200 lines
6.5 KiB
Python
200 lines
6.5 KiB
Python
import asyncio
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import logging
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import threading
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from datetime import timedelta
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from time import sleep
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from unittest.mock import AsyncMock, MagicMock
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from ccxt import NotSupported
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from freqtrade.enums import CandleType
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from freqtrade.exchange.exchange_ws import ExchangeWS
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from ft_client.test_client.test_rest_client import log_has_re
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def test_exchangews_init(mocker):
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config = MagicMock()
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ccxt_object = MagicMock()
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mocker.patch("freqtrade.exchange.exchange_ws.ExchangeWS._start_forever", MagicMock())
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exchange_ws = ExchangeWS(config, ccxt_object)
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sleep(0.1)
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assert exchange_ws.config == config
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assert exchange_ws._ccxt_object == ccxt_object
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assert exchange_ws._thread.name == "ccxt_ws"
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assert exchange_ws._background_tasks == set()
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assert exchange_ws._klines_watching == set()
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assert exchange_ws._klines_scheduled == set()
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assert exchange_ws.klines_last_refresh == {}
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assert exchange_ws.klines_last_request == {}
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# Cleanup
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exchange_ws.cleanup()
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def test_exchangews_cleanup_error(mocker, caplog):
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config = MagicMock()
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ccxt_object = MagicMock()
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ccxt_object.close = AsyncMock(side_effect=Exception("Test"))
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mocker.patch("freqtrade.exchange.exchange_ws.ExchangeWS._start_forever", MagicMock())
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exchange_ws = ExchangeWS(config, ccxt_object)
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patch_eventloop_threading(exchange_ws)
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sleep(0.1)
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exchange_ws.reset_connections()
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assert log_has_re("Exception in _cleanup_async", caplog)
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exchange_ws.cleanup()
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def patch_eventloop_threading(exchange):
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is_init = False
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def thread_fuck():
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nonlocal is_init
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exchange._loop = asyncio.new_event_loop()
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is_init = True
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exchange._loop.run_forever()
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x = threading.Thread(target=thread_fuck, daemon=True)
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x.start()
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while not is_init:
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pass
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async def test_exchangews_ohlcv(mocker, time_machine, caplog):
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config = MagicMock()
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ccxt_object = MagicMock()
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caplog.set_level(logging.DEBUG)
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async def sleeper(*args, **kwargs):
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# pass
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await asyncio.sleep(0.12)
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return MagicMock()
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ccxt_object.un_watch_ohlcv_for_symbols = AsyncMock(side_effect=NotSupported)
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ccxt_object.watch_ohlcv = AsyncMock(side_effect=sleeper)
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ccxt_object.close = AsyncMock()
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time_machine.move_to("2024-11-01 01:00:02 +00:00")
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mocker.patch("freqtrade.exchange.exchange_ws.ExchangeWS._start_forever", MagicMock())
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exchange_ws = ExchangeWS(config, ccxt_object)
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patch_eventloop_threading(exchange_ws)
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try:
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assert exchange_ws._klines_watching == set()
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assert exchange_ws._klines_scheduled == set()
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exchange_ws.schedule_ohlcv("ETH/BTC", "1m", CandleType.SPOT)
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exchange_ws.schedule_ohlcv("XRP/BTC", "1m", CandleType.SPOT)
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await asyncio.sleep(0.2)
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assert exchange_ws._klines_watching == {
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("ETH/BTC", "1m", CandleType.SPOT),
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("XRP/BTC", "1m", CandleType.SPOT),
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}
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assert exchange_ws._klines_scheduled == {
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("ETH/BTC", "1m", CandleType.SPOT),
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("XRP/BTC", "1m", CandleType.SPOT),
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}
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await asyncio.sleep(0.1)
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assert ccxt_object.watch_ohlcv.call_count == 6
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ccxt_object.watch_ohlcv.reset_mock()
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time_machine.shift(timedelta(minutes=5))
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exchange_ws.schedule_ohlcv("ETH/BTC", "1m", CandleType.SPOT)
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await asyncio.sleep(1)
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assert log_has_re("un_watch_ohlcv_for_symbols not supported: ", caplog)
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# XRP/BTC should be cleaned up.
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assert exchange_ws._klines_watching == {
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("ETH/BTC", "1m", CandleType.SPOT),
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}
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# Cleanup happened.
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ccxt_object.un_watch_ohlcv_for_symbols = AsyncMock(side_effect=ValueError)
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exchange_ws.schedule_ohlcv("ETH/BTC", "1m", CandleType.SPOT)
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assert exchange_ws._klines_watching == {
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("ETH/BTC", "1m", CandleType.SPOT),
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}
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assert exchange_ws._klines_scheduled == {
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("ETH/BTC", "1m", CandleType.SPOT),
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}
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finally:
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# Cleanup
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exchange_ws.cleanup()
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assert log_has_re("Exception in _unwatch_ohlcv", caplog)
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async def test_exchangews_get_ohlcv(mocker, caplog):
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config = MagicMock()
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ccxt_object = MagicMock()
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ccxt_object.ohlcvs = {
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"ETH/USDT": {
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"1m": [
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[1635840000000, 100, 200, 300, 400, 500],
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[1635840060000, 101, 201, 301, 401, 501],
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[1635840120000, 102, 202, 302, 402, 502],
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],
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"5m": [
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[1635840000000, 100, 200, 300, 400, 500],
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[1635840300000, 105, 201, 301, 401, 501],
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[1635840600000, 102, 202, 302, 402, 502],
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],
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}
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}
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mocker.patch("freqtrade.exchange.exchange_ws.ExchangeWS._start_forever", MagicMock())
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exchange_ws = ExchangeWS(config, ccxt_object)
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exchange_ws.klines_last_refresh = {
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("ETH/USDT", "1m", CandleType.SPOT): 1635840120000,
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("ETH/USDT", "5m", CandleType.SPOT): 1635840600000,
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}
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# Matching last candle time - drop hint is true
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resp = await exchange_ws.get_ohlcv("ETH/USDT", "1m", CandleType.SPOT, 1635840120000)
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assert resp[0] == "ETH/USDT"
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assert resp[1] == "1m"
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assert resp[3] == [
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[1635840000000, 100, 200, 300, 400, 500],
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[1635840060000, 101, 201, 301, 401, 501],
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[1635840120000, 102, 202, 302, 402, 502],
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]
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assert resp[4] is True
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# expected time > last candle time - drop hint is false
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resp = await exchange_ws.get_ohlcv("ETH/USDT", "1m", CandleType.SPOT, 1635840180000)
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assert resp[0] == "ETH/USDT"
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assert resp[1] == "1m"
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assert resp[3] == [
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[1635840000000, 100, 200, 300, 400, 500],
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[1635840060000, 101, 201, 301, 401, 501],
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[1635840120000, 102, 202, 302, 402, 502],
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]
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assert resp[4] is False
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# Change "received" times to be before the candle starts.
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# This should trigger the "time sync" warning.
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exchange_ws.klines_last_refresh = {
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("ETH/USDT", "1m", CandleType.SPOT): 1635840110000,
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("ETH/USDT", "5m", CandleType.SPOT): 1635840600000,
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}
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msg = r".*Candle date > last refresh.*"
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assert not log_has_re(msg, caplog)
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resp = await exchange_ws.get_ohlcv("ETH/USDT", "1m", CandleType.SPOT, 1635840120000)
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assert resp[0] == "ETH/USDT"
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assert resp[1] == "1m"
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assert resp[3] == [
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[1635840000000, 100, 200, 300, 400, 500],
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[1635840060000, 101, 201, 301, 401, 501],
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[1635840120000, 102, 202, 302, 402, 502],
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]
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assert resp[4] is True
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assert log_has_re(msg, caplog)
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exchange_ws.cleanup()
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