class NdaxAPIOrderBookDataSourceUnitTests(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.instrument_id = 1 def setUp(self) -> None: super().setUp() self.log_records = [] self.listening_task = None self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) self.data_source = NdaxAPIOrderBookDataSource( throttler=self.throttler, trading_pairs=[self.trading_pair]) self.data_source.logger().setLevel(1) self.data_source.logger().addHandler(self) self.data_source._trading_pair_id_map.clear() self.mocking_assistant = NetworkMockingAssistant() def tearDown(self) -> None: self.listening_task and self.listening_task.cancel() super().tearDown() def handle(self, record): self.log_records.append(record) def simulate_trading_pair_ids_initialized(self): self.data_source._trading_pair_id_map.update( {self.trading_pair: self.instrument_id}) def _raise_exception(self, exception_class): raise exception_class 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 _subscribe_level_2_response(self): resp = { "m": 1, "i": 2, "n": "SubscribeLevel2", "o": "[[93617617, 1, 1626788175000, 0, 37800.0, 1, 37750.0, 1, 0.015, 0],[93617617, 1, 1626788175000, 0, 37800.0, 1, 37751.0, 1, 0.015, 1]]" } return ujson.dumps(resp) def _orderbook_update_event(self): resp = { "m": 3, "i": 3, "n": "Level2UpdateEvent", "o": "[[93617618, 1, 1626788175001, 0, 37800.0, 1, 37740.0, 1, 0.015, 0]]" } return ujson.dumps(resp) @patch("aiohttp.ClientSession.get") def test_init_trading_pair_ids(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) mock_response: List[Any] = [{ "Product1Symbol": self.base_asset, "Product2Symbol": self.quote_asset, "InstrumentId": self.instrument_id, "SessionStatus": "Running" }, { "Product1Symbol": "ANOTHER_ACTIVE", "Product2Symbol": "MARKET", "InstrumentId": 2, "SessionStatus": "Running" }, { "Product1Symbol": "NOT_ACTIVE", "Product2Symbol": "MARKET", "InstrumentId": 3, "SessionStatus": "Stopped" }] self.mocking_assistant.add_http_response(mock_api, 200, mock_response) self.ev_loop.run_until_complete( self.data_source.init_trading_pair_ids()) self.assertEqual(2, len(self.data_source._trading_pair_id_map)) self.assertEqual( 1, self.data_source._trading_pair_id_map[self.trading_pair]) self.assertEqual( 2, self.data_source._trading_pair_id_map["ANOTHER_ACTIVE-MARKET"]) @patch("aiohttp.ClientSession.get") def test_get_last_traded_prices(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) self.simulate_trading_pair_ids_initialized() mock_response: Dict[Any] = {"LastTradedPx": 1.0} self.mocking_assistant.add_http_response(mock_api, 200, mock_response) results = self.ev_loop.run_until_complete( asyncio.gather( self.data_source.get_last_traded_prices([self.trading_pair]))) results: Dict[str, Any] = results[0] self.assertEqual(results[self.trading_pair], mock_response["LastTradedPx"]) @patch("aiohttp.ClientSession.get") def test_fetch_trading_pairs(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) self.simulate_trading_pair_ids_initialized() mock_response: List[Any] = [{ "Product1Symbol": self.base_asset, "Product2Symbol": self.quote_asset, "InstrumentId": self.instrument_id, "SessionStatus": "Running" }, { "Product1Symbol": "ANOTHER_ACTIVE", "Product2Symbol": "MARKET", "InstrumentId": 2, "SessionStatus": "Running" }, { "Product1Symbol": "NOT_ACTIVE", "Product2Symbol": "MARKET", "InstrumentId": 3, "SessionStatus": "Stopped" }] self.mocking_assistant.add_http_response(mock_api, 200, mock_response) self.mocking_assistant.add_http_response(mock_api, 200, mock_response) results: List[str] = self.ev_loop.run_until_complete( self.data_source.fetch_trading_pairs()) self.assertTrue(self.trading_pair in results) self.assertTrue("ANOTHER_ACTIVE-MARKET" in results) self.assertFalse("NOT_ACTIVE-MARKET" in results) @patch("aiohttp.ClientSession.get") def test_fetch_trading_pairs_with_error_status_in_response(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) mock_response = {} self.mocking_assistant.add_http_response(mock_api, 100, mock_response) result = self.ev_loop.run_until_complete( self.data_source.fetch_trading_pairs()) self.assertEqual(0, len(result)) @patch("aiohttp.ClientSession.get") def test_get_order_book_data(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) self.simulate_trading_pair_ids_initialized() mock_response: List[List[Any]] = [ # mdUpdateId, accountId, actionDateTime, actionType, lastTradePrice, orderId, price, productPairCode, quantity, side [ 93617617, 1, 1626788175416, 0, 37813.22, 1, 37750.6, 1, 0.014698, 0 ] ] self.mocking_assistant.add_http_response(mock_api, 200, mock_response) results = self.ev_loop.run_until_complete( asyncio.gather( self.data_source.get_order_book_data(self.trading_pair))) result = results[0] self.assertTrue("data" in result) self.assertGreaterEqual(len(result["data"]), 0) self.assertEqual(NdaxOrderBookEntry(*mock_response[0]), result["data"][0]) @patch("aiohttp.ClientSession.get") def test_get_order_book_data_raises_exception_when_response_has_error_code( self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) self.simulate_trading_pair_ids_initialized() mock_response = {"Erroneous response"} self.mocking_assistant.add_http_response(mock_api, 100, mock_response) with self.assertRaises(IOError) as context: self.ev_loop.run_until_complete( self.data_source.get_order_book_data(self.trading_pair)) self.assertEqual( str(context.exception), f"Error fetching OrderBook for {self.trading_pair} " f"at {CONSTANTS.ORDER_BOOK_URL}. " f"HTTP {100}. Response: {mock_response}") @patch("aiohttp.ClientSession.get") def test_get_new_order_book(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) self.simulate_trading_pair_ids_initialized() mock_response: List[List[Any]] = [ # mdUpdateId, accountId, actionDateTime, actionType, lastTradePrice, orderId, price, productPairCode, quantity, side [93617617, 1, 1626788175416, 0, 37800.0, 1, 37750.0, 1, 0.015, 0], [93617617, 1, 1626788175416, 0, 37800.0, 1, 37751.0, 1, 0.015, 1] ] self.mocking_assistant.add_http_response(mock_api, 200, mock_response) results = self.ev_loop.run_until_complete( asyncio.gather( self.data_source.get_new_order_book(self.trading_pair))) result: OrderBook = results[0] self.assertTrue(type(result) == OrderBook) self.assertEqual(result.snapshot_uid, 0) @patch("aiohttp.ClientSession.get") def test_get_instrument_ids(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) mock_response: List[Any] = [{ "Product1Symbol": self.base_asset, "Product2Symbol": self.quote_asset, "InstrumentId": self.instrument_id, "SessionStatus": "Running", }] self.mocking_assistant.add_http_response(mock_api, 200, mock_response) results = self.ev_loop.run_until_complete( asyncio.gather(self.data_source.get_instrument_ids())) result: Dict[str, Any] = results[0] self.assertEqual( 1, self.data_source._trading_pair_id_map[self.trading_pair]) self.assertEqual(result[self.trading_pair], self.instrument_id) @patch( "hummingbot.connector.exchange.ndax.ndax_api_order_book_data_source.NdaxAPIOrderBookDataSource._sleep" ) @patch("aiohttp.ClientSession.get") def test_listen_for_snapshots_cancelled_when_fetching_snapshot( self, mock_api, mock_sleep): mock_api.side_effect = asyncio.CancelledError self.simulate_trading_pair_ids_initialized() msg_queue: asyncio.Queue = asyncio.Queue() with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_snapshots( self.ev_loop, msg_queue)) self.ev_loop.run_until_complete(self.listening_task) self.assertEqual(msg_queue.qsize(), 0) @patch( "hummingbot.connector.exchange.ndax.ndax_api_order_book_data_source.NdaxAPIOrderBookDataSource._sleep" ) @patch("aiohttp.ClientSession.get") def test_listen_for_snapshots_logs_exception_when_fetching_snapshot( self, mock_api, mock_sleep): # the queue and the division by zero error are used just to synchronize the test sync_queue = deque() sync_queue.append(1) self.simulate_trading_pair_ids_initialized() mock_api.side_effect = Exception 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(), 0) self.assertTrue( self._is_logged( "ERROR", "Unexpected error occured listening for orderbook snapshots. Retrying in 5 secs..." )) @patch( "hummingbot.connector.exchange.ndax.ndax_api_order_book_data_source.NdaxAPIOrderBookDataSource._sleep" ) @patch("aiohttp.ClientSession.get") def test_listen_for_snapshots_successful(self, mock_api, mock_sleep): self.mocking_assistant.configure_http_request_mock(mock_api) # the queue and the division by zero error are used just to synchronize the test sync_queue = deque() sync_queue.append(1) mock_response: List[List[Any]] = [ # mdUpdateId, accountId, actionDateTime, actionType, lastTradePrice, orderId, price, productPairCode, quantity, side [93617617, 1, 1626788175416, 0, 37800.0, 1, 37750.0, 1, 0.015, 0], [93617617, 1, 1626788175416, 0, 37800.0, 1, 37751.0, 1, 0.015, 1], ] self.mocking_assistant.add_http_response(mock_api, 200, mock_response) self.simulate_trading_pair_ids_initialized() 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(), 1) snapshot_msg: OrderBookMessage = msg_queue.get_nowait() self.assertEqual(snapshot_msg.update_id, 0) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_listen_for_order_book_diffs_cancelled_when_subscribing( self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.return_value.send_json.side_effect = asyncio.CancelledError() self.mocking_assistant.add_websocket_aiohttp_message( mock_ws.return_value, self._subscribe_level_2_response()) self.mocking_assistant.add_websocket_aiohttp_message( mock_ws.return_value, self._orderbook_update_event()) self.simulate_trading_pair_ids_initialized() with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) self.ev_loop.run_until_complete(self.listening_task) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_listen_for_order_book_diffs_cancelled_when_listening( self, 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 = lambda: ( self._raise_exception(asyncio.CancelledError)) self.simulate_trading_pair_ids_initialized() with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) self.ev_loop.run_until_complete(self.listening_task) self.assertEqual(msg_queue.qsize(), 0) @patch("hummingbot.client.hummingbot_application.HummingbotApplication") @patch( "hummingbot.connector.exchange.ndax.ndax_api_order_book_data_source.NdaxAPIOrderBookDataSource._sleep" ) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) @patch("aiohttp.ClientSession.get", new_callable=AsyncMock) def test_listen_for_order_book_diffs_logs_exception( self, mock_api, mock_ws, *_): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.return_value.close.return_value = None incomplete_resp = { "m": 1, "i": 2, } self.mocking_assistant.add_websocket_aiohttp_message( mock_ws.return_value, ujson.dumps(incomplete_resp)) self.mocking_assistant.add_websocket_aiohttp_message( mock_ws.return_value, self._orderbook_update_event()) self.simulate_trading_pair_ids_initialized() self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) self.ev_loop.run_until_complete(msg_queue.get()) self.assertTrue( self._is_logged("NETWORK", "Unexpected error with WebSocket connection.")) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_listen_for_order_book_diffs_successful(self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.return_value.send_json.return_value = None self.mocking_assistant.add_websocket_aiohttp_message( mock_ws.return_value, self._subscribe_level_2_response()) self.mocking_assistant.add_websocket_aiohttp_message( mock_ws.return_value, self._orderbook_update_event()) self.simulate_trading_pair_ids_initialized() self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) first_msg = self.ev_loop.run_until_complete(msg_queue.get()) second_msg = self.ev_loop.run_until_complete(msg_queue.get()) self.assertTrue(first_msg.type == OrderBookMessageType.SNAPSHOT) self.assertTrue(second_msg.type == OrderBookMessageType.DIFF) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_websocket_connection_creation_raises_cancel_exception( self, mock_ws): mock_ws.side_effect = asyncio.CancelledError with self.assertRaises(asyncio.CancelledError): asyncio.get_event_loop().run_until_complete( self.data_source._create_websocket_connection()) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_websocket_connection_creation_raises_exception_after_loging( self, mock_ws): mock_ws.side_effect = Exception with self.assertRaises(Exception): asyncio.get_event_loop().run_until_complete( self.data_source._create_websocket_connection()) self.assertTrue( self._is_logged( "NETWORK", "Unexpected error occurred during ndax WebSocket Connection ()" ))
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.exchange = MexcExchange(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 MexcAPIOrderBookDataSourceUnitTests(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 = "BTC" cls.quote_asset = "USDT" cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" cls.instrument_id = 1 def setUp(self) -> None: super().setUp() self.log_records = [] self.listening_task = None self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) self.data_source = MexcAPIOrderBookDataSource( throttler=self.throttler, trading_pairs=[self.trading_pair]) self.data_source.logger().setLevel(1) self.data_source.logger().addHandler(self) self.mocking_assistant = NetworkMockingAssistant() def tearDown(self) -> None: self.listening_task and self.listening_task.cancel() super().tearDown() def handle(self, record): self.log_records.append(record) def _raise_exception(self, exception_class): raise exception_class 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 @patch("aiohttp.ClientSession.get") def test_get_last_traded_prices(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) mock_response: Dict[Any] = { "code": 200, "data": [{ "symbol": "BTC_USDT", "volume": "1076.002782", "high": "59387.98", "low": "57009", "bid": "57920.98", "ask": "57921.03", "open": "57735.92", "last": "57902.52", "time": 1637898900000, "change_rate": "0.00288555" }] } self.mocking_assistant.add_http_response(mock_api, 200, mock_response) results = self.async_run_with_timeout( asyncio.gather( self.data_source.get_last_traded_prices([self.trading_pair]))) results: Dict[str, Any] = results[0] self.assertEqual(results[self.trading_pair], 57902.52) @patch("aiohttp.ClientSession.get") def test_fetch_trading_pairs_with_error_status_in_response(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) mock_response = {} self.mocking_assistant.add_http_response(mock_api, 100, mock_response) result = self.async_run_with_timeout( self.data_source.fetch_trading_pairs()) self.assertEqual(0, len(result)) @patch("aiohttp.ClientSession.get") def test_get_order_book_data(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) mock_response = { "code": 200, "data": { "asks": [{ "price": "57974.06", "quantity": "0.247421" }], "bids": [{ "price": "57974.01", "quantity": "0.201635" }], "version": "562370278" } } self.mocking_assistant.add_http_response(mock_api, 200, mock_response) results = self.async_run_with_timeout( asyncio.gather( self.data_source.get_snapshot(self.data_source._shared_client, self.trading_pair))) result = results[0] self.assertTrue("asks" in result) self.assertGreaterEqual(len(result), 0) self.assertEqual(mock_response.get("data"), result) @patch("aiohttp.ClientSession.get") def test_get_order_book_data_raises_exception_when_response_has_error_code( self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) mock_response = {"Erroneous response"} self.mocking_assistant.add_http_response(mock_api, 100, mock_response) with self.assertRaises(IOError) as context: self.async_run_with_timeout( self.data_source.get_snapshot(self.data_source._shared_client, self.trading_pair)) self.assertEqual( str(context.exception), f'Error fetching MEXC market snapshot for {self.trading_pair.replace("-", "_")}. ' f'HTTP status is {100}.') @patch("aiohttp.ClientSession.get") def test_get_new_order_book(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) mock_response = { "code": 200, "data": { "asks": [{ "price": "57974.06", "quantity": "0.247421" }], "bids": [{ "price": "57974.01", "quantity": "0.201635" }], "version": "562370278" } } self.mocking_assistant.add_http_response(mock_api, 200, mock_response) results = self.async_run_with_timeout( asyncio.gather( self.data_source.get_new_order_book(self.trading_pair))) result: OrderBook = results[0] self.assertTrue(type(result) == OrderBook) @patch("aiohttp.ClientSession.get") def test_listen_for_snapshots_cancelled_when_fetching_snapshot( self, mock_api): mock_api.side_effect = asyncio.CancelledError msg_queue: asyncio.Queue = asyncio.Queue() with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_snapshots( self.ev_loop, msg_queue)) self.async_run_with_timeout(self.listening_task) self.assertEqual(msg_queue.qsize(), 0) @patch( "hummingbot.connector.exchange.mexc.mexc_api_order_book_data_source.MexcAPIOrderBookDataSource._sleep" ) @patch("aiohttp.ClientSession.get") def test_listen_for_snapshots_successful(self, mock_api, mock_sleep): self.mocking_assistant.configure_http_request_mock(mock_api) # the queue and the division by zero error are used just to synchronize the test sync_queue = deque() sync_queue.append(1) mock_response = { "code": 200, "data": { "asks": [{ "price": "57974.06", "quantity": "0.247421" }], "bids": [{ "price": "57974.01", "quantity": "0.201635" }], "version": "562370278" } } self.mocking_assistant.add_http_response(mock_api, 200, 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.async_run_with_timeout(self.listening_task) self.assertEqual(msg_queue.qsize(), 1) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_listen_for_subscriptions_cancelled_when_subscribing( self, mock_ws): mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.return_value.send_str.side_effect = asyncio.CancelledError() self.mocking_assistant.add_websocket_aiohttp_message( mock_ws.return_value, {'channel': 'push.personal.order'}) with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_subscriptions()) self.async_run_with_timeout(self.listening_task) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_listen_for_order_book_diffs_cancelled_when_listening( self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() data = { 'symbol': 'MX_USDT', 'data': { 'version': '44000093', 'bids': [{ 'p': '2.9311', 'q': '0.00', 'a': '0.00000000' }], 'asks': [{ 'p': '2.9311', 'q': '22720.37', 'a': '66595.6765' }] }, 'channel': 'push.depth' } self.mocking_assistant.add_websocket_aiohttp_message( mock_ws.return_value, ujson.dumps(data)) safe_ensure_future(self.data_source.listen_for_subscriptions()) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) first_msg = self.async_run_with_timeout(msg_queue.get()) self.assertTrue(first_msg.type == OrderBookMessageType.DIFF) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_websocket_connection_creation_raises_cancel_exception( self, mock_ws): mock_ws.side_effect = asyncio.CancelledError with self.assertRaises(asyncio.CancelledError): self.async_run_with_timeout( self.data_source._create_websocket_connection()) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_websocket_connection_creation_raises_exception_after_loging( self, mock_ws): mock_ws.side_effect = Exception with self.assertRaises(Exception): self.async_run_with_timeout( self.data_source._create_websocket_connection()) self.assertTrue( self._is_logged( "NETWORK", 'Unexpected error occured connecting to mexc WebSocket API. ()' ))
class BinanceUserStreamDataSourceUnitTests(unittest.TestCase): # the level is required to receive logs from the data source logger level = 0 @classmethod def setUpClass(cls) -> None: super().setUpClass() cls.ev_loop = asyncio.get_event_loop() cls.base_asset = "COINALPHA" cls.quote_asset = "HBOT" cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" cls.ex_trading_pair = cls.base_asset + cls.quote_asset cls.domain = "com" cls.listen_key = "TEST_LISTEN_KEY" def setUp(self) -> None: super().setUp() self.log_records = [] self.listening_task: Optional[asyncio.Task] = None self.mocking_assistant = NetworkMockingAssistant() self.binance_client = MockBinanceClient(api_key="TEST_API_KEY") self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) self.data_source = BinanceAPIUserStreamDataSource( binance_client=self.binance_client, domain=self.domain, throttler=self.throttler) 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 _raise_exception(self, exception_class): raise exception_class def _error_response(self) -> Dict[str, Any]: resp = {"code": "ERROR CODE", "msg": "ERROR MESSAGE"} return resp def _user_update_event(self): # Balance Update resp = { "e": "balanceUpdate", "E": 1573200697110, "a": "BTC", "d": "100.00000000", "T": 1573200697068 } return ujson.dumps(resp) def test_last_recv_time(self): # Initial last_recv_time self.assertEqual(0, self.data_source.last_recv_time) def test_get_throttler_instance(self): self.assertIsInstance(self.data_source._get_throttler_instance(), AsyncThrottler) @patch("aiohttp.ClientSession.post") def test_get_listen_key_log_exception(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) self.mocking_assistant.add_http_response(mock_api, 400, self._error_response()) with self.assertRaises(IOError): self.ev_loop.run_until_complete(self.data_source.get_listen_key()) @patch("aiohttp.ClientSession.post") def test_get_listen_key_successful(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) self.mocking_assistant.add_http_response( mock_api, 200, {"listenKey": self.listen_key}) result: str = self.ev_loop.run_until_complete( self.data_source.get_listen_key()) self.assertEqual(self.listen_key, result) @patch("aiohttp.ClientSession.put") def test_ping_listen_key_log_exception(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) self.mocking_assistant.add_http_response(mock_api, 400, self._error_response()) result: bool = self.ev_loop.run_until_complete( self.data_source.ping_listen_key(listen_key=self.listen_key)) self.assertTrue( self._is_logged( "WARNING", f"Failed to refresh the listen key {self.listen_key}: {self._error_response()}" )) self.assertFalse(result) @patch("aiohttp.ClientSession.put") def test_ping_listen_key_successful(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) self.mocking_assistant.add_http_response(mock_api, 200, {}) result: bool = self.ev_loop.run_until_complete( self.data_source.ping_listen_key(listen_key=self.listen_key)) self.assertTrue(result) @patch("aiohttp.ClientSession.post") @patch("websockets.connect", new_callable=AsyncMock) @patch( "hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource.wait_til_next_tick", new_callable=AsyncMock) def test_listen_for_user_stream_no_listen_key(self, mock_next_tick, mock_ws, mock_post): # mock_next_tick.return_value = None self.mocking_assistant.configure_http_request_mock(mock_post) mock_ws.return_value = self.mocking_assistant.create_websocket_mock() self.mocking_assistant.add_websocket_text_message( mock_ws.return_value, self._user_update_event()) # Add REST API response for get_listen_key() self.mocking_assistant.add_http_response( mock_post, 200, {"listenKey": self.listen_key}) # Add REST API response for _ping_listen_key() # self.mocking_assistant.add_http_response(mock_post, 200, {}) msg_queue = asyncio.Queue() self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_user_stream(self.ev_loop, msg_queue)) msg = self.ev_loop.run_until_complete(msg_queue.get()) self.assertTrue(msg, self._user_update_event)
class BinanceAPIOrderBookDataSourceUnitTests(unittest.TestCase): # logging.Level required to receive logs from the data source logger level = 0 @classmethod def setUpClass(cls) -> None: super().setUpClass() cls.ev_loop = asyncio.get_event_loop() cls.base_asset = "COINALPHA" cls.quote_asset = "HBOT" cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" cls.ex_trading_pair = cls.base_asset + cls.quote_asset cls.domain = "com" def setUp(self) -> None: super().setUp() self.log_records = [] self.listening_task = None self.mocking_assistant = NetworkMockingAssistant() self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) self.data_source = BinanceAPIOrderBookDataSource( trading_pairs=[self.trading_pair], throttler=self.throttler, domain=self.domain) 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 _raise_exception(self, exception_class): raise exception_class def _trade_update_event(self): resp = { "e": "trade", "E": 123456789, "s": self.ex_trading_pair, "t": 12345, "p": "0.001", "q": "100", "b": 88, "a": 50, "T": 123456785, "m": True, "M": True } return ujson.dumps(resp) def _order_diff_event(self): resp = { "e": "depthUpdate", "E": 123456789, "s": self.ex_trading_pair, "U": 157, "u": 160, "b": [["0.0024", "10"]], "a": [["0.0026", "100"]] } return ujson.dumps(resp) def _snapshot_response(self): resp = { "lastUpdateId": 1027024, "bids": [["4.00000000", "431.00000000"]], "asks": [["4.00000200", "12.00000000"]] } return resp @patch("aiohttp.ClientSession.get", new_callable=AsyncMock) def test_get_last_trade_prices(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) mock_response: Dict[str, Any] = { # Truncated Response "lastPrice": "100", } self.mocking_assistant.add_http_response(mock_api, 200, mock_response) result: Dict[str, float] = self.ev_loop.run_until_complete( self.data_source.get_last_traded_prices( trading_pairs=[self.trading_pair], throttler=self.throttler)) self.assertEqual(1, len(result)) self.assertEqual(100, result[self.trading_pair]) @patch( "hummingbot.connector.exchange.binance.binance_utils.convert_from_exchange_trading_pair" ) @patch("aiohttp.ClientSession.get", new_callable=AsyncMock) def test_get_all_mid_prices(self, mock_api, mock_utils): # Mocks binance_utils for BinanceOrderBook.diff_message_from_exchange() mock_utils.return_value = self.trading_pair self.mocking_assistant.configure_http_request_mock(mock_api) mock_response: List[Dict[str, Any]] = [{ # Truncated Response "symbol": self.ex_trading_pair, "bidPrice": "99", "askPrice": "101", }] self.mocking_assistant.add_http_response(mock_api, 200, mock_response) result: Dict[str, float] = self.ev_loop.run_until_complete( self.data_source.get_all_mid_prices()) self.assertEqual(1, len(result)) self.assertEqual(100, result[self.trading_pair]) @patch( "hummingbot.connector.exchange.binance.binance_utils.convert_from_exchange_trading_pair" ) @patch("aiohttp.ClientSession.get") def test_fetch_trading_pairs(self, mock_api, mock_utils): # Mocks binance_utils for BinanceOrderBook.diff_message_from_exchange() mock_utils.return_value = self.trading_pair self.mocking_assistant.configure_http_request_mock(mock_api) mock_response: Dict[str, Any] = { # Truncated Response "symbols": [ { "symbol": self.ex_trading_pair, "status": "TRADING", "baseAsset": self.base_asset, "quoteAsset": self.quote_asset, }, ] } self.mocking_assistant.add_http_response(mock_api, 200, mock_response) result: Dict[str] = self.ev_loop.run_until_complete( self.data_source.fetch_trading_pairs()) self.assertEqual(1, len(result)) self.assertTrue(self.trading_pair in result) def test_get_throttler_instance(self): self.assertIsInstance( BinanceAPIOrderBookDataSource._get_throttler_instance(), AsyncThrottler) @patch("aiohttp.ClientSession.get") def test_get_snapshot_successful(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) self.mocking_assistant.add_http_response(mock_api, 200, self._snapshot_response()) result: Dict[str, Any] = self.ev_loop.run_until_complete( self.data_source.get_snapshot(self.trading_pair)) self.assertEqual(self._snapshot_response(), result) @patch("aiohttp.ClientSession.get") def test_get_snapshot_catch_exception(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) self.mocking_assistant.add_http_response(mock_api, 400, {}) with self.assertRaises(IOError): self.ev_loop.run_until_complete( self.data_source.get_snapshot(self.trading_pair)) @patch("aiohttp.ClientSession.get") def test_get_new_order_book(self, mock_api): self.mocking_assistant.configure_http_request_mock(mock_api) mock_response: Dict[str, Any] = { "lastUpdateId": 1, "bids": [["4.00000000", "431.00000000"]], "asks": [["4.00000200", "12.00000000"]] } self.mocking_assistant.add_http_response(mock_api, 200, mock_response) result: OrderBook = self.ev_loop.run_until_complete( self.data_source.get_new_order_book(self.trading_pair)) self.assertEqual(1, result.snapshot_uid) @patch("websockets.connect") def test_listen_for_trades_cancelled_when_connecting(self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.side_effect = asyncio.CancelledError with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_trades(self.ev_loop, msg_queue)) self.ev_loop.run_until_complete(self.listening_task) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_trades_cancelled_when_listening(self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.return_value.recv.side_effect = lambda: (self._raise_exception( asyncio.CancelledError)) with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_trades(self.ev_loop, msg_queue)) self.ev_loop.run_until_complete(self.listening_task) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_trades_logs_exception(self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.close.return_value = None incomplete_resp = { "m": 1, "i": 2, } self.mocking_assistant.add_websocket_text_message( mock_ws.return_value, ujson.dumps(incomplete_resp)) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_trades(self.ev_loop, msg_queue)) with self.assertRaises(asyncio.TimeoutError): self.ev_loop.run_until_complete( asyncio.wait_for(self.listening_task, 1)) self.assertTrue( self._is_logged( "ERROR", "Unexpected error with WebSocket connection. Retrying after 30 seconds..." )) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_trades_successful(self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.close.return_value = None self.mocking_assistant.add_websocket_text_message( mock_ws.return_value, self._trade_update_event()) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_trades(self.ev_loop, msg_queue)) msg: OrderBookMessage = self.ev_loop.run_until_complete( msg_queue.get()) self.assertTrue(12345, msg.trade_id) @patch("websockets.connect") def test_listen_for_order_book_diffs_cancelled_when_connecting( self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.side_effect = asyncio.CancelledError with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) self.ev_loop.run_until_complete(self.listening_task) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_order_book_diffs_cancelled_when_listening( self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.return_value.recv.side_effect = lambda: (self._raise_exception( asyncio.CancelledError)) with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) self.ev_loop.run_until_complete(self.listening_task) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_order_book_diffs_logs_exception(self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.close.return_value = None incomplete_resp = { "m": 1, "i": 2, } self.mocking_assistant.add_websocket_text_message( mock_ws.return_value, ujson.dumps(incomplete_resp)) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) with self.assertRaises(asyncio.TimeoutError): self.ev_loop.run_until_complete( asyncio.wait_for(self.listening_task, 1)) self.assertTrue( self._is_logged( "ERROR", "Unexpected error with WebSocket connection. Retrying after 30 seconds..." )) @patch("websockets.connect", new_callable=AsyncMock) def test_listen_for_order_book_diffs_successful(self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.close.return_value = None self.mocking_assistant.add_websocket_text_message( mock_ws.return_value, self._order_diff_event()) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) msg: OrderBookMessage = self.ev_loop.run_until_complete( msg_queue.get()) self.assertTrue(12345, msg.update_id) @patch("aiohttp.ClientSession.get") def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot( self, mock_api): mock_api.side_effect = asyncio.CancelledError with self.assertRaises(asyncio.CancelledError): self.ev_loop.run_until_complete( self.data_source.listen_for_order_book_snapshots( self.ev_loop, asyncio.Queue())) @patch("aiohttp.ClientSession.get") def test_listen_for_order_book_snapshots_log_exception(self, mock_api): msg_queue: asyncio.Queue = asyncio.Queue() mock_api.side_effect = lambda: self._raise_exception(Exception) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_snapshots( self.ev_loop, msg_queue)) with self.assertRaises(asyncio.TimeoutError): self.ev_loop.run_until_complete( asyncio.wait_for(self.listening_task, 1)) self.assertTrue( self._is_logged( "ERROR", f"Unexpected error fetching order book snapshot for {self.trading_pair}." )) @patch("aiohttp.ClientSession.get") def test_listen_for_order_book_snapshots_successful( self, mock_api, ): msg_queue: asyncio.Queue = asyncio.Queue() self.mocking_assistant.configure_http_request_mock(mock_api) self.mocking_assistant.add_http_response(mock_api, 200, self._snapshot_response()) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_snapshots( self.ev_loop, msg_queue)) msg: OrderBookMessage = self.ev_loop.run_until_complete( msg_queue.get()) self.assertTrue(12345, msg.update_id)