From c7d5db5f907073478254f32a11afbfe2a7811205 Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Mon, 7 Nov 2022 15:40:52 -0500
Subject: [PATCH] Start data feed layer test suite

Initial test that starts a `binance` feed and reads the quote messages
alongside shm buffers for 1s and 1m OHLC; just prints to console for
now.

Template out parametrization for multi-symbol quote-multiplexed feeds
which coming soon B)
---
 tests/test_feeds.py | 65 +++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 65 insertions(+)
 create mode 100644 tests/test_feeds.py

diff --git a/tests/test_feeds.py b/tests/test_feeds.py
new file mode 100644
index 00000000..3c1104a9
--- /dev/null
+++ b/tests/test_feeds.py
@@ -0,0 +1,65 @@
+'''
+Data feed layer APIs, performance, msg throttling.
+
+'''
+from pprint import pprint
+
+import pytest
+import trio
+from piker import (
+    open_piker_runtime,
+    open_feed,
+)
+from piker.data import ShmArray
+
+
+@pytest.mark.parametrize(
+    'fqsns',
+    [
+        ['btcusdt.binance']
+    ],
+    ids=lambda param: f'fqsns={param}',
+)
+def test_basic_rt_feed(
+    fqsns: list[str],
+):
+    '''
+    Start a real-time data feed for provided fqsn and pull
+    a few quotes then simply shut down.
+
+    '''
+    async def main():
+        async with (
+            open_piker_runtime('test_basic_rt_feed'),
+            open_feed(
+                fqsns,
+                loglevel='info',
+
+                # TODO: ensure throttle rate is applied
+                # limit to at least display's FPS
+                # avoiding needless Qt-in-guest-mode context switches
+                # tick_throttle=_quote_throttle_rate,
+
+            ) as feed
+        ):
+            for fqin in fqsns:
+                assert feed.symbols[fqin]
+
+            ohlcv: ShmArray = feed.rt_shm
+            hist_ohlcv: ShmArray = feed.hist_shm
+
+            count: int = 0
+            async for quotes in feed.stream:
+
+                # print quote msg, rt and history
+                # buffer values on console.
+                pprint(quotes)
+                pprint(ohlcv.array[-1])
+                pprint(hist_ohlcv.array[-1])
+
+                if count >= 100:
+                    break
+
+                count += 1
+
+    trio.run(main)