Use `DataFeed` api in streaming tests
Tyler Goodlet
parent
7ee731faac
commit
1a0427db08
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@ -2,14 +2,16 @@
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Questrade broker testing
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"""
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import time
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import logging
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import trio
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from trio.testing import trio_test
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import tractor
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from tractor.testing import tractor_test
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from piker.brokers import questrade as qt
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import pytest
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import tractor
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from tractor.testing import tractor_test
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from piker.brokers import get_brokermod
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from piker.brokers.data import DataFeed
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log = tractor.get_logger('tests')
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@ -129,6 +131,7 @@ async def test_concurrent_tokens_refresh(us_symbols, loglevel):
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for tries in range(30):
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log.info(f"{tries}: GETTING QUOTES!")
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quotes = await quoter(us_symbols)
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assert quotes
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await trio.sleep(0.1)
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async def intermittently_refresh_tokens(client):
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@ -197,7 +200,10 @@ async def test_option_chain(tmx_symbols):
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quotes = await client.option_chains(contracts)
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# verify contents match what we expect
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for quote in quotes:
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assert quote['underlying'] in tmx_symbols
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underlying = quote['underlying']
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# XXX: sometimes it's '' for old expiries?
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if underlying:
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assert underlying in tmx_symbols
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for key in _ex_quotes['option']:
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quote.pop(key)
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assert not quote
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@ -230,43 +236,34 @@ async def test_option_quote_latency(tmx_symbols):
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await trio.sleep(0.1)
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async def stream_option_chain(portal, symbols):
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async def stream_option_chain(feed, symbols):
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"""Start up an option quote stream.
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``symbols`` arg is ignored here.
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"""
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symbol = symbols[0]
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async with qt.get_client() as client:
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contracts = await client.get_all_contracts([symbol])
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contracts = await feed.call_client(
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'get_all_contracts', symbols=[symbol])
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contractkey = next(iter(contracts))
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subs_keys = list(
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map(lambda item: (item.symbol, item.expiry), contracts))
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# map(lambda item: (item.symbol, item.expiry), contracts))
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map(lambda item: (item[0], item[2]), contracts))
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sub = subs_keys[0]
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agen = await portal.run(
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'piker.brokers.data',
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'start_quote_stream',
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broker='questrade',
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symbols=[sub],
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feed_type='option',
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rate=3,
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diff_cached=False,
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)
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# latency arithmetic
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loops = 8
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period = 1/3. # 3 rps
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timeout = loops / period
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timeout = float('inf') #loops / period
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try:
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# wait on the data streamer to actually start
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# delivering
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await agen.__anext__()
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# it'd sure be nice to have an asyncitertools here...
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with trio.fail_after(timeout):
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stream, first_quotes = await feed.open_stream(
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[sub], 'option', rate=4, diff_cached=False,
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)
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count = 0
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async for quotes in agen:
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async for quotes in stream:
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# print(f'got quotes for {quotes.keys()}')
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# we should receive all calls and puts
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assert len(quotes) == len(contracts[contractkey]) * 2
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@ -282,21 +279,12 @@ async def stream_option_chain(portal, symbols):
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# switch the subscription and make sure
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# stream is still working
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sub = subs_keys[1]
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await agen.aclose()
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agen = await portal.run(
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'piker.brokers.data',
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'start_quote_stream',
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broker='questrade',
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symbols=[sub],
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feed_type='option',
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rate=4,
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diff_cached=False,
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)
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await agen.__anext__()
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with trio.fail_after(timeout):
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stream, first_quotes = await feed.open_stream(
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[sub], 'option', rate=4, diff_cached=False,
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)
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count = 0
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async for quotes in agen:
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async for quotes in stream:
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for symbol, quote in quotes.items():
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assert quote['key'] == sub
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count += 1
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@ -304,29 +292,32 @@ async def stream_option_chain(portal, symbols):
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break
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finally:
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# unsub
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await agen.aclose()
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await stream.aclose()
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async def stream_stocks(portal, symbols):
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async def stream_stocks(feed, symbols):
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"""Start up a stock quote stream.
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"""
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agen = await portal.run(
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'piker.brokers.data',
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'start_quote_stream',
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broker='questrade',
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symbols=symbols,
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diff_cached=False,
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)
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stream, first_quotes = await feed.open_stream(
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symbols, 'stock', rate=3, diff_cached=False)
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# latency arithmetic
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loops = 8
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period = 1/3. # 3 rps
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timeout = loops / period
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try:
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# it'd sure be nice to have an asyncitertools here...
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async for quotes in agen:
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count = 0
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async for quotes in stream:
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assert quotes
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for key in quotes:
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assert key in symbols
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break
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count += 1
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if count == loops:
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break
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finally:
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# unsub
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await agen.aclose()
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await stream.aclose()
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@pytest.mark.parametrize(
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@ -339,8 +330,10 @@ async def stream_stocks(portal, symbols):
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(stream_option_chain, stream_option_chain),
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],
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ids=[
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'stocks', 'options',
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'stocks_and_options', 'stocks_and_stocks',
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'stocks',
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'options',
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'stocks_and_options',
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'stocks_and_stocks',
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'options_and_options',
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],
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)
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@ -348,6 +341,7 @@ async def stream_stocks(portal, symbols):
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async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
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"""Set up option streaming using the broker daemon.
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"""
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brokermod = get_brokermod('questrade')
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async with tractor.find_actor('brokerd') as portal:
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async with tractor.open_nursery() as nursery:
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# only one per host address, spawns an actor if None
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@ -360,6 +354,8 @@ async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
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'piker.brokers.core'
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],
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)
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feed = DataFeed(portal, brokermod)
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if len(stream_what) > 1:
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# stream disparate symbol sets per task
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first, *tail = tmx_symbols
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@ -369,7 +365,7 @@ async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
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async with trio.open_nursery() as n:
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for syms, func in zip(symbols, stream_what):
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n.start_soon(func, portal, syms)
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n.start_soon(func, feed, syms)
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# stop all spawned subactors
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await nursery.cancel()
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