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.data_source = BinancePerpetualAPIOrderBookDataSource( 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() 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 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 _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 @aioresponses() def test_get_last_traded_prices(self, mock_api): url = 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=ujson.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]) def test_get_throttler_instance(self): self.assertTrue( isinstance(self.data_source._get_throttler_instance(), AsyncThrottler)) @aioresponses() def test_fetch_trading_pairs_failure(self, mock_api): url = 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=ujson.dumps({"ERROR"})) result: Dict[str, Any] = self.async_run_with_timeout( self.data_source.fetch_trading_pairs(domain=self.domain)) self.assertEqual(0, len(result)) @aioresponses() @patch( "hummingbot.connector.derivative.binance_perpetual.binance_perpetual_utils.convert_from_exchange_trading_pair" ) def test_fetch_trading_pairs_successful(self, mock_api, mock_utils): mock_utils.return_value = self.trading_pair url = 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=ujson.dumps(mock_response)) result: Dict[str, Any] = self.async_run_with_timeout( self.data_source.fetch_trading_pairs(domain=self.domain)) self.assertEqual(1, len(result)) @aioresponses() def test_get_snapshot_exception_raised(self, mock_api): url = 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=ujson.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), f"Error fetching Binance market snapshot for {self.trading_pair}.") @aioresponses() def test_get_snapshot_successful(self, mock_api): url = 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=ujson.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 = 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=ujson.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) @patch("aiohttp.ClientSession.ws_connect") def test_create_websocket_connection_cancelled_when_connecting( 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") def test_create_websocket_connection_exception_raised(self, mock_ws): mock_ws.side_effect = Exception("TEST ERROR.") with self.assertRaises(Exception): self.async_run_with_timeout( self.data_source._create_websocket_connection()) self.assertTrue( self._is_logged( "NETWORK", "Unexpected error occured when connecting to WebSocket server. Error: TEST ERROR." )) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) @patch( "hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep" ) def test_listen_for_order_book_diffs_cancelled_when_connecting( self, _, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.side_effect = asyncio.CancelledError with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) self.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( "hummingbot.connector.derivative.binance_perpetual.binance_perpetual_utils.convert_from_exchange_trading_pair" ) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_listen_for_order_book_diffs_logs_exception( self, mock_ws, mock_utils, *_): mock_utils.return_value = self.trading_pair msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.close.return_value = None incomplete_resp = { "m": 1, "i": 2, } self.mocking_assistant.add_websocket_json_message( mock_ws.return_value, incomplete_resp) self.mocking_assistant.add_websocket_json_message( mock_ws.return_value, self._orderbook_update_event()) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) self.mocking_assistant.run_until_all_json_messages_delivered( mock_ws.return_value) self.assertTrue( self._is_logged( "ERROR", "Unexpected error with Websocket connection. Retrying after 30 seconds..." )) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) @patch( "hummingbot.connector.derivative.binance_perpetual.binance_perpetual_utils.convert_from_exchange_trading_pair" ) def test_listen_for_order_book_diffs_successful(self, mock_utils, mock_ws): mock_utils.return_value = self.trading_pair msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.close.return_value = None self.mocking_assistant.add_websocket_json_message( mock_ws.return_value, self._orderbook_update_event()) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs( self.ev_loop, msg_queue)) result: OrderBookMessage = self.async_run_with_timeout(msg_queue.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"])) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) def test_listen_for_trades_cancelled_error_raised(self, mock_ws): msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.return_value.receive_json.side_effect = lambda: ( self._raise_exception(asyncio.CancelledError)) with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_trades(self.ev_loop, msg_queue)) self.async_run_with_timeout(self.listening_task) self.assertEqual(msg_queue.qsize(), 0) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) @patch( "hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep" ) @patch( "hummingbot.connector.derivative.binance_perpetual.binance_perpetual_utils.convert_from_exchange_trading_pair" ) def test_listen_for_trades_logs_exception(self, mock_utils, _, mock_ws): mock_utils.return_value = self.trading_pair msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.close.return_value = None incomplete_resp = { "m": 1, "i": 2, } self.mocking_assistant.add_websocket_json_message( mock_ws.return_value, incomplete_resp) self.mocking_assistant.add_websocket_json_message( mock_ws.return_value, self._orderbook_trade_event()) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_trades(self.ev_loop, msg_queue)) self.async_run_with_timeout(msg_queue.get()) self.assertTrue( self._is_logged( "ERROR", "Unexpected error with Websocket connection. Retrying after 30 seconds..." )) @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) @patch( "hummingbot.connector.derivative.binance_perpetual.binance_perpetual_utils.convert_from_exchange_trading_pair" ) def test_listen_for_trades_successful(self, mock_utils, mock_ws): mock_utils.return_value = self.trading_pair msg_queue: asyncio.Queue = asyncio.Queue() mock_ws.return_value = self.mocking_assistant.create_websocket_mock() mock_ws.close.return_value = None self.mocking_assistant.add_websocket_json_message( mock_ws.return_value, self._orderbook_trade_event()) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_trades(self.ev_loop, msg_queue)) result: OrderBookMessage = self.async_run_with_timeout(msg_queue.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"]) @aioresponses() def test_listen_for_order_book_snapshots_cancelled_error_raised( self, mock_api): url = 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 = 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=ujson.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 = 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=ujson.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"])
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(self.ev_loop, 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(self.ev_loop, 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( self.ev_loop, 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(self.ev_loop, 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()