def test_execute_unsubscribe_custom_data(self):
# Arrange
self.data_engine.register_client(self.binance_client)
self.data_engine.register_client(self.quandl)
self.binance_client.connect()
handler = []
subscribe = Subscribe(
client_id=ClientId("QUANDL"),
data_type=DataType(str, metadata={"Type": "news"}),
handler=handler.append,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
self.data_engine.execute(subscribe)
unsubscribe = Unsubscribe(
client_id=ClientId("QUANDL"),
data_type=DataType(str, metadata={"Type": "news"}),
handler=handler.append,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
# Act
self.data_engine.execute(unsubscribe)
# Assert
self.assertEqual(2, self.data_engine.command_count)
self.assertEqual(["subscribe", "unsubscribe"], self.quandl.calls)
def test_add_generic_data_adds_to_container(self):
# Arrange
engine = BacktestEngine()
data_type = DataType(MyData, metadata={"news_wire": "hacks"})
generic_data1 = [
GenericData(data_type, MyData("AAPL hacked")),
GenericData(
data_type,
MyData("AMZN hacked", 1000, 1000),
),
GenericData(
data_type,
MyData("NFLX hacked", 3000, 3000),
),
GenericData(
data_type,
MyData("MSFT hacked", 2000, 2000),
),
]
generic_data2 = [
GenericData(
data_type,
MyData("FB hacked", 1500, 1500),
),
]
# Act
engine.add_generic_data(ClientId("NEWS_CLIENT"), generic_data1)
engine.add_generic_data(ClientId("NEWS_CLIENT"), generic_data2)
def test_unsubscribe_bar_type_then_unsubscribes(self):
# Arrange
self.data_engine.register_client(self.binance_client)
self.binance_client.connect()
bar_spec = BarSpecification(1000, BarAggregation.TICK, PriceType.MID)
bar_type = BarType(ETHUSDT_BINANCE.id, bar_spec, internal_aggregation=True)
handler = ObjectStorer()
subscribe = Subscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(Bar, metadata={"BarType": bar_type}),
handler=handler.store_2,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
self.data_engine.execute(subscribe)
unsubscribe = Unsubscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(Bar, metadata={"BarType": bar_type}),
handler=handler.store_2,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
# Act
self.data_engine.execute(unsubscribe)
# Assert
self.assertEqual([], self.data_engine.subscribed_bars)
def test_execute_unsubscribe_instrument_then_removes_handler(self):
# Arrange
self.data_engine.register_client(self.binance_client)
self.binance_client.connect()
handler = []
subscribe = Subscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(
Instrument, metadata={"InstrumentId": ETHUSDT_BINANCE.id}
),
handler=handler.append,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
self.data_engine.execute(subscribe)
unsubscribe = Unsubscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(
Instrument, metadata={"InstrumentId": ETHUSDT_BINANCE.id}
),
handler=handler.append,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
# Act
self.data_engine.execute(unsubscribe)
# Assert
self.assertEqual([], self.data_engine.subscribed_instruments)
def test_process_bar_when_subscribers_then_sends_to_registered_handlers(
self):
# Arrange
self.data_engine.register_client(self.binance_client)
self.binance_client.connect()
bar_spec = BarSpecification(1000, BarAggregation.TICK, PriceType.MID)
bar_type = BarType(ETHUSDT_BINANCE.id,
bar_spec,
internal_aggregation=True)
handler1 = ObjectStorer()
subscribe1 = Subscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(Bar, metadata={"bar_type": bar_type}),
handler=handler1.store,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
handler2 = ObjectStorer()
subscribe2 = Subscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(Bar, metadata={"bar_type": bar_type}),
handler=handler2.store,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
self.data_engine.execute(subscribe1)
self.data_engine.execute(subscribe2)
bar = Bar(
bar_type,
Price.from_str("1051.00000"),
Price.from_str("1055.00000"),
Price.from_str("1050.00000"),
Price.from_str("1052.00000"),
Quantity.from_int(100),
0,
0,
)
# Act
self.data_engine.process(bar)
# Assert
self.assertEqual([bar], handler1.get_store())
self.assertEqual([bar], handler2.get_store())
def test_process_quote_tick_when_subscribers_then_sends_to_registered_handlers(
self,
):
# Arrange
self.data_engine.register_client(self.binance_client)
self.binance_client.connect()
handler1 = []
subscribe1 = Subscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(
QuoteTick, metadata={"InstrumentId": ETHUSDT_BINANCE.id}
),
handler=handler1.append,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
handler2 = []
subscribe2 = Subscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(
QuoteTick, metadata={"InstrumentId": ETHUSDT_BINANCE.id}
),
handler=handler2.append,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
self.data_engine.execute(subscribe1)
self.data_engine.execute(subscribe2)
tick = QuoteTick(
ETHUSDT_BINANCE.id,
Price.from_str("100.003"),
Price.from_str("100.003"),
Quantity.from_int(1),
Quantity.from_int(1),
0,
0,
)
# Act
self.data_engine.process(tick)
# Assert
self.assertEqual([ETHUSDT_BINANCE.id], self.data_engine.subscribed_quote_ticks)
self.assertEqual([tick], handler1)
self.assertEqual([tick], handler2)
def test_add_order_book_snapshots_adds_to_container(self):
# Arrange
data = BacktestDataContainer()
snapshot1 = OrderBookSnapshot(
instrument_id=ETHUSDT_BINANCE.id,
level=OrderBookLevel.L2,
bids=[[1550.15, 0.51], [1580.00, 1.20]],
asks=[[1552.15, 1.51], [1582.00, 2.20]],
timestamp_ns=0,
)
snapshot2 = OrderBookSnapshot(
instrument_id=ETHUSDT_BINANCE.id,
level=OrderBookLevel.L2,
bids=[[1551.15, 0.51], [1581.00, 1.20]],
asks=[[1553.15, 1.51], [1583.00, 2.20]],
timestamp_ns=1_000_000_000,
)
# Act
data.add_order_book_data([snapshot2, snapshot1]) # <-- reverse order
# Assert
assert ClientId("BINANCE") in data.clients
assert ETHUSDT_BINANCE.id in data.books
assert data.order_book_data == [snapshot1, snapshot2] # <-- sorted
def test_add_bars_adds_to_container(self):
# Arrange
data = BacktestDataContainer()
data.add_instrument(USDJPY_SIM)
# Act
data.add_bars(
USDJPY_SIM.id,
BarAggregation.MINUTE,
PriceType.BID,
TestDataProvider.usdjpy_1min_bid()[:2000],
)
data.add_bars(
USDJPY_SIM.id,
BarAggregation.MINUTE,
PriceType.ASK,
TestDataProvider.usdjpy_1min_ask()[:2000],
)
# Assert
assert ClientId("SIM") in data.clients
assert USDJPY_SIM.id in data.bars_ask
assert USDJPY_SIM.id in data.bars_bid
assert len(data.bars_bid[USDJPY_SIM.id]) == 1 # MINUTE key
assert len(data.bars_ask[USDJPY_SIM.id]) == 1 # MINUTE key
def test_execute_subscribe_order_book_intervals_then_adds_handler(self):
# Arrange
self.data_engine.register_client(self.binance_client)
self.binance_client.connect()
subscribe = Subscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(
OrderBook,
metadata={
"InstrumentId": ETHUSDT_BINANCE.id,
"Level": 2,
"Depth": 25,
"Interval": 10,
},
),
handler=[].append,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
# Act
self.data_engine.execute(subscribe)
# Assert
self.assertEqual([ETHUSDT_BINANCE.id], self.data_engine.subscribed_order_books)
def setup(self):
# Fixture Setup
self.clock = TestClock()
self.uuid_factory = UUIDFactory()
self.logger = Logger(self.clock)
self.cache = TestStubs.cache()
self.portfolio = Portfolio(
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
self.data_engine = DataEngine(
portfolio=self.portfolio,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
self.data_engine.process(USDJPY_SIM)
self.client = BacktestMarketDataClient(
client_id=ClientId("SIM"),
engine=self.data_engine,
clock=TestClock(),
logger=self.logger,
)
def setUp(self):
# Fixture Setup
self.clock = LiveClock()
self.uuid_factory = UUIDFactory()
self.logger = Logger(self.clock, level_stdout=LogLevel.DEBUG)
self.cache = TestStubs.cache()
self.portfolio = Portfolio(
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
# Fresh isolated loop testing pattern
self.loop = asyncio.new_event_loop()
asyncio.set_event_loop(self.loop)
self.engine = LiveDataEngine(
loop=self.loop,
portfolio=self.portfolio,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
self.client = LiveMarketDataClient(
client_id=ClientId(BINANCE.value),
engine=self.engine,
clock=self.clock,
logger=self.logger,
)
def test_data_command_str_and_repr(self):
# Arrange
# Act
handler = [].append
command_id = self.uuid_factory.generate()
command = Subscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(
str, {"type": "newswire"}), # str data type is invalid
handler=handler,
command_id=command_id,
timestamp_ns=self.clock.timestamp_ns(),
)
# Assert
self.assertEqual("Subscribe(<str> {'type': 'newswire'})", str(command))
self.assertEqual(
f"Subscribe("
f"client_id=BINANCE, "
f"data_type=<str> {{'type': 'newswire'}}, "
f"handler={repr(handler)}, "
f"id={command_id})",
repr(command),
)
def test_venue_data_response_message_str_and_repr(self):
# Arrange, Act
correlation_id = self.uuid_factory.generate()
response_id = self.uuid_factory.generate()
instrument_id = InstrumentId(Symbol("AUD/USD"), IDEALPRO)
response = DataResponse(
client_id=ClientId("IB"),
venue=Venue("IDEALPRO"),
data_type=DataType(QuoteTick,
metadata={"instrument_id": instrument_id}),
data=[],
correlation_id=correlation_id,
response_id=response_id,
ts_init=self.clock.timestamp_ns(),
)
# Assert
assert (
str(response) ==
"DataResponse(QuoteTick{'instrument_id': InstrumentId('AUD/USD.IDEALPRO')})"
)
assert repr(response) == (
f"DataResponse("
f"client_id=IB, "
f"venue=IDEALPRO, "
f"data_type=QuoteTick{{'instrument_id': InstrumentId('AUD/USD.IDEALPRO')}}, "
f"correlation_id={correlation_id}, "
f"id={response_id})")
def test_serialize_and_deserialize_submit_order_commands(self):
# Arrange
order = self.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity(100000, precision=0),
)
command = SubmitOrder(
self.trader_id,
StrategyId("SCALPER-001"),
PositionId("P-123456"),
order,
UUID4(),
0,
ClientId("SIM"),
)
# Act
serialized = self.serializer.serialize(command)
deserialized = self.serializer.deserialize(serialized)
# Assert
assert deserialized == command
assert deserialized.order == order
print(command)
print(len(serialized))
print(serialized)
print(b64encode(serialized))
def test_process_trade_tick_when_subscriber_then_sends_to_registered_handler(self):
# Arrange
self.data_engine.register_client(self.binance_client)
self.binance_client.connect()
handler = []
subscribe = Subscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(
TradeTick, metadata={"InstrumentId": ETHUSDT_BINANCE.id}
),
handler=handler.append,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
self.data_engine.execute(subscribe)
tick = TradeTick(
ETHUSDT_BINANCE.id,
Price.from_str("1050.00000"),
Quantity.from_int(100),
AggressorSide.BUY,
TradeMatchId("123456789"),
0,
0,
)
# Act
self.data_engine.process(tick)
# Assert
self.assertEqual([tick], handler)
def test_add_position_state_reports(self):
report_id1 = UUID4()
mass_status = ExecutionMassStatus(
client_id=ClientId("IB"),
account_id=AccountId("IB", "U123456789"),
venue=Venue("IDEALPRO"),
report_id=report_id1,
ts_init=0,
)
report_id2 = UUID4()
report = PositionStatusReport(
account_id=AccountId("IB", "U123456789"),
instrument_id=AUDUSD_IDEALPRO,
venue_position_id=PositionId("1"),
position_side=PositionSide.LONG,
quantity=Quantity.from_int(1_000_000),
report_id=report_id2,
ts_last=0,
ts_init=0,
)
# Act
mass_status.add_position_reports([report])
# Assert
assert mass_status.position_reports()[AUDUSD_IDEALPRO] == [report]
assert (
repr(mass_status)
== f"ExecutionMassStatus(client_id=IB, account_id=IB-U123456789, venue=IDEALPRO, order_reports={{}}, trade_reports={{}}, position_reports={{InstrumentId('AUD/USD.IDEALPRO'): [PositionStatusReport(account_id=IB-U123456789, instrument_id=AUD/USD.IDEALPRO, venue_position_id=1, position_side=LONG, quantity=1_000_000, net_qty=1000000, report_id={report_id2}, ts_last=0, ts_init=0)]}}, report_id={report_id1}, ts_init=0)" # noqa
)
assert (
repr(report)
== f"PositionStatusReport(account_id=IB-U123456789, instrument_id=AUD/USD.IDEALPRO, venue_position_id=1, position_side=LONG, quantity=1_000_000, net_qty=1000000, report_id={report_id2}, ts_last=0, ts_init=0)" # noqa
)
def test_instantiate_execution_mass_status_report(self):
# Arrange
client_id = ClientId("IB")
account_id = AccountId("IB", "U123456789")
# Act
report_id = UUID4()
report = ExecutionMassStatus(
client_id=client_id,
account_id=account_id,
venue=Venue("IDEALPRO"),
report_id=report_id,
ts_init=0,
)
# Assert
assert report.client_id == client_id
assert report.account_id == account_id
assert report.ts_init == 0
assert report.order_reports() == {}
assert report.position_reports() == {}
assert (
str(report)
== f"ExecutionMassStatus(client_id=IB, account_id=IB-U123456789, venue=IDEALPRO, order_reports={{}}, trade_reports={{}}, position_reports={{}}, report_id={report_id}, ts_init=0)" # noqa
)
assert (
repr(report)
== f"ExecutionMassStatus(client_id=IB, account_id=IB-U123456789, venue=IDEALPRO, order_reports={{}}, trade_reports={{}}, position_reports={{}}, report_id={report_id}, ts_init=0)" # noqa
)
def test_registered_clients_returns_expected_list(self):
# Arrange
# Act
result = self.risk_engine.registered_clients
# Assert
assert result == [ClientId("SIM")]
def test_add_order_state_report(self):
# Arrange
report = ExecutionMassStatus(
client_id=ClientId("IB"),
account_id=TestStubs.account_id(),
timestamp_ns=0,
)
venue_order_id = VenueOrderId("1")
order_report = OrderStatusReport(
client_order_id=ClientOrderId("O-123456"),
venue_order_id=venue_order_id,
order_state=OrderState.REJECTED,
filled_qty=Quantity.zero(),
timestamp_ns=0,
)
# Act
report.add_order_report(order_report)
# Assert
assert report.order_reports()[venue_order_id] == order_report
assert (
repr(report) ==
"ExecutionMassStatus(client_id=IB, account_id=SIM-000, timestamp_ns=0, order_reports={VenueOrderId('1'): OrderStatusReport(client_order_id=O-123456, venue_order_id=1, order_state=REJECTED, filled_qty=0, timestamp_ns=0)}, exec_reports={}, position_reports={})" # noqa
)
assert (
repr(order_report) ==
"OrderStatusReport(client_order_id=O-123456, venue_order_id=1, order_state=REJECTED, filled_qty=0, timestamp_ns=0)" # noqa
)
def test_register_client_successfully_adds_client(self):
# Arrange
# Act
self.data_engine.register_client(self.binance_client)
# Assert
self.assertIn(ClientId(BINANCE.value), self.data_engine.registered_clients)
def test_add_position_state_report(self):
report = ExecutionMassStatus(
client_id=ClientId("IB"),
account_id=TestStubs.account_id(),
timestamp_ns=0,
)
position_report = PositionStatusReport(
instrument_id=AUDUSD_SIM,
position_side=PositionSide.FLAT,
qty=Quantity.zero(),
timestamp_ns=0,
)
# Act
report.add_position_report(position_report)
# Assert
assert report.position_reports()[AUDUSD_SIM] == position_report
assert (
repr(report) ==
"ExecutionMassStatus(client_id=IB, account_id=SIM-000, timestamp_ns=0, order_reports={}, exec_reports={}, position_reports={InstrumentId('AUD/USD.SIM'): PositionStatusReport(instrument_id=AUD/USD.SIM, side=FLAT, qty=0, timestamp_ns=0)})" # noqa
) # noqa
assert (
repr(position_report) ==
"PositionStatusReport(instrument_id=AUD/USD.SIM, side=FLAT, qty=0, timestamp_ns=0)" # noqa
) # noqa
def test_send_data_request_when_data_type_unrecognized_logs_and_does_nothing(self):
# Arrange
self.data_engine.register_client(self.binance_client)
handler = []
request = DataRequest(
client_id=ClientId(BINANCE.value),
data_type=DataType(
str,
metadata={ # str data type is invalid
"InstrumentId": InstrumentId(Symbol("SOMETHING"), Venue("RANDOM")),
"FromDateTime": None,
"ToDateTime": None,
"Limit": 1000,
},
),
callback=handler.append,
request_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
# Act
self.data_engine.send(request)
# Assert
self.assertEqual(1, self.data_engine.request_count)
def test_data_response_message_str_and_repr(self):
# Arrange
# Act
correlation_id = self.uuid_factory.generate()
response_id = self.uuid_factory.generate()
instrument_id = InstrumentId(Symbol("AUD/USD"), IDEALPRO)
response = DataResponse(
client_id=ClientId(BINANCE.value),
data_type=DataType(QuoteTick,
metadata={"instrument_id": instrument_id}),
data=[],
correlation_id=correlation_id,
response_id=response_id,
timestamp_ns=self.clock.timestamp_ns(),
)
# Assert
self.assertEqual(
"DataResponse(<QuoteTick> {'instrument_id': InstrumentId('AUD/USD.IDEALPRO')})",
str(response),
)
self.assertEqual(
f"DataResponse("
f"client_id=BINANCE, "
f"data_type=<QuoteTick> {{'instrument_id': InstrumentId('AUD/USD.IDEALPRO')}}, "
f"correlation_id={correlation_id}, "
f"id={response_id})",
repr(response),
)
async def run_test():
# Arrange
self.engine.start()
handler = []
request = DataRequest(
client_id=ClientId("RANDOM"),
data_type=DataType(
QuoteTick,
metadata={
"InstrumentId":
InstrumentId(Symbol("SOMETHING"), Venue("RANDOM")),
"FromDateTime":
None,
"ToDateTime":
None,
"Limit":
1000,
},
),
callback=handler.append,
request_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
# Act
self.engine.send(request)
await asyncio.sleep(0.1)
# Assert
self.assertEqual(0, self.engine.message_qsize())
self.assertEqual(1, self.engine.request_count)
# Tear Down
self.engine.stop()
async def run_test():
# Arrange
self.data_engine.start() # Also starts client
await asyncio.sleep(0.3) # Allow engine message queue to start
handler = ObjectStorer()
request = DataRequest(
client_id=ClientId(BINANCE.value),
data_type=DataType(
TradeTick,
metadata={
"instrument_id": ETHUSDT,
"from_datetime": None,
"to_datetime": None,
"limit": 100,
},
),
callback=handler.store,
request_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
# Act
self.data_engine.send(request)
await asyncio.sleep(1)
# Assert
self.assertEqual(1, self.data_engine.response_count)
self.assertEqual(1, handler.count)
# Tear Down
self.data_engine.stop()
await self.data_engine.get_run_queue_task()
def setUp(self):
# Fixture Setup
self.clock = TestClock()
self.uuid_factory = UUIDFactory()
self.logger = Logger(self.clock)
self.cache = TestStubs.cache()
self.portfolio = Portfolio(
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
self.data_engine = DataEngine(
portfolio=self.portfolio,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
self.venue = Venue("SIM")
self.client = DataClient(
client_id=ClientId("TEST_PROVIDER"),
engine=self.data_engine,
clock=self.clock,
logger=self.logger,
)
def test_message_qsize_at_max_blocks_on_receive_response(self):
# Arrange
self.engine = LiveDataEngine(
loop=self.loop,
portfolio=self.portfolio,
clock=self.clock,
logger=self.logger,
config={"qsize": 1},
)
response = DataResponse(
client_id=ClientId("BINANCE"),
data_type=DataType(QuoteTick),
data=[],
correlation_id=self.uuid_factory.generate(),
response_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
# Act
self.engine.receive(response)
self.engine.receive(response) # Add over max size
# Assert
self.assertEqual(1, self.engine.message_qsize())
self.assertEqual(0, self.engine.command_count)
def test_serialize_and_deserialize_submit_order_list_commands(
self,
):
# Arrange
bracket = self.order_factory.bracket_market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity(100000, precision=0),
stop_loss=Price(0.99900, precision=5),
take_profit=Price(1.00010, precision=5),
)
command = SubmitOrderList(
client_id=ClientId("SIM"),
trader_id=self.trader_id,
strategy_id=StrategyId("SCALPER-001"),
order_list=bracket,
command_id=UUID4(),
ts_init=0,
)
# Act
serialized = self.serializer.serialize(command)
deserialized = self.serializer.deserialize(serialized)
# Assert
assert deserialized == command
assert deserialized.list == bracket
print(b64encode(serialized))
print(command)
def test_message_qsize_at_max_blocks_on_put_data_command(self):
# Arrange
self.engine = LiveDataEngine(
loop=self.loop,
portfolio=self.portfolio,
clock=self.clock,
logger=self.logger,
config={"qsize": 1},
)
subscribe = Subscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(QuoteTick),
handler=[].append,
command_id=self.uuid_factory.generate(),
timestamp_ns=self.clock.timestamp_ns(),
)
# Act
self.engine.execute(subscribe)
self.engine.execute(subscribe)
# Assert
self.assertEqual(1, self.engine.message_qsize())
self.assertEqual(0, self.engine.command_count)
async def test_message_qsize_at_max_blocks_on_put_data_command(self):
# Arrange
self.msgbus.deregister(endpoint="DataEngine.execute",
handler=self.engine.execute)
self.msgbus.deregister(endpoint="DataEngine.process",
handler=self.engine.process)
self.msgbus.deregister(endpoint="DataEngine.request",
handler=self.engine.request)
self.msgbus.deregister(endpoint="DataEngine.response",
handler=self.engine.response)
self.engine = LiveDataEngine(
loop=self.loop,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
config=LiveDataEngineConfig(qsize=1),
)
subscribe = Subscribe(
client_id=ClientId(BINANCE.value),
data_type=DataType(QuoteTick),
command_id=self.uuid_factory.generate(),
ts_init=self.clock.timestamp_ns(),
)
# Act
self.engine.execute(subscribe)
self.engine.execute(subscribe)
await asyncio.sleep(0.1)
# Assert
assert self.engine.message_qsize() == 1
assert self.engine.command_count == 0