitTests(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.trading_pairs = ["COINALPHA-HBOT"]
cls.api_key = "someKey"
cls.secret_key = "someSecretKey"
cls.auth = CryptoComAuth(api_key=cls.api_key,
secret_key=cls.secret_key)
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 tearDown(self) -> None:
self.ev_loop.run_until_complete(self.websocket.disconnect())
self.async_task and self.async_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 resume_test_callback(self):
self.resume_test_event.set()
async def _iter_message(self):
async for _ in self.websocket.iter_messages():
self.resume_test_callback()
self.async_task.cancel()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_connect_raises_exception(self, _, ws_connect_mock):
ws_connect_mock.side_effect = Exception("TEST ERROR")
self.websocket = CryptoComWebsocket()
with self.assertRaisesRegex(Exception, "TEST ERROR"):
self.async_run_with_timeout(self.websocket.connect())
self.assertTrue(
self._is_logged("ERROR", "Websocket error: 'TEST ERROR'"))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_connect_authenticate_is_called(self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.websocket.connect())
sent_payloads = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertEqual(1, len(sent_payloads))
self.assertEqual(CryptoComWebsocket.AUTH_REQUEST,
sent_payloads[0]["method"])
def test_disconnect(self):
ws = AsyncMock()
self.websocket._websocket = ws
self.async_run_with_timeout(self.websocket.disconnect())
self.assertEqual(1, ws.close.await_count)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_iter_messages_handle_ping(self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.websocket.connect())
mock_ping = {
"id": 1587523073344,
"method": "public/heartbeat",
"code": 0
}
expected_pong_payload = {
'id': 1587523073344,
'method': 'public/respond-heartbeat'
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(mock_ping))
self.async_task = self.ev_loop.create_task(self._iter_message())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_payloads = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertEqual(2, len(sent_payloads))
self.assertEqual(expected_pong_payload, sent_payloads[-1])
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_subscribe_to_order_book_streams_raises_cancelled_exception(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.websocket.connect())
ws_connect_mock.return_value.send_json.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.websocket.subscribe_to_order_book_streams(
self.trading_pairs))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_subscribe_to_order_book_streams_logs_exception(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.websocket.connect())
ws_connect_mock.return_value.send_json.side_effect = Exception(
"TEST ERROR")
with self.assertRaisesRegex(Exception, "TEST ERROR"):
self.async_run_with_timeout(
self.websocket.subscribe_to_order_book_streams(
self.trading_pairs))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to order book trading and delta streams..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_subscribe_to_user_streams_raises_cancelled_exception(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.websocket.connect())
ws_connect_mock.return_value.send_json.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.websocket.subscribe_to_user_streams())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_subscribe_to_user_streams_logs_exception(self, _,
ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.websocket.connect())
ws_connect_mock.return_value.send_json.side_effect = Exception(
"TEST ERROR")
with self.assertRaisesRegex(Exception, "TEST ERROR"):
self.async_run_with_timeout(
self.websocket.subscribe_to_user_streams())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to user streams..."))
class TestBybitAPIUserStreamDataSource(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 = CONSTANTS.DEFAULT_DOMAIN
cls.api_key = "someKey"
cls.api_passphrase = "somePassPhrase"
cls.api_secret_key = "someSecretKey"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.mock_time_provider = MagicMock()
self.mock_time_provider.time.return_value = 1000
# self.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 tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def _is_logged(self, log_level: str, message: str) -> bool:
return any(
record.levelname == log_level and record.getMessage() == message
for record in self.log_records)
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
def test_last_recv_time(self):
# Initial last_recv_time
self.assertEqual(0, self.data_source.last_recv_time)
ws_assistant = self.async_run_with_timeout(
self.data_source._get_ws_assistant())
ws_assistant._connection._last_recv_time = 1000
self.assertEqual(1000, self.data_source.last_recv_time)
@patch("hummingbot.connector.exchange.bybit.bybit_auth.BybitAuth._time")
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_auth(self, ws_connect_mock,
auth_time_mock):
auth_time_mock.side_effect = [1000]
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_auth = {'auth': 'success', 'userId': 24068148}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_auth))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(1, len(sent_subscription_messages))
expires = int((1000 + 10) * 1000)
_val = f'GET/realtime{expires}'
signature = hmac.new(self.api_secret_key.encode("utf8"),
_val.encode("utf8"), hashlib.sha256).hexdigest()
auth_subscription = {
"op": "auth",
"args": [self.api_key, expires, signature]
}
self.assertEqual(auth_subscription, sent_subscription_messages[0])
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_pong_payload(self, mock_ws):
mock_pong = {"pong": "1545910590801"}
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps(mock_pong))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_ticket_info(self, mock_ws):
ticket_info = [{
"e": "ticketInfo",
"E": "1621912542359",
"s": "BTCUSDT",
"q": "0.001639",
"t": "1621912542314",
"p": "61000.0",
"T": "899062000267837441",
"o": "899048013515737344",
"c": "1621910874883",
"O": "899062000118679808",
"a": "10043",
"A": "10024",
"m": True
}]
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps(ticket_info))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
@patch("hummingbot.connector.exchange.bybit.bybit_auth.BybitAuth._time")
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_auth_failed_throws_exception(
self, ws_connect_mock, auth_time_mock):
auth_time_mock.side_effect = [100]
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_auth = {'auth': 'fail', 'userId': 24068148}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_auth))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(1, len(sent_subscription_messages))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep"
)
def test_listen_for_user_stream_iter_message_throws_exception(
self, sleep_mock, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.receive.side_effect = Exception("TEST ERROR")
sleep_mock.side_effect = asyncio.CancelledError # to finish the task execution
try:
self.async_run_with_timeout(
self.data_source.listen_for_user_stream(msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.bybit.bybit_api_user_stream_data_source.BybitAPIUserStreamDataSource"
"._time")
def test_listen_for_user_stream_sends_ping_message_before_ping_interval_finishes(
self, time_mock, ws_connect_mock):
time_mock.side_effect = [
1000, 1100, 1101, 1102
] # Simulate first ping interval is already due
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_auth = {'auth': 'success', 'userId': 24068148}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_auth))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
expected_ping_message = {
"ping": 1101 * 1e3,
}
self.assertEqual(expected_ping_message, sent_messages[-1])
class TestGateIoAPIUserStreamDataSource(unittest.TestCase):
# the level is required to receive logs from the data source logger
level = 0
@classmethod
def setUpClass(cls) -> None:
super().setUpClass()
cls.ev_loop = asyncio.get_event_loop()
cls.base_asset = "COINALPHA"
cls.quote_asset = "HBOT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
cls.ex_trading_pair = f"{cls.base_asset}_{cls.quote_asset}"
cls.api_key = "someKey"
cls.api_secret_key = "someSecretKey"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.mock_time_provider = MagicMock()
self.mock_time_provider.time.return_value = 1000
self.auth = GateIoAuth(api_key=self.api_key,
secret_key=self.api_secret_key,
time_provider=self.mock_time_provider)
self.time_synchronizer = TimeSynchronizer()
self.time_synchronizer.add_time_offset_ms_sample(0)
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = GateIoExchange(client_config_map=client_config_map,
gate_io_api_key="",
gate_io_secret_key="",
trading_pairs=[],
trading_required=False)
self.connector._web_assistants_factory._auth = self.auth
self.data_source = GateIoAPIUserStreamDataSource(
self.auth,
trading_pairs=[self.trading_pair],
connector=self.connector,
api_factory=self.connector._web_assistants_factory)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.connector._set_trading_pair_symbol_map(
bidict({self.ex_trading_pair: self.trading_pair}))
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def _is_logged(self, log_level: str, message: str) -> bool:
return any(
record.levelname == log_level and record.getMessage() == message
for record in self.log_records)
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.gate_io.gate_io_api_user_stream_data_source.GateIoAPIUserStreamDataSource"
"._time")
def test_listen_for_user_stream_subscribes_to_orders_and_balances_events(
self, time_mock, ws_connect_mock):
time_mock.return_value = 1000
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_orders = {
"time": 1611541000,
"channel": CONSTANTS.USER_ORDERS_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
result_subscribe_trades = {
"time": 1611541000,
"channel": CONSTANTS.USER_TRADES_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
result_subscribe_balance = {
"time": 1611541000,
"channel": CONSTANTS.USER_BALANCE_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_orders))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_balance))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(3, len(sent_subscription_messages))
expected_orders_subscription = {
"time": int(self.mock_time_provider.time()),
"channel": CONSTANTS.USER_ORDERS_ENDPOINT_NAME,
"event": "subscribe",
"payload": [self.ex_trading_pair],
"auth": {
"KEY":
self.api_key,
"SIGN":
'005d2e6996fa7783459453d36ff871d8d5cfe225a098f37ac234543811c79e3c' # noqa: mock
'db8f41684f3ad9491f65c15ed880ce7baee81f402eb1df56b1bba188c0e7838c', # noqa: mock
"method":
"api_key"
},
}
self.assertEqual(expected_orders_subscription,
sent_subscription_messages[0])
expected_trades_subscription = {
"time": int(self.mock_time_provider.time()),
"channel": CONSTANTS.USER_TRADES_ENDPOINT_NAME,
"event": "subscribe",
"payload": [self.ex_trading_pair],
"auth": {
"KEY":
self.api_key,
"SIGN":
'0f34bf79558905d2b5bc7790febf1099d38ff1aa39525a077db32bcbf9135268' # noqa: mock
'caf23cdf2d62315841500962f788f7c5f4c3f4b8a057b2184366687b1f74af69', # noqa: mock
"method":
"api_key"
}
}
self.assertEqual(expected_trades_subscription,
sent_subscription_messages[1])
expected_balances_subscription = {
"time": int(self.mock_time_provider.time()),
"channel": CONSTANTS.USER_BALANCE_ENDPOINT_NAME,
"event": "subscribe",
"auth": {
"KEY":
self.api_key,
"SIGN":
'90f5e732fc586d09c4a1b7de13f65b668c7ce90678b30da87aa137364bac0b97' # noqa: mock
'16b34219b689fb754e821872933a0e12b1d415867b9fbb8ec441bc86e77fb79c', # noqa: mock
"method":
"api_key"
}
}
self.assertEqual(expected_balances_subscription,
sent_subscription_messages[2])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to private order changes and balance updates channels..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.gate_io.gate_io_api_user_stream_data_source.GateIoAPIUserStreamDataSource"
"._time")
def test_listen_for_user_stream_skips_subscribe_unsubscribe_messages(
self, time_mock, ws_connect_mock):
time_mock.return_value = 1000
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_orders = {
"time": 1611541000,
"channel": CONSTANTS.USER_ORDERS_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
result_subscribe_trades = {
"time": 1611541000,
"channel": CONSTANTS.USER_TRADES_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
result_subscribe_balance = {
"time": 1611541000,
"channel": CONSTANTS.USER_BALANCE_ENDPOINT_NAME,
"event": "subscribe",
"error": None,
"result": {
"status": "success"
}
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_orders))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_balance))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(output_queue.empty())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_pong_payload(self, mock_ws):
mock_pong = {
"time": 1545404023,
"channel": CONSTANTS.PONG_CHANNEL_NAME,
"event": "",
"error": None,
"result": None
}
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps(mock_pong))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep"
)
def test_listen_for_user_stream_connection_failed(self, sleep_mock,
mock_ws):
mock_ws.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = asyncio.CancelledError # to finish the task execution
msg_queue = asyncio.Queue()
try:
self.async_run_with_timeout(
self.data_source.listen_for_user_stream(msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep"
)
def test_listen_for_user_stream_iter_message_throws_exception(
self, sleep_mock, mock_ws):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.receive.side_effect = Exception("TEST ERROR")
sleep_mock.side_effect = asyncio.CancelledError # to finish the task execution
try:
self.async_run_with_timeout(
self.data_source.listen_for_user_stream(msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
class HuobiAPIOrderBookDataSourceUnitTests(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 = f"{cls.base_asset}{cls.quote_asset}".lower()
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 tearDown(self) -> None:
for task in self.async_tasks:
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
def _compress(self, message: Dict[str, Any]) -> bytes:
return gzip.compress(json.dumps(message).encode())
@aioresponses()
def test_last_traded_prices(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.TICKER_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response: Dict[str, Any] = {
"data": [
{
"symbol": self.ex_trading_pair,
"open": 1.1,
"high": 2.0,
"low": 0.8,
"close": 1.5,
"amount": 100,
"vol": 100,
"count": 100,
"bid": 1.3,
"bidSize": 10,
"ask": 1.4,
"askSize": 10,
},
],
"status":
"ok",
"ts":
1637229769083,
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_last_traded_prices(
trading_pairs=[self.trading_pair]))
self.assertEqual(1, len(result))
self.assertIn(self.trading_pair, result)
self.assertEqual(1.5, result[self.trading_pair])
@aioresponses()
def test_fetch_trading_pairs_failed(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.API_VERSION + CONSTANTS.SYMBOLS_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400, body=ujson.dumps({}))
result = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs())
self.assertEqual(0, len(result))
@aioresponses()
def test_fetch_trading_pairs_successful(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.API_VERSION + CONSTANTS.SYMBOLS_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"status":
"ok",
"data": [{
"base-currency": self.base_asset.lower(),
"quote-currency": self.quote_asset.lower(),
"price-precision": 4,
"amount-precision": 2,
"symbol-partition": "innovation",
"symbol": self.ex_trading_pair,
"state": "online",
"value-precision": 8,
"min-order-amt": 1,
"max-order-amt": 10000000,
"min-order-value": 0.1,
"limit-order-min-order-amt": 1,
"limit-order-max-order-amt": 10000000,
"limit-order-max-buy-amt": 10000000,
"limit-order-max-sell-amt": 10000000,
"sell-market-min-order-amt": 1,
"sell-market-max-order-amt": 1000000,
"buy-market-max-order-value": 17000,
"api-trading": "enabled",
"tags": "abnormalmarket",
}],
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs())
self.assertEqual(1, len(result))
@aioresponses()
def test_get_snapshot_raises_error(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.DEPTH_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400, body=ujson.dumps({}))
expected_error_msg = f"Error fetching Huobi market snapshot for {self.trading_pair}. HTTP status is 400"
with self.assertRaisesRegex(IOError, expected_error_msg):
self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair))
@aioresponses()
def test_get_snapshot_successful(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.DEPTH_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"status": "ok",
"ts": 1637255180894,
"tick": {
"bids": [
[57069.57, 0.05],
],
"asks": [
[57057.73, 0.007019],
],
"version": 141982962388,
"ts": 1637255180700,
},
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair))
self.assertEqual(mock_response["ch"], result["ch"])
self.assertEqual(mock_response["status"], result["status"])
self.assertEqual(1, len(result["tick"]["bids"]))
self.assertEqual(1, len(result["tick"]["asks"]))
@aioresponses()
def test_get_new_order_book(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.DEPTH_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"status": "ok",
"ts": 1637255180894,
"tick": {
"bids": [
[57069.57, 0.05],
],
"asks": [
[57057.73, 0.007019],
],
"version": 141982962388,
"ts": 1637255180700,
},
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
self.assertIsInstance(result, OrderBook)
self.assertEqual(1637255180700, result.snapshot_uid)
self.assertEqual(1, len(list(result.bid_entries())))
self.assertEqual(1, len(list(result.ask_entries())))
self.assertEqual(57069.57, list(result.bid_entries())[0].price)
self.assertEqual(0.05, list(result.bid_entries())[0].amount)
self.assertEqual(57057.73, list(result.ask_entries())[0].price)
self.assertEqual(0.007019, list(result.ask_entries())[0].amount)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_when_subscribing_raised_cancelled(
self, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.huobi.huobi_api_order_book_data_source.HuobiAPIOrderBookDataSource._sleep"
)
def test_listen_for_subscriptions_raises_logs_exception(
self, sleep_mock, ws_connect_mock):
sleep_mock.side_effect = lambda *_: (
# Allows listen_for_subscriptions to yield control over thread
self.ev_loop.run_until_complete(asyncio.sleep(0.0)))
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = lambda *_: self._create_exception_and_unlock_test_with_event(
Exception("TEST ERROR"))
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_successful_subbed(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
subbed_message = {
"id": self.ex_trading_pair,
"status": "ok",
"subbed": f"market.{self.ex_trading_pair}.depth.step0",
"ts": 1637333566824,
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(subbed_message),
message_type=aiohttp.WSMsgType.BINARY)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(
0, self.data_source._message_queue[
self.data_source.TRADE_CHANNEL_SUFFIX].qsize())
self.assertEqual(
0, self.data_source._message_queue[
self.data_source.ORDERBOOK_CHANNEL_SUFFIX].qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_handle_ping_successful(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ping_message = {"ping": 1637333569837}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(ping_message),
message_type=aiohttp.WSMsgType.BINARY)
# Adds a dummy message to ensure ping message is being handle before breaking from listening task.
dummy_message = {"msg": "DUMMY MESSAGE"}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(dummy_message),
message_type=aiohttp.WSMsgType.BINARY)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(
0, self.data_source._message_queue[
self.data_source.TRADE_CHANNEL_SUFFIX].qsize())
self.assertEqual(
0, self.data_source._message_queue[
self.data_source.ORDERBOOK_CHANNEL_SUFFIX].qsize())
sent_json: List[Dict[
str,
Any]] = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertTrue(any(["pong" in str(payload) for payload in sent_json]))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_successfully_append_trade_and_orderbook_messages(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
trade_message = {
"ch": f"market.{self.ex_trading_pair}.trade.detail",
"ts": 1630994963175,
"tick": {
"id":
137005445109,
"ts":
1630994963173,
"data": [{
"id": 137005445109359286410323766,
"ts": 1630994963173,
"tradeId": 102523573486,
"amount": 0.006754,
"price": 52648.62,
"direction": "buy",
}],
},
}
orderbook_message = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"ts": 1630983549503,
"tick": {
"bids": [[52690.69, 0.36281], [52690.68, 0.2]],
"asks": [[52690.7, 0.372591], [52691.26, 0.13]],
"version": 136998124622,
"ts": 1630983549500,
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(trade_message),
message_type=aiohttp.WSMsgType.BINARY)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(orderbook_message),
message_type=aiohttp.WSMsgType.BINARY,
)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(
1, self.data_source._message_queue[
self.data_source.TRADE_CHANNEL_SUFFIX].qsize())
self.assertEqual(
1, self.data_source._message_queue[
self.data_source.ORDERBOOK_CHANNEL_SUFFIX].qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades_logs_exception(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
trade_message = {
"ch": f"market.{self.ex_trading_pair}.trade.detail",
"err": "INCOMPLETE MESSAGE"
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(trade_message),
message_type=aiohttp.WSMsgType.BINARY)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
msg_queue = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(0, msg_queue.qsize())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with WebSocket connection. Retrying after 30 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
trade_message = {
"ch": f"market.{self.ex_trading_pair}.trade.detail",
"ts": 1630994963175,
"tick": {
"id":
137005445109,
"ts":
1630994963173,
"data": [{
"id": 137005445109359286410323766,
"ts": 1630994963173,
"tradeId": 102523573486,
"amount": 0.006754,
"price": 52648.62,
"direction": "buy",
}],
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(trade_message),
message_type=aiohttp.WSMsgType.BINARY)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
msg_queue = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(1, msg_queue.qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_logs_exception(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
orderbook_message = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"err": "INCOMPLETE MESSAGE"
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(orderbook_message),
message_type=aiohttp.WSMsgType.BINARY,
)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
msg_queue = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(0, msg_queue.qsize())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with WebSocket connection. Retrying after 30 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
orderbook_message = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"ts": 1630983549503,
"tick": {
"bids": [[52690.69, 0.36281], [52690.68, 0.2]],
"asks": [[52690.7, 0.372591], [52691.26, 0.13]],
"version": 136998124622,
"ts": 1630983549500,
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(orderbook_message),
message_type=aiohttp.WSMsgType.BINARY,
)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
msg_queue = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(1, msg_queue.qsize())
@aioresponses()
@patch(
"hummingbot.connector.exchange.huobi.huobi_api_order_book_data_source.HuobiAPIOrderBookDataSource._sleep"
)
def test_listen_for_order_book_snapshots_successful(self, mock_api, _):
url = CONSTANTS.REST_URL + CONSTANTS.DEPTH_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"status": "ok",
"ts": 1637255180894,
"tick": {
"bids": [
[57069.57, 0.05],
],
"asks": [
[57057.73, 0.007019],
],
"version": 141982962388,
"ts": 1637255180700,
},
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
mock_api.get(regex_url, exception=asyncio.CancelledError)
msg_queue = asyncio.Queue()
# Purposefully raised error to exit task loop
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
result = self.async_run_with_timeout(coroutine=msg_queue.get())
self.assertIsInstance(result, OrderBookMessage)
class TestBybitAPIOrderBookDataSource(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 = CONSTANTS.DEFAULT_DOMAIN
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.async_task = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.time_synchronnizer = TimeSynchronizer()
self.time_synchronnizer.add_time_offset_ms_sample(1000)
self.ob_data_source = BybitAPIOrderBookDataSource(
trading_pairs=[self.trading_pair],
throttler=self.throttler,
time_synchronizer=self.time_synchronnizer)
self.ob_data_source.logger().setLevel(1)
self.ob_data_source.logger().addHandler(self)
BybitAPIOrderBookDataSource._trading_pair_symbol_map = {
self.domain: bidict({self.ex_trading_pair: self.trading_pair})
}
def tearDown(self) -> None:
self.async_task and self.async_task.cancel()
BybitAPIOrderBookDataSource._trading_pair_symbol_map = {}
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def _is_logged(self, log_level: str, message: str) -> bool:
return any(
record.levelname == log_level and record.getMessage() == message
for record in self.log_records)
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
# TRADING PAIRS
@aioresponses()
def test_fetch_trading_pairs(self, mock_api):
BybitAPIOrderBookDataSource._trading_pair_symbol_map = {}
url = web_utils.rest_url(path_url=CONSTANTS.EXCHANGE_INFO_PATH_URL)
resp = {
"ret_code":
0,
"ret_msg":
"",
"ext_code":
None,
"ext_info":
None,
"result": [{
"name": "BTCUSDT",
"alias": "BTCUSDT",
"baseCurrency": "BTC",
"quoteCurrency": "USDT",
"basePrecision": "0.000001",
"quotePrecision": "0.01",
"minTradeQuantity": "0.0001",
"minTradeAmount": "10",
"minPricePrecision": "0.01",
"maxTradeQuantity": "2",
"maxTradeAmount": "200",
"category": 1
}, {
"name": "ETHUSDT",
"alias": "ETHUSDT",
"baseCurrency": "ETH",
"quoteCurrency": "USDT",
"basePrecision": "0.0001",
"quotePrecision": "0.01",
"minTradeQuantity": "0.0001",
"minTradeAmount": "10",
"minPricePrecision": "0.01",
"maxTradeQuantity": "2",
"maxTradeAmount": "200",
"category": 1
}]
}
mock_api.get(url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
coroutine=BybitAPIOrderBookDataSource.fetch_trading_pairs(
domain=self.domain,
throttler=self.throttler,
time_synchronizer=self.time_synchronnizer,
))
self.assertEqual(2, len(ret))
self.assertEqual("BTC-USDT", ret[0])
self.assertEqual("ETH-USDT", ret[1])
@aioresponses()
def test_fetch_trading_pairs_exception_raised(self, mock_api):
BybitAPIOrderBookDataSource._trading_pair_symbol_map = {}
url = web_utils.rest_url(path_url=CONSTANTS.EXCHANGE_INFO_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=Exception)
result: Dict[str] = self.async_run_with_timeout(
self.ob_data_source.fetch_trading_pairs())
self.assertEqual(0, len(result))
# LAST TRADED PRICES
@aioresponses()
def test_get_last_traded_prices(self, mock_api):
BybitAPIOrderBookDataSource._trading_pair_symbol_map[
CONSTANTS.DEFAULT_DOMAIN]["TKN1TKN2"] = "TKN1-TKN2"
url1 = web_utils.rest_url(path_url=CONSTANTS.LAST_TRADED_PRICE_PATH,
domain=CONSTANTS.DEFAULT_DOMAIN)
url1 = f"{url1}?symbol={self.ex_trading_pair}"
regex_url = re.compile(f"^{url1}".replace(".",
r"\.").replace("?", r"\?"))
resp = {
"ret_code": 0,
"ret_msg": None,
"result": {
"symbol": self.ex_trading_pair,
"price": "50008"
},
"ext_code": None,
"ext_info": None
}
mock_api.get(regex_url, body=json.dumps(resp))
url2 = web_utils.rest_url(path_url=CONSTANTS.LAST_TRADED_PRICE_PATH,
domain=CONSTANTS.DEFAULT_DOMAIN)
url2 = f"{url2}?symbol=TKN1TKN2"
regex_url = re.compile(f"^{url2}".replace(".",
r"\.").replace("?", r"\?"))
resp = {
"ret_code": 0,
"ret_msg": None,
"result": {
"symbol": "TKN1TKN2",
"price": "2050"
},
"ext_code": None,
"ext_info": None
}
mock_api.get(regex_url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
coroutine=BybitAPIOrderBookDataSource.get_last_traded_prices(
[self.trading_pair, "TKN1-TKN2"]))
ticker_requests = [(key, value)
for key, value in mock_api.requests.items()
if key[1].human_repr().startswith(url1)
or key[1].human_repr().startswith(url2)]
request_params = ticker_requests[0][1][0].kwargs["params"]
self.assertEqual(self.ex_trading_pair, request_params["symbol"])
request_params = ticker_requests[1][1][0].kwargs["params"]
self.assertEqual("TKN1TKN2", request_params["symbol"])
self.assertEqual(ret[self.trading_pair], 50008)
self.assertEqual(ret["TKN1-TKN2"], 2050)
# ORDER BOOK SNAPSHOT
@staticmethod
def _snapshot_response() -> Dict:
snapshot = {
"ret_code": 0,
"ret_msg": None,
"result": {
"time": 1620886105740,
"bids": [["50005.12", "403.0416"]],
"asks": [["50006.34", "0.2297"]]
},
"ext_code": None,
"ext_info": None
}
return snapshot
@staticmethod
def _snapshot_response_processed() -> Dict:
snapshot_processed = {
"time": 1620886105740,
"bids": [["50005.12", "403.0416"]],
"asks": [["50006.34", "0.2297"]]
}
return snapshot_processed
@aioresponses()
def test_get_snapshot(self, mock_api):
url = web_utils.rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
snapshot_data = self._snapshot_response()
mock_api.get(regex_url, body=json.dumps(snapshot_data))
ret = self.async_run_with_timeout(
coroutine=self.ob_data_source.get_snapshot(self.trading_pair))
self.assertEqual(
ret, self._snapshot_response_processed()) # shallow comparison ok
@aioresponses()
def test_get_snapshot_raises(self, mock_api):
url = web_utils.rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=500)
with self.assertRaises(IOError):
self.async_run_with_timeout(
coroutine=self.ob_data_source.get_snapshot(self.trading_pair))
@aioresponses()
def test_get_new_order_book(self, mock_api):
url = web_utils.rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = self._snapshot_response()
mock_api.get(regex_url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
coroutine=self.ob_data_source.get_new_order_book(
self.trading_pair))
bid_entries = list(ret.bid_entries())
ask_entries = list(ret.ask_entries())
self.assertEqual(1, len(bid_entries))
self.assertEqual(50005.12, bid_entries[0].price)
self.assertEqual(403.0416, bid_entries[0].amount)
self.assertEqual(int(resp["result"]["time"]), bid_entries[0].update_id)
self.assertEqual(1, len(ask_entries))
self.assertEqual(50006.34, ask_entries[0].price)
self.assertEqual(0.2297, ask_entries[0].amount)
self.assertEqual(int(resp["result"]["time"]), ask_entries[0].update_id)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_subscribes_to_trades_and_depth(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {
'topic': 'trade',
'event': 'sub',
'symbol': self.ex_trading_pair,
'params': {
'binary': 'false',
'symbolName': self.ex_trading_pair
},
'code': '0',
'msg': 'Success'
}
result_subscribe_depth = {
'topic': 'depth',
'event': 'sub',
'symbol': self.ex_trading_pair,
'params': {
'binary': 'false',
'symbolName': self.ex_trading_pair
},
'code': '0',
'msg': 'Success'
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_depth))
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_subscription_messages))
expected_trade_subscription = {
"topic": "trade",
"event": "sub",
"symbol": self.ex_trading_pair,
"params": {
"binary": False
}
}
self.assertEqual(expected_trade_subscription,
sent_subscription_messages[0])
expected_diff_subscription = {
"topic": "diffDepth",
"event": "sub",
"symbol": self.ex_trading_pair,
"params": {
"binary": False
}
}
self.assertEqual(expected_diff_subscription,
sent_subscription_messages[1])
self.assertTrue(
self._is_logged(
"INFO",
f"Subscribed to public order book and trade channels of {self.trading_pair}..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.bybit.bybit_api_order_book_data_source.BybitAPIOrderBookDataSource._time"
)
def test_listen_for_subscriptions_sends_ping_message_before_ping_interval_finishes(
self, time_mock, ws_connect_mock):
time_mock.side_effect = [
1000, 1100, 1101, 1102
] # Simulate first ping interval is already due
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {
'topic': 'trade',
'event': 'sub',
'symbol': self.ex_trading_pair,
'params': {
'binary': 'false',
'symbolName': self.ex_trading_pair
},
'code': '0',
'msg': 'Success'
}
result_subscribe_depth = {
'topic': 'depth',
'event': 'sub',
'symbol': self.ex_trading_pair,
'params': {
'binary': 'false',
'symbolName': self.ex_trading_pair
},
'code': '0',
'msg': 'Success'
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_depth))
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
expected_ping_message = {"ping": int(1101 * 1e3)}
self.assertEqual(expected_ping_message, sent_messages[-1])
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_subscriptions_raises_cancel_exception(
self, _, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_subscriptions_logs_exception_details(
self, sleep_mock, ws_connect_mock):
sleep_mock.side_effect = asyncio.CancelledError
ws_connect_mock.side_effect = Exception("TEST ERROR.")
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
def test_listen_for_trades_cancelled_when_listening(self):
mock_queue = MagicMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.ob_data_source._message_queue[
CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_trades(self.ev_loop, msg_queue))
self.async_run_with_timeout(self.listening_task)
def test_listen_for_trades_logs_exception(self):
incomplete_resp = {
"topic": "trade",
"params": {
"symbol": self.ex_trading_pair,
"binary": "false",
"symbolName": self.ex_trading_pair
},
"data": {
"v": "564265886622695424",
# "t": 1582001735462,
"p": "9787.5",
"q": "0.195009",
"m": True
}
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.ob_data_source._message_queue[
CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_trades(self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public trade updates from exchange"
))
def test_listen_for_trades_successful(self):
mock_queue = AsyncMock()
trade_event = {
"symbol":
self.ex_trading_pair,
"symbolName":
self.ex_trading_pair,
"topic":
"trade",
"params": {
"realtimeInterval": "24h",
"binary": "false"
},
"data": [{
"v": "929681067596857345",
"t": 1625562619577,
"p": "34924.15",
"q": "0.00027",
"m": True
}],
"f":
True,
"sendTime":
1626249138535,
"shared":
False
}
mock_queue.get.side_effect = [trade_event, asyncio.CancelledError()]
self.ob_data_source._message_queue[
CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
try:
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_trades(self.ev_loop, msg_queue))
except asyncio.CancelledError:
pass
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertTrue(trade_event["data"][0]["t"], msg.trade_id)
def test_listen_for_order_book_diffs_cancelled(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.ob_data_source._message_queue[
CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
self.async_run_with_timeout(self.listening_task)
def test_listen_for_order_book_diffs_logs_exception(self):
incomplete_resp = {
# "symbol": self.ex_trading_pair,
"symbolName":
self.ex_trading_pair,
"topic":
"diffDepth",
"params": {
"realtimeInterval": "24h",
"binary": "false"
},
"data": [{
"e":
301,
"s":
self.ex_trading_pair,
"t":
1565600357643,
"v":
"112801745_18",
"b": [["11371.49", "0.0014"], ["11371.12", "0.2"],
["11369.97", "0.3523"], ["11369.96", "0.5"],
["11369.95", "0.0934"], ["11369.94", "1.6809"],
["11369.6", "0.0047"], ["11369.17", "0.3"],
["11369.16", "0.2"], ["11369.04", "1.3203"]],
"a": [["11375.41", "0.0053"], ["11375.42", "0.0043"],
["11375.48", "0.0052"], ["11375.58", "0.0541"],
["11375.7", "0.0386"], ["11375.71", "2"],
["11377", "2.0691"], ["11377.01", "0.0167"],
["11377.12", "1.5"], ["11377.61", "0.3"]],
"o":
0
}],
"f":
False,
"sendTime":
1626253839401,
"shared":
False
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.ob_data_source._message_queue[
CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public order book updates from exchange"
))
def test_listen_for_order_book_diffs_successful(self):
mock_queue = AsyncMock()
diff_event = {
"symbol":
self.ex_trading_pair,
"symbolName":
self.ex_trading_pair,
"topic":
"diffDepth",
"params": {
"realtimeInterval": "24h",
"binary": "false"
},
"data": [{
"e":
301,
"s":
self.ex_trading_pair,
"t":
1565600357643,
"v":
"112801745_18",
"b": [["11371.49", "0.0014"], ["11371.12", "0.2"],
["11369.97", "0.3523"], ["11369.96", "0.5"],
["11369.95", "0.0934"], ["11369.94", "1.6809"],
["11369.6", "0.0047"], ["11369.17", "0.3"],
["11369.16", "0.2"], ["11369.04", "1.3203"]],
"a": [["11375.41", "0.0053"], ["11375.42", "0.0043"],
["11375.48", "0.0052"], ["11375.58", "0.0541"],
["11375.7", "0.0386"], ["11375.71", "2"],
["11377", "2.0691"], ["11377.01", "0.0167"],
["11377.12", "1.5"], ["11377.61", "0.3"]],
"o":
0
}],
"f":
False,
"sendTime":
1626253839401,
"shared":
False
}
mock_queue.get.side_effect = [diff_event, asyncio.CancelledError()]
self.ob_data_source._message_queue[
CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
try:
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
except asyncio.CancelledError:
pass
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertTrue(diff_event["data"][0]["t"], msg.update_id)
def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(
self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.ob_data_source._message_queue[
CONSTANTS.SNAPSHOT_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.ob_data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
@aioresponses()
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_order_book_snapshots_log_exception(
self, mock_api, sleep_mock):
mock_queue = AsyncMock()
mock_queue.get.side_effect = ['ERROR', asyncio.CancelledError]
self.ob_data_source._message_queue[
CONSTANTS.SNAPSHOT_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
sleep_mock.side_effect = [asyncio.CancelledError]
url = web_utils.rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=Exception)
try:
self.async_run_with_timeout(
self.ob_data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public order book updates from exchange"
))
@aioresponses()
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_order_book_snapshots_successful_rest(
self, mock_api, _):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.TimeoutError
self.ob_data_source._message_queue[
CONSTANTS.SNAPSHOT_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
url = web_utils.rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
snapshot_data = self._snapshot_response()
mock_api.get(regex_url, body=json.dumps(snapshot_data))
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(int(snapshot_data["result"]["time"]), msg.update_id)
def test_listen_for_order_book_snapshots_successful_ws(self):
mock_queue = AsyncMock()
snapshot_event = {
"symbol":
self.ex_trading_pair,
"symbolName":
self.ex_trading_pair,
"topic":
"diffDepth",
"params": {
"realtimeInterval": "24h",
"binary": "false"
},
"data": [{
"e":
301,
"s":
self.ex_trading_pair,
"t":
1565600357643,
"v":
"112801745_18",
"b": [["11371.49", "0.0014"], ["11371.12", "0.2"],
["11369.97", "0.3523"], ["11369.96", "0.5"],
["11369.95", "0.0934"], ["11369.94", "1.6809"],
["11369.6", "0.0047"], ["11369.17", "0.3"],
["11369.16", "0.2"], ["11369.04", "1.3203"]],
"a": [["11375.41", "0.0053"], ["11375.42", "0.0043"],
["11375.48", "0.0052"], ["11375.58", "0.0541"],
["11375.7", "0.0386"], ["11375.71", "2"],
["11377", "2.0691"], ["11377.01", "0.0167"],
["11377.12", "1.5"], ["11377.61", "0.3"]],
"o":
0
}],
"f":
True,
"sendTime":
1626253839401,
"shared":
False
}
mock_queue.get.side_effect = [snapshot_event, asyncio.CancelledError()]
self.ob_data_source._message_queue[
CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
try:
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
except asyncio.CancelledError:
pass
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get(),
timeout=6)
self.assertTrue(snapshot_event["data"][0]["t"], msg.update_id)
class ProbitAPIUserStreamDataSourceTest(unittest.TestCase):
# logging.Level required to receive logs from the data source logger
level = 0
@classmethod
def setUpClass(cls) -> None:
cls.base_asset = "BTC"
cls.quote_asset = "USDT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
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 tearDown(self) -> None:
self.async_task and self.async_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def check_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.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.probit.probit_auth.ProbitAuth.get_ws_auth_payload",
new_callable=AsyncMock,
)
def test_listen_for_user_stream(self, get_ws_auth_payload_mock,
ws_connect_mock):
auth_msg = {"type": "authorization", "token": "someToken"}
get_ws_auth_payload_mock.return_value = auth_msg
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
message={"result": "ok"} # authentication
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps({"my_msg": "test"}) # first message
)
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output_queue))
self.mocking_assistant.run_until_all_json_messages_delivered(
ws_connect_mock.return_value)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertFalse(output_queue.empty())
sent_text_msgs = self.mocking_assistant.text_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertEqual(auth_msg, json.loads(sent_text_msgs[0]))
sent_json_msgs = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
for sent_json_msg in sent_json_msgs:
self.assertEqual("subscribe", sent_json_msg["type"])
self.assertIn(sent_json_msg["channel"],
CONSTANTS.WS_PRIVATE_CHANNELS)
CONSTANTS.WS_PRIVATE_CHANNELS.remove(sent_json_msg["channel"])
self.assertEqual(0, len(CONSTANTS.WS_PRIVATE_CHANNELS))
self.assertNotEqual(0, self.data_source.last_recv_time)
@patch("aiohttp.client.ClientSession.ws_connect")
@patch(
"hummingbot.connector.exchange.probit.probit_api_user_stream_data_source.ProbitAPIUserStreamDataSource._sleep",
new_callable=AsyncMock,
)
def test_listen_for_user_stream_attempts_again_on_exception(
self, sleep_mock, ws_connect_mock):
called_event = asyncio.Event()
async def _sleep(delay):
called_event.set()
await asyncio.sleep(delay)
sleep_mock.side_effect = _sleep
ws_connect_mock.side_effect = Exception
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(asyncio.Queue()))
self.async_run_with_timeout(called_event.wait())
self.check_is_logged(
log_level="ERROR",
message=
"Unexpected error with Probit WebSocket connection. Retrying after 30 seconds...",
)
@patch("aiohttp.client.ClientSession.ws_connect")
def test_listen_for_user_stream_stops_on_asyncio_cancelled_error(
self, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_user_stream(asyncio.Queue()))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.probit.probit_auth.ProbitAuth.get_ws_auth_payload",
new_callable=AsyncMock,
)
def test_listen_for_user_stream_registers_ping_msg(
self, get_ws_auth_payload_mock, ws_connect_mock):
auth_msg = {"type": "authorization", "token": "someToken"}
get_ws_auth_payload_mock.return_value = auth_msg
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
message={"result": "ok"} # authentication
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=WSMsgType.PING)
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(output_queue.empty())
ws_connect_mock.return_value.pong.assert_called()
class NdaxAPIUserStreamDataSourceTests(TestCase):
# the level is required to receive logs from the data source loger
level = 0
def setUp(self) -> None:
super().setUp()
self.uid = '001'
self.api_key = 'testAPIKey'
self.secret = 'testSecret'
self.account_id = 528
self.username = '******'
self.oms_id = 1
self.log_records = []
self.listening_task = None
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
auth_assistant = NdaxAuth(uid=self.uid,
api_key=self.api_key,
secret_key=self.secret,
account_name=self.username)
self.data_source = NdaxAPIUserStreamDataSource(throttler,
auth_assistant)
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 _is_logged(self, log_level: str, message: str) -> bool:
return any(
record.levelname == log_level and record.getMessage() == message
for record in self.log_records)
def async_run_with_timeout(self, coroutine: Awaitable, timeout: int = 1):
ret = asyncio.get_event_loop().run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
def _authentication_response(self, authenticated: bool) -> str:
user = {
"UserId": 492,
"UserName": "******",
"Email": "*****@*****.**",
"EmailVerified": True,
"AccountId": self.account_id,
"OMSId": self.oms_id,
"Use2FA": True
}
payload = {
"Authenticated": authenticated,
"SessionToken": "74e7c5b0-26b1-4ca5-b852-79b796b0e599",
"User": user,
"Locked": False,
"Requires2FA": False,
"EnforceEnable2FA": False,
"TwoFAType": None,
"TwoFAToken": None,
"errormsg": None
}
message = {
"m": 1,
"i": 1,
"n": CONSTANTS.AUTHENTICATE_USER_ENDPOINT_NAME,
"o": json.dumps(payload)
}
return json.dumps(message)
def _raise_exception(self, exception_class):
raise exception_class
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_authenticates_and_subscribes_to_events(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
initial_last_recv_time = self.data_source.last_recv_time
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, self._authentication_response(True))
# Add a dummy message for the websocket to read and include in the "messages" queue
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps('dummyMessage'))
first_received_message = self.async_run_with_timeout(messages.get())
self.assertEqual('dummyMessage', first_received_message)
self.assertTrue(
self._is_logged('INFO', "Authenticating to User Stream..."))
self.assertTrue(
self._is_logged('INFO',
"Successfully authenticated to User Stream."))
self.assertTrue(
self._is_logged('INFO', "Successfully subscribed to user events."))
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertEqual(2, len(sent_messages))
authentication_request = sent_messages[0]
subscription_request = sent_messages[1]
self.assertEqual(
CONSTANTS.AUTHENTICATE_USER_ENDPOINT_NAME,
NdaxWebSocketAdaptor.endpoint_from_raw_message(
json.dumps(authentication_request)))
self.assertEqual(
CONSTANTS.SUBSCRIBE_ACCOUNT_EVENTS_ENDPOINT_NAME,
NdaxWebSocketAdaptor.endpoint_from_raw_message(
json.dumps(subscription_request)))
subscription_payload = NdaxWebSocketAdaptor.payload_from_raw_message(
json.dumps(subscription_request))
expected_payload = {"AccountId": self.account_id, "OMSId": self.oms_id}
self.assertEqual(expected_payload, subscription_payload)
self.assertGreater(self.data_source.last_recv_time,
initial_last_recv_time)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_fails_when_authentication_fails(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Make the close function raise an exception to finish the execution
ws_connect_mock.return_value.close.side_effect = lambda: self._raise_exception(
Exception)
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, self._authentication_response(False))
try:
self.async_run_with_timeout(self.listening_task)
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR", "Error occurred when authenticating to user stream "
"(Could not authenticate websocket connection with NDAX)"))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with NDAX WebSocket connection. Retrying in 30 seconds. "
"(Could not authenticate websocket connection with NDAX)"))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_initialization(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
self.async_run_with_timeout(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_authentication(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(asyncio.CancelledError)
if CONSTANTS.AUTHENTICATE_USER_ENDPOINT_NAME in sent_message[
'n'] else self.mocking_assistant._sent_websocket_json_messages[
ws_connect_mock.return_value].append(sent_message))
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
self.async_run_with_timeout(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_events_subscription(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(asyncio.CancelledError) if CONSTANTS.
SUBSCRIBE_ACCOUNT_EVENTS_ENDPOINT_NAME in sent_message[
'n'] else self.mocking_assistant._sent_websocket_json_messages[
ws_connect_mock.return_value].append(sent_message))
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
self._authentication_response(True))
self.async_run_with_timeout(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_logs_exception_details_during_initialization(
self, ws_connect_mock):
ws_connect_mock.side_effect = Exception
with self.assertRaises(Exception):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source._init_websocket_connection())
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged(
"NETWORK",
"Unexpected error occurred during ndax WebSocket Connection ()"
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_logs_exception_details_during_authentication(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(Exception)
if CONSTANTS.AUTHENTICATE_USER_ENDPOINT_NAME in sent_message[
'n'] else self.mocking_assistant._sent_websocket_json_messages[
ws_connect_mock.return_value].append(sent_message))
# Make the close function raise an exception to finish the execution
ws_connect_mock.return_value.close.side_effect = lambda: self._raise_exception(
Exception)
try:
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
self.async_run_with_timeout(self.listening_task)
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Error occurred when authenticating to user stream ()"))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with NDAX WebSocket connection. Retrying in 30 seconds. ()"
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_logs_exception_during_events_subscription(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
CONSTANTS.SUBSCRIBE_ACCOUNT_EVENTS_ENDPOINT_NAME in sent_message[
'n'] and self._raise_exception(Exception))
# Make the close function raise an exception to finish the execution
ws_connect_mock.return_value.close.side_effect = lambda: self._raise_exception(
Exception)
try:
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
self._authentication_response(True))
self.async_run_with_timeout(self.listening_task)
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Error occurred subscribing to ndax private channels ()"))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with NDAX WebSocket connection. Retrying in 30 seconds. ()"
))
class OkxUserStreamDataSourceUnitTests(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.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS)
self.mock_time_provider = MagicMock()
self.mock_time_provider.time.return_value = 1000
self.time_synchronizer = MagicMock()
self.time_synchronizer.time.return_value = 1640001112.223
self.auth = OkxAuth(api_key="TEST_API_KEY",
secret_key="TEST_SECRET",
passphrase="TEST_PASSPHRASE",
time_provider=self.time_synchronizer)
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.connector._web_assistants_factory._auth = self.auth
self.data_source = OkxAPIUserStreamDataSource(
auth=self.auth,
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()
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
def _create_return_value_and_unlock_test_with_event(self, value):
self.resume_test_event.set()
return value
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_listen_for_user_stream_subscribes_to_orders_and_balances_events(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
successful_login_response = {"event": "login", "code": "0", "msg": ""}
result_subscribe_orders = {
"event": "subscribe",
"arg": {
"channel": "account"
}
}
result_subscribe_account = {
"event": "subscribe",
"arg": {
"channel": "orders",
"instType": "SPOT",
}
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(successful_login_response))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_orders))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_account))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(3, len(sent_messages))
expected_login = {
"op":
"login",
"args": [{
"apiKey": self.auth.api_key,
"passphrase": self.auth.passphrase,
'timestamp': '1640001112',
'sign': 'wEhbGLkjM+fzAclpjd67vGUzbRpxPe4AlLyh6/wVwL4=',
}]
}
self.assertEqual(expected_login, sent_messages[0])
expected_account_subscription = {
"op": "subscribe",
"args": [{
"channel": "account"
}]
}
self.assertEqual(expected_account_subscription, sent_messages[1])
expected_orders_subscription = {
"op": "subscribe",
"args": [{
"channel": "orders",
"instType": "SPOT",
}]
}
self.assertEqual(expected_orders_subscription, sent_messages[2])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to private account and orders channels..."))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_authentication_failure(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
login_response = {
"event": "error",
"code": "60009",
"msg": "Login failed."
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(login_response))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_empty_payload(
self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login", "code": "0", "msg": ""}
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps(successful_login_response))
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, "")
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_connection_failed(self, mock_ws):
mock_ws.side_effect = lambda *arg, **kwars: self._create_exception_and_unlock_test_with_event(
Exception("TEST ERROR."))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_sends_ping_message_before_ping_interval_finishes(
self, ws_connect_mock):
successful_login_response = {"event": "login", "code": "0", "msg": ""}
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = [
WSMessage(type=WSMsgType.TEXT,
data=json.dumps(successful_login_response),
extra=None),
asyncio.TimeoutError("Test timeiout"), asyncio.CancelledError
]
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
sent_messages = self.mocking_assistant.text_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
expected_ping_message = "ping"
self.assertEqual(expected_ping_message, sent_messages[0])
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()
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 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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
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 _successfully_subscribed_event(self):
resp = {"result": None, "id": 1}
return resp
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 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 resp
def _snapshot_response(self):
resp = {
"lastUpdateId": 1027024,
"bids": [["4.00000000", "431.00000000"]],
"asks": [["4.00000200", "12.00000000"]]
}
return resp
@aioresponses()
def test_get_new_order_book_successful(self, mock_api):
url = web_utils.public_rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = self._snapshot_response()
mock_api.get(regex_url, body=json.dumps(resp))
order_book: OrderBook = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
expected_update_id = resp["lastUpdateId"]
self.assertEqual(expected_update_id, order_book.snapshot_uid)
bids = list(order_book.bid_entries())
asks = list(order_book.ask_entries())
self.assertEqual(1, len(bids))
self.assertEqual(4, bids[0].price)
self.assertEqual(431, bids[0].amount)
self.assertEqual(expected_update_id, bids[0].update_id)
self.assertEqual(1, len(asks))
self.assertEqual(4.000002, asks[0].price)
self.assertEqual(12, asks[0].amount)
self.assertEqual(expected_update_id, asks[0].update_id)
@aioresponses()
def test_get_new_order_book_raises_exception(self, mock_api):
url = web_utils.public_rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400)
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {"result": None, "id": 1}
result_subscribe_diffs = {"result": None, "id": 2}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_subscription_messages))
expected_trade_subscription = {
"method": "SUBSCRIBE",
"params": [f"{self.ex_trading_pair.lower()}@trade"],
"id": 1
}
self.assertEqual(expected_trade_subscription,
sent_subscription_messages[0])
expected_diff_subscription = {
"method": "SUBSCRIBE",
"params": [f"{self.ex_trading_pair.lower()}@depth@100ms"],
"id": 2
}
self.assertEqual(expected_diff_subscription,
sent_subscription_messages[1])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to public order book and trade channels..."))
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect")
def test_listen_for_subscriptions_raises_cancel_exception(
self, mock_ws, _: AsyncMock):
mock_ws.side_effect = asyncio.CancelledError
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(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_logs_exception_details(
self, mock_ws, sleep_mock):
mock_ws.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(
asyncio.CancelledError())
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
def test_subscribe_channels_raises_cancel_exception(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
def test_subscribe_channels_raises_exception_and_logs_error(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = Exception("Test Error")
with self.assertRaises(Exception):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to order book trading and delta streams..."
))
def test_listen_for_trades_cancelled_when_listening(self):
mock_queue = MagicMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[
CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
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.async_run_with_timeout(self.listening_task)
def test_listen_for_trades_logs_exception(self):
incomplete_resp = {
"m": 1,
"i": 2,
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.data_source._message_queue[
CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public trade updates from exchange"
))
def test_listen_for_trades_successful(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
self._trade_update_event(),
asyncio.CancelledError()
]
self.data_source._message_queue[
CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(12345, msg.trade_id)
def test_listen_for_order_book_diffs_cancelled(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
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_diffs(
self.ev_loop, msg_queue))
self.async_run_with_timeout(self.listening_task)
def test_listen_for_order_book_diffs_logs_exception(self):
incomplete_resp = {
"m": 1,
"i": 2,
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public order book updates from exchange"
))
def test_listen_for_order_book_diffs_successful(self):
mock_queue = AsyncMock()
diff_event = self._order_diff_event()
mock_queue.get.side_effect = [diff_event, asyncio.CancelledError()]
self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(diff_event["u"], msg.update_id)
@aioresponses()
def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(
self, mock_api):
url = web_utils.public_rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=asyncio.CancelledError)
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, asyncio.Queue()))
@aioresponses()
@patch(
"hummingbot.connector.exchange.binance.binance_api_order_book_data_source"
".BinanceAPIOrderBookDataSource._sleep")
def test_listen_for_order_book_snapshots_log_exception(
self, mock_api, sleep_mock):
msg_queue: asyncio.Queue = asyncio.Queue()
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(
asyncio.CancelledError())
url = web_utils.public_rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=Exception)
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.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
f"Unexpected error fetching order book snapshot for {self.trading_pair}."
))
@aioresponses()
def test_listen_for_order_book_snapshots_successful(
self,
mock_api,
):
msg_queue: asyncio.Queue = asyncio.Queue()
url = web_utils.public_rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, body=json.dumps(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.async_run_with_timeout(msg_queue.get())
self.assertEqual(1027024, msg.update_id)
