async def run_test():
# Arrange
self.data_engine.start()
handler = []
request = DataRequest(
venue=Venue("RANDOM"),
data_type=QuoteTick,
metadata={
"Symbol": Symbol("SOMETHING", Venue("RANDOM")),
"FromDateTime": None,
"ToDateTime": None,
"Limit": 1000,
},
callback=handler.append,
request_id=self.uuid_factory.generate(),
request_timestamp=self.clock.utc_now(),
)
# Act
self.data_engine.send(request)
await asyncio.sleep(0.1)
# Assert
self.assertEqual(0, self.data_engine.message_qsize())
self.assertEqual(1, self.data_engine.request_count)
# Tear Down
self.data_engine.stop()
def test_send_data_request_when_data_type_unrecognized_logs_and_does_nothing(
self):
# Arrange
self.data_engine.register_client(self.binance_client)
handler = []
request = DataRequest(
venue=BINANCE,
data_type=str, # str data type is invalid
metadata={
"Symbol": Symbol("SOMETHING", Venue("RANDOM")),
"FromDateTime": None,
"ToDateTime": None,
"Limit": 1000,
},
callback=handler.append,
request_id=self.uuid_factory.generate(),
request_timestamp=self.clock.utc_now(),
)
# Act
self.data_engine.send(request)
# Assert
self.assertEqual(1, self.data_engine.request_count)
async def run_test():
# Arrange
self.data_engine.start() # Also starts client
await asyncio.sleep(0.3) # Allow engine message queue to start
handler = ObjectStorer()
request = DataRequest(
venue=BINANCE,
data_type=TradeTick,
metadata={
"Symbol": ETHUSDT,
"FromDateTime": None,
"ToDateTime": None,
"Limit": 100,
},
callback=handler.store,
request_id=self.uuid_factory.generate(),
request_timestamp=self.clock.utc_now(),
)
# Act
self.data_engine.send(request)
await asyncio.sleep(1)
# Assert
self.assertEqual(1, self.data_engine.response_count)
self.assertEqual(1, handler.count)
# Tear Down
self.data_engine.stop()
await self.data_engine.get_run_queue_task()
def test_send_data_request_with_duplicate_ids_logs_and_does_not_handle_second(
self):
# Arrange
self.data_engine.register_client(self.binance_client)
handler = []
uuid = self.uuid_factory.generate() # We'll use this as a duplicate
request1 = DataRequest(
venue=BINANCE,
data_type=QuoteTick, # str data type is invalid
metadata={
"Symbol": Symbol("SOMETHING", Venue("RANDOM")),
"FromDateTime": None,
"ToDateTime": None,
"Limit": 1000,
},
callback=handler.append,
request_id=uuid, # Duplicate
request_timestamp=self.clock.utc_now(),
)
request2 = DataRequest(
venue=BINANCE,
data_type=QuoteTick, # str data type is invalid
metadata={
"Symbol": Symbol("SOMETHING", Venue("RANDOM")),
"FromDateTime": None,
"ToDateTime": None,
"Limit": 1000,
},
callback=handler.append,
request_id=uuid, # Duplicate
request_timestamp=self.clock.utc_now(),
)
# Act
self.data_engine.send(request1)
self.data_engine.send(request2)
# Assert
self.assertEqual(2, self.data_engine.request_count)
async def run_test():
# Arrange
with open(TEST_PATH + "instruments.json") as response:
instruments = json.load(response)
# Arrange
with open(TEST_PATH + "bars.json") as response:
bars = json.load(response)
self.mock_oanda.request.side_effect = [instruments, bars]
handler = ObjectStorer()
self.data_engine.start()
await asyncio.sleep(0.3)
bar_spec = BarSpecification(1, BarAggregation.MINUTE,
PriceType.MID)
bar_type = BarType(symbol=AUDUSD, bar_spec=bar_spec)
request = DataRequest(
venue=OANDA,
data_type=Bar,
metadata={
"BarType": bar_type,
"FromDateTime": None,
"ToDateTime": None,
"Limit": 1000,
},
callback=handler.store_2,
request_id=self.uuid_factory.generate(),
request_timestamp=self.clock.utc_now(),
)
# Act
self.data_engine.send(request)
# Allow time for request to be sent, processed and response returned
await asyncio.sleep(0.3)
# Assert
self.assertEqual(1, self.data_engine.response_count)
self.assertEqual(1, handler.count)
# Final bar incomplete so becomes partial
self.assertEqual(99, len(handler.get_store()[0][1]))
# Tear Down
self.data_engine.stop()
self.data_engine.dispose()
async def run_test():
# Arrange
with open(TEST_PATH + "res_instruments.json") as response:
instruments = json.load(response)
with open(TEST_PATH + "res_bars.json") as response:
bars = json.load(response)
self.mock_ccxt.markets = instruments
self.mock_ccxt.fetch_ohlcv = bars
self.data_engine.start()
await asyncio.sleep(0.1) # Allow engine message queue to start
handler = ObjectStorer()
bar_spec = BarSpecification(1, BarAggregation.MINUTE,
PriceType.LAST)
bar_type = BarType(symbol=ETHUSDT, bar_spec=bar_spec)
request = DataRequest(
venue=BINANCE,
data_type=Bar,
metadata={
"BarType": bar_type,
"FromDateTime": None,
"ToDateTime": None,
"Limit": 100,
},
callback=handler.store_2,
request_id=self.uuid_factory.generate(),
request_timestamp=self.clock.utc_now(),
)
# Act
self.data_engine.send(request)
await asyncio.sleep(0.3)
# Assert
self.assertEqual(2, self.data_engine.response_count)
self.assertEqual(1, handler.count)
self.assertEqual(100, len(handler.get_store()[0][1]))
# Tear Down
self.data_engine.stop()
await self.data_engine.get_run_queue_task()
async def run_test():
# Arrange
with open(TEST_PATH + "res_instruments.json") as response:
instruments = json.load(response)
with open(TEST_PATH + "res_trades.json") as response:
trades = json.load(response)
self.mock_ccxt.markets = instruments
self.mock_ccxt.fetch_trades = trades
self.data_engine.start()
await asyncio.sleep(0.1) # Allow engine message queue to start
handler = ObjectStorer()
request = DataRequest(
venue=BINANCE,
data_type=TradeTick,
metadata={
"Symbol": ETHUSDT,
"FromDateTime": None,
"ToDateTime": None,
"Limit": 100,
},
callback=handler.store,
request_id=self.uuid_factory.generate(),
request_timestamp=self.clock.utc_now(),
)
# Act
self.data_engine.send(request)
await asyncio.sleep(1)
# Assert
self.assertEqual(2, self.data_engine.response_count)
self.assertEqual(1, handler.count)
# Tear Down
self.data_engine.stop()
await self.data_engine.get_run_queue_task()
def test_send_request_when_no_data_clients_registered_does_nothing(self):
# Arrange
handler = []
request = DataRequest(
venue=Venue("RANDOM"),
data_type=QuoteTick,
metadata={
"Symbol": Symbol("SOMETHING", Venue("RANDOM")),
"FromDateTime": None,
"ToDateTime": None,
"Limit": 1000,
},
callback=handler.append,
request_id=self.uuid_factory.generate(),
request_timestamp=self.clock.utc_now(),
)
# Act
self.data_engine.send(request)
# Assert
self.assertEqual(1, self.data_engine.request_count)