def test_generate_omega_request():
body, omega_mess = _generate_omega_request(
RequestHeader(client_id=0,
sender_comp_id='asdf',
access_token=__FAKE_ACCESS_TOKEN,
request_id=100002))
# print(body, '\n', omega_mess)
assert type(body) == capnp.lib.capnp._DynamicStructBuilder
assert type(omega_mess) == capnp.lib.capnp._DynamicStructBuilder
def __init__(self,
zmq_context: zmq.Context,
zmq_endpoint: str,
client_id: int,
sender_comp_id: str,
outgoing_message_queue: Queue = None):
self._request_sender = RequestSender(
zmq_context=zmq_context,
zmq_endpoint=zmq_endpoint,
outgoing_message_queue=outgoing_message_queue)
self._request_header = RequestHeader(client_id=client_id,
sender_comp_id=sender_comp_id,
access_token='',
request_id=0)
def logon_capnp(request_header: RequestHeader, client_secret: str,
credentials: List[AccountCredentials]):
"""
Generates a capnp Logon message with a specific clientID and set of
credentials.
:param client_secret: (str) client_secret key assigned by Fund3.
:param credentials: (List[AccountCredentials]) List of exchange
credentials in the form of AccountCredentials.
:param request_header: Header parameter object for requests.
:return: (capnp._DynamicStructBuilder) Logon capnp object.
"""
request_header.access_token = '' # Empty in logon
omega_message, body = _generate_omega_request(
request_header=request_header)
logon = body.init('logon')
logon.clientSecret = client_secret
logon.init('credentials', len(credentials))
logon = _set_logon_credentials(logon=logon, credentials=credentials)
return omega_message, logon
def run(self):
"""
Threaded implementation of automatic session refresh main loop
for a single client.
"""
self._is_running.set()
while self.is_running():
# sleep until 10 seconds before the token expires
time_until_session_refresh = (self.token_expire_time -
dt.utcnow().timestamp() - 10.)
print('SessionRefresher sleeping {} seconds'.format(
time_until_session_refresh))
time.sleep(seconds=time_until_session_refresh)
# increment the request_id
self.request_id += 1
# send the authorization refresh request to Omega
self.request_sender.request_authorization_refresh(
request_header=RequestHeader(
client_id=self.client_id,
sender_comp_id=self.sender_comp_id,
access_token=self.access_token,
request_id=self.request_id),
auth_refresh=AuthorizationRefresh(
refresh_token=self.refresh_token))
self.waiting_for_new_token = True
# poll every second waiting for AuthorizationGrant Response to
# update token
while self.waiting_for_new_token:
print('SessionRefresher waiting 1 second for new token')
time.sleep(1)
return
passphrase='passphrase')
TEST_OMEGA_CONFIG = {
'OMEGA_CONNECTION_STR': 'tcp://127.0.0.1:5555',
'CREDENTIALS': [TEST_ACCOUNT_CREDS_1]
}
TEST_ZMQ_ENCRYPTION_KEY = b'encryptionkeyencryptionkeyencryptionkeye'
__FAKE_ROUTER_SOCKET_CONNECTION_STR = 'inproc://FAKE_ROUTER_SOCKET'
__FAKE_DEALER_SOCKET_CONNECTION_STR = 'inproc://FAKE_DEALER_SOCKET'
__FAKE_REQUEST_SENDER_CONNECTION_STR = 'inproc://FAKE_REQUEST_SENDER'
__FAKE_CLIENT_SECRET = ('2B24_ih9IFVdWgxR2sEA3rj0fKlY212Ec_TwTNVCD663ktYb1' +
'ABPz4qJy0Ouze6O9vgdueei0XmZ6uGGFM34nw')
__FAKE_ACCESS_TOKEN = 'FakeAccessToken'
__FAKE_REQUEST_HEADER = RequestHeader(client_id=123,
sender_comp_id='987',
access_token=__FAKE_ACCESS_TOKEN,
request_id=100001)
# TODO: Integration Testing
# TODO add test for cancelAllOrders
@pytest.fixture(scope="session")
def fake_zmq_context():
zmq_context = zmq.Context.instance()
yield zmq_context
@pytest.fixture(scope="module")
def fake_router_socket(fake_zmq_context):
router_socket = fake_zmq_context.socket(zmq.ROUTER)