/test/integration/test_radar_relay_order_book_tracker.py

https://github.com/CoinAlpha/hummingbot · Python · 119 lines · 96 code · 13 blank · 10 comment · 10 complexity · 94bd5c8ebc28710e9c28b815c4c398f5 MD5 · raw file

  1. #!/usr/bin/env python
  2. import math
  3. from os.path import join, realpath
  4. import sys; sys.path.insert(0, realpath(join(__file__, "../../../")))
  5. from hummingbot.core.event.event_logger import EventLogger
  6. from hummingbot.core.event.events import (
  7. OrderBookEvent,
  8. OrderBookTradeEvent,
  9. TradeType
  10. )
  11. import asyncio
  12. import logging
  13. import unittest
  14. from typing import (
  15. Dict,
  16. Optional,
  17. List
  18. )
  19. from hummingbot.connector.exchange.radar_relay.radar_relay_order_book_tracker import RadarRelayOrderBookTracker
  20. from hummingbot.core.data_type.order_book import OrderBook
  21. from hummingbot.core.utils.async_utils import (
  22. safe_ensure_future,
  23. safe_gather,
  24. )
  25. class RadarRelayOrderBookTrackerUnitTest(unittest.TestCase):
  26. order_book_tracker: Optional[RadarRelayOrderBookTracker] = None
  27. events: List[OrderBookEvent] = [
  28. OrderBookEvent.TradeEvent
  29. ]
  30. trading_pairs: List[str] = [
  31. "USDC-DAI",
  32. "WETH-DAI",
  33. "USDC-WETH"
  34. ]
  35. @classmethod
  36. def setUpClass(cls):
  37. cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
  38. cls.order_book_tracker: RadarRelayOrderBookTracker = RadarRelayOrderBookTracker(
  39. trading_pairs=cls.trading_pairs
  40. )
  41. cls.order_book_tracker_task: asyncio.Task = safe_ensure_future(cls.order_book_tracker.start())
  42. cls.ev_loop.run_until_complete(cls.wait_til_tracker_ready())
  43. @classmethod
  44. async def wait_til_tracker_ready(cls):
  45. while True:
  46. if len(cls.order_book_tracker.order_books) > 0:
  47. print("Initialized real-time order books.")
  48. return
  49. await asyncio.sleep(1)
  50. async def run_parallel_async(self, *tasks, timeout=None):
  51. future: asyncio.Future = safe_ensure_future(safe_gather(*tasks))
  52. timer = 0
  53. while not future.done():
  54. if timeout and timer > timeout:
  55. raise Exception("Time out running parallel async task in tests.")
  56. timer += 1
  57. # now = time.time()
  58. # next_iteration = now // 1.0 + 1
  59. await asyncio.sleep(1.0)
  60. return future.result()
  61. def run_parallel(self, *tasks):
  62. return self.ev_loop.run_until_complete(self.run_parallel_async(*tasks))
  63. def setUp(self):
  64. self.event_logger = EventLogger()
  65. for event_tag in self.events:
  66. for trading_pair, order_book in self.order_book_tracker.order_books.items():
  67. order_book.add_listener(event_tag, self.event_logger)
  68. @unittest.skipUnless(any("test_order_book_trade_event_emission" in arg for arg in sys.argv),
  69. "test_order_book_trade_event_emission test requires waiting or manual trade.")
  70. def test_order_book_trade_event_emission(self):
  71. """
  72. Test if order book tracker is able to retrieve order book trade message from exchange and
  73. emit order book trade events after correctly parsing the trade messages
  74. """
  75. self.run_parallel(self.event_logger.wait_for(OrderBookTradeEvent))
  76. for ob_trade_event in self.event_logger.event_log:
  77. self.assertTrue(type(ob_trade_event) == OrderBookTradeEvent)
  78. self.assertTrue(ob_trade_event.trading_pair in self.trading_pairs)
  79. self.assertTrue(type(ob_trade_event.timestamp) in [float, int])
  80. self.assertTrue(type(ob_trade_event.amount) == float)
  81. self.assertTrue(type(ob_trade_event.price) == float)
  82. self.assertTrue(type(ob_trade_event.type) == TradeType)
  83. self.assertTrue(math.ceil(math.log10(ob_trade_event.timestamp)) == 10)
  84. self.assertTrue(ob_trade_event.amount > 0)
  85. self.assertTrue(ob_trade_event.price > 0)
  86. def test_tracker_integrity(self):
  87. # Wait 5 seconds to process some diffs.
  88. self.ev_loop.run_until_complete(asyncio.sleep(5.0))
  89. order_books: Dict[str, OrderBook] = self.order_book_tracker.order_books
  90. weth_dai_book: OrderBook = order_books["WETH-DAI"]
  91. usdc_dai_book: OrderBook = order_books["USDC-DAI"]
  92. # print(weth_dai_book.snapshot)
  93. # print(zrx_weth_book.snapshot)
  94. self.assertGreaterEqual(weth_dai_book.get_price_for_volume(True, 10).result_price,
  95. weth_dai_book.get_price(True))
  96. self.assertLessEqual(weth_dai_book.get_price_for_volume(False, 10).result_price,
  97. weth_dai_book.get_price(False))
  98. self.assertGreaterEqual(usdc_dai_book.get_price_for_volume(True, 10).result_price,
  99. usdc_dai_book.get_price(True))
  100. self.assertLessEqual(usdc_dai_book.get_price_for_volume(False, 10).result_price,
  101. usdc_dai_book.get_price(False))
  102. def main():
  103. logging.basicConfig(level=logging.INFO)
  104. unittest.main()
  105. if __name__ == "__main__":
  106. main()