def test_pagination(mock_ftx: Ftx):
"""Test pagination in the eth/eur market (public endpoint)"""
# Try pagination good path
response = mock_ftx._api_query(
endpoint='markets/eth/eur/trades',
limit=3,
start_time=Timestamp(1617716695),
end_time=Timestamp(1617724135),
)
assert len(response) == 24
# Try with a page size divisor of the total orders
response = mock_ftx._api_query(
endpoint='markets/eth/eur/trades',
limit=3,
start_time=Timestamp(1617716695),
end_time=Timestamp(1617724135),
)
assert len(response) == 24
# Try pagination with same dates. Should return empty list
response = mock_ftx._api_query(
endpoint='markets/eth/eur/trades',
limit=3,
start_time=Timestamp(1617716695),
end_time=Timestamp(1617716695),
)
assert len(response) == 0
def test_ftx_exchange_assets_are_known(mock_ftx: Ftx):
unknown_assets: Set[str] = set()
unsupported_assets = set(UNSUPPORTED_FTX_ASSETS)
def process_currency(currency: Optional[str]):
"""Check if a currency is known for the FTX exchange"""
if currency is None:
return
try:
if currency not in unknown_assets:
asset_from_ftx(base_currency)
except UnsupportedAsset:
assert base_currency in unsupported_assets
except UnknownAsset as e:
test_warnings.warn(
UserWarning(
f'Found unknown asset {e.asset_name} in FTX. '
f'Support for it has to be added', ))
unknown_assets.add(base_currency)
response = mock_ftx._api_query(endpoint='markets', paginate=False)
# Extract the unique symbols from the exchange pairs
for entry in response:
if entry['type'] == 'future':
continue
base_currency = entry.get('baseCurrency', None)
quote_currency = entry.get('quoteCurrency', None)
process_currency(base_currency)
process_currency(quote_currency)
