tests: add unit testts for orderbook, order and subscriptions

bfxapi/tests/test_ws_orders.py

@@ -0,0 +1,112 @@
+import pytest
+import json
+from .helpers import (create_stubbed_client, ws_publish_auth_accepted, ws_publish_connection_init,
+					  EventWatcher)
+
+@pytest.mark.asyncio
+async def test_submit_order():
+	client = create_stubbed_client()
+	# publsh connection created message
+	await ws_publish_connection_init(client.ws)
+	## send auth accepted
+	await ws_publish_auth_accepted(client.ws)
+	## send new order
+	await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET')
+	last_sent = client.ws.get_last_sent_item()
+	sent_order_array = json.loads(last_sent['data'])
+	assert sent_order_array[1] == "on"
+	sent_order_json = sent_order_array[3]
+	assert sent_order_json['type'] == "EXCHANGE MARKET"
+	assert sent_order_json['symbol'] == "tBTCUSD"
+	assert sent_order_json['amount'] == "0.01"
+	assert sent_order_json['price'] == "19000"
+
+@pytest.mark.asyncio
+async def test_submit_update_order():
+	client = create_stubbed_client()
+	# publsh connection created message
+	await ws_publish_connection_init(client.ws)
+	## send auth accepted
+	await ws_publish_auth_accepted(client.ws)
+	## send new order
+	await client.ws.update_order(123, price=100, amount=0.01, hidden=True)
+	last_sent = client.ws.get_last_sent_item()
+	sent_order_array = json.loads(last_sent['data'])
+	assert sent_order_array[1] == "ou"
+	sent_order_json = sent_order_array[3]
+	# {"id": 123, "price": "100", "amount": "0.01", "flags": 64}
+	assert sent_order_json['id'] == 123
+	assert sent_order_json['price'] == "100"
+	assert sent_order_json['amount'] == "0.01"
+	assert sent_order_json['flags'] == 64
+
+@pytest.mark.asyncio
+async def test_submit_cancel_order():
+	client = create_stubbed_client()
+	# publsh connection created message
+	await ws_publish_connection_init(client.ws)
+	## send auth accepted
+	await ws_publish_auth_accepted(client.ws)
+	## send new order
+	await client.ws.cancel_order(123)
+	last_sent = client.ws.get_last_sent_item()
+	sent_order_array = json.loads(last_sent['data'])
+	assert sent_order_array[1] == "oc"
+	sent_order_json = sent_order_array[3]
+	assert sent_order_json['id'] == 123
+
+@pytest.mark.asyncio
+async def test_events_on_new_order():
+	client = create_stubbed_client()
+	# publsh connection created message
+	await ws_publish_connection_init(client.ws)
+	## send auth accepted
+	await ws_publish_auth_accepted(client.ws)
+
+	## look for new order confirmation
+	o_new = EventWatcher.watch(client.ws, 'order_new')
+	await client.ws.publish([0,"on",[1151718504,None,1548262833910,"tBTCUSD",1548262833379,1548262833410,-1,-1,"EXCHANGE LIMIT",None,None,None,0,"ACTIVE",None,None,15980,0,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
+	new_res = o_new.wait_until_complete()
+	assert new_res.amount_orig == -1
+	assert new_res.amount_filled == 0
+	assert new_res.price == 15980
+	assert new_res.type == 'EXCHANGE LIMIT'
+
+	## look for order update confirmation
+	o_update = EventWatcher.watch(client.ws, 'order_update')
+	await client.ws.publish([0,"ou",[1151718504,None,1548262833910,"tBTCUSD",1548262833379,1548262846964,-0.5,-1,"EXCHANGE LIMIT",None,None,None,0,"PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
+	update_res = o_update.wait_until_complete()
+	assert update_res.amount_orig == -1
+	assert float(update_res.amount_filled) == -0.5
+	assert update_res.price == 15980
+	assert update_res.type == 'EXCHANGE LIMIT'
+
+	## look for closed notification
+	o_closed = EventWatcher.watch(client.ws, 'order_closed')
+	await client.ws.publish([0,"oc",[1151718504,None,1548262833910,"tBTCUSD",1548262833379,1548262888016,0,-1,"EXCHANGE LIMIT",None,None,None,0,"EXECUTED @ 15980.0(-0.5): was PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
+	closed_res = o_closed.wait_until_complete()
+	assert new_res.amount_orig == -1
+	assert new_res.amount_filled == 0
+	assert new_res.price == 15980
+	assert new_res.type == 'EXCHANGE LIMIT'
+
+@pytest.mark.asyncio
+async def test_events_on_cancel_order():
+	client = create_stubbed_client()
+	# publsh connection created message
+	await ws_publish_connection_init(client.ws)
+	## send auth accepted
+	await ws_publish_auth_accepted(client.ws)
+
+	## Create new order
+	await client.ws.publish([0,"on",[1151718565,None,1548325124885,"tBTCUSD",1548325123435,1548325123460,1,1,"EXCHANGE LIMIT",None,None,None,0,"ACTIVE",None,None,10,0,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
+
+	## look for order closed confirmation
+	o_close = EventWatcher.watch(client.ws, 'order_closed')
+	await client.ws.publish([0,"oc",[1151718565,None,1548325124885,"tBTCUSD",1548325123435,1548325123548,1,1,"EXCHANGE LIMIT",None,None,None,0,"CANCELED",None,None,10,0,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
+	close_res = o_close.wait_until_complete()
+	assert close_res.amount_orig == 1
+	assert float(close_res.amount_filled) == 0
+	assert close_res.price == 10
+	assert close_res.type == 'EXCHANGE LIMIT'
+