tests: add unit testts for orderbook, order and subscriptions

bfxapi/tests/helpers.py

@@ -0,0 +1,89 @@
+import time
+import json
+import asyncio
+
+from .. import Client, BfxWebsocket
+
+def get_now():
+	  return int(round(time.time() * 1000))
+
+class StubbedWebsocket(BfxWebsocket):
+	def __new__(cls, *args, **kwargs):
+		instance = super(StubbedWebsocket, cls).__new__(cls, *args, **kwargs)
+		instance.sent_items = []
+		instance.published_items = []
+		return instance
+
+	async def _main(self, host):
+		print ("Faking wesocket connection to {}".format(host))
+
+	def get_ws(self):
+		return self
+
+	async def publish(self, data):
+		self.published_items += [{
+		'time': get_now(),
+		'data': data
+		}]
+		# convert to string and push through the websocket
+		return await self.on_message(json.dumps(data))
+  
+	async def publish_auth_confirmation(self):
+		return self.publish({"event":"auth","status":"OK","chanId":0,"userId":269499,"auth_id":"58aa0472-b1a9-4690-8ab8-300d68e66aaf","caps":{"orders":{"read":1,"write":1},"account":{"read":1,"write":0},"funding":{"read":1,"write":1},"history":{"read":1,"write":0},"wallets":{"read":1,"write":1},"withdraw":{"read":0,"write":1},"positions":{"read":1,"write":1}}})
+
+	async def send(self, data_string):
+		self.sent_items += [{
+		'time': get_now(),
+		'data': data_string
+		}]
+
+	def get_published_items(self):
+		return self.published_items
+
+	def get_sent_items(self):
+		return self.sent_items
+
+	def get_last_sent_item(self):
+		return self.sent_items[-1:][0]
+
+	def get_sent_items_count(self):
+		return len(self.sent_items)
+
+class EventWatcher():
+
+	def __init__(self, ws, event):
+		self.value = None
+		self.event = event
+		ws.once(event, self._finish)
+
+	def _finish(self, value):
+		self.value = value or {}
+
+	@classmethod
+	def watch(cls, ws, event):
+		return EventWatcher(ws, event)
+
+	def wait_until_complete(self, max_wait_time=5):
+		counter = 0
+		while self.value == None:
+			if counter > 5:
+				raise Exception('Wait time limit exceeded for event {}'.format(self.event))
+			time.sleep(1)
+			counter += 1
+		return self.value
+
+def create_stubbed_client(*args, **kwargs):
+	client = Client(*args, **kwargs)
+	# no support for rest stubbing yet
+	client.rest = None
+	client.ws = StubbedWebsocket(*args, **kwargs)
+	return client
+
+async def ws_publish_auth_accepted(ws):
+	  return await ws.publish({"event":"auth","status":"OK","chanId":0,"userId":269499,"auth_id":"58aa0472-b1a9-4690-8ab8-300d68e66aaf","caps":{"orders":{"read":1,"write":1},"account":{"read":1,"write":0},"funding":{"read":1,"write":1},"history":{"read":1,"write":0},"wallets":{"read":1,"write":1},"withdraw":{"read":0,"write":1},"positions":{"read":1,"write":1}}})
+
+async def ws_publish_connection_init(ws):
+	  return await ws.publish({"event":"info","version":2,"serverId":"748c00f2-250b-46bb-8519-ce1d7d68e4f0","platform":{"status":1}})
+
+async def ws_publish_conf_accepted(ws, flags_code):
+	  return await ws.publish({"event":"conf","status":"OK","flags":flags_code})

bfxapi/tests/test_decimal.py

@@ -0,0 +1,24 @@
+import sys
+sys.path.append('../components')
+
+from bfxapi import Decimal
+
+def test_precision():
+	assert str(Decimal(0.00000123456789)) == "0.00000123456789"
+	assert str(Decimal("0.00000123456789")) == "0.00000123456789"
+
+def test_float_operations():
+	assert str(Decimal(0.0002) * 0.02) == "0.000004"
+	assert str(0.02 * Decimal(0.0002)) == "0.000004"
+	
+	assert str(Decimal(0.0002) / 0.02) == "0.01"
+	assert str(0.02 / Decimal(0.0002)) == "0.01"
+
+	assert str(0.02 + Decimal(0.0002)) == "0.0202"
+	assert str(Decimal(0.0002) + 0.02) == "0.0202"
+
+	assert str(0.02 - Decimal(0.0002)) == "-0.0198"
+	assert str(Decimal(0.0002) - 0.02) == "-0.0198"
+
+	assert str(0.01 // Decimal(0.0004)) == "0"
+	assert str(Decimal(0.0004) // 0.01) == "0"

bfxapi/tests/test_ws_orderbook.py

@@ -0,0 +1,34 @@
+import pytest
+from .helpers import create_stubbed_client, ws_publish_connection_init, ws_publish_conf_accepted
+
+@pytest.mark.asyncio
+async def test_checksum_generation():
+	client = create_stubbed_client()
+	symbol = "tXRPBTC"
+	# publsh connection created message
+	await ws_publish_connection_init(client.ws)
+	# publish checksum flag accepted
+	await ws_publish_conf_accepted(client.ws, 131072)
+	# subscribe to order book
+	await client.ws.subscribe('book', symbol)
+	## send subscription accepted
+	chanId = 123
+	await client.ws.publish({"event":"subscribed","channel":"book","chanId": chanId,"symbol": symbol,"prec":"P0","freq":"F0","len":"25","pair": symbol})
+	## send orderbook snapshot
+	await client.ws.publish([chanId, [[0.0000886,1,1060.55466114],[0.00008859,1,1000],[0.00008858,1,2713.47159343],[0.00008857,1,4276.92870916],[0.00008856,2,6764.75562319],
+	[0.00008854,1,5641.48532401],[0.00008853,1,2255.92632223],[0.0000885,1,2256.69584601],[0.00008848,2,3630.3],[0.00008845,1,28195.70625766],
+	[0.00008844,1,15571.7],[0.00008843,1,2500],[0.00008841,1,64196.16117814],[0.00008838,1,7500],[0.00008837,2,2764.12999012],[0.00008834,2,10886.476298],
+	[0.00008831,1,20000],[0.0000883,1,1000],[0.00008829,2,2517.22175358],[0.00008828,1,450.45],[0.00008827,1,13000],[0.00008824,1,1500],[0.0000882,1,300],
+	[0.00008817,1,3000],[0.00008816,1,100],[0.00008864,1,-481.8549041],[0.0000887,2,-2141.77009092],[0.00008871,1,-2256.45433182],[0.00008872,1,-2707.58122743],
+	[0.00008874,1,-5640.31794092],[0.00008876,1,-29004.93294912],[0.00008878,1,-2500],[0.0000888,1,-20000],[0.00008881,2,-2880.15595827],[0.00008882,1,-27705.42933984],
+	[0.00008883,1,-4509.83708214],[0.00008884,1,-1500],[0.00008885,1,-2500],[0.00008888,1,-902.91405442],[0.00008889,1,-900],[0.00008891,1,-7500],
+	[0.00008894,1,-775.08564697],[0.00008896,1,-150],[0.00008899,3,-11628.02590049],[0.000089,2,-1299.7],[0.00008902,2,-4841.8],[0.00008904,3,-25320.46250083],
+	[0.00008909,1,-14000],[0.00008913,1,-123947.999],[0.00008915,2,-28019.6]]])
+	## send some more price updates
+	await client.ws.publish([chanId,[0.00008915,0,-1]])
+	await client.ws.publish([chanId,[0.00008837,1,56.54876269]])
+	await client.ws.publish([chanId,[0.00008873,1,-15699.9]])
+	## check checksum is the same as expected
+	expected_checksum = 30026640
+	actual_checksum = client.ws.orderBooks[symbol].checksum()
+	assert expected_checksum == actual_checksum

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'
+

bfxapi/tests/test_ws_subscriptions.py

@@ -0,0 +1,141 @@
+import pytest
+import json
+import asyncio
+from .helpers import (create_stubbed_client, ws_publish_connection_init, EventWatcher)
+
+@pytest.mark.asyncio
+async def test_submit_subscribe():
+	client = create_stubbed_client()
+	symb = 'tXRPBTC'
+	# publsh connection created message
+	await ws_publish_connection_init(client.ws)
+
+	# Create new subscription to orderbook
+	await client.ws.subscribe('book', symb)
+	last_sent = client.ws.get_last_sent_item()
+	sent_sub = json.loads(last_sent['data'])
+	# {'time': 1548327054030, 'data': '{"event": "subscribe", "channel": "book", "symbol": "tXRPBTC"}'}
+	assert sent_sub['event'] == "subscribe"
+	assert sent_sub['channel'] == "book"
+	assert sent_sub['symbol'] == symb
+
+	# create new subscription to trades
+	await client.ws.subscribe('trades', symb)
+	last_sent = client.ws.get_last_sent_item()
+	sent_sub = json.loads(last_sent['data'])
+	# {'event': 'subscribe', 'channel': 'trades', 'symbol': 'tBTCUSD'}
+	assert sent_sub['event'] == 'subscribe'
+	assert sent_sub['channel'] == 'trades'
+	assert sent_sub['symbol'] == symb
+
+	# create new subscription to candles
+	await client.ws.subscribe('candles', symb, timeframe='1m')
+	last_sent = client.ws.get_last_sent_item()
+	sent_sub = json.loads(last_sent['data'])
+	#{'event': 'subscribe', 'channel': 'candles', 'symbol': 'tBTCUSD', 'key': 'trade:1m:tBTCUSD'}
+	assert sent_sub['event'] == 'subscribe'
+	assert sent_sub['channel'] == 'candles'
+	assert sent_sub['key'] == 'trade:1m:{}'.format(symb)
+
+@pytest.mark.asyncio
+async def test_event_subscribe():
+	client = create_stubbed_client()
+	symb = 'tXRPBTC'
+	pair = 'XRPBTC'
+	# publsh connection created message
+	await ws_publish_connection_init(client.ws)
+	# create a new subscription
+	await client.ws.subscribe('trades', symb)
+	# announce subscription was successful
+	sub_watch = EventWatcher.watch(client.ws, 'subscribed')
+	await client.ws.publish({"event":"subscribed","channel":"trades","chanId":2,"symbol":symb,"pair":pair})
+	s_res = sub_watch.wait_until_complete()
+	assert s_res.channel_name == 'trades'
+	assert s_res.symbol == symb
+	assert s_res.is_subscribed_bool == True
+	assert s_res.chan_id == 2
+
+@pytest.mark.asyncio
+async def test_submit_unsubscribe():
+	client = create_stubbed_client()
+	symb = 'tXRPBTC'
+	pair = 'XRPBTC'
+	# publsh connection created message
+	await ws_publish_connection_init(client.ws)
+	# create new subscription to trades
+	await client.ws.subscribe('trades', symb)
+	 # announce subscription was successful
+	sub_watch = EventWatcher.watch(client.ws, 'subscribed')
+	await client.ws.publish({"event":"subscribed","channel":"trades","chanId":2,"symbol":symb,"pair":pair})
+	s_res = sub_watch.wait_until_complete()
+	# unsubscribe from channel
+	await s_res.unsubscribe()
+	last_sent = client.ws.get_last_sent_item()
+	sent_unsub = json.loads(last_sent['data'])
+	# {'event': 'unsubscribe', 'chanId': 2}
+	assert sent_unsub['event'] == 'unsubscribe'
+	assert sent_unsub['chanId'] == 2
+
+@pytest.mark.asyncio
+async def test_event_unsubscribe():
+	client = create_stubbed_client()
+	symb = 'tXRPBTC'
+	pair = 'XRPBTC'
+	# publish connection created message
+	await ws_publish_connection_init(client.ws)
+	# create new subscription to trades
+	await client.ws.subscribe('trades', symb)
+	 # announce subscription was successful
+	sub_watch = EventWatcher.watch(client.ws, 'subscribed')
+	await client.ws.publish({"event":"subscribed","channel":"trades","chanId":2,"symbol":symb,"pair":pair})
+	s_res = sub_watch.wait_until_complete()
+	# unsubscribe from channel
+	await s_res.unsubscribe()
+	last_sent = client.ws.get_last_sent_item()
+	sent_unsub = json.loads(last_sent['data'])
+	
+	# publish confirmation of unsubscribe
+	unsub_watch = EventWatcher.watch(client.ws, 'unsubscribed')
+	await client.ws.publish({"event":"unsubscribed","status":"OK","chanId":2})
+	unsub_res = unsub_watch.wait_until_complete()
+	assert s_res.channel_name == 'trades'
+	assert s_res.symbol == symb
+	assert s_res.is_subscribed_bool == False
+	assert s_res.chan_id == 2
+
+@pytest.mark.asyncio
+async def test_submit_resubscribe():
+	client = create_stubbed_client()
+	symb = 'tXRPBTC'
+	pair = 'XRPBTC'
+	# publish connection created message
+	await ws_publish_connection_init(client.ws)
+	# request two new subscriptions
+	await client.ws.subscribe('book', symb)
+	await client.ws.subscribe('trades', symb)
+	# confirm subscriptions
+	await client.ws.publish({"event":"subscribed","channel":"trades","chanId":2,"symbol":symb,"pair":pair})
+	await client.ws.publish({"event":"subscribed","channel":"book","chanId":3,"symbol":symb,"prec":"P0","freq":"F0","len":"25","pair":pair})
+	# call resubscribe all
+	await client.ws.resubscribe_all()
+	## assert that 2 unsubscribe requests were sent
+	last_sent = client.ws.get_sent_items()[-2:]
+	for i in last_sent:
+		data = json.loads(i['data'])
+		assert data['event'] == 'unsubscribe'
+		assert (data['chanId'] == 2 or data['chanId'] == 3)
+	## confirm unsubscriptions
+	await client.ws.publish({"event":"unsubscribed","status":"OK","chanId":2})
+	await client.ws.publish({"event":"unsubscribed","status":"OK","chanId":3})
+
+	## confirm subscriptions
+	# await client.ws.publish({"event":"subscribed","channel":"trades","chanId":2,"symbol":symb,"pair":pair})
+	# await client.ws.publish({"event":"subscribed","channel":"book","chanId":3,"symbol":symb,"prec":"P0","freq":"F0","len":"25","pair":pair})
+	# wait for emit of event
+	n_last_sent = client.ws.get_sent_items()[-2:]
+	for i in n_last_sent:
+		data = json.loads(i['data'])
+		# print (data)
+		assert data['event'] == 'subscribe'
+		assert (data['channel'] == 'book' or data['channel'] == 'trades')
+		assert data['symbol'] == symb

pylint.rc

@@ -9,3 +9,5 @@ disable=too-few-public-methods,
         len-as-condition,
         too-many-instance-attributes,
         invalid-name
+
+ignore=tests