def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.mock_time_provider = MagicMock()
self.mock_time_provider.time.return_value = 1000
self.auth = GateIoAuth(api_key=self.api_key,
secret_key=self.api_secret_key,
time_provider=self.mock_time_provider)
self.time_synchronizer = TimeSynchronizer()
self.time_synchronizer.add_time_offset_ms_sample(0)
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = GateIoExchange(client_config_map=client_config_map,
gate_io_api_key="",
gate_io_secret_key="",
trading_pairs=[],
trading_required=False)
self.connector._web_assistants_factory._auth = self.auth
self.data_source = GateIoAPIUserStreamDataSource(
self.auth,
trading_pairs=[self.trading_pair],
connector=self.connector,
api_factory=self.connector._web_assistants_factory)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.connector._set_trading_pair_symbol_map(
bidict({self.ex_trading_pair: self.trading_pair}))
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.mocking_assistant = NetworkMockingAssistant()
self.exchange = GateIoExchange(self.api_key,
self.api_secret,
trading_pairs=[self.trading_pair])
self.event_listener = MockEventListener()
self.exchange.logger().setLevel(1)
self.exchange.logger().addHandler(self)
def get_gate_io(ec):
exchange = GateIoExchange(
gate_io_api_key=creds.k,
gate_io_secret_key=creds.s,
trading_pairs=[ec.pair],
)
return exchange
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.async_tasks: List[asyncio.Task] = []
self.mocking_assistant = NetworkMockingAssistant()
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.data_source = GateIoAPIOrderBookDataSource(
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 setUpClass(cls):
global MAINNET_RPC_URL
cls.ev_loop = asyncio.get_event_loop()
cls.clock: Clock = Clock(ClockMode.REALTIME)
cls.connector: GateIoExchange = GateIoExchange(
gate_io_api_key=API_KEY,
gate_io_secret_key=API_SECRET,
trading_pairs=[cls.trading_pair],
trading_required=True)
print("Initializing Gate.Io market... this will take about a minute.")
cls.clock.add_iterator(cls.connector)
cls.stack: contextlib.ExitStack = contextlib.ExitStack()
cls._clock = cls.stack.enter_context(cls.clock)
cls.ev_loop.run_until_complete(cls.wait_til_ready())
print("Ready.")
class TestGateIoExchange(unittest.TestCase):
# logging.Level required to receive logs from the exchange
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 = "someSecret"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.mocking_assistant = NetworkMockingAssistant()
self.async_tasks: List[asyncio.Task] = []
self.exchange = GateIoExchange(self.api_key,
self.api_secret,
trading_pairs=[self.trading_pair])
self.event_listener = EventLogger()
self.exchange.logger().setLevel(1)
self.exchange.logger().addHandler(self)
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: int = 1):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
@staticmethod
def get_currency_data_mock() -> List:
currency_data = [{
"currency": "GT",
"delisted": False,
"withdraw_disabled": False,
"withdraw_delayed": False,
"deposit_disabled": False,
"trade_disabled": False,
}]
return currency_data
def get_trading_rules_mock(self) -> List:
trading_rules = [{
"id": f"{self.base_asset}_{self.quote_asset}",
"base": self.base_asset,
"quote": self.quote_asset,
"fee": "0.2",
"min_base_amount": "0.001",
"min_quote_amount": "1.0",
"amount_precision": 3,
"precision": 6,
"trade_status": "tradable",
"sell_start": 1516378650,
"buy_start": 1516378650,
}]
return trading_rules
def get_order_create_response_mock(
self,
cancelled: bool = False,
exchange_order_id: str = "someExchId") -> Dict:
order_create_resp_mock = {
"id": exchange_order_id,
"text": "t-123456",
"create_time": "1548000000",
"update_time": "1548000100",
"create_time_ms": 1548000000123,
"update_time_ms": 1548000100123,
"currency_pair": f"{self.base_asset}_{self.quote_asset}",
"status": "cancelled" if cancelled else "open",
"type": "limit",
"account": "spot",
"side": "buy",
"iceberg": "0",
"amount": "1",
"price": "5.00032",
"time_in_force": "gtc",
"left": "0.5",
"filled_total": "2.50016",
"fee": "0.005",
"fee_currency": "ETH",
"point_fee": "0",
"gt_fee": "0",
"gt_discount": False,
"rebated_fee": "0",
"rebated_fee_currency": "BTC",
}
return order_create_resp_mock
def get_in_flight_order(
self,
client_order_id: str,
exchange_order_id: str = "someExchId") -> GateIoInFlightOrder:
order = GateIoInFlightOrder(client_order_id,
exchange_order_id,
self.trading_pair,
OrderType.LIMIT,
TradeType.BUY,
price=Decimal("5.1"),
amount=Decimal("1"),
creation_timestamp=1640001112.0)
return order
def get_user_balances_mock(self) -> List:
user_balances = [
{
"currency": self.base_asset,
"available": "968.8",
"locked": "0",
},
{
"currency": self.quote_asset,
"available": "543.9",
"locked": "0",
},
]
return user_balances
def get_open_order_mock(self,
exchange_order_id: str = "someExchId") -> List:
open_orders = [{
"currency_pair":
f"{self.base_asset}_{self.quote_asset}",
"total":
1,
"orders": [{
"id": exchange_order_id,
"text": f"{CONSTANTS.HBOT_ORDER_ID}-{exchange_order_id}",
"create_time": "1548000000",
"update_time": "1548000100",
"currency_pair": f"{self.base_asset}_{self.quote_asset}",
"status": "open",
"type": "limit",
"account": "spot",
"side": "buy",
"amount": "1",
"price": "5.00032",
"time_in_force": "gtc",
"left": "0.5",
"filled_total": "2.50016",
"fee": "0.005",
"fee_currency": "ETH",
"point_fee": "0",
"gt_fee": "0",
"gt_discount": False,
"rebated_fee": "0",
"rebated_fee_currency": "BTC",
}],
}]
return open_orders
def get_order_trade_response(
self,
order: GateIoInFlightOrder,
is_completely_filled: bool = False) -> Dict[str, Any]:
order_amount = order.amount
if not is_completely_filled:
order_amount = float(Decimal("0.5") * order_amount)
base_asset, quote_asset = order.trading_pair.split(
"-")[0], order.trading_pair.split("-")[1]
return [{
"id":
5736713,
"user_id":
1000001,
"order_id":
order.exchange_order_id,
"currency_pair":
order.trading_pair,
"create_time":
1605176741,
"create_time_ms":
"1605176741123.456",
"side":
"buy" if order.trade_type == TradeType.BUY else "sell",
"amount":
str(order_amount),
"role":
"maker",
"price":
str(order.price),
"fee":
"0.00200000000000",
"fee_currency":
base_asset if order.trade_type == TradeType.BUY else quote_asset,
"point_fee":
"0",
"gt_fee":
"0",
"text":
order.client_order_id,
}]
@patch(
"hummingbot.connector.exchange.gate_io.gate_io_utils.retry_sleep_time")
@aioresponses()
def test_check_network_not_connected(self, retry_sleep_time_mock,
mock_api):
retry_sleep_time_mock.side_effect = lambda *args, **kwargs: 0
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.NETWORK_CHECK_PATH_URL}"
resp = ""
for i in range(CONSTANTS.API_MAX_RETRIES):
mock_api.get(url, status=500, body=json.dumps(resp))
ret = self.async_run_with_timeout(
coroutine=self.exchange.check_network())
self.assertEqual(ret, NetworkStatus.NOT_CONNECTED)
@aioresponses()
def test_check_network(self, mock_api):
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.NETWORK_CHECK_PATH_URL}"
resp = self.get_currency_data_mock()
mock_api.get(url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
coroutine=self.exchange.check_network())
self.assertEqual(ret, NetworkStatus.CONNECTED)
@aioresponses()
def test_update_trading_rules_polling_loop(self, mock_api):
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.SYMBOL_PATH_URL}"
resp = self.get_trading_rules_mock()
called_event = asyncio.Event()
mock_api.get(url,
body=json.dumps(resp),
callback=lambda *args, **kwargs: called_event.set())
self.ev_loop.create_task(self.exchange._trading_rules_polling_loop())
self.async_run_with_timeout(called_event.wait())
self.assertTrue(self.trading_pair in self.exchange.trading_rules)
@aioresponses()
def test_create_order(self, mock_api):
trading_rules = self.get_trading_rules_mock()
self.exchange._trading_rules = self.exchange._format_trading_rules(
trading_rules)
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_CREATE_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = self.get_order_create_response_mock()
mock_api.post(regex_url, body=json.dumps(resp))
self.exchange.add_listener(MarketEvent.BuyOrderCreated,
self.event_listener)
order_id = "someId"
self.async_run_with_timeout(coroutine=self.exchange._create_order(
trade_type=TradeType.BUY,
order_id=order_id,
trading_pair=self.trading_pair,
amount=Decimal("1"),
order_type=OrderType.LIMIT,
price=Decimal("5.1"),
))
self.assertEqual(1, len(self.event_listener.event_log))
event = self.event_listener.event_log[0]
self.assertEqual(order_id, event.order_id)
self.assertTrue(order_id in self.exchange.in_flight_orders)
@aioresponses()
def test_create_order_when_order_is_instantly_closed(self, mock_api):
trading_rules = self.get_trading_rules_mock()
self.exchange._trading_rules = self.exchange._format_trading_rules(
trading_rules)
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_CREATE_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = self.get_order_create_response_mock()
resp["status"] = "closed"
mock_api.post(regex_url, body=json.dumps(resp))
event_logger = EventLogger()
self.exchange.add_listener(MarketEvent.BuyOrderCreated, event_logger)
order_id = "someId"
self.async_run_with_timeout(coroutine=self.exchange._create_order(
trade_type=TradeType.BUY,
order_id=order_id,
trading_pair=self.trading_pair,
amount=Decimal("1"),
order_type=OrderType.LIMIT,
price=Decimal("5.1"),
))
self.assertEqual(1, len(event_logger.event_log))
self.assertEqual(order_id, event_logger.event_log[0].order_id)
self.assertTrue(order_id in self.exchange.in_flight_orders)
@aioresponses()
def test_order_with_less_amount_than_allowed_is_not_created(
self, mock_api):
trading_rules = self.get_trading_rules_mock()
self.exchange._trading_rules = self.exchange._format_trading_rules(
trading_rules)
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_CREATE_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.post(regex_url,
exception=Exception("The request should never happen"))
self.exchange.add_listener(MarketEvent.BuyOrderCreated,
self.event_listener)
order_id = "someId"
self.async_run_with_timeout(coroutine=self.exchange._create_order(
trade_type=TradeType.BUY,
order_id=order_id,
trading_pair=self.trading_pair,
amount=Decimal("0.0001"),
order_type=OrderType.LIMIT,
price=Decimal("5.1"),
))
self.assertEqual(0, len(self.event_listener.event_log))
self.assertNotIn(order_id, self.exchange.in_flight_orders)
self.assertTrue(
self._is_logged(
"ERROR",
"Error submitting BUY LIMIT order to gate_io for 0.000 COINALPHA-HBOT 5.100000 - Buy order amount 0.000 is lower than the minimum order size 0.001..",
))
@patch("hummingbot.client.hummingbot_application.HummingbotApplication")
@aioresponses()
def test_create_order_fails(self, _, mock_api):
trading_rules = self.get_trading_rules_mock()
self.exchange._trading_rules = self.exchange._format_trading_rules(
trading_rules)
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_CREATE_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = self.get_order_create_response_mock(cancelled=True)
mock_api.post(regex_url, body=json.dumps(resp))
self.exchange.add_listener(MarketEvent.BuyOrderCreated,
self.event_listener)
order_id = "someId"
self.async_run_with_timeout(coroutine=self.exchange._create_order(
trade_type=TradeType.BUY,
order_id=order_id,
trading_pair=self.trading_pair,
amount=Decimal("1"),
order_type=OrderType.LIMIT,
price=Decimal("5.1"),
))
self.assertEqual(0, len(self.event_listener.event_log))
self.assertTrue(order_id not in self.exchange.in_flight_orders)
@aioresponses()
def test_execute_cancel(self, mock_api):
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_CREATE_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = self.get_order_create_response_mock(cancelled=True)
mock_api.delete(regex_url, body=json.dumps(resp))
client_order_id = "someId"
exchange_order_id = "someExchId"
self.exchange._in_flight_orders[
client_order_id] = self.get_in_flight_order(
client_order_id, exchange_order_id)
self.exchange.add_listener(MarketEvent.OrderCancelled,
self.event_listener)
self.async_run_with_timeout(coroutine=self.exchange._execute_cancel(
self.trading_pair, client_order_id))
self.assertEqual(1, len(self.event_listener.event_log))
event = self.event_listener.event_log[0]
self.assertEqual(client_order_id, event.order_id)
self.assertTrue(client_order_id not in self.exchange.in_flight_orders)
def test_cancel_order_not_present_in_inflight_orders(self):
client_order_id = "test-id"
event_logger = EventLogger()
self.exchange.add_listener(MarketEvent.OrderCancelled, event_logger)
result = self.async_run_with_timeout(
coroutine=self.exchange._execute_cancel(self.trading_pair,
client_order_id))
self.assertEqual(0, len(event_logger.event_log))
self.assertTrue(
self._is_logged(
"WARNING",
f"Failed to cancel order {client_order_id}. Order not found in inflight orders."
))
self.assertFalse(result.success)
def test_stop_tracking_order_exceed_not_found_limit(self):
client_order_id = "someId"
exchange_order_id = "someExchId"
self.exchange._in_flight_orders[
client_order_id] = self.get_in_flight_order(
client_order_id, exchange_order_id)
self.assertEqual(1, len(self.exchange.in_flight_orders))
self.exchange._order_not_found_records[
client_order_id] = self.exchange.ORDER_NOT_EXIST_CONFIRMATION_COUNT
self.exchange.stop_tracking_order_exceed_not_found_limit(
self.exchange._in_flight_orders[client_order_id])
self.assertEqual(0, len(self.exchange.in_flight_orders))
@aioresponses()
def test_update_order_status_unable_to_fetch_trades(self, mock_api):
client_order_id = "someId"
exchange_order_id = "someExchId"
self.exchange._in_flight_orders[
client_order_id] = self.get_in_flight_order(
client_order_id, exchange_order_id)
self.exchange._order_not_found_records[
client_order_id] = self.exchange.ORDER_NOT_EXIST_CONFIRMATION_COUNT
# Order Trade Updates
order_trade_updates_url = f"{CONSTANTS.REST_URL}/{CONSTANTS.MY_TRADES_PATH_URL}"
regex_order_trade_updates_url = re.compile(
f"^{order_trade_updates_url}")
order_trade_updates_called_event = asyncio.Event()
error_resp = {
"label": "ORDER_NOT_FOUND",
"message": "ORDER_NOT_FOUND",
"status": 400,
}
mock_api.get(
regex_order_trade_updates_url,
body=json.dumps(error_resp),
callback=lambda *args, **kwargs: order_trade_updates_called_event.
set(),
)
self.async_tasks.append(
self.ev_loop.create_task(self.exchange._update_order_status()))
self.async_run_with_timeout(order_trade_updates_called_event.wait())
self._is_logged(
"WARNING",
f"Failed to fetch trade updates for order {client_order_id}. Response: {error_resp}"
)
self.assertEqual(0, len(self.exchange.in_flight_orders))
@aioresponses()
def test_update_order_status_unable_to_fetch_order_status(self, mock_api):
client_order_id = "someId"
exchange_order_id = "someExchId"
self.exchange._in_flight_orders[
client_order_id] = self.get_in_flight_order(
client_order_id, exchange_order_id)
self.exchange._order_not_found_records[
client_order_id] = self.exchange.ORDER_NOT_EXIST_CONFIRMATION_COUNT
# Order Trade Updates
order_trade_updates_url = f"{CONSTANTS.REST_URL}/{CONSTANTS.MY_TRADES_PATH_URL}"
regex_order_trade_updates_url = re.compile(
f"^{order_trade_updates_url}")
order_trade_updates_resp = self.get_order_trade_response(
order=self.exchange._in_flight_orders[client_order_id])
order_trade_updates_called_event = asyncio.Event()
mock_api.get(
regex_order_trade_updates_url,
body=json.dumps(order_trade_updates_resp),
callback=lambda *args, **kwargs: order_trade_updates_called_event.
set(),
)
# Order Status Updates
order_status_url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_STATUS_PATH_URL}"
regex_order_status_url = re.compile(
f"^{order_status_url[:-4]}".replace(".",
r"\.").replace("?", r"\?"))
error_resp = {
"label": "ORDER_NOT_FOUND",
"message": "ORDER_NOT_FOUND",
"status": 400,
}
order_status_called_event = asyncio.Event()
mock_api.get(
regex_order_status_url,
body=json.dumps(error_resp),
callback=lambda *args, **kwargs: order_status_called_event.set(),
)
self.async_tasks.append(
self.ev_loop.create_task(self.exchange._update_order_status()))
self.async_run_with_timeout(order_trade_updates_called_event.wait())
self.async_run_with_timeout(order_trade_updates_called_event.wait())
self._is_logged(
"WARNING",
f"Failed to fetch order updates for order {client_order_id}. Response: {error_resp}"
)
self.assertEqual(0, len(self.exchange.in_flight_orders))
@aioresponses()
@patch(
"hummingbot.connector.exchange.gate_io.gate_io_exchange.GateIoExchange.current_timestamp"
)
def test_status_polling_loop(self, mock_api, current_ts_mock):
# Order Balance Updates
balances_url = f"{CONSTANTS.REST_URL}/{CONSTANTS.USER_BALANCES_PATH_URL}"
balances_resp = self.get_user_balances_mock()
balances_called_event = asyncio.Event()
mock_api.get(
balances_url,
body=json.dumps(balances_resp),
callback=lambda *args, **kwargs: balances_called_event.set())
client_order_id = "someId"
exchange_order_id = "someExchId"
self.exchange._in_flight_orders[
client_order_id] = self.get_in_flight_order(
client_order_id, exchange_order_id)
# Order Trade Updates
order_trade_updates_url = f"{CONSTANTS.REST_URL}/{CONSTANTS.MY_TRADES_PATH_URL}"
regex_order_trade_updates_url = re.compile(
f"^{order_trade_updates_url}")
order_trade_updates_resp = self.get_order_trade_response(
order=self.exchange._in_flight_orders[client_order_id])
order_trade_updates_called_event = asyncio.Event()
mock_api.get(
regex_order_trade_updates_url,
body=json.dumps(order_trade_updates_resp),
callback=lambda *args, **kwargs: order_trade_updates_called_event.
set(),
)
# Order Status Updates
order_status_url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_STATUS_PATH_URL}"
regex_order_status_url = re.compile(
f"^{order_status_url[:-4]}".replace(".",
r"\.").replace("?", r"\?"))
order_status_resp = self.get_order_create_response_mock(
cancelled=False, exchange_order_id=exchange_order_id)
order_status_called_event = asyncio.Event()
mock_api.get(
regex_order_status_url,
body=json.dumps(order_status_resp),
callback=lambda *args, **kwargs: order_status_called_event.set(),
)
current_ts_mock.return_value = time.time()
self.ev_loop.create_task(self.exchange._status_polling_loop())
self.exchange._poll_notifier.set()
self.async_run_with_timeout(balances_called_event.wait())
self.async_run_with_timeout(order_trade_updates_called_event.wait())
self.async_run_with_timeout(order_status_called_event.wait())
self.assertEqual(self.exchange.available_balances[self.base_asset],
Decimal("968.8"))
self.assertTrue(client_order_id in self.exchange.in_flight_orders)
partially_filled_order = self.exchange.in_flight_orders[
client_order_id]
self.assertEqual(Decimal("0.5"),
partially_filled_order.executed_amount_base)
@aioresponses()
def test_get_open_orders(self, mock_api):
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.USER_ORDERS_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = self.get_open_order_mock()
mock_api.get(regex_url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
coroutine=self.exchange.get_open_orders())
self.assertTrue(len(ret) == 1)
def test_process_trade_message_matching_order_by_internal_order_id(self):
self.exchange.start_tracking_order(
order_id="OID-1",
exchange_order_id="5736713",
trading_pair=self.trading_pair,
trade_type=TradeType.BUY,
price=Decimal(10000),
amount=Decimal(1),
order_type=OrderType.LIMIT,
)
trade_message = {
"id": 5736713,
"user_id": 1000001,
"order_id": "EOID-1",
"currency_pair": self.ex_trading_pair,
"create_time": 1605176741,
"create_time_ms": "1605176741123.456",
"side": "buy",
"amount": "0.50000000",
"role": "maker",
"price": "10000.00000000",
"fee": "0.00200000000000",
"fee_currency": self.quote_asset,
"point_fee": "0",
"gt_fee": "0",
"text": "OID-1",
}
self.exchange._process_trade_message(trade_message)
order = self.exchange.in_flight_orders["OID-1"]
self.assertIn(str(trade_message["id"]), order.trade_update_id_set)
self.assertEqual(Decimal(0.5), order.executed_amount_base)
self.assertEqual(Decimal(5000), order.executed_amount_quote)
self.assertEqual(Decimal("0.002"), order.fee_paid)
self.assertEqual(self.quote_asset, order.fee_asset)
@patch("hummingbot.connector.utils.get_tracking_nonce_low_res")
def test_client_order_id_on_order(self, mocked_nonce):
mocked_nonce.return_value = 7
result = self.exchange.buy(
trading_pair=self.trading_pair,
amount=Decimal("1"),
order_type=OrderType.LIMIT,
price=Decimal("2"),
)
expected_client_order_id = get_new_client_order_id(
is_buy=True,
trading_pair=self.trading_pair,
hbot_order_id_prefix=CONSTANTS.HBOT_ORDER_ID,
max_id_len=CONSTANTS.MAX_ID_LEN,
)
self.assertEqual(result, expected_client_order_id)
result = self.exchange.sell(
trading_pair=self.trading_pair,
amount=Decimal("1"),
order_type=OrderType.LIMIT,
price=Decimal("2"),
)
expected_client_order_id = get_new_client_order_id(
is_buy=False,
trading_pair=self.trading_pair,
hbot_order_id_prefix=CONSTANTS.HBOT_ORDER_ID,
max_id_len=CONSTANTS.MAX_ID_LEN,
)
self.assertEqual(result, expected_client_order_id)
def test_orders_saving_and_restoration(self):
config_path = "test_config"
strategy_name = "test_strategy"
sql = SQLConnectionManager(SQLConnectionType.TRADE_FILLS,
db_path=self.db_path)
order_id = None
recorder = MarketsRecorder(sql, [self.connector], config_path,
strategy_name)
recorder.start()
try:
self.connector._in_flight_orders.clear()
self.assertEqual(0, len(self.connector.tracking_states))
# Try to put limit buy order for 0.02 ETH worth of ZRX, and watch for order creation event.
current_bid_price: Decimal = self.connector.get_price(
self.trading_pair, True)
price: Decimal = current_bid_price * Decimal("0.8")
price = self.connector.quantize_order_price(
self.trading_pair, price)
amount: Decimal = self.order_amount
amount = self.connector.quantize_order_amount(
self.trading_pair, amount)
cl_order_id = self._place_order(True, amount,
OrderType.LIMIT_MAKER, price, 1)
order_created_event = self.ev_loop.run_until_complete(
self.event_logger.wait_for(BuyOrderCreatedEvent))
self.assertEqual(cl_order_id, order_created_event.order_id)
# Verify tracking states
self.assertEqual(1, len(self.connector.tracking_states))
self.assertEqual(cl_order_id,
list(self.connector.tracking_states.keys())[0])
# Verify orders from recorder
recorded_orders: List[
Order] = recorder.get_orders_for_config_and_market(
config_path, self.connector)
self.assertEqual(1, len(recorded_orders))
self.assertEqual(cl_order_id, recorded_orders[0].id)
# Verify saved market states
saved_market_states: MarketState = recorder.get_market_states(
config_path, self.connector)
self.assertIsNotNone(saved_market_states)
self.assertIsInstance(saved_market_states.saved_state, dict)
self.assertGreater(len(saved_market_states.saved_state), 0)
# Close out the current market and start another market.
self.connector.stop(self._clock)
self.ev_loop.run_until_complete(asyncio.sleep(5))
self.clock.remove_iterator(self.connector)
for event_tag in self.events:
self.connector.remove_listener(event_tag, self.event_logger)
# Clear the event loop
self.event_logger.clear()
new_connector = GateIoExchange(API_KEY, API_SECRET,
[self.trading_pair], True)
for event_tag in self.events:
new_connector.add_listener(event_tag, self.event_logger)
recorder.stop()
recorder = MarketsRecorder(sql, [new_connector], config_path,
strategy_name)
recorder.start()
saved_market_states = recorder.get_market_states(
config_path, new_connector)
self.clock.add_iterator(new_connector)
self.ev_loop.run_until_complete(self.wait_til_ready(new_connector))
self.assertEqual(0, len(new_connector.limit_orders))
self.assertEqual(0, len(new_connector.tracking_states))
new_connector.restore_tracking_states(
saved_market_states.saved_state)
self.assertEqual(1, len(new_connector.limit_orders))
self.assertEqual(1, len(new_connector.tracking_states))
# Cancel the order and verify that the change is saved.
self._cancel_order(cl_order_id, new_connector)
self.ev_loop.run_until_complete(
self.event_logger.wait_for(OrderCancelledEvent))
recorder.save_market_states(config_path, new_connector)
order_id = None
self.assertEqual(0, len(new_connector.limit_orders))
self.assertEqual(0, len(new_connector.tracking_states))
saved_market_states = recorder.get_market_states(
config_path, new_connector)
self.assertEqual(0, len(saved_market_states.saved_state))
finally:
if order_id is not None:
self.connector.cancel(self.trading_pair, cl_order_id)
self.run_parallel(
self.event_logger.wait_for(OrderCancelledEvent))
recorder.stop()
os.unlink(self.db_path)
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 TestGateIoAPIOrderBookDataSource(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}"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.async_tasks: List[asyncio.Task] = []
self.mocking_assistant = NetworkMockingAssistant()
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.data_source = GateIoAPIOrderBookDataSource(
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:
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: int = 1):
ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout))
return ret
@staticmethod
def get_order_book_data_mock() -> Dict:
order_book_data = {
"id": 1890172054,
"current": 1630644717528,
"update": 1630644716786,
"asks": [
["0.298705", "5020"]
],
"bids": [
["0.298642", "2703.17"]
]
}
return order_book_data
def get_trade_data_mock(self) -> Dict:
trade_data = {
"time": 1606292218,
"channel": "spot.trades",
"event": "update",
"result": {
"id": 309143071,
"create_time": 1606292218,
"create_time_ms": "1606292218213.4578",
"side": "sell",
"currency_pair": self.ex_trading_pair,
"amount": "16.4700000000",
"price": "0.4705000000"
}
}
return trade_data
def get_order_book_update_mock(self) -> Dict:
ob_update = {
"time": 1606294781,
"channel": "spot.order_book_update",
"event": "update",
"result": {
"t": 1606294781123,
"e": "depthUpdate",
"E": 1606294781,
"s": self.ex_trading_pair,
"U": 48776301,
"u": 48776306,
"b": [
[
"19137.74",
"0.0001"
],
],
"a": [
[
"19137.75",
"0.6135"
]
]
}
}
return ob_update
def get_order_book_diff_mock(self, asks: List[str], bids: List[str]) -> Dict:
ob_snapshot = {
"time": 1606295412,
"channel": "spot.order_book_update",
"event": "update",
"result": {
"t": 1606295412123,
"e": "depthUpdate",
"E": 1606295412,
"s": self.ex_trading_pair,
"U": 48791820,
"u": 48791830,
"b": [bids],
"a": [asks],
}
}
return ob_snapshot
@aioresponses()
def test_get_order_book_data_raises(self, mock_api):
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_BOOK_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
resp = ""
for _ in range(CONSTANTS.API_MAX_RETRIES):
mock_api.get(regex_url, body=json.dumps(resp), status=500)
with self.assertRaises(IOError):
self.async_run_with_timeout(
coroutine=self.data_source.get_new_order_book(self.trading_pair)
)
@aioresponses()
def test_get_order_book_data(self, mock_api):
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_BOOK_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
resp = self.get_order_book_data_mock()
mock_api.get(regex_url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
coroutine=self.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(float(resp["bids"][0][0]), bid_entries[0].price)
self.assertEqual(float(resp["bids"][0][1]), bid_entries[0].amount)
self.assertEqual(int(resp["id"]), bid_entries[0].update_id)
self.assertEqual(1, len(ask_entries))
self.assertEqual(float(resp["asks"][0][0]), ask_entries[0].price)
self.assertEqual(float(resp["asks"][0][1]), ask_entries[0].amount)
self.assertEqual(int(resp["id"]), ask_entries[0].update_id)
@aioresponses()
def test_get_new_order_book(self, mock_api):
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_BOOK_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
resp = self.get_order_book_data_mock()
mock_api.get(regex_url, body=json.dumps(resp))
ret = self.async_run_with_timeout(coroutine=self.data_source.get_new_order_book(self.trading_pair))
self.assertTrue(isinstance(ret, OrderBook))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp = self.get_trade_data_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.async_tasks.append(t)
t = self.ev_loop.create_task(self.data_source.listen_for_trades(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(websocket_mock=ws_connect_mock.return_value)
self.assertTrue(not output_queue.empty())
self.assertTrue(isinstance(output_queue.get_nowait(), OrderBookMessage))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades_skips_subscribe_unsubscribe_messages(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp1 = {"time": 1632223851, "channel": CONSTANTS.TRADES_ENDPOINT_NAME, "event": "subscribe", "result": {"status": "success"}}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp1)
)
resp2 = {
"time": 1632223851, "channel": CONSTANTS.TRADES_ENDPOINT_NAME, "event": "unsubscribe", "result": {"status": "success"}
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp2)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.async_tasks.append(t)
t = self.ev_loop.create_task(self.data_source.listen_for_trades(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
self.assertTrue(output_queue.empty())
self.assertFalse(
self._is_logged(
"ERROR",
f"Unexpected error while parsing ws trades message {resp1}."
)
)
self.assertFalse(
self._is_logged(
"ERROR",
f"Unexpected error while parsing ws trades message {resp2}."
)
)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.gate_io.gate_io_api_order_book_data_source.GateIoAPIOrderBookDataSource._sleep")
def test_listen_for_trades_logs_error_when_exception_happens(self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
incomplete_response = {
"time": 1606292218,
"channel": "spot.trades",
"event": "update",
"result": {
"id": 309143071,
"currency_pair": f"{self.base_asset}_{self.quote_asset}",
}
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(incomplete_response)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.async_tasks.append(t)
t = self.ev_loop.create_task(self.data_source.listen_for_trades(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(websocket_mock=ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public trade updates from exchange"
))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_update(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp = self.get_order_book_update_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.async_tasks.append(t)
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(websocket_mock=ws_connect_mock.return_value)
self.assertTrue(not output_queue.empty())
self.assertTrue(isinstance(output_queue.get_nowait(), OrderBookMessage))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.gate_io.gate_io_api_order_book_data_source.GateIoAPIOrderBookDataSource._sleep",
new_callable=AsyncMock)
def test_listen_for_order_book_diffs_update_logs_error_when_exception_happens(self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
incomplete_response = {
"time": 1606294781,
"channel": "spot.order_book_update",
"event": "update",
"result": {}
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(incomplete_response)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.async_tasks.append(t)
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(websocket_mock=ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public order book updates from exchange"
))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_snapshot(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
asks = ["19080.24", "0.1638"]
bids = ["19079.55", "0.0195"]
resp = self.get_order_book_diff_mock(asks=asks, bids=bids)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.async_tasks.append(t)
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(websocket_mock=ws_connect_mock.return_value)
self.assertTrue(not output_queue.empty())
msg = output_queue.get_nowait()
self.assertTrue(isinstance(msg, OrderBookMessage))
self.assertEqual(asks, msg.content["asks"][0], msg=f"{msg}")
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_snapshot_skips_subscribe_unsubscribe_messages(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp = {"time": 1632223851, "channel": "spot.usertrades", "event": "subscribe", "result": {"status": "success"}}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
resp = {
"time": 1632223851, "channel": "spot.usertrades", "event": "unsubscribe", "result": {"status": "success"}
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.async_tasks.append(t)
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
self.assertTrue(output_queue.empty())
@aioresponses()
def test_listen_for_order_book_snapshots(self, mock_api):
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_BOOK_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
resp = self.get_order_book_data_mock()
mock_api.get(regex_url, body=json.dumps(resp))
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_snapshots(self.ev_loop, output_queue))
self.async_tasks.append(t)
ret = self.async_run_with_timeout(coroutine=output_queue.get())
self.assertTrue(isinstance(ret, OrderBookMessage))
@aioresponses()
@patch(
"hummingbot.connector.exchange.gate_io.gate_io_api_order_book_data_source.GateIoAPIOrderBookDataSource._sleep",
new_callable=AsyncMock)
def test_listen_for_order_book_snapshots_logs_error_when_exception_happens(
self,
mock_api,
sleep_mock):
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_BOOK_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=Exception("Test Error"))
output_queue = asyncio.Queue()
sleep_mock.side_effect = asyncio.CancelledError
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_snapshots(self.ev_loop, output_queue))
self.async_tasks.append(t)
try:
self.async_run_with_timeout(t)
except asyncio.CancelledError:
# Ignore the CancelledError raised by the mocked _sleep
pass
self.assertTrue(
self._is_logged(
"ERROR",
f"Unexpected error fetching order book snapshot for {self.trading_pair}."
)
)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.gate_io.gate_io_api_order_book_data_source.GateIoAPIOrderBookDataSource._sleep",
new_callable=AsyncMock)
def test_listen_for_subscriptions_logs_error_when_exception_happens(self, sleep_mock, ws_connect_mock):
# ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
ws_connect_mock.side_effect = Exception("Test Error")
sleep_mock.side_effect = asyncio.CancelledError
t = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.async_tasks.append(t)
try:
self.async_run_with_timeout(t)
except asyncio.CancelledError:
# Ignore the CancelledError raised by the mocked _sleep
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
