class MexcUserStreamTrackerTests(TestCase):
def setUp(self) -> None:
super().setUp()
self.ws_sent_messages = []
self.ws_incoming_messages = asyncio.Queue()
self.listening_task = None
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
auth_assistant = MexcAuth(
api_key='testAPIKey',
secret_key='testSecret',
)
self.tracker = MexcUserStreamTracker(throttler=throttler,
mexc_auth=auth_assistant)
self.mocking_assistant = NetworkMockingAssistant()
self.ev_loop = asyncio.get_event_loop()
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
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.ws_connect", new_callable=AsyncMock)
def test_listening_process_authenticates_and_subscribes_to_events(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
ujson.dumps({'channel': 'push.personal.order'}))
self.listening_task = asyncio.get_event_loop().create_task(
self.tracker.start())
first_received_message = self.async_run_with_timeout(
self.tracker.user_stream.get())
self.assertEqual({'channel': 'push.personal.order'},
first_received_message)
class ProbitAPIOrderBookDataSourceTest(unittest.TestCase):
# logging.Level required to receive logs from the data source logger
level = 0
@classmethod
def setUpClass(cls) -> None:
cls.base_asset = "BTC"
cls.quote_asset = "USDT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
cls.domain = "com"
def setUp(self) -> None:
super().setUp()
self.ev_loop = asyncio.get_event_loop()
self.api_key = "someKey"
self.api_secret = "someSecret"
self.data_source = ProbitAPIOrderBookDataSource(
trading_pairs=[self.trading_pair], domain=self.domain)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.log_records = []
self.mocking_assistant = NetworkMockingAssistant()
self.async_tasks: List[asyncio.Task] = []
def tearDown(self) -> None:
for task in self.async_tasks:
task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def check_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 get_ticker_resp_mock(
self, last_price: float) -> Dict[str, List[Dict[str, str]]]:
ticker_resp_mock = {
"data": [{
"last": str(last_price),
"low": "3235",
"high": "3273.8",
"change": "-23.4",
"base_volume": "0.16690818",
"quote_volume": "543.142095541",
"market_id": self.trading_pair,
"time": "2018-12-17T06:49:08.000Z"
}]
}
return ticker_resp_mock
@staticmethod
def get_market_resp_mock(
trading_pairs: List[str]) -> Dict[str, List[Dict[str, str]]]:
market_resp_mock = {
"data": [{
"id": trading_pair,
"base_currency_id": trading_pair.split("-")[0],
"quote_currency_id": trading_pair.split("-")[1],
"closed": False,
} for trading_pair in trading_pairs]
}
return market_resp_mock
def get_order_book_resp_mock(
self,
ask_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
bid_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
) -> Dict[str, List[Dict[str, str]]]:
data = self.get_order_book_resp_mock_data(ask_price_quantity_tuples,
bid_price_quantity_tuples)
order_book_resp_mock = {"data": data}
return order_book_resp_mock
def get_marketdata_recent_trades_msg_mock(
self,
price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
snapshot: bool = False,
) -> Dict:
msg_mock = self.get_base_marketdata_mock_msg(snapshot)
data = self.get_recent_trades_resp_mock_data(price_quantity_tuples)
msg_mock["recent_trades"] = data
return msg_mock
def get_marketdata_order_books_msg_mock(
self,
ask_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
bid_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
snapshot: bool = False,
):
msg_mock = self.get_base_marketdata_mock_msg(snapshot)
data = self.get_order_book_resp_mock_data(ask_price_quantity_tuples,
bid_price_quantity_tuples)
msg_mock["order_books"] = data
return msg_mock
def get_base_marketdata_mock_msg(self, snapshot: bool = False) -> Dict:
msg_mock = {
"channel": "marketdata",
"market_id": self.trading_pair,
"status": "ok",
"lag": 0,
"ticker": {
"time": "2018-08-17T03:00:43.000Z",
"last": "0.00004221",
"low": "0.00003953",
"high": "0.00004233",
"change": "0.00000195",
"base_volume": "119304953.57728445",
"quote_volume": "4914.391934022046355"
},
"reset": snapshot,
}
return msg_mock
@staticmethod
def get_recent_trades_resp_mock_data(
price_quantity_tuples: Optional[List[Tuple[float, float]]] = None
) -> List[Dict[str, str]]:
price_quantity_tuples = price_quantity_tuples or []
trades_data = [{
"price": str(price),
"quantity": str(quantity),
"time": "2018-08-17T02:56:17.249Z",
"side": "buy",
"tick_direction": "zeroup",
} for price, quantity in price_quantity_tuples]
return trades_data
@staticmethod
def get_order_book_resp_mock_data(
ask_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
bid_price_quantity_tuples: Optional[List[Tuple[float, float]]] = None,
) -> List[Dict[str, str]]:
ask_price_quantity_tuples = ask_price_quantity_tuples or []
bid_price_quantity_tuples = bid_price_quantity_tuples or []
ask_data = [{
"side": "sell",
"price": str(price),
"quantity": str(quantity)
} for price, quantity in ask_price_quantity_tuples]
bid_data = [{
"side": "buy",
"price": str(price),
"quantity": str(quantity)
} for price, quantity in bid_price_quantity_tuples]
data = ask_data + bid_data
return data
@aioresponses()
def test_get_last_traded_prices(self, mocked_api):
last_price = 3252.4
url = f"{CONSTANTS.TICKER_URL.format(self.domain)}"
resp = self.get_ticker_resp_mock(last_price)
mocked_api.get(url, body=json.dumps(resp))
res = self.async_run_with_timeout(
self.data_source.get_last_traded_prices([self.trading_pair],
self.domain))
self.assertIn(self.trading_pair, res)
self.assertEqual(last_price, res[self.trading_pair])
@aioresponses()
def test_fetch_trading_pairs(self, mocked_api):
other_pair = "BTC-USDT"
url = f"{CONSTANTS.MARKETS_URL.format(self.domain)}"
resp = self.get_market_resp_mock(
trading_pairs=[self.trading_pair, other_pair])
mocked_api.get(url, body=json.dumps(resp))
res = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs(self.domain))
self.assertEqual(2, len(res))
self.assertIn(self.trading_pair, res)
self.assertIn(other_pair, res)
@aioresponses()
def test_get_order_book_data(self, mocked_api):
url = f"{CONSTANTS.ORDER_BOOK_URL.format(self.domain)}"
regex_url = re.compile(f"^{url}")
resp = self.get_order_book_resp_mock(
ask_price_quantity_tuples=[(1, 2), (3, 4)])
mocked_api.get(regex_url, body=json.dumps(resp))
res = self.async_run_with_timeout(
self.data_source.get_order_book_data(self.trading_pair,
self.domain))
self.assertEqual(res, resp)
res_data = res["data"]
for d in resp["data"]:
self.assertIn(d, res_data)
@aioresponses()
def test_get_new_order_book(self, mocked_api):
first_ask_price = 1
url = f"{CONSTANTS.ORDER_BOOK_URL.format(self.domain)}"
regex_url = re.compile(f"^{url}")
resp = self.get_order_book_resp_mock(
ask_price_quantity_tuples=[(first_ask_price, 2), (3, 4)])
mocked_api.get(regex_url, body=json.dumps(resp))
res = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
self.assertIsInstance(res, OrderBook)
asks = list(res.ask_entries())
bids = list(res.bid_entries())
self.assertEqual(0, len(bids))
self.assertEqual(2, len(asks))
self.assertEqual(first_ask_price, asks[0].price)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.probit.probit_api_order_book_data_source.ProbitAPIOrderBookDataSource._sleep",
new_callable=AsyncMock,
)
def test_listen_for_subscriptions_logs_error_on_closed(
self, sleep_mock, ws_connect_mock):
called_event = asyncio.Event()
continue_event = asyncio.Event()
async def close_():
called_event.set()
await continue_event.wait()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.close.side_effect = close_
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=WSMsgType.CLOSED)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.async_run_with_timeout(called_event.wait())
log_target = ( # from _iter_messages
"Unexpected error occurred iterating through websocket messages.")
self.assertTrue(
self.check_is_logged(log_level="ERROR", message=log_target))
called_event.clear()
continue_event.set()
self.async_run_with_timeout(called_event.wait())
log_target = ( # from listen_for_subscriptions
"Unexpected error occurred when listening to order book streams. "
"Retrying in 5 seconds...")
self.assertTrue(
self.check_is_logged(log_level="ERROR", message=log_target))
sleep_mock.assert_called_with(5.0)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_subscribes_to_order_book_streams(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, message="")
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_msgs = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertGreaterEqual(len(sent_msgs), 1)
msg_filters = sent_msgs[0]["filter"]
self.assertIn(self.data_source.TRADE_FILTER_ID, msg_filters)
self.assertIn(self.data_source.DIFF_FILTER_ID, msg_filters)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades(self, ws_connect_mock):
trade_price = 1
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
message = self.get_marketdata_recent_trades_msg_mock(
price_quantity_tuples=[(trade_price, 2)])
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(message))
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
outputs = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, outputs)))
res = self.async_run_with_timeout(outputs.get())
self.assertIsInstance(res, OrderBookMessage)
self.assertEqual(str(trade_price), res.content["price"])
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades_ignores_snapshot_msg(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
message = self.get_marketdata_recent_trades_msg_mock(
price_quantity_tuples=[(1, 2)],
snapshot=True # should be ignored
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(message))
trade_price = 2
message = self.get_marketdata_recent_trades_msg_mock(
price_quantity_tuples=[(trade_price, 2)], snapshot=False)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(message))
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
outputs = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, outputs)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
res = self.async_run_with_timeout(outputs.get())
self.assertEqual(str(trade_price), res.content["price"])
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_generates_snapshot_msg(
self, ws_connect_mock):
first_ask_price = 1
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
message = self.get_marketdata_order_books_msg_mock(
ask_price_quantity_tuples=[(first_ask_price, 2), (3, 4)],
snapshot=True)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(message))
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
outputs = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, outputs)))
res = self.async_run_with_timeout(outputs.get())
self.assertIsInstance(res, OrderBookMessage)
self.assertEqual(2, len(res.asks))
self.assertEqual(0, len(res.bids))
self.assertEqual(first_ask_price, res.asks[0].price)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_generates_diff_msg(
self, ws_connect_mock):
ask_price = 1
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
message = self.get_marketdata_order_books_msg_mock(
ask_price_quantity_tuples=[(ask_price, 2)], snapshot=False)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(message))
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
outputs = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, outputs)))
res = self.async_run_with_timeout(outputs.get())
self.assertIsInstance(res, OrderBookMessage)
self.assertEqual(1, len(res.asks))
self.assertEqual(0, len(res.bids))
self.assertEqual(ask_price, res.asks[0].price)
class BitmexPerpetualAPIOrderBookDataSourceUnitTests(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 = "ETH"
cls.quote_asset = "USD"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
cls.ex_trading_pair = f"{cls.base_asset}{cls.quote_asset}"
cls.domain = "bitmex_perpetual_testnet"
utils.TRADING_PAIR_SIZE_CURRENCY["ETHUSD"] = utils.TRADING_PAIR_SIZE(
"USD", False, None)
utils.TRADING_PAIR_INDICES["ETHUSD"] = utils.TRADING_PAIR_INDEX(
297, 0.05)
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task = None
self.async_tasks: List[asyncio.Task] = []
self.data_source = BitmexPerpetualAPIOrderBookDataSource(
trading_pairs=[self.trading_pair],
domain=self.domain,
)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.resume_test_event = asyncio.Event()
BitmexPerpetualAPIOrderBookDataSource._trading_pair_symbol_map = {
self.domain: bidict({self.ex_trading_pair: self.trading_pair})
}
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
for task in self.async_tasks:
task.cancel()
BitmexPerpetualAPIOrderBookDataSource._trading_pair_symbol_map = {}
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def async_run_with_timeout(self,
coroutine: Awaitable,
timeout: float = 60):
ret = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
def resume_test_callback(self, *_, **__):
self.resume_test_event.set()
return None
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 _raise_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
def _orderbook_update_event(self):
resp = {
"table":
"orderBookL2",
"action":
"insert",
"data": [{
"symbol": "ETHUSD",
"id": 3333377777,
"size": 10,
"side": "Sell"
}],
}
return resp
def _orderbook_trade_event(self):
resp = {
"table":
"trade",
"data": [{
"symbol": "ETHUSD",
"side": "Sell",
"price": 1000.0,
"size": 10,
"timestamp": "2020-02-11T9:30:02.123Z"
}],
}
return resp
@aioresponses()
def test_get_last_traded_prices(self, mock_api):
url = web_utils.rest_url(CONSTANTS.TICKER_PRICE_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response: List[Dict[str, Any]] = [{
"symbol": "ETHUSD",
"lastPrice": 100.0
}]
mock_api.get(regex_url, body=json.dumps(mock_response))
result: Dict[str, Any] = self.async_run_with_timeout(
self.data_source.get_last_traded_prices(
trading_pairs=[self.trading_pair], domain=self.domain))
self.assertTrue(self.trading_pair in result)
self.assertEqual(100.0, result[self.trading_pair])
def test_get_throttler_instance(self):
self.assertTrue(
isinstance(self.data_source._get_throttler_instance(),
AsyncThrottler))
@aioresponses()
def test_init_trading_pair_symbols_failure(self, mock_api):
BitmexPerpetualAPIOrderBookDataSource._trading_pair_symbol_map = {}
url = web_utils.rest_url(CONSTANTS.EXCHANGE_INFO_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400, body=json.dumps(["ERROR"]))
map = self.async_run_with_timeout(
self.data_source.trading_pair_symbol_map(domain=self.domain))
self.assertEqual(0, len(map))
@aioresponses()
def test_init_trading_pair_symbols_successful(self, mock_api):
url = web_utils.rest_url(CONSTANTS.EXCHANGE_INFO_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response: List[Dict[str, Any]] = [
{
"symbol": "ETHUSD",
"rootSymbol": "ETH",
"quoteCurrency": "USD"
},
]
mock_api.get(regex_url, status=200, body=json.dumps(mock_response))
self.async_run_with_timeout(
self.data_source.init_trading_pair_symbols(domain=self.domain))
self.assertEqual(1, len(self.data_source._trading_pair_symbol_map))
@aioresponses()
def test_trading_pair_symbol_map_dictionary_not_initialized(
self, mock_api):
BitmexPerpetualAPIOrderBookDataSource._trading_pair_symbol_map = {}
url = web_utils.rest_url(CONSTANTS.EXCHANGE_INFO_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response: List[Dict[str, Any]] = [
{
"symbol": "ETHUSD",
"rootSymbol": "ETH",
"quoteCurrency": "USD"
},
]
mock_api.get(regex_url, status=200, body=json.dumps(mock_response))
self.async_run_with_timeout(
self.data_source.trading_pair_symbol_map(domain=self.domain))
self.assertEqual(1, len(self.data_source._trading_pair_symbol_map))
def test_trading_pair_symbol_map_dictionary_initialized(self):
result = self.async_run_with_timeout(
self.data_source.trading_pair_symbol_map(domain=self.domain))
self.assertEqual(1, len(result))
def test_convert_from_exchange_trading_pair_not_found(self):
unknown_pair = "UNKNOWN-PAIR"
with self.assertRaisesRegex(
ValueError,
f"There is no symbol mapping for exchange trading pair {unknown_pair}"
):
self.async_run_with_timeout(
self.data_source.convert_from_exchange_trading_pair(
unknown_pair, domain=self.domain))
def test_convert_from_exchange_trading_pair_successful(self):
result = self.async_run_with_timeout(
self.data_source.convert_from_exchange_trading_pair(
self.ex_trading_pair, domain=self.domain))
self.assertEqual(result, self.trading_pair)
def test_convert_to_exchange_trading_pair_not_found(self):
unknown_pair = "UNKNOWN-PAIR"
with self.assertRaisesRegex(
ValueError,
f"There is no symbol mapping for trading pair {unknown_pair}"):
self.async_run_with_timeout(
self.data_source.convert_to_exchange_trading_pair(
unknown_pair, domain=self.domain))
def test_convert_to_exchange_trading_pair_successful(self):
result = self.async_run_with_timeout(
self.data_source.convert_to_exchange_trading_pair(
self.trading_pair, domain=self.domain))
self.assertEqual(result, self.ex_trading_pair)
@aioresponses()
def test_get_snapshot_exception_raised(self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400, body=json.dumps(["ERROR"]))
with self.assertRaises(IOError) as context:
self.async_run_with_timeout(
self.data_source.get_snapshot(trading_pair=self.trading_pair,
domain=self.domain))
self.assertEqual(
str(context.exception),
"Error executing request GET /orderBook/L2. HTTP status is 400. Error: [\"ERROR\"]"
)
@aioresponses()
def test_get_snapshot_successful(self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = [{
'symbol': 'ETHUSD',
'side': 'Sell',
'size': 348,
'price': 3127.4
}]
mock_api.get(regex_url, status=200, body=json.dumps(mock_response))
result: Dict[str, Any] = self.async_run_with_timeout(
self.data_source.get_snapshot(trading_pair=self.trading_pair,
domain=self.domain))
self.assertEqual(mock_response, result)
@aioresponses()
def test_get_new_order_book(self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = [{
'symbol': 'ETHUSD',
'side': 'Sell',
'size': 348,
'price': 3127.4,
'id': 2543
}, {
'symbol': 'ETHUSD',
'side': 'Buy',
'size': 100,
'price': 3000.1,
'id': 2555
}]
mock_api.get(regex_url, status=200, body=json.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_new_order_book(
trading_pair=self.trading_pair))
self.assertIsInstance(result, OrderBook)
@aioresponses()
def test_get_funding_info_from_exchange_error_response(self, mock_api):
url = web_utils.rest_url(CONSTANTS.EXCHANGE_INFO_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400)
try:
self.async_run_with_timeout(
self.data_source._get_funding_info_from_exchange(
self.trading_pair))
except Exception:
pass
self._is_logged(
"ERROR",
f"Unable to fetch FundingInfo for {self.trading_pair}. Error: None"
)
@aioresponses()
def test_get_funding_info_from_exchange_successful(self, mock_api):
url = web_utils.rest_url(CONSTANTS.EXCHANGE_INFO_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = [{
"lastPrice": 1000.0,
"fairPrice": 999.1,
"fundingRate": 0.1,
"fundingTimestamp": "2022-02-11T05:30:30.000Z"
}]
mock_api.get(regex_url, body=json.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source._get_funding_info_from_exchange(
self.trading_pair))
self.assertIsInstance(result, FundingInfo)
self.assertEqual(result.trading_pair, self.trading_pair)
self.assertEqual(result.rate, Decimal(mock_response[0]["fundingRate"]))
@aioresponses()
def test_get_funding_info(self, mock_api):
self.assertNotIn(self.trading_pair, self.data_source._funding_info)
url = web_utils.rest_url(CONSTANTS.EXCHANGE_INFO_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = [{
"lastPrice": 1000.0,
"fairPrice": 999.1,
"fundingRate": 0.1,
"fundingTimestamp": "2022-02-11T05:30:30.000Z"
}]
mock_api.get(regex_url, body=json.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_funding_info(trading_pair=self.trading_pair))
self.assertIsInstance(result, FundingInfo)
self.assertEqual(result.trading_pair, self.trading_pair)
self.assertEqual(result.rate, Decimal(mock_response[0]["fundingRate"]))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_subscriptions_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_subscriptions())
self.async_run_with_timeout(self.listening_task)
self.assertEqual(msg_queue.qsize(), 0)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_successful(self, mock_ws):
msg_queue_diffs: asyncio.Queue = asyncio.Queue()
msg_queue_trades: 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_aiohttp_message(
mock_ws.return_value, json.dumps(self._orderbook_update_event()))
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps(self._orderbook_trade_event()))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.listening_task_diffs = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue_diffs))
self.listening_task_trades = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue_trades))
try:
result: OrderBookMessage = self.async_run_with_timeout(
msg_queue_diffs.get())
except Exception as e:
print(e)
self.assertIsInstance(result, OrderBookMessage)
self.assertEqual(OrderBookMessageType.DIFF, result.type)
self.assertTrue(result.has_update_id)
self.assertEqual(self.trading_pair, result.content["trading_pair"])
self.assertEqual(0, len(result.content["bids"]))
self.assertEqual(1, len(result.content["asks"]))
result: OrderBookMessage = self.async_run_with_timeout(
msg_queue_trades.get())
self.assertIsInstance(result, OrderBookMessage)
self.assertEqual(OrderBookMessageType.TRADE, result.type)
self.assertTrue(result.has_trade_id)
self.assertEqual(self.trading_pair, result.content["trading_pair"])
self.listening_task.cancel()
@aioresponses()
def test_listen_for_order_book_snapshots_cancelled_error_raised(
self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=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(0, msg_queue.qsize())
@aioresponses()
def test_listen_for_order_book_snapshots_logs_exception_error_with_response(
self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"m": 1,
"i": 2,
}
mock_api.get(regex_url,
body=json.dumps(mock_response),
callback=self.resume_test_callback)
msg_queue: asyncio.Queue = asyncio.Queue()
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.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred fetching orderbook snapshots. Retrying in 5 seconds..."
))
@aioresponses()
def test_listen_for_order_book_snapshots_successful(self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = [{
'symbol': 'ETHUSD',
'side': 'Sell',
'size': 348,
'price': 3127.4,
'id': 33337777
}]
mock_api.get(regex_url, status=200, body=json.dumps(mock_response))
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
result = self.async_run_with_timeout(msg_queue.get())
self.assertIsInstance(result, OrderBookMessage)
self.assertEqual(OrderBookMessageType.SNAPSHOT, result.type)
self.assertTrue(result.has_update_id)
self.assertEqual(self.trading_pair, result.content["trading_pair"])
class AscendExUserStreamTrackerTests(TestCase):
def setUp(self) -> None:
super().setUp()
self.ev_loop = asyncio.get_event_loop()
self.mocking_assistant = NetworkMockingAssistant()
self.listening_task = None
self.api_factory = None
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.tracker = AscendExUserStreamTracker(
ascend_ex_auth=AscendExAuth(api_key="testAPIKey",
secret_key="testSecret"),
api_factory=self.api_factory,
throttler=self.throttler,
)
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 = self.ev_loop.run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
def _accountgroup_response(self) -> Dict[str, Any]:
message = {"data": {"accountGroup": 12345679}}
return message
def _authentication_response(self, authenticated: bool) -> Dict[str, Any]:
request = {
"op": "auth",
"args": ["testAPIKey", "testExpires", "testSignature"]
}
message = {
"success": authenticated,
"ret_msg": "",
"conn_id": "testConnectionID",
"request": request
}
return message
@aioresponses()
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_authenticates_and_subscribes_to_events(
self, api_mock, ws_connect_mock):
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.tracker.data_source.listen_for_user_stream(output_queue))
# Add the account group response
resp = self._accountgroup_response()
api_mock.get(f"{CONSTANTS.REST_URL}/{CONSTANTS.INFO_PATH_URL}",
body=json.dumps(resp))
# Create WS mock
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add the authentication response for the websocket
resp = self._authentication_response(authenticated=True)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp))
# Add a dummy message for the websocket to read and include in the "messages" queue
resp = {"data": "dummyMessage"}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp))
ret = self.ev_loop.run_until_complete(output_queue.get())
self.assertEqual(
{
"success": True,
"ret_msg": "",
"conn_id": "testConnectionID",
"request": {
"op": "auth",
"args": ["testAPIKey", "testExpires", "testSignature"]
},
},
ret,
)
ret = self.ev_loop.run_until_complete(output_queue.get())
self.assertEqual(resp, ret)
class OkxUserStreamDataSourceUnitTests(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.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS)
self.mock_time_provider = MagicMock()
self.mock_time_provider.time.return_value = 1000
self.time_synchronizer = MagicMock()
self.time_synchronizer.time.return_value = 1640001112.223
self.auth = OkxAuth(api_key="TEST_API_KEY",
secret_key="TEST_SECRET",
passphrase="TEST_PASSPHRASE",
time_provider=self.time_synchronizer)
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = OkxExchange(
client_config_map=client_config_map,
okx_api_key="",
okx_secret_key="",
okx_passphrase="",
trading_pairs=[self.trading_pair],
trading_required=False,
)
self.connector._web_assistants_factory._auth = self.auth
self.data_source = OkxAPIUserStreamDataSource(
auth=self.auth,
connector=self.connector,
api_factory=self.connector._web_assistants_factory)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.resume_test_event = asyncio.Event()
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
def _create_return_value_and_unlock_test_with_event(self, value):
self.resume_test_event.set()
return value
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.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_subscribes_to_orders_and_balances_events(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
successful_login_response = {"event": "login", "code": "0", "msg": ""}
result_subscribe_orders = {
"event": "subscribe",
"arg": {
"channel": "account"
}
}
result_subscribe_account = {
"event": "subscribe",
"arg": {
"channel": "orders",
"instType": "SPOT",
}
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(successful_login_response))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_orders))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_account))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(3, len(sent_messages))
expected_login = {
"op":
"login",
"args": [{
"apiKey": self.auth.api_key,
"passphrase": self.auth.passphrase,
'timestamp': '1640001112',
'sign': 'wEhbGLkjM+fzAclpjd67vGUzbRpxPe4AlLyh6/wVwL4=',
}]
}
self.assertEqual(expected_login, sent_messages[0])
expected_account_subscription = {
"op": "subscribe",
"args": [{
"channel": "account"
}]
}
self.assertEqual(expected_account_subscription, sent_messages[1])
expected_orders_subscription = {
"op": "subscribe",
"args": [{
"channel": "orders",
"instType": "SPOT",
}]
}
self.assertEqual(expected_orders_subscription, sent_messages[2])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to private account and orders channels..."))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_authentication_failure(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
login_response = {
"event": "error",
"code": "60009",
"msg": "Login failed."
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(login_response))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_empty_payload(
self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login", "code": "0", "msg": ""}
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps(successful_login_response))
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, "")
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_connection_failed(self, mock_ws):
mock_ws.side_effect = lambda *arg, **kwars: self._create_exception_and_unlock_test_with_event(
Exception("TEST ERROR."))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_sends_ping_message_before_ping_interval_finishes(
self, ws_connect_mock):
successful_login_response = {"event": "login", "code": "0", "msg": ""}
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = [
WSMessage(type=WSMsgType.TEXT,
data=json.dumps(successful_login_response),
extra=None),
asyncio.TimeoutError("Test timeiout"), asyncio.CancelledError
]
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
sent_messages = self.mocking_assistant.text_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
expected_ping_message = "ping"
self.assertEqual(expected_ping_message, sent_messages[0])
class NdaxWebSocketAdaptorTests(TestCase):
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
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
@patch("aiohttp.ClientSession.ws_connect")
def test_sending_messages_increment_message_number(self, mock_ws):
sent_messages = []
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.send_json.side_effect = lambda sent_message: sent_messages.append(
sent_message)
adaptor = NdaxWebSocketAdaptor(throttler,
websocket=mock_ws.return_value)
payload = {}
self.async_run_with_timeout(
adaptor.send_request(endpoint_name=CONSTANTS.WS_PING_REQUEST,
payload=payload,
limit_id=CONSTANTS.WS_PING_ID))
self.async_run_with_timeout(
adaptor.send_request(endpoint_name=CONSTANTS.WS_PING_REQUEST,
payload=payload,
limit_id=CONSTANTS.WS_PING_ID))
self.async_run_with_timeout(
adaptor.send_request(endpoint_name=CONSTANTS.WS_ORDER_BOOK_CHANNEL,
payload=payload))
self.assertEqual(3, len(sent_messages))
message = sent_messages[0]
self.assertEqual(1, message.get('i'))
message = sent_messages[1]
self.assertEqual(2, message.get('i'))
message = sent_messages[2]
self.assertEqual(3, message.get('i'))
@patch("aiohttp.ClientSession.ws_connect")
def test_request_message_structure(self, mock_ws):
sent_messages = []
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.send_json.side_effect = lambda sent_message: sent_messages.append(
sent_message)
adaptor = NdaxWebSocketAdaptor(throttler,
websocket=mock_ws.return_value)
payload = {"TestElement1": "Value1", "TestElement2": "Value2"}
self.async_run_with_timeout(
adaptor.send_request(endpoint_name=CONSTANTS.WS_PING_REQUEST,
payload=payload,
limit_id=CONSTANTS.WS_PING_ID))
self.assertEqual(1, len(sent_messages))
message = sent_messages[0]
self.assertEqual(0, message.get('m'))
self.assertEqual(1, message.get('i'))
self.assertEqual(CONSTANTS.WS_PING_REQUEST, message.get('n'))
message_payload = json.loads(message.get('o'))
self.assertEqual(payload, message_payload)
@patch("aiohttp.ClientSession.ws_connect")
def test_receive_message(self, mock_ws):
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, 'test message')
adaptor = NdaxWebSocketAdaptor(throttler,
websocket=mock_ws.return_value)
received_message = self.async_run_with_timeout(adaptor.receive())
self.assertEqual('test message', received_message.data)
@patch("aiohttp.ClientSession.ws_connect")
def test_close(self, mock_ws):
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
adaptor = NdaxWebSocketAdaptor(throttler,
websocket=mock_ws.return_value)
self.async_run_with_timeout(adaptor.close())
self.assertEquals(1, mock_ws.return_value.close.await_count)
@patch("aiohttp.ClientSession.ws_connect")
def test_get_payload_from_raw_received_message(self, mock_ws):
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
payload = {"Key1": True, "Key2": "Value2"}
message = {"m": 1, "i": 1, "n": "Endpoint", "o": json.dumps(payload)}
raw_message = json.dumps(message)
adaptor = NdaxWebSocketAdaptor(throttler,
websocket=mock_ws.return_value)
extracted_payload = adaptor.payload_from_raw_message(
raw_message=raw_message)
self.assertEqual(payload, extracted_payload)
@patch("aiohttp.ClientSession.ws_connect")
def test_get_endpoint_from_raw_received_message(self, mock_ws):
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
payload = {"Key1": True, "Key2": "Value2"}
message = {"m": 1, "i": 1, "n": "Endpoint", "o": json.dumps(payload)}
raw_message = json.dumps(message)
adaptor = NdaxWebSocketAdaptor(throttler,
websocket=mock_ws.return_value)
extracted_endpoint = adaptor.endpoint_from_raw_message(
raw_message=raw_message)
self.assertEqual("Endpoint", extracted_endpoint)
class CoinbaseProAPIOrderBookDataSourceTests(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}"
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
auth = CoinbaseProAuth(api_key="SomeAPIKey", secret_key="SomeSecretKey", passphrase="SomePassPhrase")
web_assistants_factory = build_coinbase_pro_web_assistant_factory(auth)
self.data_source = CoinbaseProAPIOrderBookDataSource(
trading_pairs=[self.trading_pair], web_assistants_factory=web_assistants_factory
)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.log_records = []
self.async_tasks: List[asyncio.Task] = []
def tearDown(self) -> None:
for task in self.async_tasks:
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
@staticmethod
def get_products_ticker_response_mock(price: float) -> Dict:
products_ticker_mock = {
"trade_id": 86326522,
"price": str(price),
"size": "0.00698254",
"time": "2020-03-20T00:22:57.833897Z",
"bid": "6265.15",
"ask": "6267.71",
"volume": "53602.03940154"
}
return products_ticker_mock
def get_products_response_mock(self, other_pair: str) -> List:
products_mock = [
{
"id": self.trading_pair,
"base_currency": self.base_asset,
"quote_currency": self.quote_asset,
"base_min_size": "0.00100000",
"base_max_size": "280.00000000",
"quote_increment": "0.01000000",
"base_increment": "0.00000001",
"display_name": f"{self.base_asset}/{self.quote_asset}",
"min_market_funds": "10",
"max_market_funds": "1000000",
"margin_enabled": False,
"post_only": False,
"limit_only": False,
"cancel_only": False,
"status": "online",
"status_message": "",
"auction_mode": True,
},
{
"id": other_pair,
"base_currency": other_pair.split("-")[0],
"quote_currency": other_pair.split("-")[1],
"base_min_size": "0.00100000",
"base_max_size": "280.00000000",
"quote_increment": "0.01000000",
"base_increment": "0.00000001",
"display_name": other_pair.replace("-", "/"),
"min_market_funds": "10",
"max_market_funds": "1000000",
"margin_enabled": False,
"post_only": False,
"limit_only": False,
"cancel_only": False,
"status": "online",
"status_message": "",
"auction_mode": True,
}
]
return products_mock
@staticmethod
def get_products_book_response_mock(
bids: Optional[List[List[str]]] = None, asks: Optional[List[List[str]]] = None
) -> Dict:
bids = bids or [["1", "2", "3"]]
asks = asks or [["4", "5", "6"]]
products_book_mock = {
"sequence": 13051505638,
"bids": bids,
"asks": asks,
}
return products_book_mock
def get_ws_open_message_mock(self) -> Dict:
message = {
"type": "open",
"time": "2014-11-07T08:19:27.028459Z",
"product_id": self.trading_pair,
"sequence": 10,
"order_id": "d50ec984-77a8-460a-b958-66f114b0de9b",
"price": "200.2",
"remaining_size": "1.00",
"side": "sell"
}
return message
def get_ws_match_message_mock(self) -> Dict:
message = {
"type": "match",
"trade_id": 10,
"sequence": 50,
"maker_order_id": "ac928c66-ca53-498f-9c13-a110027a60e8",
"taker_order_id": "132fb6ae-456b-4654-b4e0-d681ac05cea1",
"time": "2014-11-07T08:19:27.028459Z",
"product_id": self.trading_pair,
"size": "5.23512",
"price": "400.23",
"side": "sell"
}
return message
def get_ws_change_message_mock(self) -> Dict:
message = {
"type": "change",
"time": "2014-11-07T08:19:27.028459Z",
"sequence": 80,
"order_id": "ac928c66-ca53-498f-9c13-a110027a60e8",
"product_id": self.trading_pair,
"new_size": "5.23512",
"old_size": "12.234412",
"price": "400.23",
"side": "sell"
}
return message
def get_ws_done_message_mock(self) -> Dict:
message = {
"type": "done",
"time": "2014-11-07T08:19:27.028459Z",
"product_id": self.trading_pair,
"sequence": 10,
"price": "200.2",
"order_id": "d50ec984-77a8-460a-b958-66f114b0de9b",
"reason": "filled",
"side": "sell",
"remaining_size": "0"
}
return message
@aioresponses()
def test_get_last_traded_prices(self, mock_api):
alt_pair = "BTC-USDT"
url = f"{CONSTANTS.REST_URL}{CONSTANTS.PRODUCTS_PATH_URL}/{self.trading_pair}/ticker"
alt_url = f"{CONSTANTS.REST_URL}{CONSTANTS.PRODUCTS_PATH_URL}/{alt_pair}/ticker"
price = 10.0
alt_price = 15.0
resp = self.get_products_ticker_response_mock(price=price)
alt_resp = self.get_products_ticker_response_mock(price=alt_price)
mock_api.get(url, body=json.dumps(resp))
mock_api.get(alt_url, body=json.dumps(alt_resp))
trading_pairs = [self.trading_pair, alt_pair]
ret = self.async_run_with_timeout(
coroutine=CoinbaseProAPIOrderBookDataSource.get_last_traded_prices(trading_pairs)
)
self.assertEqual(ret[self.trading_pair], Decimal(resp["price"]))
self.assertEqual(ret[alt_pair], Decimal(alt_resp["price"]))
@aioresponses()
def test_fetch_trading_pairs(self, mock_api):
url = f"{CONSTANTS.REST_URL}{CONSTANTS.PRODUCTS_PATH_URL}"
alt_pair = "BTC-USDT"
resp = self.get_products_response_mock(alt_pair)
mock_api.get(url, body=json.dumps(resp))
ret = self.async_run_with_timeout(coroutine=CoinbaseProAPIOrderBookDataSource.fetch_trading_pairs())
self.assertIn(self.trading_pair, ret)
self.assertIn(alt_pair, ret)
@aioresponses()
def test_get_snapshot(self, mock_api):
url = f"{CONSTANTS.REST_URL}{CONSTANTS.PRODUCTS_PATH_URL}/{self.trading_pair}/book?level=3"
resp = self.get_products_book_response_mock()
mock_api.get(url, body=json.dumps(resp))
rest_assistant = self.ev_loop.run_until_complete(
build_coinbase_pro_web_assistant_factory().get_rest_assistant()
)
ret = self.async_run_with_timeout(
coroutine=CoinbaseProAPIOrderBookDataSource.get_snapshot(rest_assistant, self.trading_pair)
)
self.assertEqual(resp, ret) # shallow comparison ok
@aioresponses()
def test_get_snapshot_raises_on_status_code(self, mock_api):
url = f"{CONSTANTS.REST_URL}{CONSTANTS.PRODUCTS_PATH_URL}/{self.trading_pair}/book?level=3"
resp = self.get_products_book_response_mock()
mock_api.get(url, body=json.dumps(resp), status=401)
rest_assistant = self.ev_loop.run_until_complete(
build_coinbase_pro_web_assistant_factory().get_rest_assistant()
)
with self.assertRaises(IOError):
self.async_run_with_timeout(
coroutine=CoinbaseProAPIOrderBookDataSource.get_snapshot(rest_assistant, self.trading_pair)
)
@aioresponses()
def test_get_new_order_book(self, mock_api):
url = f"{CONSTANTS.REST_URL}{CONSTANTS.PRODUCTS_PATH_URL}/{self.trading_pair}/book?level=3"
resp = self.get_products_book_response_mock(bids=[["1", "2", "3"]], asks=[["4", "5", "6"]])
mock_api.get(url, body=json.dumps(resp))
ret = self.async_run_with_timeout(self.data_source.get_new_order_book(self.trading_pair))
self.assertIsInstance(ret, OrderBook)
bid_entries = list(ret.bid_entries())
ask_entries = list(ret.ask_entries())
self.assertEqual(1, len(bid_entries))
self.assertEqual(1, len(ask_entries))
bid_entry = bid_entries[0]
ask_entry = ask_entries[0]
self.assertEqual(1, bid_entry.price)
self.assertEqual(4, ask_entry.price)
@aioresponses()
def test_get_tracking_pairs(self, mock_api):
url = f"{CONSTANTS.REST_URL}{CONSTANTS.PRODUCTS_PATH_URL}/{self.trading_pair}/book?level=3"
resp = self.get_products_book_response_mock(bids=[["1", "2", "3"]])
mock_api.get(url, body=json.dumps(resp))
ret = self.async_run_with_timeout(self.data_source.get_tracking_pairs())
self.assertEqual(1, len(ret))
tracker_entry = ret[self.trading_pair]
self.assertIsInstance(tracker_entry, CoinbaseProOrderBookTrackerEntry)
self.assertEqual(1, list(tracker_entry.order_book.bid_entries())[0].price)
@aioresponses()
def test_get_tracking_pairs_logs_io_error(self, mock_api):
url = f"{CONSTANTS.REST_URL}{CONSTANTS.PRODUCTS_PATH_URL}/{self.trading_pair}/book?level=3"
mock_api.get(url, exception=IOError)
ret = self.async_run_with_timeout(self.data_source.get_tracking_pairs())
self.assertEqual(0, len(ret))
self.assertTrue(self._is_logged(
log_level="NETWORK", message=f"Error getting snapshot for {self.trading_pair}.")
)
@aioresponses()
def test_get_tracking_pairs_logs_other_exceptions(self, mock_api):
url = f"{CONSTANTS.REST_URL}{CONSTANTS.PRODUCTS_PATH_URL}/{self.trading_pair}/book?level=3"
mock_api.get(url, exception=RuntimeError)
ret = self.async_run_with_timeout(self.data_source.get_tracking_pairs())
self.assertEqual(0, len(ret))
self.assertTrue(self._is_logged(
log_level="ERROR", message=f"Error initializing order book for {self.trading_pair}. ")
)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_processes_open_message(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp = self.get_ws_open_message_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
self.assertFalse(output_queue.empty())
ob_message = output_queue.get_nowait()
self.assertEqual(resp, ob_message.content) # shallow comparison is ok
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_processes_match_message(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp = self.get_ws_match_message_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
self.assertFalse(output_queue.empty())
ob_message = output_queue.get_nowait()
self.assertEqual(resp, ob_message.content) # shallow comparison is ok
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_processes_change_message(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp = self.get_ws_change_message_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
self.assertFalse(output_queue.empty())
ob_message = output_queue.get_nowait()
self.assertEqual(resp, ob_message.content) # shallow comparison is ok
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_processes_done_message(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp = self.get_ws_done_message_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
self.assertFalse(output_queue.empty())
ob_message = output_queue.get_nowait()
self.assertEqual(resp, ob_message.content) # shallow comparison is ok
@patch(
"hummingbot.connector.exchange.coinbase_pro"
".coinbase_pro_api_order_book_data_source.CoinbaseProAPIOrderBookDataSource._sleep"
)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_raises_on_no_type(self, ws_connect_mock, _):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp = {}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(log_level="NETWORK", message="Unexpected error with WebSocket connection.")
)
self.assertTrue(output_queue.empty())
@patch(
"hummingbot.connector.exchange.coinbase_pro"
".coinbase_pro_api_order_book_data_source.CoinbaseProAPIOrderBookDataSource._sleep"
)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_raises_on_error_msg(self, ws_connect_mock, _):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp = {"type": "error", "message": "some error"}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(log_level="NETWORK", message="Unexpected error with WebSocket connection.")
)
self.assertTrue(output_queue.empty())
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_ignores_irrelevant_messages(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps({"type": "received"})
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps({"type": "activate"})
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps({"type": "subscriptions"})
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
self.assertTrue(output_queue.empty())
@patch(
"hummingbot.connector.exchange.coinbase_pro"
".coinbase_pro_api_order_book_data_source.CoinbaseProAPIOrderBookDataSource._sleep"
)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_raises_on_unrecognized_message(self, ws_connect_mock, _):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
resp = {"type": "some-new-message-type"}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp)
)
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(self.data_source.listen_for_order_book_diffs(self.ev_loop, output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(log_level="NETWORK", message="Unexpected error with WebSocket connection.")
)
self.assertTrue(output_queue.empty())
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
@aioresponses()
def test_get_last_traded_prices(self, 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"
}]
}
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_TICKERS_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, body=json.dumps(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)
@aioresponses()
def test_fetch_trading_pairs_with_error_status_in_response(self, mock_api):
mock_response = {}
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_SYMBOL_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, body=json.dumps(mock_response), status=100)
result = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs())
self.assertEqual(0, len(result))
@aioresponses()
@patch(
"hummingbot.connector.exchange.mexc.mexc_api_order_book_data_source.microseconds"
)
def test_get_order_book_data(self, mock_api, ms_mock):
ms_mock.return_value = 1
mock_response = {
"code": 200,
"data": {
"asks": [{
"price": "57974.06",
"quantity": "0.247421"
}],
"bids": [{
"price": "57974.01",
"quantity": "0.201635"
}],
"ts": 1,
"version": "562370278"
}
}
trading_pair = convert_to_exchange_trading_pair(self.trading_pair)
tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair)
url = CONSTANTS.MEXC_BASE_URL + tick_url
mock_api.get(url, body=json.dumps(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)
@aioresponses()
def test_get_order_book_data_raises_exception_when_response_has_error_code(
self, mock_api):
mock_response = "Erroneous response"
trading_pair = convert_to_exchange_trading_pair(self.trading_pair)
tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair)
url = CONSTANTS.MEXC_BASE_URL + tick_url
mock_api.get(url, body=json.dumps(mock_response), status=100)
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}.')
@aioresponses()
def test_get_new_order_book(self, mock_api):
mock_response = {
"code": 200,
"data": {
"asks": [{
"price": "57974.06",
"quantity": "0.247421"
}],
"bids": [{
"price": "57974.01",
"quantity": "0.201635"
}],
"version": "562370278"
}
}
trading_pair = convert_to_exchange_trading_pair(self.trading_pair)
tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair)
url = CONSTANTS.MEXC_BASE_URL + tick_url
mock_api.get(url, body=json.dumps(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)
@aioresponses()
def test_listen_for_snapshots_cancelled_when_fetching_snapshot(
self, mock_api):
trading_pair = convert_to_exchange_trading_pair(self.trading_pair)
tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair)
url = CONSTANTS.MEXC_BASE_URL + tick_url
mock_api.get(url, exception=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)
@aioresponses()
@patch(
"hummingbot.connector.exchange.mexc.mexc_api_order_book_data_source.MexcAPIOrderBookDataSource._sleep"
)
def test_listen_for_snapshots_successful(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)
mock_response = {
"code": 200,
"data": {
"asks": [{
"price": "57974.06",
"quantity": "0.247421"
}],
"bids": [{
"price": "57974.01",
"quantity": "0.201635"
}],
"version": "562370278"
}
}
trading_pair = convert_to_exchange_trading_pair(self.trading_pair)
tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair)
url = CONSTANTS.MEXC_BASE_URL + tick_url
mock_api.get(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.async_run_with_timeout(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
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 BitmartAPIOrderBookDataSourceUnitTests(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 = f"{cls.base_asset}_{cls.quote_asset}"
@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.mocking_assistant = NetworkMockingAssistant()
self.client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = BitmartExchange(
client_config_map=self.client_config_map,
bitmart_api_key="",
bitmart_secret_key="",
bitmart_memo="",
trading_pairs=[self.trading_pair],
trading_required=False,
)
self.data_source = BitmartAPIOrderBookDataSource(
trading_pairs=[self.trading_pair],
connector=self.connector,
api_factory=self.connector._web_assistants_factory)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.connector._set_trading_pair_symbol_map(
bidict({self.ex_trading_pair: self.trading_pair}))
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
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 _order_book_snapshot_example(self):
return {
"data": {
"timestamp":
1527777538000,
"buys": [
{
"amount": "4800.00",
"total": "4800.00",
"price": "0.000767",
"count": "1"
},
{
"amount": "99996475.79",
"total": "100001275.79",
"price": "0.000201",
"count": "1"
},
],
"sells": [
{
"amount": "100.00",
"total": "100.00",
"price": "0.007000",
"count": "1"
},
{
"amount": "6997.00",
"total": "7097.00",
"price": "1.000000",
"count": "1"
},
]
}
}
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)
@aioresponses()
def test_get_last_traded_prices(self, mock_get):
mock_response: Dict[Any] = {
"message": "OK",
"code": 1000,
"trace": "6e42c7c9-fdc5-461b-8fd1-b4e2e1b9ed57",
"data": {
"tickers": [{
"symbol":
"COINALPHA_HBOT",
"last_price":
"1.00",
"quote_volume_24h":
"201477650.88000",
"base_volume_24h":
"25186.48000",
"high_24h":
"8800.00",
"low_24h":
"1.00",
"open_24h":
"8800.00",
"close_24h":
"1.00",
"best_ask":
"0.00",
"best_ask_size":
"0.00000",
"best_bid":
"0.00",
"best_bid_size":
"0.00000",
"fluctuation":
"-0.9999",
"url":
"https://www.bitmart.com/trade?symbol=COINALPHA_HBOT"
}]
}
}
regex_url = re.compile(
f"{CONSTANTS.REST_URL}/{CONSTANTS.GET_LAST_TRADING_PRICES_PATH_URL}"
)
mock_get.get(regex_url, body=json.dumps(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], float("1.00"))
@aioresponses()
def test_get_new_order_book_successful(self, mock_get):
mock_response: Dict[str, Any] = self._order_book_snapshot_example()
regex_url = re.compile(
f"{CONSTANTS.REST_URL}/{CONSTANTS.GET_ORDER_BOOK_PATH_URL}")
mock_get.get(regex_url, body=json.dumps(mock_response))
results = self.ev_loop.run_until_complete(
asyncio.gather(
self.data_source.get_new_order_book(self.trading_pair)))
order_book: OrderBook = results[0]
self.assertTrue(type(order_book) == OrderBook)
self.assertEqual(order_book.snapshot_uid,
mock_response["data"]["timestamp"])
self.assertEqual(mock_response["data"]["timestamp"],
order_book.snapshot_uid)
bids = list(order_book.bid_entries())
asks = list(order_book.ask_entries())
self.assertEqual(2, len(bids))
self.assertEqual(float(mock_response["data"]["buys"][0]["price"]),
bids[0].price)
self.assertEqual(float(mock_response["data"]["buys"][0]["amount"]),
bids[0].amount)
self.assertEqual(mock_response["data"]["timestamp"], bids[0].update_id)
self.assertEqual(2, len(asks))
self.assertEqual(float(mock_response["data"]["sells"][0]["price"]),
asks[0].price)
self.assertEqual(float(mock_response["data"]["sells"][0]["amount"]),
asks[0].amount)
self.assertEqual(mock_response["data"]["timestamp"], asks[0].update_id)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {
"event":
"subscribe",
"table":
f"{CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME}:{self.ex_trading_pair}",
}
result_subscribe_diffs = {
"event":
"subscribe",
"table":
f"{CONSTANTS.PUBLIC_DEPTH_CHANNEL_NAME}:{self.ex_trading_pair}",
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_subscription_messages))
expected_trade_subscription = {
"op":
"subscribe",
"args":
[f"{CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME}:{self.ex_trading_pair}"]
}
self.assertEqual(expected_trade_subscription,
sent_subscription_messages[0])
expected_diff_subscription = {
"op":
"subscribe",
"args":
[f"{CONSTANTS.PUBLIC_DEPTH_CHANNEL_NAME}:{self.ex_trading_pair}"]
}
self.assertEqual(expected_diff_subscription,
sent_subscription_messages[1])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to public order book and trade channels..."))
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect")
def test_listen_for_subscriptions_raises_cancel_exception(
self, mock_ws, _):
mock_ws.side_effect = asyncio.CancelledError
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(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_logs_exception_details(
self, mock_ws, sleep_mock):
mock_ws.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = asyncio.CancelledError
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
def test_subscribe_channels_raises_cancel_exception(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
def test_subscribe_channels_raises_exception_and_logs_error(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = Exception("Test Error")
with self.assertRaises(Exception):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to order book trading and delta streams..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_compressed_messages_are_correctly_read(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {
"event":
"subscribe",
"table":
f"{CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME}:{self.ex_trading_pair}",
}
result_subscribe_diffs = {
"event":
"subscribe",
"table":
f"{CONSTANTS.PUBLIC_DEPTH_CHANNEL_NAME}:{self.ex_trading_pair}",
}
trade_event = {
"table":
CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME,
"data": [{
"symbol": self.ex_trading_pair,
"price": "162.12",
"side": "buy",
"size": "11.085",
"s_t": 1542337219
}, {
"symbol": self.ex_trading_pair,
"price": "163.12",
"side": "buy",
"size": "15",
"s_t": 1542337238
}]
}
compressed_trade_event = bitmart_utils.compress_ws_message(
json.dumps(trade_event))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=compressed_trade_event,
message_type=WSMsgType.BINARY)
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
trade_message = self.async_run_with_timeout(
self.data_source._message_queue[
self.data_source._trade_messages_queue_key].get())
self.assertEqual(trade_event, trade_message)
def test_listen_for_trades(self):
msg_queue: asyncio.Queue = asyncio.Queue()
mock_queue = AsyncMock()
trade_event = {
"table":
CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME,
"data": [{
"symbol": self.ex_trading_pair,
"price": "162.12",
"side": "buy",
"size": "11.085",
"s_t": 1542337219
}, {
"symbol": self.ex_trading_pair,
"price": "163.12",
"side": "buy",
"size": "15",
"s_t": 1542337238
}]
}
mock_queue.get.side_effect = [trade_event, asyncio.CancelledError()]
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
trade1: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
trade2: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertTrue(msg_queue.empty())
self.assertEqual(1542337219, int(trade1.trade_id))
self.assertEqual(1542337238, int(trade2.trade_id))
def test_listen_for_trades_raises_cancelled_exception(self):
mock_queue = MagicMock()
mock_queue.get.side_effect = asyncio.CancelledError
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
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.async_run_with_timeout(self.listening_task)
def test_listen_for_trades_logs_exception(self):
incomplete_resp = {
"table": CONSTANTS.PUBLIC_TRADE_CHANNEL_NAME,
"data": [{
"symbol": self.ex_trading_pair,
}]
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public trade updates from exchange"
))
def test_listen_for_order_book_diffs_successful(self):
mock_queue = AsyncMock()
snapshot_event = {
"table":
CONSTANTS.PUBLIC_DEPTH_CHANNEL_NAME,
"data": [{
"asks": [["161.96", "7.37567"]],
"bids": [["161.94", "4.552355"]],
"symbol": self.ex_trading_pair,
"ms_t": 1542337219120
}]
}
mock_queue.get.side_effect = [snapshot_event, asyncio.CancelledError]
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(OrderBookMessageType.SNAPSHOT, msg.type)
self.assertEqual(-1, msg.trade_id)
self.assertEqual(
int(snapshot_event["data"][0]["ms_t"]) * 1e-3, msg.timestamp)
expected_update_id = int(snapshot_event["data"][0]["ms_t"])
self.assertEqual(expected_update_id, msg.update_id)
bids = msg.bids
asks = msg.asks
self.assertEqual(1, len(bids))
self.assertEqual(float(snapshot_event["data"][0]["bids"][0][0]),
bids[0].price)
self.assertEqual(float(snapshot_event["data"][0]["bids"][0][1]),
bids[0].amount)
self.assertEqual(expected_update_id, bids[0].update_id)
self.assertEqual(1, len(asks))
self.assertEqual(float(snapshot_event["data"][0]["asks"][0][0]),
asks[0].price)
self.assertEqual(float(snapshot_event["data"][0]["asks"][0][1]),
asks[0].amount)
self.assertEqual(expected_update_id, asks[0].update_id)
def test_listen_for_order_book_snapshots_raises_cancelled_exception(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
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)
def test_listen_for_order_book_snapshots_logs_exception(self):
incomplete_resp = {
"table": CONSTANTS.PUBLIC_DEPTH_CHANNEL_NAME,
"data": [{
"symbol": self.ex_trading_pair,
"ms_t": 1542337219120
}]
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public order book updates from exchange"
))
class NdaxAPIUserStreamDataSourceTests(TestCase):
# the level is required to receive logs from the data source loger
level = 0
def setUp(self) -> None:
super().setUp()
self.uid = '001'
self.api_key = 'testAPIKey'
self.secret = 'testSecret'
self.account_id = 528
self.username = '******'
self.oms_id = 1
self.log_records = []
self.listening_task = None
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
auth_assistant = NdaxAuth(uid=self.uid,
api_key=self.api_key,
secret_key=self.secret,
account_name=self.username)
self.data_source = NdaxAPIUserStreamDataSource(throttler,
auth_assistant)
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 _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 = asyncio.get_event_loop().run_until_complete(
asyncio.wait_for(coroutine, timeout))
return ret
def _authentication_response(self, authenticated: bool) -> str:
user = {
"UserId": 492,
"UserName": "******",
"Email": "*****@*****.**",
"EmailVerified": True,
"AccountId": self.account_id,
"OMSId": self.oms_id,
"Use2FA": True
}
payload = {
"Authenticated": authenticated,
"SessionToken": "74e7c5b0-26b1-4ca5-b852-79b796b0e599",
"User": user,
"Locked": False,
"Requires2FA": False,
"EnforceEnable2FA": False,
"TwoFAType": None,
"TwoFAToken": None,
"errormsg": None
}
message = {
"m": 1,
"i": 1,
"n": CONSTANTS.AUTHENTICATE_USER_ENDPOINT_NAME,
"o": json.dumps(payload)
}
return json.dumps(message)
def _raise_exception(self, exception_class):
raise exception_class
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_authenticates_and_subscribes_to_events(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
initial_last_recv_time = self.data_source.last_recv_time
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, self._authentication_response(True))
# Add a dummy message for the websocket to read and include in the "messages" queue
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps('dummyMessage'))
first_received_message = self.async_run_with_timeout(messages.get())
self.assertEqual('dummyMessage', first_received_message)
self.assertTrue(
self._is_logged('INFO', "Authenticating to User Stream..."))
self.assertTrue(
self._is_logged('INFO',
"Successfully authenticated to User Stream."))
self.assertTrue(
self._is_logged('INFO', "Successfully subscribed to user events."))
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertEqual(2, len(sent_messages))
authentication_request = sent_messages[0]
subscription_request = sent_messages[1]
self.assertEqual(
CONSTANTS.AUTHENTICATE_USER_ENDPOINT_NAME,
NdaxWebSocketAdaptor.endpoint_from_raw_message(
json.dumps(authentication_request)))
self.assertEqual(
CONSTANTS.SUBSCRIBE_ACCOUNT_EVENTS_ENDPOINT_NAME,
NdaxWebSocketAdaptor.endpoint_from_raw_message(
json.dumps(subscription_request)))
subscription_payload = NdaxWebSocketAdaptor.payload_from_raw_message(
json.dumps(subscription_request))
expected_payload = {"AccountId": self.account_id, "OMSId": self.oms_id}
self.assertEqual(expected_payload, subscription_payload)
self.assertGreater(self.data_source.last_recv_time,
initial_last_recv_time)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_fails_when_authentication_fails(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Make the close function raise an exception to finish the execution
ws_connect_mock.return_value.close.side_effect = lambda: self._raise_exception(
Exception)
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, self._authentication_response(False))
try:
self.async_run_with_timeout(self.listening_task)
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR", "Error occurred when authenticating to user stream "
"(Could not authenticate websocket connection with NDAX)"))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with NDAX WebSocket connection. Retrying in 30 seconds. "
"(Could not authenticate websocket connection with NDAX)"))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_initialization(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
self.async_run_with_timeout(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_authentication(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(asyncio.CancelledError)
if CONSTANTS.AUTHENTICATE_USER_ENDPOINT_NAME in sent_message[
'n'] else self.mocking_assistant._sent_websocket_json_messages[
ws_connect_mock.return_value].append(sent_message))
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
self.async_run_with_timeout(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_events_subscription(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(asyncio.CancelledError) if CONSTANTS.
SUBSCRIBE_ACCOUNT_EVENTS_ENDPOINT_NAME in sent_message[
'n'] else self.mocking_assistant._sent_websocket_json_messages[
ws_connect_mock.return_value].append(sent_message))
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
self._authentication_response(True))
self.async_run_with_timeout(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_logs_exception_details_during_initialization(
self, ws_connect_mock):
ws_connect_mock.side_effect = Exception
with self.assertRaises(Exception):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source._init_websocket_connection())
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged(
"NETWORK",
"Unexpected error occurred during ndax WebSocket Connection ()"
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_logs_exception_details_during_authentication(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
self._raise_exception(Exception)
if CONSTANTS.AUTHENTICATE_USER_ENDPOINT_NAME in sent_message[
'n'] else self.mocking_assistant._sent_websocket_json_messages[
ws_connect_mock.return_value].append(sent_message))
# Make the close function raise an exception to finish the execution
ws_connect_mock.return_value.close.side_effect = lambda: self._raise_exception(
Exception)
try:
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
self.async_run_with_timeout(self.listening_task)
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Error occurred when authenticating to user stream ()"))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with NDAX WebSocket connection. Retrying in 30 seconds. ()"
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_logs_exception_during_events_subscription(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = lambda sent_message: (
CONSTANTS.SUBSCRIBE_ACCOUNT_EVENTS_ENDPOINT_NAME in sent_message[
'n'] and self._raise_exception(Exception))
# Make the close function raise an exception to finish the execution
ws_connect_mock.return_value.close.side_effect = lambda: self._raise_exception(
Exception)
try:
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
self._authentication_response(True))
self.async_run_with_timeout(self.listening_task)
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Error occurred subscribing to ndax private channels ()"))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with NDAX WebSocket connection. Retrying in 30 seconds. ()"
))
class TestBybitAPIOrderBookDataSource(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 = CONSTANTS.DEFAULT_DOMAIN
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.async_task = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.time_synchronnizer = TimeSynchronizer()
self.time_synchronnizer.add_time_offset_ms_sample(1000)
self.ob_data_source = BybitAPIOrderBookDataSource(
trading_pairs=[self.trading_pair],
throttler=self.throttler,
time_synchronizer=self.time_synchronnizer)
self.ob_data_source.logger().setLevel(1)
self.ob_data_source.logger().addHandler(self)
BybitAPIOrderBookDataSource._trading_pair_symbol_map = {
self.domain: bidict({self.ex_trading_pair: self.trading_pair})
}
def tearDown(self) -> None:
self.async_task and self.async_task.cancel()
BybitAPIOrderBookDataSource._trading_pair_symbol_map = {}
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
# TRADING PAIRS
@aioresponses()
def test_fetch_trading_pairs(self, mock_api):
BybitAPIOrderBookDataSource._trading_pair_symbol_map = {}
url = web_utils.rest_url(path_url=CONSTANTS.EXCHANGE_INFO_PATH_URL)
resp = {
"ret_code":
0,
"ret_msg":
"",
"ext_code":
None,
"ext_info":
None,
"result": [{
"name": "BTCUSDT",
"alias": "BTCUSDT",
"baseCurrency": "BTC",
"quoteCurrency": "USDT",
"basePrecision": "0.000001",
"quotePrecision": "0.01",
"minTradeQuantity": "0.0001",
"minTradeAmount": "10",
"minPricePrecision": "0.01",
"maxTradeQuantity": "2",
"maxTradeAmount": "200",
"category": 1
}, {
"name": "ETHUSDT",
"alias": "ETHUSDT",
"baseCurrency": "ETH",
"quoteCurrency": "USDT",
"basePrecision": "0.0001",
"quotePrecision": "0.01",
"minTradeQuantity": "0.0001",
"minTradeAmount": "10",
"minPricePrecision": "0.01",
"maxTradeQuantity": "2",
"maxTradeAmount": "200",
"category": 1
}]
}
mock_api.get(url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
coroutine=BybitAPIOrderBookDataSource.fetch_trading_pairs(
domain=self.domain,
throttler=self.throttler,
time_synchronizer=self.time_synchronnizer,
))
self.assertEqual(2, len(ret))
self.assertEqual("BTC-USDT", ret[0])
self.assertEqual("ETH-USDT", ret[1])
@aioresponses()
def test_fetch_trading_pairs_exception_raised(self, mock_api):
BybitAPIOrderBookDataSource._trading_pair_symbol_map = {}
url = web_utils.rest_url(path_url=CONSTANTS.EXCHANGE_INFO_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=Exception)
result: Dict[str] = self.async_run_with_timeout(
self.ob_data_source.fetch_trading_pairs())
self.assertEqual(0, len(result))
# LAST TRADED PRICES
@aioresponses()
def test_get_last_traded_prices(self, mock_api):
BybitAPIOrderBookDataSource._trading_pair_symbol_map[
CONSTANTS.DEFAULT_DOMAIN]["TKN1TKN2"] = "TKN1-TKN2"
url1 = web_utils.rest_url(path_url=CONSTANTS.LAST_TRADED_PRICE_PATH,
domain=CONSTANTS.DEFAULT_DOMAIN)
url1 = f"{url1}?symbol={self.ex_trading_pair}"
regex_url = re.compile(f"^{url1}".replace(".",
r"\.").replace("?", r"\?"))
resp = {
"ret_code": 0,
"ret_msg": None,
"result": {
"symbol": self.ex_trading_pair,
"price": "50008"
},
"ext_code": None,
"ext_info": None
}
mock_api.get(regex_url, body=json.dumps(resp))
url2 = web_utils.rest_url(path_url=CONSTANTS.LAST_TRADED_PRICE_PATH,
domain=CONSTANTS.DEFAULT_DOMAIN)
url2 = f"{url2}?symbol=TKN1TKN2"
regex_url = re.compile(f"^{url2}".replace(".",
r"\.").replace("?", r"\?"))
resp = {
"ret_code": 0,
"ret_msg": None,
"result": {
"symbol": "TKN1TKN2",
"price": "2050"
},
"ext_code": None,
"ext_info": None
}
mock_api.get(regex_url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
coroutine=BybitAPIOrderBookDataSource.get_last_traded_prices(
[self.trading_pair, "TKN1-TKN2"]))
ticker_requests = [(key, value)
for key, value in mock_api.requests.items()
if key[1].human_repr().startswith(url1)
or key[1].human_repr().startswith(url2)]
request_params = ticker_requests[0][1][0].kwargs["params"]
self.assertEqual(self.ex_trading_pair, request_params["symbol"])
request_params = ticker_requests[1][1][0].kwargs["params"]
self.assertEqual("TKN1TKN2", request_params["symbol"])
self.assertEqual(ret[self.trading_pair], 50008)
self.assertEqual(ret["TKN1-TKN2"], 2050)
# ORDER BOOK SNAPSHOT
@staticmethod
def _snapshot_response() -> Dict:
snapshot = {
"ret_code": 0,
"ret_msg": None,
"result": {
"time": 1620886105740,
"bids": [["50005.12", "403.0416"]],
"asks": [["50006.34", "0.2297"]]
},
"ext_code": None,
"ext_info": None
}
return snapshot
@staticmethod
def _snapshot_response_processed() -> Dict:
snapshot_processed = {
"time": 1620886105740,
"bids": [["50005.12", "403.0416"]],
"asks": [["50006.34", "0.2297"]]
}
return snapshot_processed
@aioresponses()
def test_get_snapshot(self, mock_api):
url = web_utils.rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
snapshot_data = self._snapshot_response()
mock_api.get(regex_url, body=json.dumps(snapshot_data))
ret = self.async_run_with_timeout(
coroutine=self.ob_data_source.get_snapshot(self.trading_pair))
self.assertEqual(
ret, self._snapshot_response_processed()) # shallow comparison ok
@aioresponses()
def test_get_snapshot_raises(self, mock_api):
url = web_utils.rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=500)
with self.assertRaises(IOError):
self.async_run_with_timeout(
coroutine=self.ob_data_source.get_snapshot(self.trading_pair))
@aioresponses()
def test_get_new_order_book(self, mock_api):
url = web_utils.rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = self._snapshot_response()
mock_api.get(regex_url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
coroutine=self.ob_data_source.get_new_order_book(
self.trading_pair))
bid_entries = list(ret.bid_entries())
ask_entries = list(ret.ask_entries())
self.assertEqual(1, len(bid_entries))
self.assertEqual(50005.12, bid_entries[0].price)
self.assertEqual(403.0416, bid_entries[0].amount)
self.assertEqual(int(resp["result"]["time"]), bid_entries[0].update_id)
self.assertEqual(1, len(ask_entries))
self.assertEqual(50006.34, ask_entries[0].price)
self.assertEqual(0.2297, ask_entries[0].amount)
self.assertEqual(int(resp["result"]["time"]), ask_entries[0].update_id)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_subscribes_to_trades_and_depth(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {
'topic': 'trade',
'event': 'sub',
'symbol': self.ex_trading_pair,
'params': {
'binary': 'false',
'symbolName': self.ex_trading_pair
},
'code': '0',
'msg': 'Success'
}
result_subscribe_depth = {
'topic': 'depth',
'event': 'sub',
'symbol': self.ex_trading_pair,
'params': {
'binary': 'false',
'symbolName': self.ex_trading_pair
},
'code': '0',
'msg': 'Success'
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_depth))
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_subscription_messages))
expected_trade_subscription = {
"topic": "trade",
"event": "sub",
"symbol": self.ex_trading_pair,
"params": {
"binary": False
}
}
self.assertEqual(expected_trade_subscription,
sent_subscription_messages[0])
expected_diff_subscription = {
"topic": "diffDepth",
"event": "sub",
"symbol": self.ex_trading_pair,
"params": {
"binary": False
}
}
self.assertEqual(expected_diff_subscription,
sent_subscription_messages[1])
self.assertTrue(
self._is_logged(
"INFO",
f"Subscribed to public order book and trade channels of {self.trading_pair}..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.bybit.bybit_api_order_book_data_source.BybitAPIOrderBookDataSource._time"
)
def test_listen_for_subscriptions_sends_ping_message_before_ping_interval_finishes(
self, time_mock, ws_connect_mock):
time_mock.side_effect = [
1000, 1100, 1101, 1102
] # Simulate first ping interval is already due
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {
'topic': 'trade',
'event': 'sub',
'symbol': self.ex_trading_pair,
'params': {
'binary': 'false',
'symbolName': self.ex_trading_pair
},
'code': '0',
'msg': 'Success'
}
result_subscribe_depth = {
'topic': 'depth',
'event': 'sub',
'symbol': self.ex_trading_pair,
'params': {
'binary': 'false',
'symbolName': self.ex_trading_pair
},
'code': '0',
'msg': 'Success'
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_depth))
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
expected_ping_message = {"ping": int(1101 * 1e3)}
self.assertEqual(expected_ping_message, sent_messages[-1])
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_subscriptions_raises_cancel_exception(
self, _, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_subscriptions_logs_exception_details(
self, sleep_mock, ws_connect_mock):
sleep_mock.side_effect = asyncio.CancelledError
ws_connect_mock.side_effect = Exception("TEST ERROR.")
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
def test_listen_for_trades_cancelled_when_listening(self):
mock_queue = MagicMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.ob_data_source._message_queue[
CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_trades(self.ev_loop, msg_queue))
self.async_run_with_timeout(self.listening_task)
def test_listen_for_trades_logs_exception(self):
incomplete_resp = {
"topic": "trade",
"params": {
"symbol": self.ex_trading_pair,
"binary": "false",
"symbolName": self.ex_trading_pair
},
"data": {
"v": "564265886622695424",
# "t": 1582001735462,
"p": "9787.5",
"q": "0.195009",
"m": True
}
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.ob_data_source._message_queue[
CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_trades(self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public trade updates from exchange"
))
def test_listen_for_trades_successful(self):
mock_queue = AsyncMock()
trade_event = {
"symbol":
self.ex_trading_pair,
"symbolName":
self.ex_trading_pair,
"topic":
"trade",
"params": {
"realtimeInterval": "24h",
"binary": "false"
},
"data": [{
"v": "929681067596857345",
"t": 1625562619577,
"p": "34924.15",
"q": "0.00027",
"m": True
}],
"f":
True,
"sendTime":
1626249138535,
"shared":
False
}
mock_queue.get.side_effect = [trade_event, asyncio.CancelledError()]
self.ob_data_source._message_queue[
CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
try:
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_trades(self.ev_loop, msg_queue))
except asyncio.CancelledError:
pass
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertTrue(trade_event["data"][0]["t"], msg.trade_id)
def test_listen_for_order_book_diffs_cancelled(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.ob_data_source._message_queue[
CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
self.async_run_with_timeout(self.listening_task)
def test_listen_for_order_book_diffs_logs_exception(self):
incomplete_resp = {
# "symbol": self.ex_trading_pair,
"symbolName":
self.ex_trading_pair,
"topic":
"diffDepth",
"params": {
"realtimeInterval": "24h",
"binary": "false"
},
"data": [{
"e":
301,
"s":
self.ex_trading_pair,
"t":
1565600357643,
"v":
"112801745_18",
"b": [["11371.49", "0.0014"], ["11371.12", "0.2"],
["11369.97", "0.3523"], ["11369.96", "0.5"],
["11369.95", "0.0934"], ["11369.94", "1.6809"],
["11369.6", "0.0047"], ["11369.17", "0.3"],
["11369.16", "0.2"], ["11369.04", "1.3203"]],
"a": [["11375.41", "0.0053"], ["11375.42", "0.0043"],
["11375.48", "0.0052"], ["11375.58", "0.0541"],
["11375.7", "0.0386"], ["11375.71", "2"],
["11377", "2.0691"], ["11377.01", "0.0167"],
["11377.12", "1.5"], ["11377.61", "0.3"]],
"o":
0
}],
"f":
False,
"sendTime":
1626253839401,
"shared":
False
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.ob_data_source._message_queue[
CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public order book updates from exchange"
))
def test_listen_for_order_book_diffs_successful(self):
mock_queue = AsyncMock()
diff_event = {
"symbol":
self.ex_trading_pair,
"symbolName":
self.ex_trading_pair,
"topic":
"diffDepth",
"params": {
"realtimeInterval": "24h",
"binary": "false"
},
"data": [{
"e":
301,
"s":
self.ex_trading_pair,
"t":
1565600357643,
"v":
"112801745_18",
"b": [["11371.49", "0.0014"], ["11371.12", "0.2"],
["11369.97", "0.3523"], ["11369.96", "0.5"],
["11369.95", "0.0934"], ["11369.94", "1.6809"],
["11369.6", "0.0047"], ["11369.17", "0.3"],
["11369.16", "0.2"], ["11369.04", "1.3203"]],
"a": [["11375.41", "0.0053"], ["11375.42", "0.0043"],
["11375.48", "0.0052"], ["11375.58", "0.0541"],
["11375.7", "0.0386"], ["11375.71", "2"],
["11377", "2.0691"], ["11377.01", "0.0167"],
["11377.12", "1.5"], ["11377.61", "0.3"]],
"o":
0
}],
"f":
False,
"sendTime":
1626253839401,
"shared":
False
}
mock_queue.get.side_effect = [diff_event, asyncio.CancelledError()]
self.ob_data_source._message_queue[
CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
try:
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
except asyncio.CancelledError:
pass
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertTrue(diff_event["data"][0]["t"], msg.update_id)
def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(
self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.ob_data_source._message_queue[
CONSTANTS.SNAPSHOT_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.ob_data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
@aioresponses()
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_order_book_snapshots_log_exception(
self, mock_api, sleep_mock):
mock_queue = AsyncMock()
mock_queue.get.side_effect = ['ERROR', asyncio.CancelledError]
self.ob_data_source._message_queue[
CONSTANTS.SNAPSHOT_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
sleep_mock.side_effect = [asyncio.CancelledError]
url = web_utils.rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=Exception)
try:
self.async_run_with_timeout(
self.ob_data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public order book updates from exchange"
))
@aioresponses()
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_order_book_snapshots_successful_rest(
self, mock_api, _):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.TimeoutError
self.ob_data_source._message_queue[
CONSTANTS.SNAPSHOT_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
url = web_utils.rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
snapshot_data = self._snapshot_response()
mock_api.get(regex_url, body=json.dumps(snapshot_data))
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(int(snapshot_data["result"]["time"]), msg.update_id)
def test_listen_for_order_book_snapshots_successful_ws(self):
mock_queue = AsyncMock()
snapshot_event = {
"symbol":
self.ex_trading_pair,
"symbolName":
self.ex_trading_pair,
"topic":
"diffDepth",
"params": {
"realtimeInterval": "24h",
"binary": "false"
},
"data": [{
"e":
301,
"s":
self.ex_trading_pair,
"t":
1565600357643,
"v":
"112801745_18",
"b": [["11371.49", "0.0014"], ["11371.12", "0.2"],
["11369.97", "0.3523"], ["11369.96", "0.5"],
["11369.95", "0.0934"], ["11369.94", "1.6809"],
["11369.6", "0.0047"], ["11369.17", "0.3"],
["11369.16", "0.2"], ["11369.04", "1.3203"]],
"a": [["11375.41", "0.0053"], ["11375.42", "0.0043"],
["11375.48", "0.0052"], ["11375.58", "0.0541"],
["11375.7", "0.0386"], ["11375.71", "2"],
["11377", "2.0691"], ["11377.01", "0.0167"],
["11377.12", "1.5"], ["11377.61", "0.3"]],
"o":
0
}],
"f":
True,
"sendTime":
1626253839401,
"shared":
False
}
mock_queue.get.side_effect = [snapshot_event, asyncio.CancelledError()]
self.ob_data_source._message_queue[
CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
try:
self.listening_task = self.ev_loop.create_task(
self.ob_data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
except asyncio.CancelledError:
pass
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get(),
timeout=6)
self.assertTrue(snapshot_event["data"][0]["t"], msg.update_id)
class DydxPerpetualAPIOrderBookDataSourceUnitTests(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}"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.async_task: Optional[asyncio.Task] = None
self.data_source = DydxPerpetualAPIOrderBookDataSource(
trading_pairs=[self.trading_pair])
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.resume_test_event = asyncio.Event()
def tearDown(self) -> None:
self.async_task and self.async_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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
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
@aioresponses()
def test_get_last_trade_prices(self, mock_api):
url = CONSTANTS.DYDX_REST_URL + CONSTANTS.TICKER_URL + "/" + self.trading_pair
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"markets": {
self.trading_pair: {
"market": self.trading_pair,
"open": "65603",
"high": "66350",
"low": "60342",
"close": "60711",
"baseVolume": "27933.3033",
"quoteVolume": "1758807943.4273",
"type": "PERPETUAL",
"fees": "1057036.553334",
}
}
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_last_traded_prices([self.trading_pair]))
self.assertEqual(1, len(result))
self.assertEqual(float("60711"), result[self.trading_pair])
@aioresponses()
def test_fetch_trading_pairs_failed(self, mock_api):
url = f"{CONSTANTS.DYDX_REST_URL}{CONSTANTS.MARKETS_URL}"
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400, body=ujson.dumps({}))
result = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs())
self.assertEqual(0, len(result))
self.assertNotIn(self.trading_pair, result)
@aioresponses()
def test_fetch_trading_pairs_successful(self, mock_api):
url = f"{CONSTANTS.DYDX_REST_URL}{CONSTANTS.MARKETS_URL}"
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"markets": {
self.trading_pair: {
"market": self.trading_pair,
"status": "ONLINE",
"baseAsset": "BTC",
"quoteAsset": "USD",
"stepSize": "0.0001",
"tickSize": "1",
"indexPrice": "61001.4995",
"oraclePrice": "60971.6290",
"priceChange24H": "-4559.950500",
"nextFundingRate": "0.0000046999",
"nextFundingAt": "2021-11-16T09:00:00.000Z",
"minOrderSize": "0.001",
"type": "PERPETUAL",
"initialMarginFraction": "0.04",
"maintenanceMarginFraction": "0.03",
"volume24H": "1799563001.940300",
"trades24H": "142324",
"openInterest": "6108.6751",
"incrementalInitialMarginFraction": "0.01",
"incrementalPositionSize": "1.5",
"maxPositionSize": "170",
"baselinePositionSize": "9",
"assetResolution": "10000000000",
},
}
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs())
self.assertEqual(1, len(result))
self.assertIn(self.trading_pair, result)
@aioresponses()
def test_get_snapshot_raise_io_error(self, mock_api):
url = CONSTANTS.DYDX_REST_URL + CONSTANTS.SNAPSHOT_URL + "/" + self.trading_pair
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400, body=ujson.dumps({}))
with self.assertRaisesRegex(
IOError,
f"Error fetching dydx market snapshot for {self.trading_pair}. "
f"HTTP status is 400."):
self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair))
@aioresponses()
def test_get_snapshot_successful(self, mock_api):
url = CONSTANTS.DYDX_REST_URL + CONSTANTS.SNAPSHOT_URL + "/" + self.trading_pair
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"asks": [{
"size": "2.0",
"price": "20.0"
}],
"bids": [{
"size": "1.0",
"price": "10.0"
}],
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair))
self.assertEqual(mock_response["asks"][0]["size"],
result["asks"][0]["size"])
self.assertEqual(mock_response["asks"][0]["price"],
result["asks"][0]["price"])
self.assertEqual(mock_response["bids"][0]["size"],
result["bids"][0]["size"])
self.assertEqual(mock_response["bids"][0]["price"],
result["bids"][0]["price"])
self.assertEqual(self.trading_pair, result["trading_pair"])
@aioresponses()
def test_get_new_order_book(self, mock_api):
url = CONSTANTS.DYDX_REST_URL + CONSTANTS.SNAPSHOT_URL + "/" + self.trading_pair
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"asks": [{
"size": "2.0",
"price": "20.0"
}],
"bids": [{
"size": "1.0",
"price": "10.0"
}],
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
self.assertIsInstance(result, OrderBook)
self.assertEqual(1, len(list(result.bid_entries())))
self.assertEqual(1, len(list(result.ask_entries())))
self.assertEqual(float(mock_response["bids"][0]["price"]),
list(result.bid_entries())[0].price)
self.assertEqual(float(mock_response["bids"][0]["size"]),
list(result.bid_entries())[0].amount)
self.assertEqual(float(mock_response["asks"][0]["price"]),
list(result.ask_entries())[0].price)
self.assertEqual(float(mock_response["asks"][0]["size"]),
list(result.ask_entries())[0].amount)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.derivative.dydx_perpetual.dydx_perpetual_api_order_book_data_source.DydxPerpetualAPIOrderBookDataSource._sleep"
)
def test_listen_for_subcriptions_raises_cancelled_exception(
self, _, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.derivative.dydx_perpetual.dydx_perpetual_api_order_book_data_source.DydxPerpetualAPIOrderBookDataSource._sleep"
)
def test_listen_for_subcriptions_raises_logs_exception(
self, mock_sleep, ws_connect_mock):
mock_sleep.side_effect = lambda: (self.ev_loop.run_until_complete(
asyncio.sleep(0.5)))
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = lambda *_: self._create_exception_and_unlock_test_with_event(
Exception("TEST ERROR"))
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.resume_test_event.wait(), 1.0)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.derivative.dydx_perpetual.dydx_perpetual_api_order_book_data_source.DydxPerpetualAPIOrderBookDataSource._sleep"
)
def test_listen_for_subcriptions_successful(self, mock_sleep,
ws_connect_mock):
mock_sleep.side_effect = lambda: (self.ev_loop.run_until_complete(
asyncio.sleep(0.5)))
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
mock_response = {
"type": "channel_data",
"connection_id": "d600a0d2-8039-4cd9-a010-2d6f5c336473",
"message_id": 2,
"id": "LINK-USD",
"channel": "v3_orderbook",
"contents": {
"offset": "3218381978",
"bids": [],
"asks": [["36.152", "304.8"]]
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, message=ujson.dumps(mock_response))
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(
1, self.data_source._message_queue[
self.data_source.ORDERBOOK_CHANNEL].qsize())
class CryptoComAPIOrderBookDataSourceUnitTests(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 = crypto_com_utils.convert_to_exchange_trading_pair(
cls.trading_pair)
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.async_task: Optional[asyncio.Task] = None
self.data_source = CryptoComAPIOrderBookDataSource(
trading_pairs=[self.trading_pair])
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.resume_test_event = asyncio.Event()
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
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 test_get_throttler_instance(self):
self.assertIsInstance(self.data_source._get_throttler_instance(),
AsyncThrottler)
@aioresponses()
def test_get_last_trade_prices(self, mock_api):
url = crypto_com_utils.get_rest_url(
path_url=CONSTANTS.GET_TICKER_PATH_URL)
regex_url = re.compile(f"^{url}")
expected_last_traded_price = 1.0
mock_responses = {
"code": 0,
"method": "public/get-ticker",
"result": {
"data": [
{ # Truncated Response
"i": self.ex_trading_pair,
"a": expected_last_traded_price,
}
]
},
}
mock_api.get(regex_url, body=ujson.dumps(mock_responses))
result = self.async_run_with_timeout(
self.data_source.get_last_traded_prices(
trading_pairs=[self.trading_pair]))
self.assertEqual(result[self.trading_pair], expected_last_traded_price)
@aioresponses()
def test_fetch_trading_pairs(self, mock_api):
url = crypto_com_utils.get_rest_url(
path_url=CONSTANTS.GET_TICKER_PATH_URL)
regex_url = re.compile(f"^{url}")
mock_response = {
"code": 0,
"method": "public/get-ticker",
"result": {
"data": [
{ # Truncated Response
"i": self.ex_trading_pair,
"a": 1.0,
}
]
},
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs())
self.assertTrue(self.trading_pair in result)
@aioresponses()
def test_get_order_book_data(self, mock_api):
url = crypto_com_utils.get_rest_url(
path_url=CONSTANTS.GET_ORDER_BOOK_PATH_URL)
regex_url = re.compile(f"^{url}")
mock_response = {
"code": 0,
"method": "public/get-book",
"result": {
"instrument_name":
self.ex_trading_pair,
"depth":
150,
"data": [{
"bids": [
[999.00, 1.0, 1],
],
"asks": [
[1000.00, 1.0, 1],
],
"t": 1634731570152,
}],
},
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_order_book_data(self.trading_pair))
self.assertIsInstance(result, dict)
@aioresponses()
def test_get_new_order_book(self, mock_api):
url = crypto_com_utils.get_rest_url(
path_url=CONSTANTS.GET_ORDER_BOOK_PATH_URL)
regex_url = re.compile(f"^{url}")
snapshot_timestamp = 1634731570152
mock_response = {
"code": 0,
"method": "public/get-book",
"result": {
"instrument_name":
self.ex_trading_pair,
"depth":
150,
"data": [{
"bids": [
[999.00, 1.0, 1],
],
"asks": [
[1000.00, 1.0, 1],
],
"t": snapshot_timestamp,
}],
},
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
self.assertIsInstance(result, OrderBook)
self.assertEqual(snapshot_timestamp, result.snapshot_uid)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_create_websocket_connection_raised_cancelled(
self, ws_connect_mock):
ws_connect_mock.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_create_websocket_connection_logs_exception(self, ws_connect_mock):
ws_connect_mock.side_effect = Exception("TEST ERROR")
with self.assertRaisesRegex(Exception, "TEST ERROR"):
self.async_run_with_timeout(
self.data_source._create_websocket_connection())
self.assertTrue(
self._is_logged(
"NETWORK",
"Unexpected error occured connecting to crypto_com WebSocket API. (TEST ERROR)"
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_exception_raised_cancelled_when_connecting(
self, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_listen_for_subscriptions_exception_raised_cancelled_when_subscribing(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_listen_for_subscriptions_exception_raised_cancelled_when_listening(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_listen_for_subscription_logs_exception(self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = lambda: self._create_exception_and_unlock_test_with_event(
Exception("TEST ERROR"))
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_listen_for_subscriptions_enqueues_diff_and_trade_messages(
self, _, ws_connect_mock):
diffs_queue = self.data_source._message_queue[
CryptoComWebsocket.DIFF_CHANNEL_ID]
trade_queue = self.data_source._message_queue[
CryptoComWebsocket.TRADE_CHANNEL_ID]
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add diff event message be processed
diff_response = {
"method": "subscribe",
"result": {
"instrument_name":
self.ex_trading_pair,
"subscription":
f"book.{self.ex_trading_pair}.150",
"channel":
"book",
"depth":
150,
"data": [{
"bids": [[11746.488, 128, 8]],
"asks": [[11747.488, 201, 12]],
"t": 1587523078844
}],
},
}
# Add trade event message be processed
trade_response = {
"method": "subscribe",
"result": {
"instrument_name":
self.ex_trading_pair,
"subscription":
f"trade.{self.ex_trading_pair}",
"channel":
"trade",
"data": [{
"p": 162.12,
"q": 11.085,
"s": "buy",
"d": 1210447366,
"t": 1587523078844,
"dataTime": 0,
"i": f"{self.ex_trading_pair}",
}],
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, ujson.dumps(diff_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, ujson.dumps(trade_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(1, diffs_queue.qsize())
self.assertEqual(1, trade_queue.qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_listen_for_order_book_diff_raises_cancel_exceptions(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(ev_loop=self.ev_loop,
output=queue))
with self.assertRaises(asyncio.CancelledError):
self.listening_task.cancel()
self.ev_loop.run_until_complete(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_api_order_book_data_source.CryptoComAPIOrderBookDataSource._sleep"
)
def test_listen_for_order_book_diff_logs_exception_parsing_message(
self, _, __, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add incomplete diff event message be processed
incomplete_diff_response = {
"method": "subscribe",
"result": {
"channel": "book",
"INCOMPLETE": "PAYLOAD"
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
ujson.dumps(incomplete_diff_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(ev_loop=self.ev_loop,
output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
f"Unexpected error parsing order book diff payload. Payload: {incomplete_diff_response['result']}",
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_listen_for_order_book_diff_successful(self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add diff event message be processed
diff_response = {
"method": "subscribe",
"result": {
"instrument_name":
self.ex_trading_pair,
"subscription":
f"book.{self.ex_trading_pair}.150",
"channel":
"book",
"depth":
150,
"data": [{
"bids": [[11746.488, 128, 8]],
"asks": [[11747.488, 201, 12]],
"t": 1587523078844
}],
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, ujson.dumps(diff_response))
diffs_queue = self.data_source._message_queue[
CryptoComWebsocket.DIFF_CHANNEL_ID]
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(ev_loop=self.ev_loop,
output=output_queue))
order_book_message = self.async_run_with_timeout(output_queue.get())
self.assertTrue(diffs_queue.empty())
self.assertEqual(1587523078844, order_book_message.update_id)
self.assertEqual(1587523078844, order_book_message.timestamp)
self.assertEqual(11746.488, order_book_message.bids[0].price)
self.assertEqual(11747.488, order_book_message.asks[0].price)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_listen_for_trades_raises_cancel_exceptions(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(ev_loop=self.ev_loop,
output=queue))
with self.assertRaises(asyncio.CancelledError):
self.listening_task.cancel()
self.ev_loop.run_until_complete(self.listening_task)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_api_order_book_data_source.CryptoComAPIOrderBookDataSource._sleep"
)
def test_listen_for_trades_logs_exception_parsing_message(
self, _, __, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add incomplete trade event message be processed
incomplete_trade_response = {
"method": "subscribe",
"result": {
"channel": "trade",
"INCOMPLETE": "PAYLOAD"
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
ujson.dumps(incomplete_trade_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(ev_loop=self.ev_loop,
output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
f"Unexpected error parsing order book trade payload. Payload: {incomplete_trade_response['result']}",
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.crypto_com.crypto_com_websocket.CryptoComWebsocket._sleep"
)
def test_listen_for_trades_successful(self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add trade event message be processed
trade_response = {
"method": "subscribe",
"result": {
"instrument_name":
self.ex_trading_pair,
"subscription":
f"trade.{self.ex_trading_pair}",
"channel":
"trade",
"data": [{
"p": 162.12,
"q": 11.085,
"s": "buy",
"d": 1210447366,
"t": 1587523078844,
"dataTime": 0,
"i": f"{self.ex_trading_pair}",
}],
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, ujson.dumps(trade_response))
trades_queue = self.data_source._message_queue[
CryptoComWebsocket.TRADE_CHANNEL_ID]
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(ev_loop=self.ev_loop,
output=output_queue))
first_trade_message = self.async_run_with_timeout(output_queue.get())
self.assertTrue(trades_queue.empty())
self.assertEqual(1587523078844, first_trade_message.timestamp)
@aioresponses()
def test_listen_for_order_book_snapshots_successful(self, mock_api):
url = crypto_com_utils.get_rest_url(
path_url=CONSTANTS.GET_ORDER_BOOK_PATH_URL)
regex_url = re.compile(f"^{url}")
mock_response = {
"code": 0,
"method": "public/get-book",
"result": {
"instrument_name":
self.ex_trading_pair,
"depth":
150,
"data": [{
"bids": [
[999.00, 1.0, 1],
],
"asks": [
[1000.00, 1.0, 1],
],
"t": 1634731570152,
}],
},
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
order_book_messages = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
ev_loop=self.ev_loop, output=order_book_messages))
order_book_message = self.async_run_with_timeout(
order_book_messages.get())
self.assertTrue(order_book_messages.empty())
self.assertEqual(1634731570152, order_book_message.update_id)
self.assertEqual(1634731570152, order_book_message.timestamp)
self.assertEqual(999.00, order_book_message.bids[0].price)
self.assertEqual(1000.00, order_book_message.asks[0].price)
class WSConnectionTest(unittest.TestCase):
@classmethod
def setUpClass(cls) -> None:
super().setUpClass()
cls.ev_loop = asyncio.get_event_loop()
cls.ws_url = "ws://some/url"
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
self.client_session = aiohttp.ClientSession()
self.ws_connection = WSConnection(self.client_session)
self.async_tasks: List[asyncio.Task] = []
def tearDown(self) -> None:
self.ws_connection.disconnect()
self.client_session.close()
for task in self.async_tasks:
task.cancel()
super().tearDown()
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
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_connect_and_disconnect(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.assertFalse(self.ws_connection.connected)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.assertTrue(self.ws_connection.connected)
self.async_run_with_timeout(self.ws_connection.disconnect())
self.assertFalse(self.ws_connection.connected)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_attempt_to_connect_second_time_raises(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
with self.assertRaises(RuntimeError) as e:
self.async_run_with_timeout(self.ws_connection.connect(
self.ws_url))
self.assertEqual("WS is connected.", str(e.exception))
def test_send_when_disconnected_raises(self):
request = WSJSONRequest(payload={"one": 1})
with self.assertRaises(RuntimeError) as e:
self.async_run_with_timeout(self.ws_connection.send(request))
self.assertEqual("WS is not connected.", str(e.exception))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_send(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
request = WSJSONRequest(payload={"one": 1})
self.async_run_with_timeout(self.ws_connection.send(request))
json_msgs = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertEqual(1, len(json_msgs))
self.assertEqual(request.payload, json_msgs[0])
def test_receive_when_disconnected_raises(self):
with self.assertRaises(RuntimeError) as e:
self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual("WS is not connected.", str(e.exception))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_raises_on_timeout(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
def raise_timeout(*_, **__):
raise asyncio.TimeoutError
ws_connect_mock.return_value.receive.side_effect = raise_timeout
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
with self.assertRaises(asyncio.TimeoutError) as e:
self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual("Message receive timed out.", str(e.exception))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
data = {"one": 1}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, message=json.dumps(data))
self.assertEqual(0, self.ws_connection.last_recv_time)
response = self.async_run_with_timeout(self.ws_connection.receive())
self.assertIsInstance(response, WSResponse)
self.assertEqual(data, response.data)
self.assertNotEqual(0, self.ws_connection.last_recv_time)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_disconnects_and_raises_on_aiohttp_closed(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.close_code = 1111
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.CLOSED)
with self.assertRaises(ConnectionError) as e:
self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual(
"The WS connection was closed unexpectedly. Close code = 1111 msg data: ",
str(e.exception))
self.assertFalse(self.ws_connection.connected)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_disconnects_and_raises_on_aiohttp_close(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.close_code = 1111
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.CLOSE)
with self.assertRaises(ConnectionError) as e:
self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual(
"The WS connection was closed unexpectedly. Close code = 1111 msg data: ",
str(e.exception))
self.assertFalse(self.ws_connection.connected)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_ignores_aiohttp_close_msg_if_disconnect_called(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.CLOSED)
prev_side_effect = ws_connect_mock.return_value.receive.side_effect
async def disconnect_on_side_effect(*args, **kwargs):
await self.ws_connection.disconnect()
return await prev_side_effect(*args, **kwargs)
ws_connect_mock.return_value.receive.side_effect = disconnect_on_side_effect
response = self.async_run_with_timeout(self.ws_connection.receive())
self.assertFalse(self.ws_connection.connected)
self.assertIsNone(response)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_ignores_ping(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.PING)
data = {"one": 1}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, message=json.dumps(data))
response = self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual(data, response.data)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_sends_pong_on_ping(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.PING)
receive_task = self.ev_loop.create_task(self.ws_connection.receive())
self.async_tasks.append(receive_task)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
ws_connect_mock.return_value.pong.assert_called()
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_ping_updates_last_recv_time(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.PING)
receive_task = self.ev_loop.create_task(self.ws_connection.receive())
self.async_tasks.append(receive_task)
self.assertEqual(0, self.ws_connection.last_recv_time)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertNotEqual(0, self.ws_connection.last_recv_time)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_ignores_pong(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.PONG)
data = {"one": 1}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, message=json.dumps(data))
response = self.async_run_with_timeout(self.ws_connection.receive())
self.assertEqual(data, response.data)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_receive_pong_updates_last_recv_time(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(self.ws_connection.connect(self.ws_url))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=aiohttp.WSMsgType.PONG)
receive_task = self.ev_loop.create_task(self.ws_connection.receive())
self.async_tasks.append(receive_task)
self.assertEqual(0, self.ws_connection.last_recv_time)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertNotEqual(0, self.ws_connection.last_recv_time)
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 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
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):
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 occurred during ndax WebSocket Connection ()"))
class HuobiAPIOrderBookDataSourceUnitTests(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 = f"{cls.base_asset}{cls.quote_asset}".lower()
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.async_tasks: List[asyncio.Task] = []
self.data_source = HuobiAPIOrderBookDataSource(
trading_pairs=[self.trading_pair])
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.resume_test_event = asyncio.Event()
def tearDown(self) -> None:
for task in self.async_tasks:
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
def _compress(self, message: Dict[str, Any]) -> bytes:
return gzip.compress(json.dumps(message).encode())
@aioresponses()
def test_last_traded_prices(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.TICKER_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response: Dict[str, Any] = {
"data": [
{
"symbol": self.ex_trading_pair,
"open": 1.1,
"high": 2.0,
"low": 0.8,
"close": 1.5,
"amount": 100,
"vol": 100,
"count": 100,
"bid": 1.3,
"bidSize": 10,
"ask": 1.4,
"askSize": 10,
},
],
"status":
"ok",
"ts":
1637229769083,
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_last_traded_prices(
trading_pairs=[self.trading_pair]))
self.assertEqual(1, len(result))
self.assertIn(self.trading_pair, result)
self.assertEqual(1.5, result[self.trading_pair])
@aioresponses()
def test_fetch_trading_pairs_failed(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.API_VERSION + CONSTANTS.SYMBOLS_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400, body=ujson.dumps({}))
result = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs())
self.assertEqual(0, len(result))
@aioresponses()
def test_fetch_trading_pairs_successful(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.API_VERSION + CONSTANTS.SYMBOLS_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"status":
"ok",
"data": [{
"base-currency": self.base_asset.lower(),
"quote-currency": self.quote_asset.lower(),
"price-precision": 4,
"amount-precision": 2,
"symbol-partition": "innovation",
"symbol": self.ex_trading_pair,
"state": "online",
"value-precision": 8,
"min-order-amt": 1,
"max-order-amt": 10000000,
"min-order-value": 0.1,
"limit-order-min-order-amt": 1,
"limit-order-max-order-amt": 10000000,
"limit-order-max-buy-amt": 10000000,
"limit-order-max-sell-amt": 10000000,
"sell-market-min-order-amt": 1,
"sell-market-max-order-amt": 1000000,
"buy-market-max-order-value": 17000,
"api-trading": "enabled",
"tags": "abnormalmarket",
}],
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs())
self.assertEqual(1, len(result))
@aioresponses()
def test_get_snapshot_raises_error(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.DEPTH_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400, body=ujson.dumps({}))
expected_error_msg = f"Error fetching Huobi market snapshot for {self.trading_pair}. HTTP status is 400"
with self.assertRaisesRegex(IOError, expected_error_msg):
self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair))
@aioresponses()
def test_get_snapshot_successful(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.DEPTH_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"status": "ok",
"ts": 1637255180894,
"tick": {
"bids": [
[57069.57, 0.05],
],
"asks": [
[57057.73, 0.007019],
],
"version": 141982962388,
"ts": 1637255180700,
},
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair))
self.assertEqual(mock_response["ch"], result["ch"])
self.assertEqual(mock_response["status"], result["status"])
self.assertEqual(1, len(result["tick"]["bids"]))
self.assertEqual(1, len(result["tick"]["asks"]))
@aioresponses()
def test_get_new_order_book(self, mock_api):
url = CONSTANTS.REST_URL + CONSTANTS.DEPTH_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"status": "ok",
"ts": 1637255180894,
"tick": {
"bids": [
[57069.57, 0.05],
],
"asks": [
[57057.73, 0.007019],
],
"version": 141982962388,
"ts": 1637255180700,
},
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
self.assertIsInstance(result, OrderBook)
self.assertEqual(1637255180700, result.snapshot_uid)
self.assertEqual(1, len(list(result.bid_entries())))
self.assertEqual(1, len(list(result.ask_entries())))
self.assertEqual(57069.57, list(result.bid_entries())[0].price)
self.assertEqual(0.05, list(result.bid_entries())[0].amount)
self.assertEqual(57057.73, list(result.ask_entries())[0].price)
self.assertEqual(0.007019, list(result.ask_entries())[0].amount)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_when_subscribing_raised_cancelled(
self, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.huobi.huobi_api_order_book_data_source.HuobiAPIOrderBookDataSource._sleep"
)
def test_listen_for_subscriptions_raises_logs_exception(
self, sleep_mock, ws_connect_mock):
sleep_mock.side_effect = lambda *_: (
# Allows listen_for_subscriptions to yield control over thread
self.ev_loop.run_until_complete(asyncio.sleep(0.0)))
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = lambda *_: self._create_exception_and_unlock_test_with_event(
Exception("TEST ERROR"))
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_successful_subbed(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
subbed_message = {
"id": self.ex_trading_pair,
"status": "ok",
"subbed": f"market.{self.ex_trading_pair}.depth.step0",
"ts": 1637333566824,
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(subbed_message),
message_type=aiohttp.WSMsgType.BINARY)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(
0, self.data_source._message_queue[
self.data_source.TRADE_CHANNEL_SUFFIX].qsize())
self.assertEqual(
0, self.data_source._message_queue[
self.data_source.ORDERBOOK_CHANNEL_SUFFIX].qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_handle_ping_successful(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ping_message = {"ping": 1637333569837}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(ping_message),
message_type=aiohttp.WSMsgType.BINARY)
# Adds a dummy message to ensure ping message is being handle before breaking from listening task.
dummy_message = {"msg": "DUMMY MESSAGE"}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(dummy_message),
message_type=aiohttp.WSMsgType.BINARY)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(
0, self.data_source._message_queue[
self.data_source.TRADE_CHANNEL_SUFFIX].qsize())
self.assertEqual(
0, self.data_source._message_queue[
self.data_source.ORDERBOOK_CHANNEL_SUFFIX].qsize())
sent_json: List[Dict[
str,
Any]] = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertTrue(any(["pong" in str(payload) for payload in sent_json]))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_successfully_append_trade_and_orderbook_messages(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
trade_message = {
"ch": f"market.{self.ex_trading_pair}.trade.detail",
"ts": 1630994963175,
"tick": {
"id":
137005445109,
"ts":
1630994963173,
"data": [{
"id": 137005445109359286410323766,
"ts": 1630994963173,
"tradeId": 102523573486,
"amount": 0.006754,
"price": 52648.62,
"direction": "buy",
}],
},
}
orderbook_message = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"ts": 1630983549503,
"tick": {
"bids": [[52690.69, 0.36281], [52690.68, 0.2]],
"asks": [[52690.7, 0.372591], [52691.26, 0.13]],
"version": 136998124622,
"ts": 1630983549500,
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(trade_message),
message_type=aiohttp.WSMsgType.BINARY)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(orderbook_message),
message_type=aiohttp.WSMsgType.BINARY,
)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(
1, self.data_source._message_queue[
self.data_source.TRADE_CHANNEL_SUFFIX].qsize())
self.assertEqual(
1, self.data_source._message_queue[
self.data_source.ORDERBOOK_CHANNEL_SUFFIX].qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades_logs_exception(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
trade_message = {
"ch": f"market.{self.ex_trading_pair}.trade.detail",
"err": "INCOMPLETE MESSAGE"
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(trade_message),
message_type=aiohttp.WSMsgType.BINARY)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
msg_queue = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(0, msg_queue.qsize())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with WebSocket connection. Retrying after 30 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
trade_message = {
"ch": f"market.{self.ex_trading_pair}.trade.detail",
"ts": 1630994963175,
"tick": {
"id":
137005445109,
"ts":
1630994963173,
"data": [{
"id": 137005445109359286410323766,
"ts": 1630994963173,
"tradeId": 102523573486,
"amount": 0.006754,
"price": 52648.62,
"direction": "buy",
}],
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(trade_message),
message_type=aiohttp.WSMsgType.BINARY)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
msg_queue = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(1, msg_queue.qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_logs_exception(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
orderbook_message = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"err": "INCOMPLETE MESSAGE"
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(orderbook_message),
message_type=aiohttp.WSMsgType.BINARY,
)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
msg_queue = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(0, msg_queue.qsize())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with WebSocket connection. Retrying after 30 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
orderbook_message = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"ts": 1630983549503,
"tick": {
"bids": [[52690.69, 0.36281], [52690.68, 0.2]],
"asks": [[52690.7, 0.372591], [52691.26, 0.13]],
"version": 136998124622,
"ts": 1630983549500,
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=self._compress(orderbook_message),
message_type=aiohttp.WSMsgType.BINARY,
)
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_subscriptions()))
msg_queue = asyncio.Queue()
self.async_tasks.append(
self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue)))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(1, msg_queue.qsize())
@aioresponses()
@patch(
"hummingbot.connector.exchange.huobi.huobi_api_order_book_data_source.HuobiAPIOrderBookDataSource._sleep"
)
def test_listen_for_order_book_snapshots_successful(self, mock_api, _):
url = CONSTANTS.REST_URL + CONSTANTS.DEPTH_URL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"ch": f"market.{self.ex_trading_pair}.depth.step0",
"status": "ok",
"ts": 1637255180894,
"tick": {
"bids": [
[57069.57, 0.05],
],
"asks": [
[57057.73, 0.007019],
],
"version": 141982962388,
"ts": 1637255180700,
},
}
mock_api.get(regex_url, body=ujson.dumps(mock_response))
mock_api.get(regex_url, exception=asyncio.CancelledError)
msg_queue = asyncio.Queue()
# Purposefully raised error to exit task loop
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
result = self.async_run_with_timeout(coroutine=msg_queue.get())
self.assertIsInstance(result, OrderBookMessage)
class ProbitAPIUserStreamDataSourceTest(unittest.TestCase):
# logging.Level required to receive logs from the data source logger
level = 0
@classmethod
def setUpClass(cls) -> None:
cls.base_asset = "BTC"
cls.quote_asset = "USDT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
def setUp(self) -> None:
super().setUp()
self.ev_loop = asyncio.get_event_loop()
self.api_key = "someKey"
self.api_secret = "someSecret"
self.auth = ProbitAuth(self.api_key, self.api_secret)
self.data_source = ProbitAPIUserStreamDataSource(
self.auth, trading_pairs=[self.trading_pair])
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.log_records = []
self.mocking_assistant = NetworkMockingAssistant()
self.async_task: Optional[asyncio.Task] = None
def tearDown(self) -> None:
self.async_task and self.async_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
def check_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.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.probit.probit_auth.ProbitAuth.get_ws_auth_payload",
new_callable=AsyncMock,
)
def test_listen_for_user_stream(self, get_ws_auth_payload_mock,
ws_connect_mock):
auth_msg = {"type": "authorization", "token": "someToken"}
get_ws_auth_payload_mock.return_value = auth_msg
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
message={"result": "ok"} # authentication
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message=json.dumps({"my_msg": "test"}) # first message
)
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output_queue))
self.mocking_assistant.run_until_all_json_messages_delivered(
ws_connect_mock.return_value)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertFalse(output_queue.empty())
sent_text_msgs = self.mocking_assistant.text_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertEqual(auth_msg, json.loads(sent_text_msgs[0]))
sent_json_msgs = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
for sent_json_msg in sent_json_msgs:
self.assertEqual("subscribe", sent_json_msg["type"])
self.assertIn(sent_json_msg["channel"],
CONSTANTS.WS_PRIVATE_CHANNELS)
CONSTANTS.WS_PRIVATE_CHANNELS.remove(sent_json_msg["channel"])
self.assertEqual(0, len(CONSTANTS.WS_PRIVATE_CHANNELS))
self.assertNotEqual(0, self.data_source.last_recv_time)
@patch("aiohttp.client.ClientSession.ws_connect")
@patch(
"hummingbot.connector.exchange.probit.probit_api_user_stream_data_source.ProbitAPIUserStreamDataSource._sleep",
new_callable=AsyncMock,
)
def test_listen_for_user_stream_attempts_again_on_exception(
self, sleep_mock, ws_connect_mock):
called_event = asyncio.Event()
async def _sleep(delay):
called_event.set()
await asyncio.sleep(delay)
sleep_mock.side_effect = _sleep
ws_connect_mock.side_effect = Exception
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(asyncio.Queue()))
self.async_run_with_timeout(called_event.wait())
self.check_is_logged(
log_level="ERROR",
message=
"Unexpected error with Probit WebSocket connection. Retrying after 30 seconds...",
)
@patch("aiohttp.client.ClientSession.ws_connect")
def test_listen_for_user_stream_stops_on_asyncio_cancelled_error(
self, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_user_stream(asyncio.Queue()))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.probit.probit_auth.ProbitAuth.get_ws_auth_payload",
new_callable=AsyncMock,
)
def test_listen_for_user_stream_registers_ping_msg(
self, get_ws_auth_payload_mock, ws_connect_mock):
auth_msg = {"type": "authorization", "token": "someToken"}
get_ws_auth_payload_mock.return_value = auth_msg
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.mocking_assistant.add_websocket_json_message(
ws_connect_mock.return_value,
message={"result": "ok"} # authentication
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
message="",
message_type=WSMsgType.PING)
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(output_queue.empty())
ws_connect_mock.return_value.pong.assert_called()
class TestKucoinAPIUserStreamDataSource(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.api_key = "someKey"
cls.api_passphrase = "somePassPhrase"
cls.api_secret_key = "someSecretKey"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.mock_time_provider = MagicMock()
self.mock_time_provider.time.return_value = 1000
self.auth = KucoinAuth(
self.api_key,
self.api_passphrase,
self.api_secret_key,
time_provider=self.mock_time_provider)
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = KucoinExchange(
client_config_map=client_config_map,
kucoin_api_key="",
kucoin_passphrase="",
kucoin_secret_key="",
trading_pairs=[],
trading_required=False)
self.data_source = KucoinAPIUserStreamDataSource(
auth=self.auth,
trading_pairs=[self.trading_pair],
connector=self.connector,
api_factory=self.connector._web_assistants_factory)
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
@staticmethod
def get_listen_key_mock():
listen_key = {
"code": "200000",
"data": {
"token": "someToken",
"instanceServers": [
{
"endpoint": "wss://someEndpoint",
"encrypt": True,
"protocol": "websocket",
"pingInterval": 18000,
"pingTimeout": 10000,
}
]
}
}
return listen_key
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch("hummingbot.connector.exchange.kucoin.kucoin_web_utils.next_message_id")
def test_listen_for_user_stream_subscribes_to_orders_and_balances_events(self, mock_api, id_mock, ws_connect_mock):
id_mock.side_effect = [1, 2]
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
resp = {
"code": "200000",
"data": {
"instanceServers": [
{
"endpoint": "wss://test.url/endpoint",
"protocol": "websocket",
"encrypt": True,
"pingInterval": 50000,
"pingTimeout": 10000
}
],
"token": "testToken"
}
}
mock_api.post(url, body=json.dumps(resp))
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
result_subscribe_trades = {
"type": "ack",
"id": 1
}
result_subscribe_diffs = {
"type": "ack",
"id": 2
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_subscription_messages))
expected_orders_subscription = {
"id": 1,
"type": "subscribe",
"topic": "/spotMarket/tradeOrders",
"privateChannel": True,
"response": False
}
self.assertEqual(expected_orders_subscription, sent_subscription_messages[0])
expected_balances_subscription = {
"id": 2,
"type": "subscribe",
"topic": "/account/balance",
"privateChannel": True,
"response": False
}
self.assertEqual(expected_balances_subscription, sent_subscription_messages[1])
self.assertTrue(self._is_logged(
"INFO",
"Subscribed to private order changes and balance updates channels..."
))
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_get_listen_key_successful_with_user_update_event(self, mock_api, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_response = self.get_listen_key_mock()
mock_api.post(regex_url, body=json.dumps(mock_response))
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
order_event = {
"type": "message",
"topic": "/spotMarket/tradeOrders",
"subject": "orderChange",
"channelType": "private",
"data": {
"symbol": "KCS-USDT",
"orderType": "limit",
"side": "buy",
"orderId": "5efab07953bdea00089965d2",
"type": "open",
"orderTime": 1593487481683297666,
"size": "0.1",
"filledSize": "0",
"price": "0.937",
"clientOid": "1593487481000906",
"remainSize": "0.1",
"status": "open",
"ts": 1593487481683297666
}
}
self.mocking_assistant.add_websocket_aiohttp_message(mock_ws.return_value, json.dumps(order_event))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue)
)
msg = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(order_event, msg)
mock_ws.return_value.ping.assert_called()
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_pong_payload(self, mock_api, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_response = self.get_listen_key_mock()
mock_pong = {
"id": "1545910590801",
"type": "pong"
}
mock_api.post(regex_url, body=json.dumps(mock_response))
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(mock_ws.return_value, json.dumps(mock_pong))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue)
)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch("hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep")
def test_listen_for_user_stream_connection_failed(self, mock_api, sleep_mock, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_response = self.get_listen_key_mock()
mock_api.post(regex_url, body=json.dumps(mock_response))
mock_ws.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = asyncio.CancelledError # to finish the task execution
msg_queue = asyncio.Queue()
try:
self.async_run_with_timeout(self.data_source.listen_for_user_stream(msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged("ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."))
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch("hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep")
def test_listen_for_user_stream_iter_message_throws_exception(self, mock_api, sleep_mock, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_response = self.get_listen_key_mock()
mock_api.post(regex_url, body=json.dumps(mock_response))
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.receive.side_effect = Exception("TEST ERROR")
sleep_mock.side_effect = asyncio.CancelledError # to finish the task execution
try:
self.async_run_with_timeout(self.data_source.listen_for_user_stream(msg_queue))
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."))
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch("hummingbot.connector.exchange.kucoin.kucoin_web_utils.next_message_id")
@patch("hummingbot.connector.exchange.kucoin.kucoin_api_user_stream_data_source.KucoinAPIUserStreamDataSource"
"._time")
def test_listen_for_user_stream_sends_ping_message_before_ping_interval_finishes(
self,
mock_api,
time_mock,
id_mock,
ws_connect_mock):
id_mock.side_effect = [1, 2, 3, 4]
time_mock.side_effect = [1000, 1100, 1101, 1102] # Simulate first ping interval is already due
url = web_utils.private_rest_url(path_url=CONSTANTS.PRIVATE_WS_DATA_PATH_URL)
resp = {
"code": "200000",
"data": {
"instanceServers": [
{
"endpoint": "wss://test.url/endpoint",
"protocol": "websocket",
"encrypt": True,
"pingInterval": 20000,
"pingTimeout": 10000
}
],
"token": "testToken"
}
}
mock_api.post(url, body=json.dumps(resp))
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
result_subscribe_trades = {
"type": "ack",
"id": 1
}
result_subscribe_diffs = {
"type": "ack",
"id": 2
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
expected_ping_message = {
"id": 3,
"type": "ping",
}
self.assertEqual(expected_ping_message, sent_messages[-1])
class BitmartAPIUserStreamDataSourceTests(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 = f"{cls.base_asset}_{cls.quote_asset}"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.client_config_map = ClientConfigAdapter(ClientConfigMap())
self.time_synchronizer = MagicMock()
self.time_synchronizer.time.return_value = 1640001112.223
self.auth = BitmartAuth(api_key="test_api_key",
secret_key="test_secret_key",
memo="test_memo",
time_provider=self.time_synchronizer)
self.connector = BitmartExchange(
client_config_map=self.client_config_map,
bitmart_api_key="test_api_key",
bitmart_secret_key="test_secret_key",
bitmart_memo="test_memo",
trading_pairs=[self.trading_pair],
trading_required=False,
)
self.connector._web_assistants_factory._auth = self.auth
self.data_source = BitmartAPIUserStreamDataSource(
auth=self.auth,
trading_pairs=[self.trading_pair],
connector=self.connector,
api_factory=self.connector._web_assistants_factory)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.connector._set_trading_pair_symbol_map(
bidict({self.ex_trading_pair: self.trading_pair}))
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
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 _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
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_subscribes_to_orders_events(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
successful_login_response = {"event": "login"}
result_subscribe_orders = {
"event": "subscribe",
"topic": CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME,
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(successful_login_response))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_orders))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_messages))
expected_login = {
"op":
"login",
"args": [
"test_api_key",
str(int(self.time_synchronizer.time() * 1e3)),
"f0f176c799346a7730c9c237a09d14742971f3ab59848dde75ef1ac95b04c4e5"
] # noqa: mock
}
self.assertEqual(expected_login, sent_messages[0])
expected_orders_subscription = {
"op":
"subscribe",
"args": [
f"{CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME}:{self.ex_trading_pair}"
]
}
self.assertEqual(expected_orders_subscription, sent_messages[1])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to private account and orders channels..."))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_logs_error_when_login_fails(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
erroneous_login_response = {"event": "login", "errorCode": "4001"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(erroneous_login_response))
output_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
"Error authenticating the private websocket connection"))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_invalid_payload(
self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(successful_login_response))
event_without_data = {
"table": CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(event_without_data))
event_without_table = {
"data": [{
"symbol": self.ex_trading_pair,
"side": "buy",
"type": "market",
"notional": "",
"size": "1.0000000000",
"ms_t": "1609926028000",
"price": "46100.0000000000",
"filled_notional": "46100.0000000000",
"filled_size": "1.0000000000",
"margin_trading": "0",
"state": "4",
"order_id": "2147857398",
"order_type": "0",
"last_fill_time": "1609926039226",
"last_fill_price": "46100.00000",
"last_fill_count": "1.00000",
"exec_type": "M",
"detail_id": "256348632",
"client_order_id": "order4872191"
}],
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(event_without_table))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep"
)
def test_listen_for_user_stream_connection_failed(self, sleep_mock,
mock_ws):
mock_ws.side_effect = Exception("TEST ERROR")
sleep_mock.side_effect = asyncio.CancelledError
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_initialization(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(messages))
self.ev_loop.run_until_complete(self.listening_task)
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_authentication(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(messages))
self.ev_loop.run_until_complete(self.listening_task)
def test_subscribe_channels_raises_cancel_exception(self):
ws_assistant = AsyncMock()
ws_assistant.send.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(ws_assistant))
self.ev_loop.run_until_complete(self.listening_task)
@patch('aiohttp.ClientSession.ws_connect', new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep"
)
def test_listening_process_logs_exception_during_events_subscription(
self, sleep_mock, mock_ws):
self.connector._set_trading_pair_symbol_map({})
messages = asyncio.Queue()
sleep_mock.side_effect = asyncio.CancelledError
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps({"event": "login"}))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(messages))
try:
self.async_run_with_timeout(self.listening_task, timeout=3)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to order book trading and delta streams..."
))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_processes_order_event(self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(successful_login_response))
order_event = {
"data": [{
"symbol": self.ex_trading_pair,
"side": "buy",
"type": "market",
"notional": "",
"size": "1.0000000000",
"ms_t": "1609926028000",
"price": "46100.0000000000",
"filled_notional": "46100.0000000000",
"filled_size": "1.0000000000",
"margin_trading": "0",
"state": "4",
"order_id": "2147857398",
"order_type": "0",
"last_fill_time": "1609926039226",
"last_fill_price": "46100.00000",
"last_fill_count": "1.00000",
"exec_type": "M",
"detail_id": "256348632",
"client_order_id": "order4872191"
}],
"table":
CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(order_event))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(1, msg_queue.qsize())
order_event_message = msg_queue.get_nowait()
self.assertEqual(order_event, order_event_message)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_processes_compressed_order_event(
self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(successful_login_response))
order_event = {
"data": [{
"symbol": self.ex_trading_pair,
"side": "buy",
"type": "market",
"notional": "",
"size": "1.0000000000",
"ms_t": "1609926028000",
"price": "46100.0000000000",
"filled_notional": "46100.0000000000",
"filled_size": "1.0000000000",
"margin_trading": "0",
"state": "4",
"order_id": "2147857398",
"order_type": "0",
"last_fill_time": "1609926039226",
"last_fill_price": "46100.00000",
"last_fill_count": "1.00000",
"exec_type": "M",
"detail_id": "256348632",
"client_order_id": "order4872191"
}],
"table":
CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=bitmart_utils.compress_ws_message(json.dumps(order_event)),
message_type=WSMsgType.BINARY)
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(1, msg_queue.qsize())
order_event_message = msg_queue.get_nowait()
self.assertEqual(order_event, order_event_message)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_logs_details_for_order_event_with_errors(
self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(successful_login_response))
order_event = {
"errorCode":
"4001",
"errorMessage":
"Error",
"data": [{
"symbol": self.ex_trading_pair,
"side": "buy",
"type": "market",
"notional": "",
"size": "1.0000000000",
"ms_t": "1609926028000",
"price": "46100.0000000000",
"filled_notional": "46100.0000000000",
"filled_size": "1.0000000000",
"margin_trading": "0",
"state": "4",
"order_id": "2147857398",
"order_type": "0",
"last_fill_time": "1609926039226",
"last_fill_price": "46100.00000",
"last_fill_count": "1.00000",
"exec_type": "M",
"detail_id": "256348632",
"client_order_id": "order4872191"
}],
"table":
CONSTANTS.PRIVATE_ORDER_PROGRESS_CHANNEL_NAME
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(order_event))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_logs_details_for_invalid_event_message(
self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
successful_login_response = {"event": "login"}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message=json.dumps(successful_login_response))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=mock_ws.return_value,
message="invalid message content")
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
self.assertTrue(
self._is_logged(
"WARNING",
"Invalid event message received through the order book data source connection (invalid message content)"
))
class CoinflexAPIOrderBookDataSourceUnitTests(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 = f"{cls.base_asset}-{cls.quote_asset}"
cls.domain = CONSTANTS.DEFAULT_DOMAIN
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 = CoinflexAPIOrderBookDataSource(trading_pairs=[self.trading_pair],
throttler=self.throttler,
domain=self.domain)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.resume_test_event = asyncio.Event()
CoinflexAPIOrderBookDataSource._trading_pair_symbol_map = {
"coinflex": bidict(
{f"{self.ex_trading_pair}": self.trading_pair})
}
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
CoinflexAPIOrderBookDataSource._trading_pair_symbol_map = {}
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
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 _successfully_subscribed_event(self):
resp = {
"result": None,
"id": 1
}
return resp
def _login_message(self):
resp = {
"tag": "1234567890",
"event": "login",
"success": True,
"timestamp": "1234567890"
}
return resp
def _trade_update_event(self):
resp = {
"table": "trade",
"data": [{
"timestamp": 123456789,
"marketCode": self.ex_trading_pair,
"tradeId": 12345,
"side": "BUY",
"price": "0.001",
"quantity": "100",
}]
}
return resp
def _order_diff_event(self):
resp = {
"table": "depth",
"data": [{
"timestamp": 123456789,
"instrumentId": self.ex_trading_pair,
"seqNum": 157,
"bids": [["0.0024", "10"]],
"asks": [["0.0026", "100"]]
}]
}
return resp
def _snapshot_response(self,
update_id=1027024):
resp = {
"event": "depthL1000",
"timestamp": update_id,
"data": [{
"bids": [
[
"4.00000000",
"431.00000000"
]
],
"asks": [
[
"4.00000200",
"12.00000000"
]
],
"marketCode": self.ex_trading_pair,
"timestamp": update_id,
}]
}
return resp
def _get_regex_url(self,
endpoint,
return_url=False,
endpoint_api_version=None,
public=True):
prv_or_pub = web_utils.public_rest_url if public else web_utils.private_rest_url
url = prv_or_pub(endpoint, domain=self.domain, endpoint_api_version=endpoint_api_version)
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
if return_url:
return url, regex_url
return regex_url
@aioresponses()
def test_get_last_trade_prices(self, mock_api):
url, regex_url = self._get_regex_url(CONSTANTS.TICKER_PRICE_CHANGE_PATH_URL, return_url=True)
mock_response = [{
"last": "100.0",
"open24h": "38719",
"high24h": "38840",
"low24h": "36377",
"volume24h": "3622970.9407847790",
"currencyVolume24h": "96.986",
"openInterest": "0",
"marketCode": "COINALPHA-HBOT",
"timestamp": "1645546950025",
"lastQty": "0.086",
"markPrice": "37645",
"lastMarkPrice": "37628",
}]
mock_api.get(regex_url, body=json.dumps(mock_response))
result: Dict[str, float] = self.async_run_with_timeout(
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])
@aioresponses()
def test_get_last_trade_prices_exception_raised(self, mock_api):
url, regex_url = self._get_regex_url(CONSTANTS.TICKER_PRICE_CHANGE_PATH_URL, return_url=True)
mock_api.get(regex_url, body=json.dumps([{"marketCode": "COINALPHA-HBOT"}]))
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_last_traded_prices(trading_pairs=[self.trading_pair],
throttler=self.throttler)
)
@aioresponses()
def test_fetch_trading_pairs(self, mock_api):
CoinflexAPIOrderBookDataSource._trading_pair_symbol_map = {}
url = web_utils.public_rest_url(path_url=CONSTANTS.EXCHANGE_INFO_PATH_URL, domain=self.domain)
mock_response: Dict[str, Any] = {
"event": "markets",
"timestamp": "1639598493658",
"data": [
{
"marketId": "2001000000000",
"marketCode": "BTC-USD",
"name": "BTC/USD",
"referencePair": "BTC/USD",
"base": "BTC",
"counter": "USD",
"type": "MARGIN",
"tickSize": "1",
"qtyIncrement": "0.001",
"marginCurrency": "USD",
"contractValCurrency": "BTC",
"upperPriceBound": "39203",
"lowerPriceBound": "36187",
"marketPrice": "37695",
"markPrice": None,
"listingDate": 1593316800000,
"endDate": 0,
"marketPriceLastUpdated": 1645547473153,
"markPriceLastUpdated": 0
},
{
"marketId": "34001000000000",
"marketCode": "LTC-USD",
"name": "LTC/USD",
"referencePair": "LTC/USD",
"base": "LTC",
"counter": "USD",
"type": "SPOT",
"tickSize": "0.1",
"qtyIncrement": "0.01",
"marginCurrency": "USD",
"contractValCurrency": "LTC",
"upperPriceBound": "114.2",
"lowerPriceBound": "97.2",
"marketPrice": "105.7",
"markPrice": None,
"listingDate": 1609765200000,
"endDate": 0,
"marketPriceLastUpdated": 1645547512308,
"markPriceLastUpdated": 0
},
{
"marketId": "4001000000000",
"marketCode": "ETH-USD",
"name": "ETH/USD",
"referencePair": "ETH/USD",
"base": "ETH",
"counter": "USD",
"type": "SPOT",
"tickSize": "0.1",
"qtyIncrement": "0.01",
"marginCurrency": "USD",
"contractValCurrency": "ETH",
"upperPriceBound": "2704.3",
"lowerPriceBound": "2496.1",
"marketPrice": "2600.2",
"markPrice": None,
"listingDate": 0,
"endDate": 0,
"marketPriceLastUpdated": 1645547505166,
"markPriceLastUpdated": 0
},
]
}
mock_api.get(url, body=json.dumps(mock_response))
result: Dict[str] = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs()
)
self.assertEqual(2, len(result))
self.assertIn("ETH-USD", result)
self.assertIn("LTC-USD", result)
self.assertNotIn("BTC-USD", result)
@aioresponses()
@patch("hummingbot.connector.exchange.coinflex.coinflex_web_utils.retry_sleep_time")
def test_fetch_trading_pairs_exception_raised(self, mock_api, retry_sleep_time_mock):
retry_sleep_time_mock.side_effect = lambda *args, **kwargs: 0
CoinflexAPIOrderBookDataSource._trading_pair_symbol_map = {}
url, regex_url = self._get_regex_url(CONSTANTS.EXCHANGE_INFO_PATH_URL, return_url=True)
mock_api.get(regex_url, exception=Exception)
result: Dict[str] = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs()
)
self.assertEqual(0, len(result))
@aioresponses()
def test_get_snapshot_successful(self, mock_api):
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, body=json.dumps(self._snapshot_response()))
result: Dict[str, Any] = self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair)
)
self.assertEqual(self._snapshot_response()["data"][0], result)
@aioresponses()
@patch("hummingbot.connector.exchange.coinflex.coinflex_web_utils.retry_sleep_time")
def test_get_snapshot_catch_exception(self, mock_api, retry_sleep_time_mock):
retry_sleep_time_mock.side_effect = lambda *args, **kwargs: 0
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, status=400)
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair)
)
mock_api.get(regex_url, body=json.dumps({}))
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_snapshot(self.trading_pair)
)
@aioresponses()
def test_get_new_order_book(self, mock_api):
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, body=json.dumps(self._snapshot_response(update_id=1)))
result: OrderBook = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair)
)
self.assertEqual(1, result.snapshot_uid)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(self._login_message()))
self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(1, len(sent_subscription_messages))
expected_subscription = {
"op": "subscribe",
"args": [
f"trade:{self.ex_trading_pair}",
f"depth:{self.ex_trading_pair}",
],
}
self.assertEqual(expected_subscription, sent_subscription_messages[0])
self.assertTrue(self._is_logged(
"INFO",
"Subscribed to public order book and trade channels..."
))
@patch("hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep")
@patch("aiohttp.ClientSession.ws_connect")
def test_listen_for_subscriptions_raises_cancel_exception(self, mock_ws, _: AsyncMock):
mock_ws.side_effect = asyncio.CancelledError
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("hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep")
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_logs_exception_details(self, mock_ws, sleep_mock):
mock_ws.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(asyncio.CancelledError())
self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."))
def test_subscribe_channels_raises_cancel_exception(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
def test_subscribe_channels_raises_exception_and_logs_error(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = Exception("Test Error")
with self.assertRaises(Exception):
self.listening_task = self.ev_loop.create_task(self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged("ERROR", "Unexpected error occurred subscribing to order book trading and delta streams...")
)
def test_listen_for_trades_cancelled_when_listening(self):
mock_queue = MagicMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
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.async_run_with_timeout(self.listening_task)
def test_listen_for_trades_logs_exception(self):
incomplete_resp = {
"data": [{
"m": 1,
"i": 2,
}],
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [incomplete_resp, asyncio.CancelledError()]
self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue)
)
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged("ERROR", "Unexpected error when processing public trade updates from exchange"))
def test_listen_for_trades_successful(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = [self._login_message(), self._trade_update_event(), asyncio.CancelledError()]
self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
try:
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue)
)
except asyncio.CancelledError:
pass
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(-1, msg.update_id)
def test_listen_for_order_book_diffs_cancelled(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
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_diffs(self.ev_loop, msg_queue)
)
self.async_run_with_timeout(self.listening_task)
def test_listen_for_order_book_diffs_logs_exception(self):
incomplete_resp = {
"data": [{
"m": 1,
"i": 2,
}],
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [incomplete_resp, asyncio.CancelledError()]
self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(self.ev_loop, msg_queue)
)
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged("ERROR", "Unexpected error when processing public order book updates from exchange"))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diffs_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(self._login_message()))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(self._order_diff_event()))
self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value)
mock_queue = AsyncMock()
mock_queue.get.side_effect = [self._login_message(), self._order_diff_event(), asyncio.CancelledError()]
self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
try:
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(self.ev_loop, msg_queue)
)
except asyncio.CancelledError:
pass
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(123456789, msg.update_id)
@aioresponses()
def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(self, mock_api):
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, exception=asyncio.CancelledError)
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_order_book_snapshots(self.ev_loop, asyncio.Queue())
)
@aioresponses()
@patch("hummingbot.connector.exchange.coinflex.coinflex_api_order_book_data_source"
".CoinflexAPIOrderBookDataSource._sleep")
@patch("hummingbot.connector.exchange.coinflex.coinflex_web_utils.retry_sleep_time")
def test_listen_for_order_book_snapshots_log_exception(self, mock_api, retry_sleep_time_mock, sleep_mock):
retry_sleep_time_mock.side_effect = lambda *args, **kwargs: 0
msg_queue: asyncio.Queue = asyncio.Queue()
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(asyncio.CancelledError())
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, exception=Exception)
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.resume_test_event.wait())
self.assertTrue(
self._is_logged("ERROR", f"Unexpected error fetching order book snapshot for {self.trading_pair}."))
@aioresponses()
@patch("hummingbot.connector.exchange.coinflex.coinflex_api_order_book_data_source"
".CoinflexAPIOrderBookDataSource._sleep")
def test_listen_for_order_book_snapshots_log_outer_exception(self, mock_api, sleep_mock):
msg_queue: asyncio.Queue = asyncio.Queue()
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(Exception("Dummy"))
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, body=json.dumps(self._snapshot_response()))
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.resume_test_event.wait())
self.assertTrue(
self._is_logged("ERROR", "Unexpected error."))
@aioresponses()
def test_listen_for_order_book_snapshots_successful(self, mock_api, ):
msg_queue: asyncio.Queue = asyncio.Queue()
url, regex_url = self._get_regex_url(CONSTANTS.SNAPSHOT_PATH_URL.format(self.trading_pair, 1000), return_url=True)
mock_api.get(regex_url, body=json.dumps(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.async_run_with_timeout(msg_queue.get())
self.assertEqual(1027024, msg.update_id)
class BinancePerpetualUserStreamDataSourceUnitTests(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 = CONSTANTS.TESTNET_DOMAIN
cls.api_key = "TEST_API_KEY"
cls.secret_key = "TEST_SECRET_KEY"
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.emulated_time = 1640001112.223
self.auth = BinancePerpetualAuth(api_key=self.api_key,
api_secret=self.secret_key,
time_provider=self)
self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS)
self.time_synchronizer = TimeSynchronizer()
self.time_synchronizer.add_time_offset_ms_sample(0)
self.data_source = BinancePerpetualUserStreamDataSource(
auth=self.auth,
domain=self.domain,
throttler=self.throttler,
time_synchronizer=self.time_synchronizer)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mock_done_event = asyncio.Event()
self.resume_test_event = asyncio.Event()
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
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 _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 _mock_responses_done_callback(self, *_, **__):
self.mock_done_event.set()
def _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
def _successful_get_listen_key_response(self) -> str:
resp = {"listenKey": self.listen_key}
return ujson.dumps(resp)
def _error_response(self) -> Dict[str, Any]:
resp = {"code": "ERROR CODE", "msg": "ERROR MESSAGE"}
return resp
def _simulate_user_update_event(self):
# Order Trade Update
resp = {
"e": "ORDER_TRADE_UPDATE",
"E": 1591274595442,
"T": 1591274595453,
"i": "SfsR",
"o": {
"s": "BTCUSD_200925",
"c": "TEST",
"S": "SELL",
"o": "TRAILING_STOP_MARKET",
"f": "GTC",
"q": "2",
"p": "0",
"ap": "0",
"sp": "9103.1",
"x": "NEW",
"X": "NEW",
"i": 8888888,
"l": "0",
"z": "0",
"L": "0",
"ma": "BTC",
"N": "BTC",
"n": "0",
"T": 1591274595442,
"t": 0,
"rp": "0",
"b": "0",
"a": "0",
"m": False,
"R": False,
"wt": "CONTRACT_PRICE",
"ot": "TRAILING_STOP_MARKET",
"ps": "LONG",
"cp": False,
"AP": "9476.8",
"cr": "5.0",
"pP": False,
},
}
return ujson.dumps(resp)
def time(self):
# Implemented to emulate a TimeSynchronizer
return self.emulated_time
def test_last_recv_time(self):
# Initial last_recv_time
self.assertEqual(0, self.data_source.last_recv_time)
@aioresponses()
def test_get_listen_key_exception_raised(self, mock_api):
url = web_utils.rest_url(
path_url=CONSTANTS.BINANCE_USER_STREAM_ENDPOINT,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.post(regex_url,
status=400,
body=ujson.dumps(self._error_response))
with self.assertRaises(IOError):
self.async_run_with_timeout(self.data_source.get_listen_key())
@aioresponses()
def test_get_listen_key_successful(self, mock_api):
url = web_utils.rest_url(
path_url=CONSTANTS.BINANCE_USER_STREAM_ENDPOINT,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.post(regex_url,
body=self._successful_get_listen_key_response())
result: str = self.async_run_with_timeout(
self.data_source.get_listen_key())
self.assertEqual(self.listen_key, result)
@aioresponses()
def test_ping_listen_key_failed_log_warning(self, mock_api):
url = web_utils.rest_url(
path_url=CONSTANTS.BINANCE_USER_STREAM_ENDPOINT,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.put(regex_url,
status=400,
body=ujson.dumps(self._error_response()))
self.data_source._current_listen_key = self.listen_key
result: bool = self.async_run_with_timeout(
self.data_source.ping_listen_key())
self.assertTrue(
self._is_logged(
"WARNING",
f"Failed to refresh the listen key {self.listen_key}: {self._error_response()}"
))
self.assertFalse(result)
@aioresponses()
def test_ping_listen_key_successful(self, mock_api):
url = web_utils.rest_url(
path_url=CONSTANTS.BINANCE_USER_STREAM_ENDPOINT,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.put(regex_url, body=ujson.dumps({}))
self.data_source._current_listen_key = self.listen_key
result: bool = self.async_run_with_timeout(
self.data_source.ping_listen_key())
self.assertTrue(result)
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_create_websocket_connection_log_exception(self, mock_api,
mock_ws):
url = web_utils.rest_url(
path_url=CONSTANTS.BINANCE_USER_STREAM_ENDPOINT,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.post(regex_url,
body=self._successful_get_listen_key_response())
mock_ws.side_effect = Exception("TEST ERROR.")
msg_queue = asyncio.Queue()
try:
self.async_run_with_timeout(
self.data_source.listen_for_user_stream(msg_queue))
except asyncio.exceptions.TimeoutError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds... Error: TEST ERROR.",
))
@aioresponses()
def test_manage_listen_key_task_loop_keep_alive_failed(self, mock_api):
url = web_utils.rest_url(
path_url=CONSTANTS.BINANCE_USER_STREAM_ENDPOINT,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.put(regex_url,
status=400,
body=ujson.dumps(self._error_response()),
callback=self._mock_responses_done_callback)
self.data_source._current_listen_key = self.listen_key
# Simulate LISTEN_KEY_KEEP_ALIVE_INTERVAL reached
self.data_source._last_listen_key_ping_ts = 0
self.listening_task = self.ev_loop.create_task(
self.data_source._manage_listen_key_task_loop())
self.async_run_with_timeout(self.mock_done_event.wait())
self.assertTrue(
self._is_logged("ERROR", "Error occurred renewing listen key... "))
self.assertIsNone(self.data_source._current_listen_key)
self.assertFalse(
self.data_source._listen_key_initialized_event.is_set())
@aioresponses()
def test_manage_listen_key_task_loop_keep_alive_successful(self, mock_api):
url = web_utils.rest_url(
path_url=CONSTANTS.BINANCE_USER_STREAM_ENDPOINT,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.put(regex_url,
body=ujson.dumps({}),
callback=self._mock_responses_done_callback)
self.data_source._current_listen_key = self.listen_key
# Simulate LISTEN_KEY_KEEP_ALIVE_INTERVAL reached
self.data_source._last_listen_key_ping_ts = 0
self.listening_task = self.ev_loop.create_task(
self.data_source._manage_listen_key_task_loop())
self.async_run_with_timeout(self.mock_done_event.wait())
self.assertTrue(
self._is_logged("INFO",
f"Refreshed listen key {self.listen_key}."))
self.assertGreater(self.data_source._last_listen_key_ping_ts, 0)
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_create_websocket_connection_failed(
self, mock_api, mock_ws):
url = web_utils.rest_url(
path_url=CONSTANTS.BINANCE_USER_STREAM_ENDPOINT,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.post(regex_url,
body=self._successful_get_listen_key_response())
mock_ws.side_effect = Exception("TEST ERROR.")
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
try:
self.async_run_with_timeout(msg_queue.get())
except asyncio.exceptions.TimeoutError:
pass
self.assertTrue(
self._is_logged(
"INFO", f"Successfully obtained listen key {self.listen_key}"))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds... Error: TEST ERROR.",
))
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep"
)
def test_listen_for_user_stream_iter_message_throws_exception(
self, mock_api, _, mock_ws):
url = web_utils.rest_url(
path_url=CONSTANTS.BINANCE_USER_STREAM_ENDPOINT,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {"listenKey": self.listen_key}
mock_api.post(regex_url, body=ujson.dumps(mock_response))
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.receive.side_effect = Exception("TEST ERROR")
mock_ws.return_value.closed = False
mock_ws.return_value.close.side_effect = Exception
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
try:
self.async_run_with_timeout(msg_queue.get())
except Exception:
pass
self.assertTrue(
self._is_logged(
"INFO", f"Successfully obtained listen key {self.listen_key}"))
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds... Error: TEST ERROR",
))
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_successful(self, mock_api, mock_ws):
url = web_utils.rest_url(
path_url=CONSTANTS.BINANCE_USER_STREAM_ENDPOINT,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.post(regex_url,
body=self._successful_get_listen_key_response())
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, self._simulate_user_update_event())
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
msg = self.async_run_with_timeout(msg_queue.get())
self.assertTrue(msg, self._simulate_user_update_event)
mock_ws.return_value.ping.assert_called()
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_empty_payload(
self, mock_api, mock_ws):
url = web_utils.rest_url(
path_url=CONSTANTS.BINANCE_USER_STREAM_ENDPOINT,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.post(regex_url,
body=self._successful_get_listen_key_response())
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, "")
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
class MexcAPIUserStreamDataSourceTests(TestCase):
# the level is required to receive logs from the data source loger
level = 0
def setUp(self) -> None:
super().setUp()
self.uid = '001'
self.api_key = 'testAPIKey'
self.secret = 'testSecret'
self.account_id = 528
self.username = '******'
self.oms_id = 1
self.log_records = []
self.listening_task = None
self.ev_loop = asyncio.get_event_loop()
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
auth_assistant = MexcAuth(api_key=self.api_key, secret_key=self.secret)
self.data_source = MexcAPIUserStreamDataSource(throttler,
auth_assistant)
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 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 _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
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_authenticates_and_subscribes_to_events(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
# Add a dummy message for the websocket to read and include in the "messages" queue
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value,
ujson.dumps({'channel': 'push.personal.order'}))
first_received_message = self.async_run_with_timeout(messages.get())
self.assertEqual({'channel': 'push.personal.order'},
first_received_message)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_canceled_when_cancel_exception_during_initialization(
self, ws_connect_mock):
messages = asyncio.Queue()
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = asyncio.get_event_loop().create_task(
self.data_source.listen_for_user_stream(messages))
self.async_run_with_timeout(self.listening_task)
class KrakenAPIOrderBookDataSourceTest(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}"
cls.api_tier = KrakenAPITier.STARTER
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(
build_rate_limits_by_tier(self.api_tier))
self.data_source = KrakenAPIOrderBookDataSource(
self.throttler, 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_last_traded_prices_mock(self, last_trade_close: Decimal) -> Dict:
last_traded_prices = {
"error": [],
"result": {
f"X{self.base_asset}{self.quote_asset}": {
"a": ["52609.60000", "1", "1.000"],
"b": ["52609.50000", "1", "1.000"],
"c": [str(last_trade_close), "0.00080000"],
"v": ["1920.83610601", "7954.00219674"],
"p": ["52389.94668", "54022.90683"],
"t": [23329, 80463],
"l": ["51513.90000", "51513.90000"],
"h": ["53219.90000", "57200.00000"],
"o": "52280.40000"
}
}
}
return last_traded_prices
def get_depth_mock(self) -> Dict:
depth = {
"error": [],
"result": {
f"X{self.base_asset}{self.quote_asset}": {
"asks": [["52523.00000", "1.199", 1616663113],
["52536.00000", "0.300", 1616663112]],
"bids": [["52522.90000", "0.753", 1616663112],
["52522.80000", "0.006", 1616663109]]
}
}
}
return depth
def get_public_asset_pair_mock(self) -> Dict:
asset_pairs = {
"error": [],
"result": {
f"X{self.base_asset}{self.quote_asset}": {
"altname": f"{self.base_asset}{self.quote_asset}",
"wsname": f"{self.base_asset}/{self.quote_asset}",
"aclass_base": "currency",
"base": self.base_asset,
"aclass_quote": "currency",
"quote": self.quote_asset,
"lot": "unit",
"pair_decimals": 5,
"lot_decimals": 8,
"lot_multiplier": 1,
"leverage_buy": [2, 3, 4, 5],
"leverage_sell": [2, 3, 4, 5],
"fees": [
[0, 0.26],
[50000, 0.24],
],
"fees_maker": [
[0, 0.16],
[50000, 0.14],
],
"fee_volume_currency": "ZUSD",
"margin_call": 80,
"margin_stop": 40,
"ordermin": "0.005"
},
}
}
return asset_pairs
def get_trade_data_mock(self) -> List:
trade_data = [
0,
[["5541.20000", "0.15850568", "1534614057.321597", "s", "l", ""],
["6060.00000", "0.02455000", "1534614057.324998", "b", "l", ""]],
"trade", f"{self.base_asset}/{self.quote_asset}"
]
return trade_data
@aioresponses()
def test_get_last_traded_prices(self, mocked_api):
url = f"{CONSTANTS.BASE_URL}{CONSTANTS.TICKER_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
last_traded_price = Decimal("52641.10000")
resp = self.get_last_traded_prices_mock(
last_trade_close=last_traded_price)
mocked_api.get(regex_url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
KrakenAPIOrderBookDataSource.get_last_traded_prices(
trading_pairs=[self.trading_pair], throttler=self.throttler))
self.assertIn(self.trading_pair, ret)
self.assertEqual(float(last_traded_price), ret[self.trading_pair])
@aioresponses()
def test_get_new_order_book(self, mocked_api):
url = f"{CONSTANTS.BASE_URL}{CONSTANTS.SNAPSHOT_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = self.get_depth_mock()
mocked_api.get(regex_url, body=json.dumps(resp))
ret = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
self.assertTrue(isinstance(ret, OrderBook))
bids_df, asks_df = ret.snapshot
pair_data = resp["result"][f"X{self.base_asset}{self.quote_asset}"]
first_bid_price = float(pair_data["bids"][0][0])
first_ask_price = float(pair_data["asks"][0][0])
self.assertEqual(first_bid_price, bids_df.iloc[0]["price"])
self.assertEqual(first_ask_price, asks_df.iloc[0]["price"])
@aioresponses()
def test_fetch_trading_pairs(self, mocked_api):
url = f"{CONSTANTS.BASE_URL}{CONSTANTS.ASSET_PAIRS_PATH_URL}"
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = self.get_public_asset_pair_mock()
mocked_api.get(regex_url, body=json.dumps(resp))
resp = self.async_run_with_timeout(
KrakenAPIOrderBookDataSource.fetch_trading_pairs())
self.assertTrue(len(resp) == 1)
self.assertIn(self.trading_pair, resp)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
resp = self.get_trade_data_mock()
self.mocking_assistant.add_websocket_aiohttp_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_trades(self.ev_loop, output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
websocket_mock=ws_connect_mock.return_value)
self.assertTrue(not output_queue.empty())
msg = output_queue.get_nowait()
self.assertTrue(isinstance(msg, OrderBookMessage))
first_trade_price = resp[1][0][0]
self.assertEqual(msg.content["price"], first_trade_price)
self.assertTrue(not output_queue.empty())
msg = output_queue.get_nowait()
self.assertTrue(isinstance(msg, OrderBookMessage))
second_trade_price = resp[1][1][0]
self.assertEqual(msg.content["price"], second_trade_price)
class AscendExAPIOrderBookDataSourceTests(TestCase):
# logging.Level required to receive logs from the data source logger
level = 0
def setUp(self) -> None:
super().setUp()
self.ev_loop = asyncio.get_event_loop()
self.base_asset = "BTC"
self.quote_asset = "USDT"
self.trading_pair = f"{self.base_asset}-{self.quote_asset}"
self.ex_trading_pair = f"{self.base_asset}/{self.quote_asset}"
self.log_records = []
self.listening_task = None
self.async_task: Optional[asyncio.Task] = None
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self.api_factory = build_api_factory(throttler=self.throttler)
self.data_source = AscendExAPIOrderBookDataSource(
api_factory=self.api_factory,
throttler=self.throttler,
trading_pairs=[self.trading_pair])
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.resume_test_event = asyncio.Event()
AscendExAPIOrderBookDataSource._trading_pair_symbol_map = bidict(
{self.ex_trading_pair: f"{self.base_asset}-{self.quote_asset}"})
def tearDown(self) -> None:
self.async_task and self.async_task.cancel()
self.listening_task and self.listening_task.cancel()
AscendExAPIOrderBookDataSource._trading_pair_symbol_map = None
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
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
@aioresponses()
def test_fetch_trading_pairs(self, api_mock):
AscendExAPIOrderBookDataSource._trading_pair_symbol_map = None
mock_response = {
"data": [
{
"symbol": self.ex_trading_pair,
"baseAsset": self.base_asset,
"quoteAsset": self.quote_asset,
},
{
"symbol": "ETH/USDT",
"baseAsset": "ETH",
"quoteAsset": "USDT",
},
{
"symbol": "DOGE/USDT",
"baseAsset": "DOGE",
"quoteAsset": "USDT",
},
],
}
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.PRODUCTS_PATH_URL}"
api_mock.get(url, body=json.dumps(mock_response))
trading_pairs = self.async_run_with_timeout(
self.data_source.fetch_trading_pairs())
self.assertEqual(3, len(trading_pairs))
self.assertEqual("ETH-USDT", trading_pairs[1])
@aioresponses()
def test_get_last_traded_prices_requests_rest_api_price_when_subscription_price_not_available(
self, api_mock):
mock_response = {
"code": 0,
"data": {
"m":
"trades",
"symbol":
"BTC/USDT",
"data": [
{
"seqnum": 144115191800016553,
"p": "0.06762",
"q": "400",
"ts": 1573165890854,
"bm": False
},
{
"seqnum": 144115191800070421,
"p": "0.06797",
"q": "341",
"ts": 1573166037845,
"bm": True
},
],
},
}
self.data_source._trading_pairs = ["BTC-USDT"]
url = re.escape(
f"{CONSTANTS.REST_URL}/{CONSTANTS.TRADES_PATH_URL}?symbol=")
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, body=json.dumps(mock_response))
results = self.ev_loop.run_until_complete(
self.data_source.get_last_traded_prices(
trading_pairs=[self.trading_pair],
api_factory=self.data_source._api_factory,
throttler=self.throttler))
self.assertEqual(results[self.trading_pair],
float(mock_response["data"]["data"][1]["p"]))
@aioresponses()
def test_get_order_book_http_error_raises_exception(self, api_mock):
mock_response = "ERROR WITH REQUEST"
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.DEPTH_PATH_URL}"
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, status=400, body=mock_response)
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_order_book_data(
trading_pair=self.trading_pair, throttler=self.throttler))
@aioresponses()
def test_get_order_book_resp_code_erro_raises_exception(self, api_mock):
mock_response = {
"code": 100001,
"reason": "INVALID_HTTP_INPUT",
"message": "Http request is invalid"
}
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.DEPTH_PATH_URL}"
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, body=json.dumps(mock_response))
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_order_book_data(
trading_pair=self.trading_pair, throttler=self.throttler))
@aioresponses()
def test_get_order_book_data_successful(self, api_mock):
mock_response = {
"code": 0,
"data": {
"m": "depth-snapshot",
"symbol": self.ex_trading_pair,
"data": {
"seqnum": 5068757,
"ts": 1573165838976,
"asks": [["0.06848", "4084.2"], ["0.0696", "15890.6"]],
"bids": [["0.06703", "13500"], ["0.06615", "24036.9"]],
},
},
}
url = f"{CONSTANTS.REST_URL}/{CONSTANTS.DEPTH_PATH_URL}"
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, body=json.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_order_book_data(
trading_pair=self.trading_pair, throttler=self.throttler))
self.assertTrue(result.get("symbol") == self.ex_trading_pair)
@aioresponses()
def test_get_new_order_book(self, api_mock):
mock_response = {
"code": 0,
"data": {
"m": "depth-snapshot",
"symbol": "BTC/USDT",
"data": {
"seqnum": 5068757,
"ts": 1573165838976,
"asks": [["0.06848", "4084.2"], ["0.0696", "15890.6"]],
"bids": [["0.06703", "13500"], ["0.06615", "24036.9"]],
},
},
}
self.data_source._trading_pairs = ["BTC-USDT"]
# path_url = ascend_ex_utils.rest_api_path_for_endpoint(CONSTANTS.ORDER_BOOK_ENDPOINT, self.trading_pair)
url = re.escape(
f"{CONSTANTS.REST_URL}/{CONSTANTS.DEPTH_PATH_URL}?symbol=")
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, body=json.dumps(mock_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.get_new_order_book(self.trading_pair))
order_book = self.ev_loop.run_until_complete(self.listening_task)
bids = list(order_book.bid_entries())
asks = list(order_book.ask_entries())
self.assertEqual(2, len(bids))
self.assertEqual(0.06703, round(bids[0].price, 5))
self.assertEqual(13500, round(bids[0].amount, 1))
self.assertEqual(1573165838976, bids[0].update_id)
self.assertEqual(2, len(asks))
self.assertEqual(0.06848, round(asks[0].price, 5))
self.assertEqual(4084.2, round(asks[0].amount, 1))
self.assertEqual(1573165838976, asks[0].update_id)
@patch("aiohttp.client.ClientSession.ws_connect")
def test_subscribe_to_order_book_streams_raises_exception(
self, ws_connect_mock):
ws_connect_mock.side_effect = Exception("TEST ERROR")
with self.assertRaisesRegex(Exception, "TEST ERROR"):
self.async_run_with_timeout(
self.data_source._subscribe_to_order_book_streams())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to order book trading and delta streams..."
))
@patch("aiohttp.client.ClientSession.ws_connect")
def test_subscribe_to_order_book_streams_raises_cancel_exception(
self, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source._subscribe_to_order_book_streams())
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_subscribe_to_order_book_streams_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.async_run_with_timeout(
self.data_source._subscribe_to_order_book_streams())
self.assertTrue(
self._is_logged(
"INFO",
f"Subscribed to ['{self.trading_pair}'] orderbook trading and delta streams..."
))
sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
stream_topics = [payload["ch"] for payload in sent_messages]
self.assertEqual(2, len(stream_topics))
self.assertTrue(
f"{self.data_source.DIFF_TOPIC_ID}:{self.ex_trading_pair}" in
stream_topics)
self.assertTrue(
f"{self.data_source.TRADE_TOPIC_ID}:{self.ex_trading_pair}" in
stream_topics)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_exception_raised_cancelled_when_connecting(
self, ws_connect_mock):
ws_connect_mock.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_exception_raised_cancelled_when_subscribing(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.send_json.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_exception_raised_cancelled_when_listening(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_subscriptions())
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscription_logs_exception(self, ws_connect_mock,
sleep_mock):
ws_connect_mock.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(
asyncio.CancelledError())
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_enqueues_diff_and_trade_messages(
self, ws_connect_mock):
diffs_queue = self.data_source._message_queue[
self.data_source.DIFF_TOPIC_ID]
trade_queue = self.data_source._message_queue[
self.data_source.TRADE_TOPIC_ID]
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add diff event message be processed
diff_response = {
"m": "depth",
"symbol": self.ex_trading_pair,
"data": {
"ts": 1573069021376,
"seqnum": 2097965,
"asks": [["0.06844", "10760"]],
"bids": [["0.06777", "562.4"], ["0.05", "221760.6"]],
},
}
# Add trade event message be processed
trade_response = {
"m":
"trades",
"symbol":
"BTC/USDT",
"data": [
{
"seqnum": 144115191800016553,
"p": "0.06762",
"q": "400",
"ts": 1573165890854,
"bm": False
},
{
"seqnum": 144115191800070421,
"p": "0.06797",
"q": "341",
"ts": 1573166037845,
"bm": True
},
],
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(diff_response))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(trade_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertEqual(1, diffs_queue.qsize())
self.assertEqual(1, trade_queue.qsize())
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diff_raises_cancel_exceptions(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(ev_loop=self.ev_loop,
output=queue))
with self.assertRaises(asyncio.CancelledError):
self.listening_task.cancel()
self.ev_loop.run_until_complete(self.listening_task)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_handle_ping_message(
self, ws_connect_mock):
# In AscendEx Ping message is sent as a aiohttp.WSMsgType.TEXT message
mock_response = {"m": "ping", "hp": 3}
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(mock_response),
message_type=aiohttp.WSMsgType.TEXT,
)
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_json = self.mocking_assistant.json_messages_sent_through_websocket(
ws_connect_mock.return_value)
self.assertTrue(any(["pong" in str(payload) for payload in sent_json]))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.ascend_ex.ascend_ex_api_order_book_data_source.AscendExAPIOrderBookDataSource._sleep"
)
def test_listen_for_order_book_diff_logs_exception_parsing_message(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add incomplete diff event message be processed
diff_response = {"m": "depth", "symbol": "incomplete response"}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(diff_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(ev_loop=self.ev_loop,
output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with WebSocket connection. Retrying after 30 seconds..."
))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_order_book_diff_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add diff event message be processed
diff_response = {
"m": "depth",
"symbol": self.ex_trading_pair,
"data": {
"ts": 1573069021376,
"seqnum": 2097965,
"asks": [["0.06844", "10760"]],
"bids": [["0.06777", "562.4"], ["0.05", "221760.6"]],
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(diff_response))
diffs_queue = self.data_source._message_queue[
self.data_source.DIFF_TOPIC_ID]
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(ev_loop=self.ev_loop,
output=output_queue))
order_book_message = self.async_run_with_timeout(output_queue.get())
self.assertTrue(diffs_queue.empty())
self.assertEqual(1573069021376, order_book_message.update_id)
self.assertEqual(1573069021376, order_book_message.timestamp)
self.assertEqual(0.06777, order_book_message.bids[0].price)
self.assertEqual(0.05, order_book_message.bids[1].price)
self.assertEqual(0.06844, order_book_message.asks[0].price)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades_raises_cancel_exceptions(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(ev_loop=self.ev_loop,
output=queue))
with self.assertRaises(asyncio.CancelledError):
self.listening_task.cancel()
self.ev_loop.run_until_complete(self.listening_task)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.connector.exchange.ascend_ex.ascend_ex_api_order_book_data_source.AscendExAPIOrderBookDataSource._sleep"
)
def test_listen_for_trades_logs_exception_parsing_message(
self, _, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add incomplete diff event message be processed
diff_response = {"m": "trades", "symbol": "incomplete response"}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(diff_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(ev_loop=self.ev_loop,
output=output_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with WebSocket connection. Retrying after 30 seconds..."
))
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_trades_successful(self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
# Add trade event message be processed
trade_response = {
"m":
"trades",
"symbol":
"BTC/USDT",
"data": [
{
"seqnum": 144115191800016553,
"p": "0.06762",
"q": "400",
"ts": 1573165890854,
"bm": False
},
{
"seqnum": 144115191800070421,
"p": "0.06797",
"q": "341",
"ts": 1573166037845,
"bm": True
},
],
}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(trade_response))
trades_queue = self.data_source._message_queue[
self.data_source.DIFF_TOPIC_ID]
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
output_queue = asyncio.Queue()
self.async_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(ev_loop=self.ev_loop,
output=output_queue))
first_trade_message = self.async_run_with_timeout(output_queue.get())
second_trade_message = self.async_run_with_timeout(output_queue.get())
self.assertTrue(trades_queue.empty())
self.assertEqual(1573165890854, first_trade_message.timestamp)
self.assertEqual(1573166037845, second_trade_message.timestamp)
@aioresponses()
def test_listen_for_order_book_snapshot_event(self, api_mock):
mock_response = {
"code": 0,
"data": {
"m": "depth-snapshot",
"symbol": self.ex_trading_pair,
"data": {
"seqnum": 5068757,
"ts": 1573165838976,
"asks": [["0.06848", "4084.2"], ["0.0696", "15890.6"]],
"bids": [["0.06703", "13500"], ["0.06615", "24036.9"]],
},
},
}
self.data_source._trading_pairs = ["BTC-USDT"]
# Add trade event message be processed
url = re.escape(
f"{CONSTANTS.REST_URL}/{CONSTANTS.DEPTH_PATH_URL}?symbol=")
regex_url = re.compile(f"^{url}")
api_mock.get(regex_url, body=json.dumps(mock_response))
order_book_messages = asyncio.Queue()
task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
ev_loop=self.ev_loop, output=order_book_messages))
order_book_message = self.ev_loop.run_until_complete(
order_book_messages.get())
try:
task.cancel()
self.ev_loop.run_until_complete(task)
except asyncio.CancelledError:
# The exception will happen when cancelling the task
pass
self.assertTrue(order_book_messages.empty())
self.assertEqual(1573165838976, order_book_message.update_id)
self.assertEqual(1573165838976, order_book_message.timestamp)
self.assertEqual(0.06703, order_book_message.bids[0].price)
self.assertEqual(0.06848, order_book_message.asks[0].price)
class BitmexUserStreamDataSourceUnitTests(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 = f"{cls.base_asset}_{cls.quote_asset}"
cls.domain = CONSTANTS.TESTNET_DOMAIN
cls.api_key = "TEST_API_KEY"
cls.secret_key = "TEST_SECRET_KEY"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.emulated_time = 1640001112.223
self.auth = BitmexAuth(api_key=self.api_key,
api_secret=self.secret_key)
self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS)
self.data_source = BitmexUserStreamDataSource(auth=self.auth,
domain=self.domain,
throttler=self.throttler)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mock_done_event = asyncio.Event()
self.resume_test_event = asyncio.Event()
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
super().tearDown()
def handle(self, record):
self.log_records.append(record)
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 _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 _mock_responses_done_callback(self, *_, **__):
self.mock_done_event.set()
def _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
def _error_response(self) -> Dict[str, Any]:
resp = {"code": "ERROR CODE", "msg": "ERROR MESSAGE"}
return resp
def _simulate_user_update_event(self):
# Order Trade Update
resp = {
"table":
"execution",
"data": [{
"orderID": "1",
"clordID": "2",
"price": 20,
"orderQty": 100,
"symbol": "COINALPHA_HBOT",
"side": "Sell",
"leavesQty": "1"
}],
}
return ujson.dumps(resp)
def time(self):
# Implemented to emulate a TimeSynchronizer
return self.emulated_time
def test_last_recv_time(self):
# Initial last_recv_time
self.assertEqual(0, self.data_source.last_recv_time)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_create_websocket_connection_log_exception(self, mock_ws):
mock_ws.side_effect = Exception("TEST ERROR.")
msg_queue = asyncio.Queue()
try:
self.async_run_with_timeout(
self.data_source.listen_for_user_stream(
self.ev_loop, msg_queue))
except asyncio.exceptions.TimeoutError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds... Error: TEST ERROR.",
))
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_create_websocket_connection_failed(
self, mock_api, mock_ws):
mock_ws.side_effect = Exception("TEST ERROR.")
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(msg_queue.get())
except asyncio.exceptions.TimeoutError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds... Error: TEST ERROR.",
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.user_stream_tracker_data_source.UserStreamTrackerDataSource._sleep"
)
def test_listen_for_user_stream_iter_message_throws_exception(
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 = Exception("TEST ERROR")
mock_ws.return_value.closed = False
mock_ws.return_value.close.side_effect = Exception
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(msg_queue.get())
except Exception:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds... Error: TEST ERROR",
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_successful(self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, self._simulate_user_update_event())
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.async_run_with_timeout(msg_queue.get())
self.assertTrue(msg, self._simulate_user_update_event)
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_empty_payload(
self, mock_api, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, "")
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(self.ev_loop, msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
class OkxAPIOrderBookDataSourceUnitTests(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
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task = None
self.mocking_assistant = NetworkMockingAssistant()
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = OkxExchange(
client_config_map=client_config_map,
okx_api_key="",
okx_secret_key="",
okx_passphrase="",
trading_pairs=[self.trading_pair],
trading_required=False,
)
self.data_source = OkxAPIOrderBookDataSource(
trading_pairs=[self.trading_pair],
connector=self.connector,
api_factory=self.connector._web_assistants_factory)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.resume_test_event = asyncio.Event()
self.connector._set_trading_pair_symbol_map(
bidict(
{f"{self.base_asset}-{self.quote_asset}": self.trading_pair}))
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
OkxAPIOrderBookDataSource._trading_pair_symbol_map = {}
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
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
@aioresponses()
def test_get_new_order_book_successful(self, mock_api):
url = web_utils.public_rest_url(path_url=CONSTANTS.OKX_ORDER_BOOK_PATH)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = {
"code":
"0",
"msg":
"",
"data": [{
"asks": [["41006.8", "0.60038921", "0", "1"]],
"bids": [["41006.3", "0.30178218", "0", "2"]],
"ts": "1629966436396"
}]
}
mock_api.get(regex_url, body=json.dumps(resp))
order_book: OrderBook = self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
expected_update_id = int(int(resp["data"][0]["ts"]) * 1e-3)
self.assertEqual(expected_update_id, order_book.snapshot_uid)
bids = list(order_book.bid_entries())
asks = list(order_book.ask_entries())
self.assertEqual(1, len(bids))
self.assertEqual(41006.3, bids[0].price)
self.assertEqual(2, bids[0].amount)
self.assertEqual(expected_update_id, bids[0].update_id)
self.assertEqual(1, len(asks))
self.assertEqual(41006.8, asks[0].price)
self.assertEqual(1, asks[0].amount)
self.assertEqual(expected_update_id, asks[0].update_id)
@aioresponses()
def test_get_new_order_book_raises_exception(self, mock_api):
url = web_utils.public_rest_url(path_url=CONSTANTS.OKX_ORDER_BOOK_PATH)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400)
with self.assertRaises(IOError):
self.async_run_with_timeout(
self.data_source.get_new_order_book(self.trading_pair))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
result_subscribe_trades = {
"event": "subscribe",
"args": {
"channel": "trades",
"instId": self.trading_pair
}
}
result_subscribe_diffs = {
"event": "subscribe",
"arg": {
"channel": "books",
"instId": self.trading_pair
}
}
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_trades))
self.mocking_assistant.add_websocket_aiohttp_message(
websocket_mock=ws_connect_mock.return_value,
message=json.dumps(result_subscribe_diffs))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
self.assertEqual(2, len(sent_subscription_messages))
expected_trade_subscription = {
"op": "subscribe",
"args": [{
"channel": "trades",
"instId": self.trading_pair
}]
}
self.assertEqual(expected_trade_subscription,
sent_subscription_messages[0])
expected_diff_subscription = {
"op": "subscribe",
"args": [{
"channel": "books",
"instId": self.trading_pair
}]
}
self.assertEqual(expected_diff_subscription,
sent_subscription_messages[1])
self.assertTrue(
self._is_logged(
"INFO",
"Subscribed to public order book and trade channels..."))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_sends_ping_message_before_ping_interval_finishes(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
ws_connect_mock.return_value.receive.side_effect = [
asyncio.TimeoutError("Test timeiout"), asyncio.CancelledError
]
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
sent_messages = self.mocking_assistant.text_messages_sent_through_websocket(
websocket_mock=ws_connect_mock.return_value)
expected_ping_message = "ping"
self.assertEqual(expected_ping_message, sent_messages[0])
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect")
def test_listen_for_subscriptions_raises_cancel_exception(
self, mock_ws, _: AsyncMock):
mock_ws.side_effect = asyncio.CancelledError
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(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_logs_exception_details(
self, mock_ws, sleep_mock):
mock_ws.side_effect = Exception("TEST ERROR.")
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(
asyncio.CancelledError())
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred when listening to order book streams. Retrying in 5 seconds..."
))
def test_subscribe_channels_raises_cancel_exception(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = asyncio.CancelledError
with self.assertRaises(asyncio.CancelledError):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
def test_subscribe_channels_raises_exception_and_logs_error(self):
mock_ws = MagicMock()
mock_ws.send.side_effect = Exception("Test Error")
with self.assertRaises(Exception):
self.listening_task = self.ev_loop.create_task(
self.data_source._subscribe_channels(mock_ws))
self.async_run_with_timeout(self.listening_task)
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred subscribing to order book trading and delta streams..."
))
def test_listen_for_trades_cancelled_when_listening(self):
mock_queue = MagicMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
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.async_run_with_timeout(self.listening_task)
def test_listen_for_trades_logs_exception(self):
incomplete_resp = {
"arg": {
"channel": "trades",
"instId": "BTC-USDT"
},
"data": [{
"instId": "BTC-USDT",
}]
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public trade updates from exchange"
))
def test_listen_for_trades_successful(self):
mock_queue = AsyncMock()
trade_event = {
"arg": {
"channel": "trades",
"instId": self.trading_pair
},
"data": [{
"instId": self.trading_pair,
"tradeId": "130639474",
"px": "42219.9",
"sz": "0.12060306",
"side": "buy",
"ts": "1630048897897"
}]
}
mock_queue.get.side_effect = [trade_event, asyncio.CancelledError()]
self.data_source._message_queue[
self.data_source._trade_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(OrderBookMessageType.TRADE, msg.type)
self.assertEqual(trade_event["data"][0]["tradeId"], msg.trade_id)
self.assertEqual(
int(trade_event["data"][0]["ts"]) * 1e-3, msg.timestamp)
def test_listen_for_order_book_diffs_cancelled(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError()
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
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_diffs(
self.ev_loop, msg_queue))
self.async_run_with_timeout(self.listening_task)
def test_listen_for_order_book_diffs_logs_exception(self):
incomplete_resp = {
"arg": {
"channel": "books",
"instId": self.trading_pair
},
"action": "update",
}
mock_queue = AsyncMock()
mock_queue.get.side_effect = [
incomplete_resp, asyncio.CancelledError()
]
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.CancelledError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error when processing public order book updates from exchange"
))
def test_listen_for_order_book_diffs_successful(self):
mock_queue = AsyncMock()
diff_event = {
"arg": {
"channel": "books",
"instId": self.trading_pair
},
"action":
"update",
"data": [{
"asks": [
["8476.98", "415", "0", "13"],
["8477", "7", "0", "2"],
["8477.34", "85", "0", "1"],
],
"bids": [
["8476.97", "256", "0", "12"],
["8475.55", "101", "0", "1"],
],
"ts":
"1597026383085",
"checksum":
-855196043
}]
}
mock_queue.get.side_effect = [diff_event, asyncio.CancelledError()]
self.data_source._message_queue[
self.data_source._diff_messages_queue_key] = mock_queue
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(OrderBookMessageType.DIFF, msg.type)
self.assertEqual(-1, msg.trade_id)
self.assertEqual(
int(diff_event["data"][0]["ts"]) * 1e-3, msg.timestamp)
expected_update_id = int(int(diff_event["data"][0]["ts"]) * 1e-3)
self.assertEqual(expected_update_id, msg.update_id)
bids = msg.bids
asks = msg.asks
self.assertEqual(2, len(bids))
self.assertEqual(8476.97, bids[0].price)
self.assertEqual(12, bids[0].amount)
self.assertEqual(expected_update_id, bids[0].update_id)
self.assertEqual(3, len(asks))
self.assertEqual(8476.98, asks[0].price)
self.assertEqual(13, asks[0].amount)
self.assertEqual(expected_update_id, asks[0].update_id)
@aioresponses()
def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(
self, mock_api):
url = web_utils.public_rest_url(path_url=CONSTANTS.OKX_ORDER_BOOK_PATH)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=asyncio.CancelledError)
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, asyncio.Queue()))
@aioresponses()
@patch("hummingbot.connector.exchange.okx.okx_api_order_book_data_source"
".OkxAPIOrderBookDataSource._sleep")
def test_listen_for_order_book_snapshots_log_exception(
self, mock_api, sleep_mock):
msg_queue: asyncio.Queue = asyncio.Queue()
sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(
asyncio.CancelledError())
url = web_utils.public_rest_url(path_url=CONSTANTS.OKX_ORDER_BOOK_PATH)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=Exception)
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.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
f"Unexpected error fetching order book snapshot for {self.trading_pair}."
))
@aioresponses()
def test_listen_for_order_book_snapshots_successful(
self,
mock_api,
):
msg_queue: asyncio.Queue = asyncio.Queue()
url = web_utils.public_rest_url(path_url=CONSTANTS.OKX_ORDER_BOOK_PATH)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
resp = {
"code":
"0",
"msg":
"",
"data": [{
"asks": [["41006.8", "0.60038921", "0", "1"]],
"bids": [["41006.3", "0.30178218", "0", "2"]],
"ts": "1629966436396"
}]
}
mock_api.get(regex_url, body=json.dumps(resp))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get())
self.assertEqual(OrderBookMessageType.SNAPSHOT, msg.type)
self.assertEqual(-1, msg.trade_id)
self.assertEqual(int(resp["data"][0]["ts"]) * 1e-3, msg.timestamp)
expected_update_id = int(int(resp["data"][0]["ts"]) * 1e-3)
self.assertEqual(expected_update_id, msg.update_id)
bids = msg.bids
asks = msg.asks
self.assertEqual(1, len(bids))
self.assertEqual(41006.3, bids[0].price)
self.assertEqual(2, bids[0].amount)
self.assertEqual(expected_update_id, bids[0].update_id)
self.assertEqual(1, len(asks))
self.assertEqual(41006.8, asks[0].price)
self.assertEqual(1, asks[0].amount)
self.assertEqual(expected_update_id, asks[0].update_id)
class TestCoinbaseProAPIUserStreamDataSource(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}"
def setUp(self) -> None:
super().setUp()
auth = CoinbaseProAuth(api_key="SomeAPIKey",
secret_key="shht",
passphrase="SomePassPhrase")
self.mocking_assistant = NetworkMockingAssistant()
web_assistants_factory = build_coinbase_pro_web_assistant_factory(auth)
self.data_source = CoinbaseProAPIUserStreamDataSource(
trading_pairs=[self.trading_pair],
web_assistants_factory=web_assistants_factory)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.log_records = []
self.async_tasks: List[asyncio.Task] = []
def tearDown(self) -> None:
for task in self.async_tasks:
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 get_ws_open_message_mock(self) -> Dict:
message = {
"type": "open",
"time": "2014-11-07T08:19:27.028459Z",
"product_id": self.trading_pair,
"sequence": 10,
"order_id": "d50ec984-77a8-460a-b958-66f114b0de9b",
"price": "200.2",
"remaining_size": "1.00",
"side": "sell"
}
return message
def get_ws_match_message_mock(self) -> Dict:
message = {
"type": "match",
"trade_id": 10,
"sequence": 50,
"maker_order_id": "ac928c66-ca53-498f-9c13-a110027a60e8",
"taker_order_id": "132fb6ae-456b-4654-b4e0-d681ac05cea1",
"time": "2014-11-07T08:19:27.028459Z",
"product_id": self.trading_pair,
"size": "5.23512",
"price": "400.23",
"side": "sell"
}
return message
def get_ws_change_message_mock(self) -> Dict:
message = {
"type": "change",
"time": "2014-11-07T08:19:27.028459Z",
"sequence": 80,
"order_id": "ac928c66-ca53-498f-9c13-a110027a60e8",
"product_id": self.trading_pair,
"new_size": "5.23512",
"old_size": "12.234412",
"price": "400.23",
"side": "sell"
}
return message
def get_ws_done_message_mock(self) -> Dict:
message = {
"type": "done",
"time": "2014-11-07T08:19:27.028459Z",
"product_id": self.trading_pair,
"sequence": 10,
"price": "200.2",
"order_id": "d50ec984-77a8-460a-b958-66f114b0de9b",
"reason": "filled",
"side": "sell",
"remaining_size": "0"
}
return message
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_processes_open_message(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
resp = self.get_ws_open_message_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp))
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertFalse(output_queue.empty())
content = output_queue.get_nowait()
self.assertEqual(resp, content) # shallow comparison is ok
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_processes_match_message(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
resp = self.get_ws_match_message_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp))
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertFalse(output_queue.empty())
content = output_queue.get_nowait()
self.assertEqual(resp, content) # shallow comparison is ok
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_processes_change_message(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
resp = self.get_ws_change_message_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp))
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertFalse(output_queue.empty())
content = output_queue.get_nowait()
self.assertEqual(resp, content) # shallow comparison is ok
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_processes_done_message(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
resp = self.get_ws_done_message_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp))
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertFalse(output_queue.empty())
content = output_queue.get_nowait()
self.assertEqual(resp, content) # shallow comparison is ok
@patch(
"hummingbot.connector.exchange.coinbase_pro"
".coinbase_pro_api_user_stream_data_source.CoinbaseProAPIUserStreamDataSource._sleep"
)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_raises_on_no_type(self, ws_connect_mock,
_):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
resp = {}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp))
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
log_level="NETWORK",
message="Unexpected error with WebSocket connection."))
self.assertTrue(output_queue.empty())
@patch(
"hummingbot.connector.exchange.coinbase_pro"
".coinbase_pro_api_user_stream_data_source.CoinbaseProAPIUserStreamDataSource._sleep"
)
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_raises_on_error_message(
self, ws_connect_mock, _):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
resp = {"type": "error", "message": "some error"}
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps(resp))
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(
self._is_logged(
log_level="NETWORK",
message="Unexpected error with WebSocket connection."))
self.assertTrue(output_queue.empty())
@patch("aiohttp.client.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_ignores_irrelevant_messages(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps({"type": "received"}))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps({"type": "activate"}))
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps({"type":
"subscriptions"}))
output_queue = asyncio.Queue()
t = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(output_queue))
self.async_tasks.append(t)
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
ws_connect_mock.return_value)
self.assertTrue(output_queue.empty())
class NdaxUserStreamTrackerTests(TestCase):
def setUp(self) -> None:
super().setUp()
self.ws_sent_messages = []
self.ws_incoming_messages = asyncio.Queue()
self.listening_task = None
throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
auth_assistant = NdaxAuth(uid='001',
api_key='testAPIKey',
secret_key='testSecret',
account_name="hbot")
self.tracker = NdaxUserStreamTracker(throttler=throttler,
auth_assistant=auth_assistant)
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
def _authentication_response(self, authenticated: bool) -> str:
user = {
"UserId": 492,
"UserName": "******",
"Email": "*****@*****.**",
"EmailVerified": True,
"AccountId": 528,
"OMSId": 1,
"Use2FA": True
}
payload = {
"Authenticated": authenticated,
"SessionToken": "74e7c5b0-26b1-4ca5-b852-79b796b0e599",
"User": user,
"Locked": False,
"Requires2FA": False,
"EnforceEnable2FA": False,
"TwoFAType": None,
"TwoFAToken": None,
"errormsg": None
}
message = {
"m": 1,
"i": 1,
"n": CONSTANTS.AUTHENTICATE_USER_ENDPOINT_NAME,
"o": json.dumps(payload)
}
return json.dumps(message)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listening_process_authenticates_and_subscribes_to_events(
self, ws_connect_mock):
ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock(
)
self.listening_task = asyncio.get_event_loop().create_task(
self.tracker.start())
# Add the authentication response for the websocket
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, self._authentication_response(True))
# Add a dummy message for the websocket to read and include in the "messages" queue
self.mocking_assistant.add_websocket_aiohttp_message(
ws_connect_mock.return_value, json.dumps('dummyMessage'))
first_received_message = self.async_run_with_timeout(
self.tracker.user_stream.get())
self.assertEqual('dummyMessage', first_received_message)
class LatokenUserStreamDataSourceUnitTests(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 = "d8ae67f2-f954-4014-98c8-64b1ac334c64"
cls.quote_asset = "0c3a106d-bde3-4c13-a26e-3fd2394529e5"
cls.trading_pair = "ETH-USDT"
cls.trading_pairs = [cls.trading_pair]
cls.ex_trading_pair = cls.base_asset + '/' + cls.quote_asset
cls.domain = "com"
cls.listen_key = 'ffffffff-ffff-ffff-ffff-ffffffffff'
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task: Optional[asyncio.Task] = None
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS)
self.mock_time_provider = MagicMock()
self.mock_time_provider.time.return_value = 1000
self.auth = LatokenAuth(api_key="TEST_API_KEY",
secret_key="TEST_SECRET",
time_provider=self.mock_time_provider)
self.time_synchronizer = TimeSynchronizer()
self.time_synchronizer.add_time_offset_ms_sample(0)
client_config_map = ClientConfigAdapter(ClientConfigMap())
self.connector = LatokenExchange(client_config_map=client_config_map,
latoken_api_key="",
latoken_api_secret="",
trading_pairs=[],
trading_required=False,
domain=self.domain)
self.connector._web_assistants_factory._auth = self.auth
self.data_source = LatokenAPIUserStreamDataSource(
auth=self.auth,
trading_pairs=[self.trading_pair],
connector=self.connector,
api_factory=self.connector._web_assistants_factory,
domain=self.domain)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.resume_test_event = asyncio.Event()
self.connector._set_trading_pair_symbol_map(
bidict({self.ex_trading_pair: self.trading_pair}))
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 _create_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
def _create_return_value_and_unlock_test_with_event(self, value):
self.resume_test_event.set()
return value
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 _error_response(self) -> Dict[str, Any]:
resp = {"code": "ERROR CODE", "msg": "ERROR MESSAGE"}
return resp
def _user_update_event(self):
# Balance Update, so not the initial balance
return b'MESSAGE\ndestination:/user/xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx/v1/account\nmessage-id:9e8188c8-682c-41cd-9a14-722bf6dfd99e\ncontent-length:346\nsubscription:2\n\n{"payload":[{"id":"44d36460-46dc-4828-a17c-63b1a047b054","status":"ACCOUNT_STATUS_ACTIVE","type":"ACCOUNT_TYPE_SPOT","timestamp":1650120265819,"currency":"620f2019-33c0-423b-8a9d-cde4d7f8ef7f","available":"34.001000000000000000","blocked":"0.999000000000000000","user":"******"}],"nonce":1,"timestamp":1650120265830}\x00'
def _successfully_subscribed_event(self):
return b'CONNECTED\nserver:vertx-stomp/3.9.6\nheart-beat:1000,1000\nsession:37a8e962-7fa7-4eab-b163-146eeafdef63\nversion:1.1\n\n\x00 '
@aioresponses()
def test_get_listen_key_log_exception(self, mock_api):
url = web_utils.private_rest_url(path_url=CONSTANTS.USER_ID_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url,
status=400,
body=json.dumps(self._error_response()))
with self.assertRaises(IOError):
self.async_run_with_timeout(self.data_source._get_listen_key())
@aioresponses()
def test_get_listen_key_successful(self, mock_api):
url = web_utils.private_rest_url(path_url=CONSTANTS.USER_ID_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
'id': 'ffffffff-ffff-ffff-ffff-ffffffffff',
'status': 'ACTIVE',
'role': 'INVESTOR',
'email': '*****@*****.**',
'phone': '',
'authorities': [],
'forceChangePassword': None,
'authType': 'API_KEY',
'socials': []
}
mock_api.get(regex_url, body=json.dumps(mock_response))
result: str = self.async_run_with_timeout(
self.data_source._get_listen_key())
self.assertEqual(self.listen_key, result)
@aioresponses()
def test_ping_listen_key_log_exception(self, mock_api):
url = web_utils.private_rest_url(path_url=CONSTANTS.USER_ID_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url,
status=400,
body=json.dumps(self._error_response()))
self.data_source._current_listen_key = self.listen_key
result: bool = self.async_run_with_timeout(
self.data_source._ping_listen_key())
self.assertTrue(
self._is_logged(
"WARNING",
f"Failed to refresh the listen key {self.listen_key}: {self._error_response()}"
))
self.assertFalse(result)
@aioresponses()
def test_ping_listen_key_successful(self, mock_api):
url = web_utils.private_rest_url(path_url=CONSTANTS.USER_ID_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
'id': 'ffffffff-ffff-ffff-ffff-ffffffffff',
'status': 'ACTIVE',
'role': 'INVESTOR',
'email': '*****@*****.**',
'phone': '',
'authorities': [],
'forceChangePassword': None,
'authType': 'API_KEY',
'socials': []
}
mock_api.get(regex_url, body=json.dumps(mock_response))
self.data_source._current_listen_key = self.listen_key
result: bool = self.async_run_with_timeout(
self.data_source._ping_listen_key())
self.assertTrue(result)
@patch(
"hummingbot.connector.exchange.latoken.latoken_api_user_stream_data_source.LatokenAPIUserStreamDataSource"
"._ping_listen_key",
new_callable=AsyncMock)
def test_manage_listen_key_task_loop_keep_alive_failed(
self, mock_ping_listen_key):
mock_ping_listen_key.side_effect = (
lambda *args, **kwargs: self.
_create_return_value_and_unlock_test_with_event(False))
self.data_source._current_listen_key = self.listen_key
# Simulate LISTEN_KEY_KEEP_ALIVE_INTERVAL reached
self.data_source._last_listen_key_ping_ts = 0
self.listening_task = self.ev_loop.create_task(
self.data_source._manage_listen_key_task_loop())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged("ERROR", "Error occurred renewing listen key ..."))
self.assertIsNone(self.data_source._current_listen_key)
self.assertFalse(
self.data_source._listen_key_initialized_event.is_set())
@patch(
"hummingbot.connector.exchange.latoken.latoken_api_user_stream_data_source.LatokenAPIUserStreamDataSource."
"_ping_listen_key",
new_callable=AsyncMock)
def test_manage_listen_key_task_loop_keep_alive_successful(
self, mock_ping_listen_key):
mock_ping_listen_key.side_effect = (
lambda *args, **kwargs: self.
_create_return_value_and_unlock_test_with_event(True))
# Simulate LISTEN_KEY_KEEP_ALIVE_INTERVAL reached
self.data_source._current_listen_key = self.listen_key
self.data_source._listen_key_initialized_event.set()
self.data_source._last_listen_key_ping_ts = 0
self.listening_task = self.ev_loop.create_task(
self.data_source._manage_listen_key_task_loop())
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged("INFO",
f"Refreshed listen key {self.listen_key}."))
self.assertGreater(self.data_source._last_listen_key_ping_ts, 0)
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_get_listen_key_successful_with_user_update_event(
self, mock_api, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.USER_ID_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
'id': 'ffffffff-ffff-ffff-ffff-ffffffffff',
'status': 'ACTIVE',
'role': 'INVESTOR',
'email': '*****@*****.**',
'phone': '',
'authorities': [],
'forceChangePassword': None,
'authType': 'API_KEY',
'socials': []
}
mock_api.get(regex_url, body=json.dumps(mock_response))
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value,
self._successfully_subscribed_event(),
message_type=aiohttp.WSMsgType.BINARY)
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value,
self._user_update_event(),
message_type=aiohttp.WSMsgType.BINARY)
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
msg = self.async_run_with_timeout(msg_queue.get())
self.assertTrue(msg, self._user_update_event)
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_does_not_queue_empty_payload(
self, mock_api, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.USER_ID_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
'id': 'ffffffff-ffff-ffff-ffff-ffffffffff',
'status': 'ACTIVE',
'role': 'INVESTOR',
'email': '*****@*****.**',
'phone': '',
'authorities': [],
'forceChangePassword': None,
'authType': 'API_KEY',
'socials': []
}
mock_api.get(regex_url, body=json.dumps(mock_response))
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, "")
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertEqual(0, msg_queue.qsize())
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_connection_failed(self, mock_api, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.USER_ID_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
'id': 'ffffffff-ffff-ffff-ffff-ffffffffff',
'status': 'ACTIVE',
'role': 'INVESTOR',
'email': '*****@*****.**',
'phone': '',
'authorities': [],
'forceChangePassword': None,
'authType': 'API_KEY',
'socials': []
}
mock_api.get(regex_url, body=json.dumps(mock_response))
mock_ws.side_effect = lambda *arg, **kwars: self._create_exception_and_unlock_test_with_event(
Exception("TEST ERROR."))
msg_queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
@aioresponses()
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_user_stream_iter_message_throws_exception(
self, mock_api, mock_ws):
url = web_utils.private_rest_url(path_url=CONSTANTS.USER_ID_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
'id': 'ffffffff-ffff-ffff-ffff-ffffffffff',
'status': 'ACTIVE',
'role': 'INVESTOR',
'email': '*****@*****.**',
'phone': '',
'authorities': [],
'forceChangePassword': None,
'authType': 'API_KEY',
'socials': []
}
mock_api.get(regex_url, body=json.dumps(mock_response))
msg_queue: asyncio.Queue = asyncio.Queue()
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.return_value.receive.side_effect = (
lambda *args, **kwargs: self.
_create_exception_and_unlock_test_with_event(
Exception("TEST ERROR")))
mock_ws.close.return_value = None
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_user_stream(msg_queue))
self.async_run_with_timeout(self.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error while listening to user stream. Retrying after 5 seconds..."
))
class BinancePerpetualAPIOrderBookDataSourceUnitTests(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 = f"{cls.base_asset}{cls.quote_asset}"
cls.domain = "binance_perpetual_testnet"
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.listening_task = None
self.async_tasks: List[asyncio.Task] = []
self.time_synchronizer = TimeSynchronizer()
self.time_synchronizer.add_time_offset_ms_sample(0)
self.data_source = BinancePerpetualAPIOrderBookDataSource(
time_synchronizer=self.time_synchronizer,
trading_pairs=[self.trading_pair],
domain=self.domain,
)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.mocking_assistant = NetworkMockingAssistant()
self.resume_test_event = asyncio.Event()
BinancePerpetualAPIOrderBookDataSource._trading_pair_symbol_map = {
self.domain: bidict({self.ex_trading_pair: self.trading_pair})
}
def tearDown(self) -> None:
self.listening_task and self.listening_task.cancel()
for task in self.async_tasks:
task.cancel()
BinancePerpetualAPIOrderBookDataSource._trading_pair_symbol_map = {}
super().tearDown()
def handle(self, record):
self.log_records.append(record)
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 resume_test_callback(self, *_, **__):
self.resume_test_event.set()
return None
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 _raise_exception_and_unlock_test_with_event(self, exception):
self.resume_test_event.set()
raise exception
def _orderbook_update_event(self):
resp = {
"stream": f"{self.ex_trading_pair.lower()}@depth",
"data": {
"e": "depthUpdate",
"E": 1631591424198,
"T": 1631591424189,
"s": self.ex_trading_pair,
"U": 752409354963,
"u": 752409360466,
"pu": 752409354901,
"b": [
["43614.31", "0.000"],
],
"a": [
["45277.14", "0.257"],
],
},
}
return resp
def _orderbook_trade_event(self):
resp = {
"stream": f"{self.ex_trading_pair.lower()}@aggTrade",
"data": {
"e": "aggTrade",
"E": 1631594403486,
"a": 817295132,
"s": self.ex_trading_pair,
"p": "45266.16",
"q": "2.206",
"f": 1437689393,
"l": 1437689407,
"T": 1631594403330,
"m": False,
},
}
return resp
def _funding_info_event(self):
resp = {
"stream": f"{self.ex_trading_pair.lower()}@markPrice",
"data": {
"e": "markPriceUpdate",
"E": 1641288864000,
"s": self.ex_trading_pair,
"p": "46353.99600757",
"P": "46507.47845460",
"i": "46358.63622407",
"r": "0.00010000",
"T": 1641312000000,
},
}
return resp
@aioresponses()
def test_get_last_traded_prices(self, mock_api):
url = web_utils.rest_url(CONSTANTS.SERVER_TIME_PATH_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
response = {"serverTime": 1640000003000}
mock_api.get(regex_url, body=json.dumps(response))
url = web_utils.rest_url(path_url=CONSTANTS.TICKER_PRICE_CHANGE_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response: Dict[str, Any] = {
# Truncated responses
"lastPrice": "10.0",
}
mock_api.get(regex_url, body=json.dumps(mock_response))
result: Dict[str, Any] = self.async_run_with_timeout(
self.data_source.get_last_traded_prices(
trading_pairs=[self.trading_pair], domain=self.domain))
self.assertTrue(self.trading_pair in result)
self.assertEqual(10.0, result[self.trading_pair])
@aioresponses()
def test_init_trading_pair_symbols_failure(self, mock_api):
BinancePerpetualAPIOrderBookDataSource._trading_pair_symbol_map = {}
url = web_utils.rest_url(path_url=CONSTANTS.EXCHANGE_INFO_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400, body=json.dumps(["ERROR"]))
map = self.async_run_with_timeout(
self.data_source.trading_pair_symbol_map(
domain=self.domain,
time_synchronizer=self.data_source._time_synchronizer))
self.assertEqual(0, len(map))
@aioresponses()
def test_init_trading_pair_symbols_successful(self, mock_api):
url = web_utils.rest_url(path_url=CONSTANTS.EXCHANGE_INFO_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response: Dict[str, Any] = {
# Truncated Responses
"symbols": [
{
"symbol": self.ex_trading_pair,
"pair": self.ex_trading_pair,
"baseAsset": self.base_asset,
"quoteAsset": self.quote_asset,
"status": "TRADING",
},
{
"symbol": "INACTIVEMARKET",
"status": "INACTIVE"
},
],
}
mock_api.get(regex_url, status=200, body=json.dumps(mock_response))
self.async_run_with_timeout(
self.data_source.init_trading_pair_symbols(
domain=self.domain,
time_synchronizer=self.data_source._time_synchronizer))
self.assertEqual(1, len(self.data_source._trading_pair_symbol_map))
@aioresponses()
def test_trading_pair_symbol_map_dictionary_not_initialized(
self, mock_api):
BinancePerpetualAPIOrderBookDataSource._trading_pair_symbol_map = {}
url = web_utils.rest_url(path_url=CONSTANTS.EXCHANGE_INFO_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response: Dict[str, Any] = {
# Truncated Responses
"symbols": [
{
"symbol": self.ex_trading_pair,
"pair": self.ex_trading_pair,
"baseAsset": self.base_asset,
"quoteAsset": self.quote_asset,
"status": "TRADING",
},
]
}
mock_api.get(regex_url, status=200, body=json.dumps(mock_response))
self.async_run_with_timeout(
self.data_source.trading_pair_symbol_map(
domain=self.domain,
time_synchronizer=self.data_source._time_synchronizer))
self.assertEqual(1, len(self.data_source._trading_pair_symbol_map))
def test_trading_pair_symbol_map_dictionary_initialized(self):
result = self.async_run_with_timeout(
self.data_source.trading_pair_symbol_map(
domain=self.domain,
time_synchronizer=self.data_source._time_synchronizer))
self.assertEqual(1, len(result))
def test_convert_from_exchange_trading_pair_not_found(self):
unknown_pair = "UNKNOWN-PAIR"
with self.assertRaisesRegex(
ValueError,
f"There is no symbol mapping for exchange trading pair {unknown_pair}"
):
self.async_run_with_timeout(
self.data_source.convert_from_exchange_trading_pair(
unknown_pair, domain=self.domain))
def test_convert_from_exchange_trading_pair_successful(self):
result = self.async_run_with_timeout(
self.data_source.convert_from_exchange_trading_pair(
self.ex_trading_pair, domain=self.domain))
self.assertEqual(result, self.trading_pair)
def test_convert_to_exchange_trading_pair_not_found(self):
unknown_pair = "UNKNOWN-PAIR"
with self.assertRaisesRegex(
ValueError,
f"There is no symbol mapping for trading pair {unknown_pair}"):
self.async_run_with_timeout(
self.data_source.convert_to_exchange_trading_pair(
unknown_pair, domain=self.domain))
def test_convert_to_exchange_trading_pair_successful(self):
result = self.async_run_with_timeout(
self.data_source.convert_to_exchange_trading_pair(
self.trading_pair, domain=self.domain))
self.assertEqual(result, self.ex_trading_pair)
@aioresponses()
def test_get_snapshot_exception_raised(self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400, body=json.dumps(["ERROR"]))
with self.assertRaises(IOError) as context:
self.async_run_with_timeout(
self.data_source.get_snapshot(
trading_pair=self.trading_pair,
domain=self.domain,
time_synchronizer=self.data_source._time_synchronizer))
self.assertEqual(
"Error executing request GET /depth. HTTP status is 400. Error: [\"ERROR\"]",
str(context.exception))
@aioresponses()
def test_get_snapshot_successful(self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"lastUpdateId": 1027024,
"E": 1589436922972,
"T": 1589436922959,
"bids": [["10", "1"]],
"asks": [["11", "1"]],
}
mock_api.get(regex_url, status=200, body=json.dumps(mock_response))
result: Dict[str, Any] = self.async_run_with_timeout(
self.data_source.get_snapshot(
trading_pair=self.trading_pair,
domain=self.domain,
time_synchronizer=self.data_source._time_synchronizer))
self.assertEqual(mock_response, result)
@aioresponses()
def test_get_new_order_book(self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"lastUpdateId": 1027024,
"E": 1589436922972,
"T": 1589436922959,
"bids": [["10", "1"]],
"asks": [["11", "1"]],
}
mock_api.get(regex_url, status=200, body=json.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_new_order_book(
trading_pair=self.trading_pair))
self.assertIsInstance(result, OrderBook)
self.assertEqual(1027024, result.snapshot_uid)
@aioresponses()
def test_get_funding_info_from_exchange_error_response(self, mock_api):
url = web_utils.rest_url(CONSTANTS.MARK_PRICE_URL, domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, status=400)
result = self.async_run_with_timeout(
self.data_source._get_funding_info_from_exchange(
self.trading_pair))
self.assertIsNone(result)
self._is_logged(
"ERROR",
f"Unable to fetch FundingInfo for {self.trading_pair}. Error: None"
)
@aioresponses()
def test_get_funding_info_from_exchange_successful(self, mock_api):
url = web_utils.rest_url(CONSTANTS.MARK_PRICE_URL, domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"symbol": self.ex_trading_pair,
"markPrice": "46382.32704603",
"indexPrice": "46385.80064948",
"estimatedSettlePrice": "46510.13598963",
"lastFundingRate": "0.00010000",
"interestRate": "0.00010000",
"nextFundingTime": 1641312000000,
"time": 1641288825000,
}
mock_api.get(regex_url, body=json.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source._get_funding_info_from_exchange(
self.trading_pair))
self.assertIsInstance(result, FundingInfo)
self.assertEqual(result.trading_pair, self.trading_pair)
self.assertEqual(result.index_price,
Decimal(mock_response["indexPrice"]))
self.assertEqual(result.mark_price,
Decimal(mock_response["markPrice"]))
self.assertEqual(result.next_funding_utc_timestamp,
mock_response["nextFundingTime"])
self.assertEqual(result.rate,
Decimal(mock_response["lastFundingRate"]))
@aioresponses()
def test_get_funding_info(self, mock_api):
self.assertNotIn(self.trading_pair, self.data_source._funding_info)
url = web_utils.rest_url(CONSTANTS.MARK_PRICE_URL, domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"symbol": self.ex_trading_pair,
"markPrice": "46382.32704603",
"indexPrice": "46385.80064948",
"estimatedSettlePrice": "46510.13598963",
"lastFundingRate": "0.00010000",
"interestRate": "0.00010000",
"nextFundingTime": 1641312000000,
"time": 1641288825000,
}
mock_api.get(regex_url, body=json.dumps(mock_response))
result = self.async_run_with_timeout(
self.data_source.get_funding_info(trading_pair=self.trading_pair))
self.assertIsInstance(result, FundingInfo)
self.assertEqual(result.trading_pair, self.trading_pair)
self.assertEqual(result.index_price,
Decimal(mock_response["indexPrice"]))
self.assertEqual(result.mark_price,
Decimal(mock_response["markPrice"]))
self.assertEqual(result.next_funding_utc_timestamp,
mock_response["nextFundingTime"])
self.assertEqual(result.rate,
Decimal(mock_response["lastFundingRate"]))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_subscriptions_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_subscriptions())
self.async_run_with_timeout(self.listening_task)
self.assertEqual(msg_queue.qsize(), 0)
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_logs_exception(self, mock_ws, *_):
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_aiohttp_message(
mock_ws.return_value, json.dumps(incomplete_resp))
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps(self._orderbook_update_event()))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
try:
self.async_run_with_timeout(self.listening_task)
except asyncio.exceptions.TimeoutError:
pass
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error with Websocket connection. Retrying after 30 seconds..."
))
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_subscriptions_successful(self, mock_ws):
msg_queue_diffs: asyncio.Queue = asyncio.Queue()
msg_queue_trades: 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_aiohttp_message(
mock_ws.return_value, json.dumps(self._orderbook_update_event()))
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps(self._orderbook_trade_event()))
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps(self._funding_info_event()))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.listening_task_diffs = self.ev_loop.create_task(
self.data_source.listen_for_order_book_diffs(
self.ev_loop, msg_queue_diffs))
self.listening_task_trades = self.ev_loop.create_task(
self.data_source.listen_for_trades(self.ev_loop, msg_queue_trades))
self.listening_task_funding_info = self.ev_loop.create_task(
self.data_source.listen_for_funding_info())
result: OrderBookMessage = self.async_run_with_timeout(
msg_queue_diffs.get())
self.assertIsInstance(result, OrderBookMessage)
self.assertEqual(OrderBookMessageType.DIFF, result.type)
self.assertTrue(result.has_update_id)
self.assertEqual(result.update_id, 752409360466)
self.assertEqual(self.trading_pair, result.content["trading_pair"])
self.assertEqual(1, len(result.content["bids"]))
self.assertEqual(1, len(result.content["asks"]))
result: OrderBookMessage = self.async_run_with_timeout(
msg_queue_trades.get())
self.assertIsInstance(result, OrderBookMessage)
self.assertEqual(OrderBookMessageType.TRADE, result.type)
self.assertTrue(result.has_trade_id)
self.assertEqual(result.trade_id, 817295132)
self.assertEqual(self.trading_pair, result.content["trading_pair"])
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertIn(self.trading_pair, self.data_source.funding_info)
funding_info: FundingInfo = self.data_source.funding_info[
self.trading_pair]
self.assertTrue(self.data_source.is_funding_info_initialized)
self.assertEqual(funding_info.trading_pair, self.trading_pair)
self.assertEqual(funding_info.index_price,
Decimal(self._funding_info_event()["data"]["i"]))
self.assertEqual(funding_info.mark_price,
Decimal(self._funding_info_event()["data"]["p"]))
self.assertEqual(funding_info.next_funding_utc_timestamp,
int(self._funding_info_event()["data"]["T"]))
self.assertEqual(funding_info.rate,
Decimal(self._funding_info_event()["data"]["r"]))
@aioresponses()
def test_listen_for_order_book_snapshots_cancelled_error_raised(
self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_api.get(regex_url, exception=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(0, msg_queue.qsize())
@aioresponses()
def test_listen_for_order_book_snapshots_logs_exception_error_with_response(
self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"m": 1,
"i": 2,
}
mock_api.get(regex_url,
body=json.dumps(mock_response),
callback=self.resume_test_callback)
msg_queue: asyncio.Queue = asyncio.Queue()
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.resume_test_event.wait())
self.assertTrue(
self._is_logged(
"ERROR",
"Unexpected error occurred fetching orderbook snapshots. Retrying in 5 seconds..."
))
@aioresponses()
def test_listen_for_order_book_snapshots_successful(self, mock_api):
url = web_utils.rest_url(CONSTANTS.SNAPSHOT_REST_URL,
domain=self.domain)
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_response = {
"lastUpdateId": 1027024,
"E": 1589436922972,
"T": 1589436922959,
"bids": [["10", "1"]],
"asks": [["11", "1"]],
}
mock_api.get(regex_url, body=json.dumps(mock_response))
msg_queue: asyncio.Queue = asyncio.Queue()
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_order_book_snapshots(
self.ev_loop, msg_queue))
result = self.async_run_with_timeout(msg_queue.get())
self.assertIsInstance(result, OrderBookMessage)
self.assertEqual(OrderBookMessageType.SNAPSHOT, result.type)
self.assertTrue(result.has_update_id)
self.assertEqual(result.update_id, 1027024)
self.assertEqual(self.trading_pair, result.content["trading_pair"])
@patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
def test_listen_for_funding_info_invalid_trading_pair(self, mock_ws):
mock_ws.return_value = self.mocking_assistant.create_websocket_mock()
mock_ws.close.return_value = None
mock_response = {
"stream": "unknown_pair@markPrice",
"data": {
"e": "markPriceUpdate",
"E": 1641288864000,
"s": "unknown_pair",
"p": "46353.99600757",
"P": "46507.47845460",
"i": "46358.63622407",
"r": "0.00010000",
"T": 1641312000000,
},
}
self.mocking_assistant.add_websocket_aiohttp_message(
mock_ws.return_value, json.dumps(mock_response))
self.listening_task = self.ev_loop.create_task(
self.data_source.listen_for_subscriptions())
self.listening_task_funding_info = self.ev_loop.create_task(
self.data_source.listen_for_funding_info())
self.mocking_assistant.run_until_all_aiohttp_messages_delivered(
mock_ws.return_value)
self.assertNotIn(self.trading_pair, self.data_source.funding_info)
def test_listen_for_funding_info_cancelled_error_raised(self):
mock_queue = AsyncMock()
mock_queue.get.side_effect = asyncio.CancelledError
self.data_source._message_queue[
CONSTANTS.FUNDING_INFO_STREAM_ID] = mock_queue
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.data_source.listen_for_funding_info())
@patch(
"hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep"
)
def test_listen_for_funding_info_logs_exception(self, mock_sleep):
mock_sleep.side_effect = lambda _: (self.ev_loop.run_until_complete(
asyncio.sleep(0.5)))
mock_queue = AsyncMock()
mock_queue.get.side_effect = lambda: (
self._raise_exception_and_unlock_test_with_event(
Exception("TEST ERROR")))
self.data_source._message_queue[
CONSTANTS.FUNDING_INFO_STREAM_ID] = mock_queue
self.listening_task_funding_info = self.ev_loop.create_task(
self.data_source.listen_for_funding_info())
self.async_run_with_timeout(self.resume_test_event.wait())
self._is_logged(
"ERROR",
"Unexpected error occured updating funding information. Retrying in 5 seconds... Error: TEST ERROR"
)
