def test_on_message(self):
client = BcexClient([Symbol.ALGOUSD])
client._check_message_seqnum = Mock()
channels = [
"dummy_channel",
Channel.TRADES,
Channel.TICKER,
Channel.PRICES,
Channel.AUTH,
Channel.BALANCES,
Channel.HEARTBEAT,
Channel.SYMBOLS,
Channel.L2,
Channel.L3,
]
# set up the mocks
mocks = [Mock() for _ in range(len(channels))]
client._on_message_unsupported = mocks[0]
client._on_market_trade_updates = mocks[1]
client._on_ticker_updates = mocks[2]
client._on_price_updates = mocks[3]
client._on_auth_updates = mocks[4]
client._on_balance_updates = mocks[5]
client._on_heartbeat_updates = mocks[6]
client._on_symbols_updates = mocks[7]
client._on_l2_updates = mocks[8]
client._on_l3_updates = mocks[9]
# checks
msg = {}
for i, ch in enumerate(channels):
msg.update({"channel": ch})
client.on_message(json.dumps(msg))
assert client._check_message_seqnum.call_count == i + 1
for j in range(i):
assert mocks[j].call_count == 1
for j in range(i + 1, len(channels)):
assert mocks[j].call_count == 0
assert mocks[i].call_args[0][0] == msg
client.on_message(None)
def test_on_l2_updates(self):
client = BcexClient(symbols=["BTC-USD"])
msg = {
"seqnum":
2,
"event":
"snapshot",
"channel":
"l2",
"symbol":
"BTC-USD",
"bids": [
{
"px": 8723.45,
"qty": 1.45,
"num": 2
},
{
"px": 8124.45,
"qty": 123.45,
"num": 1
},
],
"asks": [
{
"px": 8730.0,
"qty": 1.55,
"num": 2
},
{
"px": 8904.45,
"qty": 13.66,
"num": 2
},
],
}
client._on_l2_updates(msg)
assert client.l2_book["BTC-USD"] == {
"bids": SortedDict({
8124.45: 123.45,
8723.45: 1.45
}),
"asks": SortedDict({
8730.0: 1.55,
8904.45: 13.66
}),
}
msg = {
"seqnum": 3,
"event": "updated",
"channel": "l2",
"symbol": "BTC-USD",
"bids": [{
"px": 8723.45,
"qty": 1.1,
"num": 1
}],
"asks": [],
}
client._on_l2_updates(msg)
assert client.l2_book["BTC-USD"] == {
"bids": SortedDict({
8124.45: 123.45,
8723.45: 1.1
}),
"asks": SortedDict({
8730.0: 1.55,
8904.45: 13.66
}),
}
msg = {
"seqnum": 3,
"event": "updated",
"channel": "l2",
"symbol": "BTC-USD",
"bids": [{
"px": 8124.45,
"qty": 0,
"num": 1
}],
"asks": [],
}
client._on_l2_updates(msg)
assert client.l2_book["BTC-USD"] == {
"bids": SortedDict({8723.45: 1.1}),
"asks": SortedDict({
8730.0: 1.55,
8904.45: 13.66
}),
}
msg = {
"seqnum": 2,
"event": "snapshot",
"channel": "l2",
"symbol": "BTC-USD",
"bids": [{
"px": 8723.45,
"qty": 1.45,
"num": 2
}],
"asks": [{
"px": 8730.0,
"qty": 1.55,
"num": 2
}],
}
client._on_l2_updates(msg)
assert client.l2_book["BTC-USD"] == {
"bids": SortedDict({8723.45: 1.45}),
"asks": SortedDict({8730.0: 1.55}),
}