def test_on_message_update(self):
with patch.object(wslxdx.wsLXDX, "__init__", lambda x, **params: None):
exchange = wslxdx.wsLXDX()
exchange.logger = MagicMock()
exchange.data = {}
exchange.data['orderBookL2'] = {}
exchange.data['orderBookL2']["btc-tusd"] = {
'bids': {
4144.0: 0.053,
4143.0: 0.003
},
'asks': {
4145.0: 0.024,
4146.0: 0.004
}
}
ws = ""
message = \
'{ "m": "u", "p": "btc-tusd", "t": "1542754793988206707", "s": 2, "b": [{"px": "4143.0", "qty": "0.093"}], "a": [{"px": "4145.0", "qty": "0.074"}]}'
exchange._on_message(ws, message)
print(exchange.data['orderBookL2'])
assert exchange.data['orderBookL2']["btc-tusd"] == {
'bids': {
4144.0: 0.053,
4143.0: 0.093
},
'asks': {
4145.0: 0.074,
4146.0: 0.004
}
}
def test_recent_trades_no_trades(self):
with patch.object(wslxdx.wsLXDX, "__init__", lambda x, **params: None):
exchange = wslxdx.wsLXDX()
exchange.symbol = "btc-tusd"
exchange.data = {}
result = exchange.recent_trades()
assert result == []
def test_get_orderbook(self):
with patch.object(wslxdx.wsLXDX, "__init__", lambda x, **params: None):
exchange = wslxdx.wsLXDX()
exchange.symbol = "btc-tusd"
exchange.data = {'orderBookL2': {}}
exchange.data['orderBookL2']["btc-tusd"] = {
'bids': {
4144.0: 0.053,
4143.0: 0.003
},
'asks': {
4145.0: 0.024,
4146.0: 0.004
}
}
result = exchange.get_orderbook('btc-tusd')
assert result == {
'bids': {
4144.0: 0.053,
4143.0: 0.003
},
'asks': {
4145.0: 0.024,
4146.0: 0.004
}
}
def test_get_ticker(self):
with patch.object(wslxdx.wsLXDX, "__init__", lambda x, **params: None):
exchange = wslxdx.wsLXDX()
exchange.data = {'orderBookL2': {}}
exchange.data['orderBookL2']["btc-tusd"] = {
'bids': {
4144.0: 0.053,
4143.0: 0.003
},
'asks': {
4145.0: 0.024,
4146.0: 0.004
}
}
result = exchange.get_ticker('btc-tusd')
mid = (4144.0 + 4145.0) / 2
assert result == {
'buy': 4144.0,
'sell': 4145.0,
'mid': mid,
'bid': 4144.0,
'bidVolume': 0.053,
'ask': 4145.0,
'askVolume': 0.024,
}
def __init__(self, settings={}):
self.settings = {}
self.logger = logging.getLogger('root')
self.symbol = self.settings.get('SYMBOL', 'btc-tusd')
# Set up account and data feed
self.account = auth_lxdx.AccountConnection(settings=settings)
self.account.connect()
self.feed = wslxdx.wsLXDX()
self.feed.connect()
def test_on_message_limit_trade_length(self):
with patch.object(wslxdx.wsLXDX, "__init__", lambda x, **params: None):
exchange = wslxdx.wsLXDX()
exchange.logger = MagicMock()
exchange.MAX_TABLE_LEN = 4
exchange.data = {'trade': {}}
exchange.data['trade']["btc-tusd"] = [{
"t": "1541461093573557000",
"s": "sell",
"px": 4,
"qty": 5
}, {
"t": "1541461093573557000",
"s": "sell",
"px": 4,
"qty": 4
}, {
"t": "1541461093573557000",
"s": "sell",
"px": 4,
"qty": 3
}, {
"t": "1541461093573557000",
"s": "sell",
"px": 4,
"qty": 2
}]
ws = ""
message = \
'{"m": "v", "p": "btc-tusd", "events": [{ "t": "1541461093573557000", "s": "sell", "px": 4, "qty": 1}]}'
exchange._on_message(ws, message)
print(exchange.data['trade'])
assert exchange.data['trade']["btc-tusd"] == [{
"t": "1541461093573557000",
"s": "sell",
"px": 4,
"qty": 4
}, {
"t": "1541461093573557000",
"s": "sell",
"px": 4,
"qty": 3
}, {
"t": "1541461093573557000",
"s": "sell",
"px": 4,
"qty": 2
}, {
"t": "1541461093573557000",
"s": "sell",
"px": 4,
"qty": 1
}]
def test_on_message_volume(self):
with patch.object(wslxdx.wsLXDX, "__init__", lambda x, **params: None):
exchange = wslxdx.wsLXDX()
exchange.logger = MagicMock()
exchange.data = {}
ws = ""
message = \
'{"m": "v", "p": "btc-tusd", "events": [{ "t": "1541461093573557000", "s": "sell", "px": 4, "qty": 1}]}'
exchange._on_message(ws, message)
print(exchange.data['trade'])
assert exchange.data['trade']["btc-tusd"] == [{
"t": "1541461093573557000",
"s": "sell",
"px": 4,
"qty": 1
}]
def test_recent_trades(self):
with patch.object(wslxdx.wsLXDX, "__init__", lambda x, **params: None):
exchange = wslxdx.wsLXDX()
exchange.symbol = "btc-tusd"
exchange.data = {
'trade': {
"btc-tusd": [{
"t": 1544738388653783720,
"s": "sell",
"px": 4143.0,
"qty": 0.1
}]
}
}
result = exchange.recent_trades()
assert result == [{
"t": 1544738388653783720,
"s": "sell",
"px": 4143.0,
"qty": 0.1
}]
def test_on_message_snapshot(self):
with patch.object(wslxdx.wsLXDX, "__init__", lambda x, **params: None):
exchange = wslxdx.wsLXDX()
exchange.logger = MagicMock()
exchange.data = {}
exchange.data['orderBookL2'] = {}
ws = ""
message = \
'{"m": "s", "p": "btc-tusd", "t": 1544125064882256268, "s": 149, "b": [{"px": "4144.0", "qty": "0.053"},{"px": "4143.0", "qty": "0.003"} ], "a": [{"px": "4145.0", "qty": "0.024"}, {"px": "4146.0", "qty": "0.004"}]}'
exchange._on_message(ws, message)
print(exchange.data['orderBookL2'])
assert exchange.data['orderBookL2']["btc-tusd"] == {
'bids': {
4144.0: 0.053,
4143.0: 0.003
},
'asks': {
4145.0: 0.024,
4146.0: 0.004
}
}
def test_create_class(self):
try:
exchange = wslxdx.wsLXDX()
except:
assert False
assert True