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Add a quote-from-json-file streamer for testing

kivy_mainline_and_py3.8
Tyler Goodlet 2018-02-08 02:29:28 -05:00
parent 6781a23850
commit b8a3fb67a1
3 changed files with 271 additions and 0 deletions
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0
piker/testing/__init__.py 100644
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31
piker/testing/_quote_streamer.py 100644
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"""
Mock a broker module.
"""
from itertools import cycle
import json
from os import path
import trio
from async_generator import asynccontextmanager
@asynccontextmanager
async def get_client() -> None:
"""Shim client factory.
"""
yield None
async def poll_tickers(
client, tickers: [str], q: trio.Queue) -> None:
"""Stream quotes from a local json store.
"""
with open(path.join(path.dirname(__file__), 'quotes.json'), 'r') as quotes_file:
content = quotes_file.read()
pkts = content.split('--') # simulate 2 separate quote packets
# import pdb; pdb.set_trace()
payloads = [json.loads(pkt)['quotes'] for pkt in pkts]
for payload in cycle(payloads):
q.put_nowait(payload)
await trio.sleep(1/2.)

240
piker/testing/quotes.json 100644
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{
"quotes": [
{
"VWAP": 7.383792,
"askPrice": 7.56,
"askSize": 2,
"bidPrice": 6.1,
"bidSize": 2,
"delay": 0,
"high52w": 9.68,
"highPrice": 8,
"isHalted": false,
"lastTradePrice": 6.96,
"lastTradePriceTrHrs": 6.97,
"lastTradeSize": 2000,
"lastTradeTick": "Down",
"lastTradeTime": "2018-02-07T15:59:59.259000-05:00",
"low52w": 1.03,
"lowPrice": 6.88,
"openPrice": 7.64,
"symbol": "EMH.VN",
"symbolId": 10164524,
"tier": "",
"volume": 5357805
},
{
"VWAP": 29.445855,
"askPrice": 55,
"askSize": 2,
"bidPrice": 27.63,
"bidSize": 20,
"delay": 0,
"high52w": 44,
"highPrice": 31.35,
"isHalted": false,
"lastTradePrice": 27.67,
"lastTradePriceTrHrs": 27.62,
"lastTradeSize": 100,
"lastTradeTick": "Down",
"lastTradeTime": "2018-02-07T16:16:17.723000-05:00",
"low52w": 6.58,
"lowPrice": 26.66,
"openPrice": 30.43,
"symbol": "WEED.TO",
"symbolId": 16529510,
"tier": "",
"volume": 14762722
},
{
"VWAP": 18.353787,
"askPrice": 19,
"askSize": 4,
"bidPrice": 10,
"bidSize": 1,
"delay": 0,
"high52w": 31.25,
"highPrice": 18.99,
"isHalted": false,
"lastTradePrice": 17.9,
"lastTradePriceTrHrs": 17.87,
"lastTradeSize": 1600,
"lastTradeTick": "Up",
"lastTradeTime": "2018-02-07T16:00:00.201000-05:00",
"low52w": 6.81,
"lowPrice": 17.33,
"openPrice": 18.71,
"symbol": "LEAF.TO",
"symbolId": 17821824,
"tier": "",
"volume": 1322510
},
{
"VWAP": 19.492624,
"askPrice": 25.18,
"askSize": 1,
"bidPrice": 10.31,
"bidSize": 5,
"delay": 0,
"high52w": 25.56,
"highPrice": 20.7,
"isHalted": false,
"lastTradePrice": 18.74,
"lastTradePriceTrHrs": 18.74,
"lastTradeSize": 100,
"lastTradeTick": "Up",
"lastTradeTime": "2018-02-07T15:59:49.451000-05:00",
"low52w": 8.36,
"lowPrice": 18.18,
"openPrice": 19.97,
"symbol": "HMMJ.TO",
"symbolId": 18022628,
"tier": "",
"volume": 2427378
},
{
"VWAP": 7.620155,
"askPrice": 5.9,
"askSize": 30,
"bidPrice": 5.66,
"bidSize": 30,
"delay": 0,
"high52w": 9.8,
"highPrice": 8.05,
"isHalted": false,
"lastTradePrice": 7.53,
"lastTradePriceTrHrs": 7.53,
"lastTradeSize": 900,
"lastTradeTick": "Equal",
"lastTradeTime": "2018-02-07T15:59:55.899000-05:00",
"low52w": 1.52,
"lowPrice": 7.06,
"openPrice": 7.69,
"symbol": "VFF.TO",
"symbolId": 40747,
"tier": "",
"volume": 828156
}
]
}
--
{
"quotes": [
{
"VWAP": 7.383792,
"askPrice": 7.55,
"askSize": 2,
"bidPrice": 6.2,
"bidSize": 2,
"delay": 0,
"high52w": 9.68,
"highPrice": 8,
"isHalted": false,
"lastTradePrice": 6.97,
"lastTradePriceTrHrs": 6.97,
"lastTradeSize": 1000,
"lastTradeTick": "Up",
"lastTradeTime": "2018-02-07T15:59:59.259000-05:00",
"low52w": 1.03,
"lowPrice": 6.88,
"openPrice": 7.64,
"symbol": "EMH.VN",
"symbolId": 10164524,
"tier": "",
"volume": 5357805
},
{
"VWAP": 29.445855,
"askPrice": 55,
"askSize": 2,
"bidPrice": 27.63,
"bidSize": 20,
"delay": 0,
"high52w": 44,
"highPrice": 31.35,
"isHalted": false,
"lastTradePrice": 28.25,
"lastTradePriceTrHrs": 27.62,
"lastTradeSize": 100,
"lastTradeTick": "Up",
"lastTradeTime": "2018-02-07T16:16:17.723000-05:00",
"low52w": 6.58,
"lowPrice": 26.66,
"openPrice": 30.43,
"symbol": "WEED.TO",
"symbolId": 16529510,
"tier": "",
"volume": 14762722
},
{
"VWAP": 18.353787,
"askPrice": 19,
"askSize": 4,
"bidPrice": 10,
"bidSize": 1,
"delay": 0,
"high52w": 31.25,
"highPrice": 18.99,
"isHalted": false,
"lastTradePrice": 17.8,
"lastTradePriceTrHrs": 17.87,
"lastTradeSize": 100,
"lastTradeTick": "Down",
"lastTradeTime": "2018-02-07T16:00:00.201000-05:00",
"low52w": 6.81,
"lowPrice": 17.33,
"openPrice": 18.71,
"symbol": "LEAF.TO",
"symbolId": 17821824,
"tier": "",
"volume": 1322510
},
{
"VWAP": 19.492624,
"askPrice": 25.18,
"askSize": 1,
"bidPrice": 10.31,
"bidSize": 5,
"delay": 0,
"high52w": 25.56,
"highPrice": 20.7,
"isHalted": false,
"lastTradePrice": 16.70,
"lastTradePriceTrHrs": 18.74,
"lastTradeSize": 100,
"lastTradeTick": "Down",
"lastTradeTime": "2018-02-07T15:59:49.451000-05:00",
"low52w": 8.36,
"lowPrice": 18.18,
"openPrice": 19.97,
"symbol": "HMMJ.TO",
"symbolId": 18022628,
"tier": "",
"volume": 2427378
},
{
"VWAP": 7.620155,
"askPrice": 7.75,
"askSize": 20,
"bidPrice": 5.66,
"bidSize": 30,
"delay": 0,
"high52w": 9.8,
"highPrice": 8.05,
"isHalted": false,
"lastTradePrice": 7.53,
"lastTradePriceTrHrs": 7.53,
"lastTradeSize": 400,
"lastTradeTick": "Equal",
"lastTradeTime": "2018-02-07T15:59:55.899000-05:00",
"low52w": 1.52,
"lowPrice": 7.06,
"openPrice": 7.69,
"symbol": "VFF.TO",
"symbolId": 40747,
"tier": "",
"volume": 828156
}
]
}