Add a option quote latency test

kivy_mainline_and_py3.8
Tyler Goodlet 2018-11-13 13:23:05 -05:00
parent 19ea7bd7aa
commit 5961e458cf
1 changed files with 29 additions and 0 deletions

View File

@ -1,6 +1,9 @@
""" """
Questrade broker testing Questrade broker testing
""" """
import time
import trio
from trio.testing import trio_test from trio.testing import trio_test
from piker.brokers import questrade as qt from piker.brokers import questrade as qt
@ -133,3 +136,29 @@ async def test_option_chain(tmx_symbols):
assert not quote assert not quote
# chains for each symbol were retreived # chains for each symbol were retreived
assert not quotes assert not quotes
@trio_test
async def test_option_quote_latency(tmx_symbols):
"""Audit option quote latencies.
"""
async with qt.get_client() as client:
# all contracts lookup - should be cached
contracts = await client.get_contracts(['WEED.TO'])
# build single expriry contract
id, by_expiry = next(iter(contracts.items()))
dt, by_strike = next(iter(by_expiry.items()))
single = {id: {dt: by_strike}}
for expected_latency, contract in [
(2, contracts), (0.5, single)
]:
for _ in range(10):
# chains quote for all symbols
start = time.time()
quotes = await client.option_chains(contract)
took = time.time() - start
print(f"Request took {took}")
assert took <= expected_latency
await trio.sleep(0.1)