test: add testing for order callbacks

2025-12-19 14:54:21 +01:00 · 2019-02-07 15:31:22 +00:00
parent d4c9186fb4
commit fbb08afca9
3 changed files with 187 additions and 1 deletions
--- a/bfxapi/tests/helpers.py
+++ b/bfxapi/tests/helpers.py
@@ -5,7 +5,7 @@ import asyncio
 from .. import Client, BfxWebsocket

 def get_now():
-	  return int(round(time.time() * 1000))
+	return int(round(time.time() * 1000))

 class StubbedWebsocket(BfxWebsocket):
 	def __new__(cls, *args, **kwargs):
--- a/bfxapi/tests/test_ws_orders.py
+++ b/bfxapi/tests/test_ws_orders.py
@@ -110,3 +110,99 @@ async def test_events_on_cancel_order():
 	assert close_res.price == 10
 	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()
--- a/bfxapi/utils/testing_tools.py
+++ b/bfxapi/utils/testing_tools.py
@@ -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})