test: add testing for order callbacks

This commit is contained in:
Jacob Plaster
2019-02-07 15:31:22 +00:00
parent d4c9186fb4
commit fbb08afca9
3 changed files with 187 additions and 1 deletions

View File

@@ -110,3 +110,99 @@ async def test_events_on_cancel_order():
assert close_res.price == 10 assert close_res.price == 10
assert close_res.type == 'EXCHANGE LIMIT' assert close_res.type == 'EXCHANGE LIMIT'
@pytest.mark.asyncio
async def test_closed_callback_on_submit_order_closed():
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)
async def c(order):
client.ws._emit('c1', order)
callback_wait = EventWatcher.watch(client.ws, 'c1')
# override cid generation
client.ws.orderManager._gen_unqiue_cid = lambda: 123
await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET', onClose=c)
await client.ws.publish([0,"oc",[123,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]])
callback_wait.wait_until_complete()
@pytest.mark.asyncio
async def test_confirmed_callback_on_submit_order_closed():
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)
async def c(order):
client.ws._emit('c1', order)
callback_wait = EventWatcher.watch(client.ws, 'c1')
# override cid generation
client.ws.orderManager._gen_unqiue_cid = lambda: 123
await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET', onConfirm=c)
await client.ws.publish([0,"oc",[123,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]])
callback_wait.wait_until_complete()
@pytest.mark.asyncio
async def test_confirmed_callback_on_submit_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)
async def c(order):
client.ws._emit('c1', order)
callback_wait = EventWatcher.watch(client.ws, 'c1')
# override cid generation
client.ws.orderManager._gen_unqiue_cid = lambda: 123
await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET', onConfirm=c)
await client.ws.publish([0,"on",[123,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]])
callback_wait.wait_until_complete()
@pytest.mark.asyncio
async def test_confirmed_callback_on_submit_order_update():
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)
async def c(order):
client.ws._emit('c1', order)
callback_wait = EventWatcher.watch(client.ws, 'c1')
# override cid generation
client.ws.orderManager._gen_unqiue_cid = lambda: 123
await client.ws.update_order(123, price=100, onConfirm=c)
await client.ws.publish([0,"ou",[123,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]])
callback_wait.wait_until_complete()
@pytest.mark.asyncio
async def test_confirmed_callback_on_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)
async def c(order):
client.ws._emit('c1', order)
callback_wait = EventWatcher.watch(client.ws, 'c1')
# override cid generation
client.ws.orderManager._gen_unqiue_cid = lambda: 123
await client.ws.cancel_order(123, onConfirm=c)
await client.ws.publish([0,"oc",[123,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]])
callback_wait.wait_until_complete()
@pytest.mark.asyncio
async def test_confirmed_callback_on_submit_cancel_group_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)
async def c(order):
client.ws._emit('c1', order)
callback_wait = EventWatcher.watch(client.ws, 'c1')
# override cid generation
client.ws.orderManager._gen_unqiue_cid = lambda: 123
await client.ws.cancel_order_group(123, onConfirm=c)
await client.ws.publish([0,"oc",[1548262833910,123,1548262833910,"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]])
callback_wait.wait_until_complete()

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@@ -0,0 +1,90 @@
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, is_json=True):
self.published_items += [{
'time': get_now(),
'data': data
}]
# convert to string and push through the websocket
data = json.dumps(data) if is_json else data
return await self.on_message(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})