class MexcExchangeTests(TestCase): # the level is required to receive logs from the data source loger level = 0 start_timestamp: float = pd.Timestamp("2021-01-01", tz="UTC").timestamp() @classmethod def setUpClass(cls) -> None: super().setUpClass() cls.base_asset = "MX" cls.quote_asset = "USDT" cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" cls.ev_loop = asyncio.get_event_loop() def setUp(self) -> None: super().setUp() self.tracker_task = None self.exchange_task = None self.log_records = [] self.resume_test_event = asyncio.Event() self._account_name = "hbot" self.client_config_map = ClientConfigAdapter(ClientConfigMap()) self.exchange = MexcExchange( client_config_map=self.client_config_map, mexc_api_key='testAPIKey', mexc_secret_key='testSecret', trading_pairs=[self.trading_pair]) self.exchange.logger().setLevel(1) self.exchange.logger().addHandler(self) self.exchange._account_id = 1 self.mocking_assistant = NetworkMockingAssistant() self.mock_done_event = asyncio.Event() def tearDown(self) -> None: self.tracker_task and self.tracker_task.cancel() self.exchange_task and self.exchange_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 _return_calculation_and_set_done_event(self, calculation: Callable, *args, **kwargs): if self.resume_test_event.is_set(): raise asyncio.CancelledError self.resume_test_event.set() return calculation(*args, **kwargs) def _create_exception_and_unlock_test_with_event(self, exception): self.resume_test_event.set() raise exception def _mock_responses_done_callback(self, *_, **__): self.mock_done_event.set() def _simulate_reset_poll_notifier(self): self.exchange._poll_notifier.clear() def _simulate_ws_message_received(self, timestamp: float): self.exchange._user_stream_tracker._data_source._last_recv_time = timestamp def _simulate_trading_rules_initialized(self): self.exchange._trading_rules = { self.trading_pair: TradingRule( trading_pair=self.trading_pair, min_order_size=4, min_price_increment=Decimal(str(0.0001)), min_base_amount_increment=2, min_notional_size=Decimal(str(5)) ) } @property def order_book_data(self): _data = {"code": 200, "data": { "asks": [{"price": "56454.0", "quantity": "0.799072"}, {"price": "56455.28", "quantity": "0.008663"}], "bids": [{"price": "56451.0", "quantity": "0.008663"}, {"price": "56449.99", "quantity": "0.173078"}], "version": "547878563"}} return _data def _simulate_create_order(self, trade_type: TradeType, order_id: str, trading_pair: str, amount: Decimal, price: Decimal = Decimal("0"), order_type: OrderType = OrderType.MARKET): future = safe_ensure_future( self.exchange.execute_buy(order_id, trading_pair, amount, order_type, price) ) self.exchange.start_tracking_order( order_id, None, self.trading_pair, TradeType.BUY, Decimal(10.0), Decimal(1.0), OrderType.LIMIT ) return future @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_user_event_queue_error_is_logged(self, ws_connect_mock): ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() self.exchange_task = asyncio.get_event_loop().create_task( self.exchange._user_stream_event_listener()) dummy_user_stream = AsyncMock() dummy_user_stream.get.side_effect = lambda: self._create_exception_and_unlock_test_with_event( Exception("Dummy test error")) self.exchange._user_stream_tracker._user_stream = dummy_user_stream # Add a dummy message for the websocket to read and include in the "messages" queue self.mocking_assistant.add_websocket_text_message(ws_connect_mock, ujson.dumps({'channel': 'push.personal.order'})) self.async_run_with_timeout(self.resume_test_event.wait()) self.resume_test_event.clear() try: self.exchange_task.cancel() self.async_run_with_timeout(self.exchange_task) except asyncio.CancelledError: pass except Exception: pass self.assertTrue(self._is_logged('ERROR', "Unknown error. Retrying after 1 second. Dummy test error")) def test_user_event_queue_notifies_cancellations(self): self.tracker_task = asyncio.get_event_loop().create_task( self.exchange._user_stream_event_listener()) dummy_user_stream = AsyncMock() dummy_user_stream.get.side_effect = lambda: self._create_exception_and_unlock_test_with_event( asyncio.CancelledError()) self.exchange._user_stream_tracker._user_stream = dummy_user_stream with self.assertRaises(asyncio.CancelledError): self.async_run_with_timeout(self.tracker_task) def test_exchange_logs_unknown_event_message(self): payload = {'channel': 'test'} mock_user_stream = AsyncMock() mock_user_stream.get.side_effect = functools.partial(self._return_calculation_and_set_done_event, lambda: payload) self.exchange._user_stream_tracker._user_stream = mock_user_stream self.exchange_task = asyncio.get_event_loop().create_task( self.exchange._user_stream_event_listener()) self.async_run_with_timeout(self.resume_test_event.wait()) self.assertTrue(self._is_logged('DEBUG', f"Unknown event received from the connector ({payload})")) @property def balances_mock_data(self): return { "code": 200, "data": { "MX": { "frozen": "30.9863", "available": "450.0137" } } } @property def user_stream_data(self): return { 'symbol': 'MX_USDT', 'data': { 'price': 3.1504, 'quantity': 2, 'amount': 6.3008, 'remainAmount': 6.3008, 'remainQuantity': 2, 'remainQ': 2, 'id': '40728558ead64032a676e6f0a4afc4ca', 'status': 4, 'tradeType': 2, 'createTime': 1638156451000, 'symbolDisplay': 'MX_USDT', 'clientOrderId': 'sell-MX-USDT-1638156451005305'}, 'channel': 'push.personal.order', 'symbol_display': 'MX_USDT'} @aioresponses() def test_order_event_with_cancel_status_cancels_in_flight_order(self, mock_api): mock_response = self.balances_mock_data url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_api.get( regex_url, body=json.dumps(mock_response), ) self.exchange.start_tracking_order(order_id="sell-MX-USDT-1638156451005305", exchange_order_id="40728558ead64032a676e6f0a4afc4ca", trading_pair="MX-USDT", trade_type=TradeType.SELL, price=Decimal("3.1504"), amount=Decimal("6.3008"), order_type=OrderType.LIMIT) inflight_order = self.exchange.in_flight_orders["sell-MX-USDT-1638156451005305"] mock_user_stream = AsyncMock() mock_user_stream.get.side_effect = [self.user_stream_data, asyncio.CancelledError] self.exchange._user_stream_tracker._user_stream = mock_user_stream try: self.async_run_with_timeout(self.exchange._user_stream_event_listener(), 1000000) except asyncio.CancelledError: pass self.assertEqual("CANCELED", inflight_order.last_state) self.assertTrue(inflight_order.is_cancelled) self.assertFalse(inflight_order.client_order_id in self.exchange.in_flight_orders) self.assertTrue(self._is_logged("INFO", f"Order {inflight_order.client_order_id} " f"has been canceled according to order delta websocket API.")) self.assertEqual(1, len(self.exchange.event_logs)) cancel_event = self.exchange.event_logs[0] self.assertEqual(OrderCancelledEvent, type(cancel_event)) self.assertEqual(inflight_order.client_order_id, cancel_event.order_id) @aioresponses() def test_order_event_with_rejected_status_makes_in_flight_order_fail(self, mock_api): mock_response = self.balances_mock_data url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_api.get( regex_url, body=json.dumps(mock_response), ) self.exchange.start_tracking_order(order_id="sell-MX-USDT-1638156451005305", exchange_order_id="40728558ead64032a676e6f0a4afc4ca", trading_pair="MX-USDT", trade_type=TradeType.SELL, price=Decimal("3.1504"), amount=Decimal("6.3008"), order_type=OrderType.LIMIT) inflight_order = self.exchange.in_flight_orders["sell-MX-USDT-1638156451005305"] stream_data = self.user_stream_data stream_data.get("data")["status"] = 5 mock_user_stream = AsyncMock() mock_user_stream.get.side_effect = [stream_data, asyncio.CancelledError] self.exchange._user_stream_tracker._user_stream = mock_user_stream try: self.async_run_with_timeout(self.exchange._user_stream_event_listener(), 1000000) except asyncio.CancelledError: pass self.assertEqual("PARTIALLY_CANCELED", inflight_order.last_state) self.assertTrue(inflight_order.is_failure) self.assertFalse(inflight_order.client_order_id in self.exchange.in_flight_orders) self.assertTrue(self._is_logged("INFO", f"Order {inflight_order.client_order_id} " f"has been canceled according to order delta websocket API.")) self.assertEqual(1, len(self.exchange.event_logs)) failure_event = self.exchange.event_logs[0] self.assertEqual(OrderCancelledEvent, type(failure_event)) self.assertEqual(inflight_order.client_order_id, failure_event.order_id) @aioresponses() def test_trade_event_fills_and_completes_buy_in_flight_order(self, mock_api): fee_mock_data = {'code': 200, 'data': [{'id': 'c85b7062f69c4bf1b6c153dca5c0318a', 'symbol': 'MX_USDT', 'quantity': '2', 'price': '3.1265', 'amount': '6.253', 'fee': '0.012506', 'trade_type': 'BID', 'order_id': '95c4ce45fdd34cf99bfd1e1378eb38ae', 'is_taker': False, 'fee_currency': 'USDT', 'create_time': 1638177115000}]} mock_response = self.balances_mock_data url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_api.get( regex_url, body=json.dumps(mock_response), ) url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_DEAL_DETAIL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_api.get( regex_url, body=json.dumps(fee_mock_data), ) self.exchange.start_tracking_order(order_id="sell-MX-USDT-1638156451005305", exchange_order_id="40728558ead64032a676e6f0a4afc4ca", trading_pair="MX-USDT", trade_type=TradeType.SELL, price=Decimal("3.1504"), amount=Decimal("6.3008"), order_type=OrderType.LIMIT) inflight_order = self.exchange.in_flight_orders["sell-MX-USDT-1638156451005305"] _user_stream = self.user_stream_data _user_stream.get("data")["status"] = 2 mock_user_stream = AsyncMock() mock_user_stream.get.side_effect = [_user_stream, asyncio.CancelledError] self.exchange._user_stream_tracker._user_stream = mock_user_stream try: self.async_run_with_timeout(self.exchange._user_stream_event_listener(), 1000000) except asyncio.CancelledError: pass self.assertEqual("FILLED", inflight_order.last_state) self.assertEqual(Decimal(0), inflight_order.executed_amount_base) self.assertEqual(Decimal(0), inflight_order.executed_amount_quote) self.assertEqual(1, len(self.exchange.event_logs)) fill_event = self.exchange.event_logs[0] self.assertEqual(SellOrderCompletedEvent, type(fill_event)) self.assertEqual(inflight_order.client_order_id, fill_event.order_id) self.assertEqual(inflight_order.trading_pair, f'{fill_event.base_asset}-{fill_event.quote_asset}') def test_tick_initial_tick_successful(self): start_ts: float = time.time() * 1e3 self.exchange.tick(start_ts) self.assertEqual(start_ts, self.exchange._last_timestamp) self.assertTrue(self.exchange._poll_notifier.is_set()) @patch("time.time") def test_tick_subsequent_tick_within_short_poll_interval(self, mock_ts): # Assumes user stream tracker has NOT been receiving messages, Hence SHORT_POLL_INTERVAL in use start_ts: float = self.start_timestamp next_tick: float = start_ts + (self.exchange.SHORT_POLL_INTERVAL - 1) mock_ts.return_value = start_ts self.exchange.tick(start_ts) self.assertEqual(start_ts, self.exchange._last_timestamp) self.assertTrue(self.exchange._poll_notifier.is_set()) self._simulate_reset_poll_notifier() mock_ts.return_value = next_tick self.exchange.tick(next_tick) self.assertEqual(next_tick, self.exchange._last_timestamp) self.assertTrue(self.exchange._poll_notifier.is_set()) @patch("time.time") def test_tick_subsequent_tick_exceed_short_poll_interval(self, mock_ts): # Assumes user stream tracker has NOT been receiving messages, Hence SHORT_POLL_INTERVAL in use start_ts: float = self.start_timestamp next_tick: float = start_ts + (self.exchange.SHORT_POLL_INTERVAL + 1) mock_ts.return_value = start_ts self.exchange.tick(start_ts) self.assertEqual(start_ts, self.exchange._last_timestamp) self.assertTrue(self.exchange._poll_notifier.is_set()) self._simulate_reset_poll_notifier() mock_ts.return_value = next_tick self.exchange.tick(next_tick) self.assertEqual(next_tick, self.exchange._last_timestamp) self.assertTrue(self.exchange._poll_notifier.is_set()) @aioresponses() def test_update_balances(self, mock_api): self.assertEqual(0, len(self.exchange._account_balances)) self.assertEqual(0, len(self.exchange._account_available_balances)) mock_response = self.balances_mock_data url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_api.get( regex_url, body=json.dumps(mock_response), ) self.exchange_task = asyncio.get_event_loop().create_task( self.exchange._update_balances() ) self.async_run_with_timeout(self.exchange_task) self.assertEqual(Decimal(str(481.0)), self.exchange.get_balance(self.base_asset)) @aioresponses() @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) def test_update_order_status(self, mock_api, mock_ts): # Simulates order being tracked order: MexcInFlightOrder = MexcInFlightOrder( "0", "2628", self.trading_pair, OrderType.LIMIT, TradeType.SELL, Decimal(str(41720.83)), Decimal("1"), 1640001112.0, "Working", ) self.exchange._in_flight_orders.update({ order.client_order_id: order }) self.exchange._last_poll_timestamp = 10 ts: float = time.time() mock_ts.return_value = ts self.exchange._current_timestamp = ts self.assertTrue(1, len(self.exchange.in_flight_orders)) # Add TradeHistory API Response url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_DETAILS_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_response = { "code": 200, "data": [ { "id": "504feca6ba6349e39c82262caf0be3f4", "symbol": "MX_USDT", "price": "3.001", "quantity": "30", "state": "CANCELED", "type": "BID", "deal_quantity": "0", "deal_amount": "0", "create_time": 1573117266000 } ] } mock_api.get(regex_url, body=json.dumps(mock_response)) self.async_run_with_timeout(self.exchange._update_order_status()) self.assertEqual(0, len(self.exchange.in_flight_orders)) @aioresponses() @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) def test_update_order_status_error_response(self, mock_api, mock_ts): # Simulates order being tracked order: MexcInFlightOrder = MexcInFlightOrder( "0", "2628", self.trading_pair, OrderType.LIMIT, TradeType.SELL, Decimal(str(41720.83)), Decimal("1"), creation_timestamp=1640001112.0) self.exchange._in_flight_orders.update({ order.client_order_id: order }) self.assertTrue(1, len(self.exchange.in_flight_orders)) ts: float = time.time() mock_ts.return_value = ts self.exchange._current_timestamp = ts # Add TradeHistory API Response url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_DETAILS_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_response = { "result": False, "errormsg": "Invalid Request", "errorcode": 100, "detail": None } mock_api.get(regex_url, body=json.dumps(mock_response)) self.async_run_with_timeout(self.exchange._update_order_status()) self.assertEqual(1, len(self.exchange.in_flight_orders)) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_balances", new_callable=AsyncMock) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_order_status", new_callable=AsyncMock) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._reset_poll_notifier") def test_status_polling_loop(self, _, mock_ts, mock_update_order_status, mock_balances): mock_balances.return_value = None mock_update_order_status.return_value = None ts: float = time.time() mock_ts.return_value = ts self.exchange._current_timestamp = ts with self.assertRaises(asyncio.TimeoutError): self.exchange_task = asyncio.get_event_loop().create_task( self.exchange._status_polling_loop() ) self.exchange._poll_notifier.set() self.async_run_with_timeout(asyncio.wait_for(self.exchange_task, 2.0)) self.assertEqual(ts, self.exchange._last_poll_timestamp) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._reset_poll_notifier") @aioresponses() def test_status_polling_loop_cancels(self, _, mock_ts, mock_api): url = CONSTANTS.MEXC_BASE_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_api.get(regex_url, exception=asyncio.CancelledError) ts: float = time.time() mock_ts.return_value = ts self.exchange._current_timestamp = ts with self.assertRaises(asyncio.CancelledError): self.exchange_task = asyncio.get_event_loop().create_task( self.exchange._status_polling_loop() ) self.exchange._poll_notifier.set() self.async_run_with_timeout(self.exchange_task) self.assertEqual(0, self.exchange._last_poll_timestamp) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_balances", new_callable=AsyncMock) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_order_status", new_callable=AsyncMock) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._reset_poll_notifier") def test_status_polling_loop_exception_raised(self, _, mock_ts, mock_update_order_status, mock_balances): mock_balances.side_effect = lambda: self._create_exception_and_unlock_test_with_event( Exception("Dummy test error")) mock_update_order_status.side_effect = lambda: self._create_exception_and_unlock_test_with_event( Exception("Dummy test error")) ts: float = time.time() mock_ts.return_value = ts self.exchange._current_timestamp = ts self.exchange_task = asyncio.get_event_loop().create_task( self.exchange._status_polling_loop() ) self.exchange._poll_notifier.set() self.async_run_with_timeout(self.resume_test_event.wait()) self.assertEqual(0, self.exchange._last_poll_timestamp) self._is_logged("ERROR", "Unexpected error while in status polling loop. Error: ") def test_format_trading_rules_success(self): instrument_info: List[Dict[str, Any]] = [{ "symbol": f"{self.base_asset}_{self.quote_asset}", "price_scale": 3, "quantity_scale": 3, "min_amount": "1", }] result: List[str, TradingRule] = self.exchange._format_trading_rules(instrument_info) self.assertTrue(self.trading_pair == result[0].trading_pair) def test_format_trading_rules_failure(self): # Simulate invalid API response instrument_info: List[Dict[str, Any]] = [{}] result: Dict[str, TradingRule] = self.exchange._format_trading_rules(instrument_info) self.assertTrue(self.trading_pair not in result) self.assertTrue(self._is_logged("ERROR", 'Error parsing the trading pair rule {}. Skipping.')) @aioresponses() @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) def test_update_trading_rules(self, mock_api, mock_ts): url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_SYMBOL_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_response = { "code": 200, "data": [ { "symbol": "MX_USDT", "state": "ENABLED", "price_scale": 4, "quantity_scale": 2, "min_amount": "5", "max_amount": "5000000", "maker_fee_rate": "0.002", "taker_fee_rate": "0.002", "limited": False, "etf_mark": 0, "symbol_partition": "MAIN" } ] } mock_api.get(regex_url, body=json.dumps(mock_response)) self.exchange._last_poll_timestamp = 10 ts: float = time.time() mock_ts.return_value = ts self.exchange._current_timestamp = ts task = asyncio.get_event_loop().create_task( self.exchange._update_trading_rules() ) self.async_run_with_timeout(task) self.assertTrue(self.trading_pair in self.exchange.trading_rules) self.exchange.trading_rules[self.trading_pair] @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_trading_rules", new_callable=AsyncMock) def test_trading_rules_polling_loop(self, mock_update): # No Side Effects expected mock_update.return_value = None with self.assertRaises(asyncio.TimeoutError): self.exchange_task = asyncio.get_event_loop().create_task(self.exchange._trading_rules_polling_loop()) self.async_run_with_timeout( asyncio.wait_for(self.exchange_task, 1.0) ) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_trading_rules", new_callable=AsyncMock) def test_trading_rules_polling_loop_cancels(self, mock_update): mock_update.side_effect = asyncio.CancelledError with self.assertRaises(asyncio.CancelledError): self.exchange_task = asyncio.get_event_loop().create_task( self.exchange._trading_rules_polling_loop() ) self.async_run_with_timeout(self.exchange_task) self.assertEqual(0, self.exchange._last_poll_timestamp) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_trading_rules", new_callable=AsyncMock) def test_trading_rules_polling_loop_exception_raised(self, mock_update): mock_update.side_effect = lambda: self._create_exception_and_unlock_test_with_event( Exception("Dummy test error")) self.exchange_task = asyncio.get_event_loop().create_task( self.exchange._trading_rules_polling_loop() ) self.async_run_with_timeout(self.resume_test_event.wait()) self._is_logged("ERROR", "Unexpected error while fetching trading rules. Error: ") @aioresponses() def test_check_network_succeeds_when_ping_replies_pong(self, mock_api): url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_response = {"code": 200} mock_api.get(regex_url, body=json.dumps(mock_response)) result = self.async_run_with_timeout(self.exchange.check_network()) self.assertEqual(NetworkStatus.CONNECTED, result) @aioresponses() def test_check_network_fails_when_ping_does_not_reply_pong(self, mock_api): url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_response = {"code": 100} mock_api.get(regex_url, body=json.dumps(mock_response)) result = self.async_run_with_timeout(self.exchange.check_network()) self.assertEqual(NetworkStatus.NOT_CONNECTED, result) url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_response = {} mock_api.get(regex_url, body=json.dumps(mock_response)) result = self.async_run_with_timeout(self.exchange.check_network()) self.assertEqual(NetworkStatus.NOT_CONNECTED, result) @aioresponses() def test_check_network_fails_when_ping_returns_error_code(self, mock_api): url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_response = {"code": 100} mock_api.get(regex_url, body=json.dumps(mock_response), status=404) result = self.async_run_with_timeout(self.exchange.check_network()) self.assertEqual(NetworkStatus.NOT_CONNECTED, result) def test_get_order_book_for_valid_trading_pair(self): dummy_order_book = MexcOrderBook() self.exchange.order_book_tracker.order_books["BTC-USDT"] = dummy_order_book self.assertEqual(dummy_order_book, self.exchange.get_order_book("BTC-USDT")) def test_get_order_book_for_invalid_trading_pair_raises_error(self): self.assertRaisesRegex(ValueError, "No order book exists for 'BTC-USDT'", self.exchange.get_order_book, "BTC-USDT") @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.execute_buy", new_callable=AsyncMock) def test_buy(self, mock_create): mock_create.side_effect = None order_details = [ self.trading_pair, Decimal(1.0), Decimal(10.0), OrderType.LIMIT, ] # Note: BUY simply returns immediately with the client order id. order_id: str = self.exchange.buy(*order_details) # Order ID is simply a timestamp. The assertion below checks if it is created within 1 sec self.assertTrue(len(order_id) > 0) def test_sell(self): order_details = [ self.trading_pair, Decimal(1.0), Decimal(10.0), OrderType.LIMIT, ] # Note: SELL simply returns immediately with the client order id. order_id: str = self.exchange.buy(*order_details) # Order ID is simply a timestamp. The assertion below checks if it is created within 1 sec self.assertTrue(len(order_id) > 0) @aioresponses() @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.quantize_order_amount") def test_create_limit_order(self, mock_post, amount_mock): amount_mock.return_value = Decimal("1") url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PLACE_ORDER regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) expected_response = {"code": 200, "data": "123"} mock_post.post(regex_url, body=json.dumps(expected_response)) self._simulate_trading_rules_initialized() order_details = [ TradeType.BUY, str(1), self.trading_pair, Decimal(1.0), Decimal(10.0), OrderType.LIMIT, ] self.assertEqual(0, len(self.exchange.in_flight_orders)) future = self._simulate_create_order(*order_details) self.async_run_with_timeout(future) self.assertEqual(1, len(self.exchange.in_flight_orders)) self._is_logged("INFO", f"Created {OrderType.LIMIT.name} {TradeType.BUY.name} order {123} for {Decimal(1.0)} {self.trading_pair}") tracked_order: MexcInFlightOrder = self.exchange.in_flight_orders["1"] self.assertEqual(tracked_order.client_order_id, "1") self.assertEqual(tracked_order.exchange_order_id, "123") self.assertEqual(tracked_order.last_state, "NEW") self.assertEqual(tracked_order.trading_pair, self.trading_pair) self.assertEqual(tracked_order.price, Decimal(10.0)) self.assertEqual(tracked_order.amount, Decimal(1.0)) self.assertEqual(tracked_order.trade_type, TradeType.BUY) @aioresponses() @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.quantize_order_amount") def test_create_market_order(self, mock_post, amount_mock): amount_mock.return_value = Decimal("1") url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PLACE_ORDER regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) expected_response = {"code": 200, "data": "123"} mock_post.post(regex_url, body=json.dumps(expected_response)) self._simulate_trading_rules_initialized() order_details = [ TradeType.BUY, str(1), self.trading_pair, Decimal(1.0), Decimal(10.0), OrderType.LIMIT_MAKER, ] self.assertEqual(0, len(self.exchange.in_flight_orders)) future = self._simulate_create_order(*order_details) self.async_run_with_timeout(future) self.assertEqual(1, len(self.exchange.in_flight_orders)) self._is_logged("INFO", f"Created {OrderType.LIMIT.name} {TradeType.BUY.name} order {123} for {Decimal(1.0)} {self.trading_pair}") tracked_order: MexcInFlightOrder = self.exchange.in_flight_orders["1"] self.assertEqual(tracked_order.client_order_id, "1") self.assertEqual(tracked_order.exchange_order_id, "123") self.assertEqual(tracked_order.last_state, "NEW") self.assertEqual(tracked_order.trading_pair, self.trading_pair) self.assertEqual(tracked_order.amount, Decimal(1.0)) self.assertEqual(tracked_order.trade_type, TradeType.BUY) @aioresponses() def test_detect_created_order_server_acknowledgement(self, mock_api): url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_api.get(regex_url, body=json.dumps(self.balances_mock_data)) self.exchange.start_tracking_order(order_id="sell-MX-USDT-1638156451005305", exchange_order_id="40728558ead64032a676e6f0a4afc4ca", trading_pair="MX-USDT", trade_type=TradeType.SELL, price=Decimal("3.1504"), amount=Decimal("6.3008"), order_type=OrderType.LIMIT) _user_data = self.user_stream_data _user_data.get("data")["status"] = 2 mock_user_stream = AsyncMock() mock_user_stream.get.side_effect = functools.partial(self._return_calculation_and_set_done_event, lambda: _user_data) self.exchange._user_stream_tracker._user_stream = mock_user_stream self.exchange_task = asyncio.get_event_loop().create_task( self.exchange._user_stream_event_listener()) self.async_run_with_timeout(self.resume_test_event.wait()) self.assertEqual(1, len(self.exchange.in_flight_orders)) tracked_order: MexcInFlightOrder = self.exchange.in_flight_orders["sell-MX-USDT-1638156451005305"] self.assertEqual(tracked_order.last_state, "NEW") @aioresponses() def test_execute_cancel_success(self, mock_cancel): order: MexcInFlightOrder = MexcInFlightOrder( client_order_id="0", exchange_order_id="123", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10.0), amount=Decimal(1.0), creation_timestamp=1640001112.0, initial_state="Working", ) self.exchange._in_flight_orders.update({ order.client_order_id: order }) mock_response = { "code": 200, "data": {"123": "success"} } url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_cancel.delete(regex_url, body=json.dumps(mock_response)) self.mocking_assistant.configure_http_request_mock(mock_cancel) self.mocking_assistant.add_http_response(mock_cancel, 200, mock_response, "") result = self.async_run_with_timeout( self.exchange.execute_cancel(self.trading_pair, order.client_order_id) ) self.assertIsNone(result) @aioresponses() def test_execute_cancel_all_success(self, mock_post_request): order: MexcInFlightOrder = MexcInFlightOrder( client_order_id="0", exchange_order_id="123", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10.0), amount=Decimal(1.0), creation_timestamp=1640001112.0) self.exchange._in_flight_orders.update({ order.client_order_id: order }) mock_response = { "code": 200, "data": { "0": "success" } } url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_post_request.delete(regex_url, body=json.dumps(mock_response)) cancellation_results = self.async_run_with_timeout( self.exchange.cancel_all(10) ) self.assertEqual(1, len(cancellation_results)) self.assertEqual("0", cancellation_results[0].order_id) self.assertTrue(cancellation_results[0].success) @aioresponses() @patch("hummingbot.client.hummingbot_application.HummingbotApplication") def test_execute_cancel_fail(self, mock_cancel, mock_main_app): order: MexcInFlightOrder = MexcInFlightOrder( client_order_id="0", exchange_order_id="123", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10.0), amount=Decimal(1.0), creation_timestamp=1640001112.0, initial_state="Working", ) self.exchange._in_flight_orders.update({ order.client_order_id: order }) mock_response = { "code": 100, "data": {"123": "success"} } url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_cancel.delete(regex_url, body=json.dumps(mock_response)) self.async_run_with_timeout( self.exchange.execute_cancel(self.trading_pair, order.client_order_id) ) self._is_logged("NETWORK", "Failed to cancel order 0 : MexcAPIError('Order could not be canceled')") @aioresponses() def test_execute_cancel_cancels(self, mock_cancel): order: MexcInFlightOrder = MexcInFlightOrder( client_order_id="0", exchange_order_id="123", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10.0), amount=Decimal(1.0), creation_timestamp=1640001112.0, initial_state="Working", ) self.exchange._in_flight_orders.update({ order.client_order_id: order }) url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) mock_cancel.delete(regex_url, exception=asyncio.CancelledError) with self.assertRaises(asyncio.CancelledError): self.async_run_with_timeout( self.exchange.execute_cancel(self.trading_pair, order.client_order_id) ) @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.execute_cancel", new_callable=AsyncMock) def test_cancel(self, mock_cancel): mock_cancel.return_value = None order: MexcInFlightOrder = MexcInFlightOrder( client_order_id="0", exchange_order_id="123", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10.0), amount=Decimal(1.0), creation_timestamp=1640001112.0) self.exchange._in_flight_orders.update({ order.client_order_id: order }) # Note: BUY simply returns immediately with the client order id. return_val: str = self.exchange.cancel(self.trading_pair, order.client_order_id) # Order ID is simply a timestamp. The assertion below checks if it is created within 1 sec self.assertTrue(order.client_order_id, return_val) def test_ready_trading_required_all_ready(self): self.exchange._trading_required = True # Simulate all components initialized self.exchange._account_id = 1 self.exchange.order_book_tracker._order_books_initialized.set() self.exchange._account_balances = { self.base_asset: Decimal(str(10.0)) } self._simulate_trading_rules_initialized() self.exchange._user_stream_tracker.data_source._last_recv_time = 1 self.assertTrue(self.exchange.ready) def test_ready_trading_required_not_ready(self): self.exchange._trading_required = True # Simulate all components but account_id not initialized self.exchange._account_id = None self.exchange.order_book_tracker._order_books_initialized.set() self.exchange._account_balances = {} self._simulate_trading_rules_initialized() self.exchange._user_stream_tracker.data_source._last_recv_time = 0 self.assertFalse(self.exchange.ready) def test_ready_trading_not_required_ready(self): self.exchange._trading_required = False # Simulate all components but account_id not initialized self.exchange._account_id = None self.exchange.order_book_tracker._order_books_initialized.set() self.exchange._account_balances = {} self._simulate_trading_rules_initialized() self.exchange._user_stream_tracker.data_source._last_recv_time = 0 self.assertTrue(self.exchange.ready) def test_ready_trading_not_required_not_ready(self): self.exchange._trading_required = False self.assertFalse(self.exchange.ready) def test_limit_orders(self): self.assertEqual(0, len(self.exchange.limit_orders)) # Simulate orders being placed and tracked order: MexcInFlightOrder = MexcInFlightOrder( client_order_id="0", exchange_order_id="123", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10.0), amount=Decimal(1.0), creation_timestamp=1640001112.0) self.exchange._in_flight_orders.update({ order.client_order_id: order }) self.assertEqual(1, len(self.exchange.limit_orders)) def test_tracking_states_order_not_done(self): order: MexcInFlightOrder = MexcInFlightOrder( client_order_id="0", exchange_order_id="123", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10.0), amount=Decimal(1.0), creation_timestamp=1640001112.0) order_json = order.to_json() self.exchange._in_flight_orders.update({ order.client_order_id: order }) self.assertEqual(1, len(self.exchange.tracking_states)) self.assertEqual(order_json, self.exchange.tracking_states[order.client_order_id]) def test_tracking_states_order_done(self): order: MexcInFlightOrder = MexcInFlightOrder( client_order_id="0", exchange_order_id="123", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10.0), amount=Decimal(1.0), creation_timestamp=1640001112.0, initial_state="FILLED" ) self.exchange._in_flight_orders.update({ order.client_order_id: order }) self.assertEqual(0, len(self.exchange.tracking_states)) def test_restore_tracking_states(self): order: MexcInFlightOrder = MexcInFlightOrder( client_order_id="0", exchange_order_id="123", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10.0), amount=Decimal(1.0), creation_timestamp=1640001112.0) order_json = order.to_json() self.exchange.restore_tracking_states({order.client_order_id: order_json}) self.assertEqual(1, len(self.exchange.in_flight_orders)) self.assertEqual(str(self.exchange.in_flight_orders[order.client_order_id]), str(order))
class CoinzoomAPIOrderBookDataSourceTests(TestCase): @classmethod def setUpClass(cls) -> None: super().setUpClass() cls.base_asset = "COINALPHA" cls.quote_asset = "HBOT" cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" cls.api_key = "testKey" cls.api_secret_key = "testSecretKey" cls.username = "******" cls.throttler = AsyncThrottler(Constants.RATE_LIMITS) def setUp(self) -> None: super().setUp() self.listening_task = None self.data_source = CoinzoomAPIOrderBookDataSource( throttler=self.throttler, trading_pairs=[self.trading_pair]) self.mocking_assistant = NetworkMockingAssistant() def tearDown(self) -> None: self.listening_task and self.listening_task.cancel() super().tearDown() 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 @aioresponses() def test_get_last_traded_prices(self, mock_api): url = f"{Constants.REST_URL}/{Constants.ENDPOINT['TICKER']}" resp = { f"{self.base_asset}_{self.quote_asset}": { "last_price": 51234.56 } } mock_api.get(url, body=json.dumps(resp)) results = self.async_run_with_timeout( CoinzoomAPIOrderBookDataSource.get_last_traded_prices( trading_pairs=[self.trading_pair], throttler=self.throttler)) self.assertIn(self.trading_pair, results) self.assertEqual(Decimal("51234.56"), results[self.trading_pair]) @aioresponses() def test_fetch_trading_pairs(self, mock_api): url = f"{Constants.REST_URL}/{Constants.ENDPOINT['SYMBOL']}" resp = [{ "symbol": f"{self.base_asset}/{self.quote_asset}" }, { "symbol": "BTC/USDT" }] mock_api.get(url, body=json.dumps(resp)) results = self.async_run_with_timeout( CoinzoomAPIOrderBookDataSource.fetch_trading_pairs( throttler=self.throttler)) self.assertIn(self.trading_pair, results) self.assertIn("BTC-USDT", results) @aioresponses() def test_get_new_order_book(self, mock_api): url = f"{Constants.REST_URL}/" \ f"{Constants.ENDPOINT['ORDER_BOOK'].format(trading_pair=self.base_asset+'_'+self.quote_asset)}" resp = {"timestamp": 1234567899, "bids": [], "asks": []} mock_api.get(url, body=json.dumps(resp)) order_book: CoinzoomOrderBook = self.async_run_with_timeout( self.data_source.get_new_order_book(self.trading_pair)) self.assertEqual(1234567899, order_book.snapshot_uid) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_trades(self, ws_connect_mock): ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock( ) received_messages = asyncio.Queue() message = { "ts": [ f"{self.base_asset}/{self.quote_asset}", 8772.05, 0.01, "2020-01-16T21:02:23Z" ] } self.listening_task = asyncio.get_event_loop().create_task( self.data_source.listen_for_trades( ev_loop=asyncio.get_event_loop(), output=received_messages)) self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(message)) trade_message = self.async_run_with_timeout(received_messages.get()) self.assertEqual(OrderBookMessageType.TRADE, trade_message.type) self.assertEqual( int(dateparse("2020-01-16T21:02:23Z").timestamp() * 1e3), trade_message.timestamp) self.assertEqual(trade_message.timestamp, trade_message.trade_id) self.assertEqual(self.trading_pair, trade_message.trading_pair) @patch( "hummingbot.connector.exchange.coinzoom.coinzoom_api_order_book_data_source.CoinzoomAPIOrderBookDataSource._time" ) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_order_book_diff(self, ws_connect_mock, time_mock): time_mock.return_value = 1234567890 ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock( ) received_messages = asyncio.Queue() message = { "oi": f"{self.base_asset}/{self.quote_asset}", "b": [["9"], ["5"], ["7", 7193.27, 6.95094164], ["8", 7196.15, 0.69481598]], "s": [["2"], ["1"], ["4", 7222.08, 6.92321326], ["6", 7219.2, 0.69259752]] } self.listening_task = asyncio.get_event_loop().create_task( self.data_source.listen_for_order_book_diffs( ev_loop=asyncio.get_event_loop(), output=received_messages)) self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(message)) diff_message = self.async_run_with_timeout(received_messages.get()) self.assertEqual(OrderBookMessageType.DIFF, diff_message.type) self.assertEqual(1234567890 * 1e3, diff_message.timestamp) self.assertEqual(diff_message.timestamp, diff_message.update_id) self.assertEqual(-1, diff_message.trade_id) self.assertEqual(self.trading_pair, diff_message.trading_pair)
class AltmarketsAPIOrderBookDataSourceTests(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 = "HBOT" cls.quote_asset = "USDT" cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" cls.exchange_trading_pair = convert_to_exchange_trading_pair( cls.trading_pair) cls.api_key = "testKey" cls.api_secret_key = "testSecretKey" cls.username = "******" cls.throttler = AsyncThrottler(Constants.RATE_LIMITS) 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.listening_task = None self.data_source = AltmarketsAPIOrderBookDataSource( throttler=self.throttler, trading_pairs=[self.trading_pair]) self.mocking_assistant = NetworkMockingAssistant() 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_throttler_rates(self): self.assertEqual( str(self.throttler._rate_limits[0]), str(self.data_source._get_throttler_instance()._rate_limits[0])) self.assertEqual( str(self.throttler._rate_limits[-1]), str(self.data_source._get_throttler_instance()._rate_limits[-1])) @aioresponses() def test_get_last_traded_prices(self, mock_api): url = f"{Constants.REST_URL}/{Constants.ENDPOINT['TICKER_SINGLE'].format(trading_pair=self.exchange_trading_pair)}" resp = {"ticker": {"last": 51234.56}} mock_api.get(url, body=json.dumps(resp)) results = self.async_run_with_timeout( AltmarketsAPIOrderBookDataSource.get_last_traded_prices( trading_pairs=[self.trading_pair], throttler=self.throttler)) self.assertIn(self.trading_pair, results) self.assertEqual(Decimal("51234.56"), results[self.trading_pair]) @aioresponses() @patch( "hummingbot.connector.exchange.altmarkets.altmarkets_http_utils.retry_sleep_time" ) def test_get_last_traded_prices_multiple(self, mock_api, retry_sleep_time_mock): retry_sleep_time_mock.side_effect = lambda *args, **kwargs: 0 url = f"{Constants.REST_URL}/{Constants.ENDPOINT['TICKER']}" resp = { f"{self.exchange_trading_pair}": { "ticker": { "last": 51234.56 } }, "rogerbtc": { "ticker": { "last": 0.00000002 } }, "btcusdt": { "ticker": { "last": 51234.56 } }, "hbotbtc": { "ticker": { "last": 0.9 } }, } mock_api.get(url, body=json.dumps(resp)) results = self.async_run_with_timeout( AltmarketsAPIOrderBookDataSource.get_last_traded_prices( trading_pairs=[ self.trading_pair, 'rogerbtc', 'btcusdt', 'hbotbtc' ], throttler=self.throttler)) self.assertIn(self.trading_pair, results) self.assertEqual(Decimal("51234.56"), results[self.trading_pair]) self.assertEqual(Decimal("0.00000002"), results["rogerbtc"]) self.assertEqual(Decimal("51234.56"), results["btcusdt"]) self.assertEqual(Decimal("0.9"), results["hbotbtc"]) @aioresponses() def test_fetch_trading_pairs(self, mock_api): url = f"{Constants.REST_URL}/{Constants.ENDPOINT['SYMBOL']}" resp = [{ "name": f"{self.base_asset}/{self.quote_asset}", "state": "enabled" }, { "name": "ROGER/BTC", "state": "enabled" }] mock_api.get(url, body=json.dumps(resp)) results = self.async_run_with_timeout( AltmarketsAPIOrderBookDataSource.fetch_trading_pairs( throttler=self.throttler)) self.assertIn(self.trading_pair, results) self.assertIn("ROGER-BTC", results) @aioresponses() @patch( "hummingbot.connector.exchange.altmarkets.altmarkets_http_utils.retry_sleep_time" ) def test_fetch_trading_pairs_returns_empty_on_error( self, mock_api, retry_sleep_time_mock): retry_sleep_time_mock.side_effect = lambda *args, **kwargs: 0 url = f"{Constants.REST_URL}/{Constants.ENDPOINT['SYMBOL']}" for i in range(Constants.API_MAX_RETRIES): mock_api.get(url, body=json.dumps([{"noname": "empty"}])) results = self.async_run_with_timeout( AltmarketsAPIOrderBookDataSource.fetch_trading_pairs( throttler=self.throttler)) self.assertEqual(0, len(results)) @patch( "hummingbot.connector.exchange.altmarkets.altmarkets_api_order_book_data_source.AltmarketsAPIOrderBookDataSource._time" ) @aioresponses() def test_get_new_order_book(self, time_mock, mock_api): time_mock.return_value = 1234567899 url = f"{Constants.REST_URL}/" \ f"{Constants.ENDPOINT['ORDER_BOOK'].format(trading_pair=self.exchange_trading_pair)}" \ "?limit=300" resp = {"timestamp": 1234567899, "bids": [], "asks": []} mock_api.get(url, body=json.dumps(resp)) order_book: AltmarketsOrderBook = self.async_run_with_timeout( self.data_source.get_new_order_book(self.trading_pair)) self.assertEqual(1234567899 * 1e3, order_book.snapshot_uid) @patch( "hummingbot.connector.exchange.altmarkets.altmarkets_http_utils.retry_sleep_time" ) @patch( "hummingbot.connector.exchange.altmarkets.altmarkets_api_order_book_data_source.AltmarketsAPIOrderBookDataSource._time" ) @aioresponses() def test_get_new_order_book_raises_error(self, retry_sleep_time_mock, time_mock, mock_api): retry_sleep_time_mock.side_effect = lambda *args, **kwargs: 0 time_mock.return_value = 1234567899 url = f"{Constants.REST_URL}/" \ f"{Constants.ENDPOINT['ORDER_BOOK'].format(trading_pair=self.exchange_trading_pair)}" \ "?limit=300" for i in range(Constants.API_MAX_RETRIES): mock_api.get(url, body=json.dumps({ "errors": { "message": "Dummy error." }, "status": 500 })) with self.assertRaises(IOError): self.async_run_with_timeout( self.data_source.get_new_order_book(self.trading_pair)) @aioresponses() def test_listen_for_snapshots_cancelled_when_fetching_snapshot( self, mock_get): trades_queue = asyncio.Queue() endpoint = Constants.ENDPOINT['ORDER_BOOK'].format( trading_pair=r'[\w]+') re_url = f"{Constants.REST_URL}/{endpoint}" regex_url = re.compile(re_url) resp = {"timestamp": 1234567899, "bids": [], "asks": []} mock_get.get(regex_url, body=json.dumps(resp)) self.listening_task = asyncio.get_event_loop().create_task( self.data_source.listen_for_order_book_snapshots( ev_loop=asyncio.get_event_loop(), output=trades_queue)) with self.assertRaises(asyncio.CancelledError): self.listening_task.cancel() asyncio.get_event_loop().run_until_complete(self.listening_task) @aioresponses() @patch( "hummingbot.connector.exchange.altmarkets.altmarkets_api_order_book_data_source.AltmarketsAPIOrderBookDataSource._sleep", new_callable=AsyncMock) def test_listen_for_snapshots_logs_exception_when_fetching_snapshot( self, mock_get, mock_sleep): # the queue and the division by zero error are used just to synchronize the test sync_queue = deque() sync_queue.append(1) endpoint = Constants.ENDPOINT['ORDER_BOOK'].format( trading_pair=r'[\w]+') re_url = f"{Constants.REST_URL}/{endpoint}" regex_url = re.compile(re_url) for x in range(2): mock_get.get(regex_url, body=json.dumps({})) mock_sleep.side_effect = lambda delay: 1 / 0 if len( sync_queue) == 0 else sync_queue.pop() msg_queue: asyncio.Queue = asyncio.Queue() with self.assertRaises(ZeroDivisionError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_snapshots( self.ev_loop, msg_queue)) self.ev_loop.run_until_complete(self.listening_task) self.assertEqual(0, msg_queue.qsize()) self.assertTrue( self._is_logged( "ERROR", "Unexpected error occurred listening for orderbook snapshots. Retrying in 5 secs..." )) @aioresponses() @patch( "hummingbot.connector.exchange.altmarkets.altmarkets_api_order_book_data_source.AltmarketsAPIOrderBookDataSource._sleep", new_callable=AsyncMock) def test_listen_for_snapshots_successful(self, mock_get, mock_sleep): # the queue and the division by zero error are used just to synchronize the test sync_queue = deque() sync_queue.append(1) mock_response = { "timestamp": 1234567890, "asks": [[7221.08, 6.92321326], [7220.08, 6.92321326], [7222.08, 6.92321326], [7219.2, 0.69259752]], "bids": [[7199.27, 6.95094164], [7192.27, 6.95094164], [7193.27, 6.95094164], [7196.15, 0.69481598]] } endpoint = Constants.ENDPOINT['ORDER_BOOK'].format( trading_pair=r'[\w]+') regex_url = re.compile(f"{Constants.REST_URL}/{endpoint}") for x in range(2): mock_get.get(regex_url, body=json.dumps(mock_response)) mock_sleep.side_effect = lambda delay: 1 / 0 if len( sync_queue) == 0 else sync_queue.pop() msg_queue: asyncio.Queue = asyncio.Queue() with self.assertRaises(ZeroDivisionError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_snapshots( self.ev_loop, msg_queue)) self.ev_loop.run_until_complete(self.listening_task) self.assertEqual(msg_queue.qsize(), 2) snapshot_msg: OrderBookMessage = msg_queue.get_nowait() self.assertEqual(snapshot_msg.update_id, mock_response["timestamp"] * 1e3) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_trades(self, ws_connect_mock): ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock( ) received_messages = asyncio.Queue() message = { "hbotusdt.trades": { "trades": [{ "date": 1234567899, "tid": '3333', "taker_type": "buy", "price": 8772.05, "amount": 0.1, }] } } self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_trades(ev_loop=self.ev_loop, output=received_messages)) self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(message)) trade_message = self.async_run_with_timeout(received_messages.get()) self.assertEqual(OrderBookMessageType.TRADE, trade_message.type) self.assertEqual(1234567899, trade_message.timestamp) self.assertEqual('3333', trade_message.trade_id) self.assertEqual(self.trading_pair, trade_message.trading_pair) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_trades_unrecognised(self, ws_connect_mock): ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock( ) received_messages = asyncio.Queue() self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_trades(ev_loop=self.ev_loop, output=received_messages)) message = {"hbotusdttrades": {}} self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(message)) with self.assertRaises(asyncio.TimeoutError): self.async_run_with_timeout(received_messages.get()) self.assertTrue( self._is_logged( "INFO", "Unrecognized message received from Altmarkets websocket: {'hbotusdttrades': {}}" )) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_trades_handles_exception(self, ws_connect_mock): ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock( ) received_messages = asyncio.Queue() self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_trades(ev_loop=self.ev_loop, output=received_messages)) message = {"hbotusdt.trades": {"tradess": []}} self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(message)) with self.assertRaises(asyncio.TimeoutError): self.async_run_with_timeout(received_messages.get()) self.assertTrue( self._is_logged( "ERROR", "Trades: Unexpected error with WebSocket connection. Retrying after 30 seconds..." )) @patch( "hummingbot.connector.exchange.altmarkets.altmarkets_api_order_book_data_source.AltmarketsAPIOrderBookDataSource._time" ) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_order_book_diff(self, ws_connect_mock, time_mock): time_mock.return_value = 1234567890 ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock( ) received_messages = asyncio.Queue() message = { "hbotusdt.ob-inc": { "timestamp": 1234567890, "asks": [[7220.08, 0], [7221.08, 0], [7222.08, 6.92321326], [7219.2, 0.69259752]], "bids": [[7190.27, 0], [7192.27, 0], [7193.27, 6.95094164], [7196.15, 0.69481598]] } } self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( ev_loop=self.ev_loop, output=received_messages)) self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(message)) diff_message = self.async_run_with_timeout(received_messages.get()) self.assertEqual(OrderBookMessageType.DIFF, diff_message.type) self.assertEqual(4, len(diff_message.content.get("bids"))) self.assertEqual(4, len(diff_message.content.get("asks"))) self.assertEqual(1234567890, diff_message.timestamp) self.assertEqual(int(1234567890 * 1e3), diff_message.update_id) self.assertEqual(-1, diff_message.trade_id) self.assertEqual(self.trading_pair, diff_message.trading_pair) @patch( "hummingbot.connector.exchange.altmarkets.altmarkets_api_order_book_data_source.AltmarketsAPIOrderBookDataSource._time" ) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_order_book_snapshot(self, ws_connect_mock, time_mock): time_mock.return_value = 1234567890 ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock( ) received_messages = asyncio.Queue() message = { "hbotusdt.ob-snap": { "timestamp": 1234567890, "asks": [[7220.08, 6.92321326], [7221.08, 6.92321326], [7222.08, 6.92321326], [7219.2, 0.69259752]], "bids": [[7190.27, 6.95094164], [7192.27, 6.95094164], [7193.27, 6.95094164], [7196.15, 0.69481598]] } } self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( ev_loop=self.ev_loop, output=received_messages)) self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(message)) diff_message = self.async_run_with_timeout(received_messages.get()) self.assertEqual(OrderBookMessageType.SNAPSHOT, diff_message.type) self.assertEqual(4, len(diff_message.content.get("bids"))) self.assertEqual(4, len(diff_message.content.get("asks"))) self.assertEqual(1234567890, diff_message.timestamp) self.assertEqual(int(1234567890 * 1e3), diff_message.update_id) self.assertEqual(-1, diff_message.trade_id) self.assertEqual(self.trading_pair, diff_message.trading_pair) @patch( "hummingbot.connector.exchange.altmarkets.altmarkets_api_order_book_data_source.AltmarketsAPIOrderBookDataSource._time" ) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_order_book_diff_unrecognised(self, ws_connect_mock, time_mock): time_mock.return_value = 1234567890 ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock( ) received_messages = asyncio.Queue() message = {"snapcracklepop": {}} self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( ev_loop=self.ev_loop, output=received_messages)) self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(message)) with self.assertRaises(asyncio.TimeoutError): self.async_run_with_timeout(received_messages.get()) self.assertTrue( self._is_logged( "INFO", "Unrecognized message received from Altmarkets websocket: {'snapcracklepop': {}}" )) @patch( "hummingbot.connector.exchange.altmarkets.altmarkets_api_order_book_data_source.AltmarketsAPIOrderBookDataSource._time" ) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_order_book_diff_handles_exception( self, ws_connect_mock, time_mock): time_mock.return_value = "NaN" ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock( ) received_messages = asyncio.Queue() message = {".ob-snap": {}} self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( ev_loop=self.ev_loop, output=received_messages)) self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(message)) with self.assertRaises(asyncio.TimeoutError): self.async_run_with_timeout(received_messages.get()) self.assertTrue( self._is_logged("NETWORK", "Unexpected error with WebSocket connection."))
class TestAltmarketsAPIUserStreamDataSource(unittest.TestCase): @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}" def setUp(self) -> None: super().setUp() self.mocking_assistant = NetworkMockingAssistant() altmarkets_auth = AltmarketsAuth(api_key="someKey", secret_key="someSecret") self.data_source = AltmarketsAPIUserStreamDataSource( AsyncThrottler(Constants.RATE_LIMITS), altmarkets_auth=altmarkets_auth, trading_pairs=[self.trading_pair]) 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 get_user_trades_mock(self) -> Dict: user_trades = { "trade": { "amount": "1.0", "created_at": 1615978645, "id": 9618578, "market": "rogerbtc", "order_id": 2324774, "price": "0.00000004", "side": "sell", "taker_type": "sell", "total": "0.00000004" } } return user_trades def get_user_orders_mock(self) -> Dict: user_orders = { "order": { "id": 9401, "market": "rogerbtc", "kind": "ask", "side": "sell", "ord_type": "limit", "price": "0.00000099", "avg_price": "0.00000099", "state": "wait", "origin_volume": "7000.0", "remaining_volume": "2810.1", "executed_volume": "4189.9", "at": 1596481983, "created_at": 1596481983, "updated_at": 1596553643, "trades_count": 272 } } return user_orders def get_user_balance_mock(self) -> Dict: user_balance = { "balance": { "currency": self.base_asset, "balance": "1032951.325075926", "locked": "1022943.325075926", } } return user_balance @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_user_stream_user_trades(self, ws_connect_mock): ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock( ) output_queue = asyncio.Queue() self.ev_loop.create_task( self.data_source.listen_for_user_stream(output_queue)) resp = self.get_user_trades_mock() self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(resp)) ret = self.async_run_with_timeout(coroutine=output_queue.get()) self.assertEqual(ret, resp) resp = self.get_user_orders_mock() self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(resp)) ret = self.async_run_with_timeout(coroutine=output_queue.get()) self.assertEqual(ret, resp) resp = self.get_user_balance_mock() self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(resp)) ret = self.async_run_with_timeout(coroutine=output_queue.get()) self.assertEqual(ret, resp) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_user_stream_skips_subscribe_unsubscribe_messages_updates_last_recv_time( self, ws_connect_mock): ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock( ) resp = { "success": { "message": "subscribed", "time": 1632223851, "streams": "trade" } } self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(resp)) resp = { "success": { "message": "unsubscribed", "time": 1632223851, "streams": "trade" } } self.mocking_assistant.add_websocket_text_message( websocket_mock=ws_connect_mock.return_value, message=json.dumps(resp)) output_queue = asyncio.Queue() self.ev_loop.create_task( self.data_source.listen_for_user_stream(output_queue)) self.mocking_assistant.run_until_all_text_messages_delivered( ws_connect_mock.return_value) self.assertTrue(output_queue.empty()) np.testing.assert_allclose([time.time()], self.data_source.last_recv_time, rtol=1)