build 054: remove legacy klines compatibility API
This commit is contained in:
@@ -1,551 +0,0 @@
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# app/tests/unit/integrations/exchange/test_service_klines.py
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from __future__ import annotations
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from datetime import datetime, timezone
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from decimal import Decimal
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from types import SimpleNamespace
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from typing import Any, cast
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import pytest
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import src.integrations.exchange.service as service_module
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from src.integrations.exchange.exceptions import ExchangeError
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from src.integrations.exchange.models import SymbolValidationResult
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from src.integrations.exchange.service import ExchangeService
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from src.market_data.acquisition.models.candle import Candle
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def _candle(
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*,
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symbol: str = "BTC/USD_LEVERAGE",
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interval: str = "1m",
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open_time_ms: int = 1_750_000_000_000,
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open_price: str = "100.10",
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high_price: str = "110.20",
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low_price: str = "90.30",
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close_price: str = "105.40",
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volume: str = "12.50",
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source: str = "rest_klines:bid",
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) -> Candle:
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return Candle(
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symbol=symbol,
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interval=interval,
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open_time=datetime.fromtimestamp(
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open_time_ms / 1000,
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tz=timezone.utc,
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),
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open_price=Decimal(open_price),
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high_price=Decimal(high_price),
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low_price=Decimal(low_price),
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close_price=Decimal(close_price),
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volume=Decimal(volume),
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source=source,
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)
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def _set_test_attribute(
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target: object,
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name: str,
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value: object,
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) -> None:
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setattr(cast(Any, target), name, value)
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def _service(
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*,
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default_symbol: str = "BTC/USD_LEVERAGE",
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exchange_enabled: bool = True,
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) -> ExchangeService:
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service = ExchangeService.__new__(ExchangeService)
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_set_test_attribute(
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service,
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"settings",
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SimpleNamespace(
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default_symbol=default_symbol,
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exchange_enabled=exchange_enabled,
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),
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)
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return service
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def _valid_symbol(
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symbol: str = "BTC/USD_LEVERAGE",
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) -> SymbolValidationResult:
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return SymbolValidationResult(
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requested_symbol=symbol,
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normalized_symbol=symbol,
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is_valid=True,
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message="OK",
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symbol_info=None,
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)
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def _invalid_symbol(
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symbol: str = "UNKNOWN",
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) -> SymbolValidationResult:
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return SymbolValidationResult(
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requested_symbol=symbol,
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normalized_symbol=symbol,
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is_valid=False,
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message="Invalid symbol.",
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symbol_info=None,
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)
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def test_get_klines_uses_default_symbol() -> None:
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service = _service(default_symbol="ETH/USD_LEVERAGE")
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requested_symbols: list[str] = []
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acquisition_calls: list[dict[str, object]] = []
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: (
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requested_symbols.append(symbol) or _valid_symbol(symbol)
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),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: acquisition_calls.append(kwargs) or (),
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)
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result = service.get_klines()
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assert requested_symbols == ["ETH/USD_LEVERAGE"]
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assert acquisition_calls[0]["symbol"] == "ETH/USD_LEVERAGE"
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assert result.symbol == "ETH/USD_LEVERAGE"
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@pytest.mark.parametrize("limit", [0, -1, -100])
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def test_get_klines_normalizes_non_positive_limit(limit: int) -> None:
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service = _service()
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captured: list[dict[str, object]] = []
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: _valid_symbol(symbol),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: captured.append(kwargs) or (),
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)
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service.get_klines(limit=limit)
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assert captured[0]["limit"] == 200
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def test_get_klines_caps_limit_at_200() -> None:
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service = _service()
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captured: list[dict[str, object]] = []
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: _valid_symbol(symbol),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: captured.append(kwargs) or (),
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)
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service.get_klines(limit=500)
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assert captured[0]["limit"] == 200
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@pytest.mark.parametrize("interval", ["1m", "5m", "15m", "1h"])
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def test_get_klines_accepts_supported_intervals(interval: str) -> None:
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service = _service()
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captured: list[dict[str, object]] = []
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: _valid_symbol(symbol),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: captured.append(kwargs) or (),
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)
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result = service.get_klines(interval=interval)
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assert captured[0]["interval"] == interval
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assert result.interval == interval
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def test_get_klines_rejects_unsupported_interval() -> None:
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service = _service()
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with pytest.raises(
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ExchangeError,
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match="Unsupported kline interval",
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):
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service.get_klines(interval="4h")
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@pytest.mark.parametrize(
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("price_type", "expected"),
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[
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("bid", "bid"),
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("ask", "ask"),
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(" BID ", "bid"),
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(" AsK ", "ask"),
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("unknown", "bid"),
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("", "bid"),
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],
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)
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def test_get_klines_normalizes_price_type(
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price_type: str,
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expected: str,
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) -> None:
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service = _service()
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captured: list[dict[str, object]] = []
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: _valid_symbol(symbol),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: captured.append(kwargs) or (),
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)
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result = service.get_klines(price_type=price_type)
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assert captured[0]["price_type"] == expected
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assert result.source == f"rest_klines:{expected}"
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def test_get_klines_rejects_mock_mode() -> None:
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service = _service(exchange_enabled=False)
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with pytest.raises(
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ExchangeError,
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match="Klines are not available in mock exchange mode",
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):
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service.get_klines()
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def test_get_klines_rejects_invalid_symbol() -> None:
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service = _service()
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: _invalid_symbol(symbol),
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)
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with pytest.raises(ExchangeError, match="Invalid symbol"):
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service.get_klines("UNKNOWN")
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def test_get_klines_calls_acquisition_with_exact_arguments() -> None:
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service = _service()
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captured: list[dict[str, object]] = []
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: _valid_symbol("BTC/USD_LEVERAGE"),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: captured.append(kwargs) or (),
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)
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service.get_klines(
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" btc/usd ",
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interval="5m",
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limit=123,
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price_type="ask",
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)
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assert captured == [
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{
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"symbol": "BTC/USD_LEVERAGE",
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"interval": "5m",
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"limit": 123,
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"price_type": "ask",
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}
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]
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def test_get_klines_maps_canonical_candle_to_legacy_kline() -> None:
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service = _service()
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candle = _candle()
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: _valid_symbol(symbol),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: (candle,),
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)
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result = service.get_klines()
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assert len(result.candles) == 1
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kline = result.candles[0]
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assert kline.symbol == candle.symbol
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assert kline.interval == candle.interval
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assert kline.open_time == 1_750_000_000_000
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assert kline.open_price == 100.10
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assert kline.high_price == 110.20
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assert kline.low_price == 90.30
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assert kline.close_price == 105.40
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assert kline.volume == 12.50
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assert kline.source == candle.source
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def test_get_klines_preserves_candle_order() -> None:
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service = _service()
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first = _candle(open_time_ms=1000)
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second = _candle(open_time_ms=2000)
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: _valid_symbol(symbol),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: (first, second),
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)
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result = service.get_klines()
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assert [item.open_time for item in result.candles] == [1000, 2000]
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def test_get_klines_trims_result_to_limit() -> None:
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service = _service()
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candles = tuple(
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_candle(open_time_ms=index * 1000)
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for index in range(1, 6)
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)
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: _valid_symbol(symbol),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: candles,
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)
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result = service.get_klines(limit=2)
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assert [item.open_time for item in result.candles] == [4000, 5000]
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def test_get_klines_returns_empty_batch() -> None:
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service = _service()
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: _valid_symbol(symbol),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: (),
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)
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result = service.get_klines()
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assert result.candles == []
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assert result.source == "rest_klines:bid"
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def test_get_klines_logs_and_wraps_acquisition_error() -> None:
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service = _service()
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original_error = RuntimeError("candles unavailable")
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log_calls: list[dict[str, object]] = []
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: _valid_symbol(symbol),
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)
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def raise_error(**kwargs: object) -> tuple[Candle, ...]:
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raise original_error
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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raise_error,
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)
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_set_test_attribute(
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service,
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"_log_exchange_error",
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lambda **kwargs: log_calls.append(kwargs),
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)
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with pytest.raises(
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ExchangeError,
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match="candles unavailable",
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) as error_info:
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service.get_klines(
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interval="15m",
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limit=25,
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price_type="ask",
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)
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assert error_info.value.__cause__ is original_error
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assert log_calls == [
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{
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"endpoint": "klines",
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"exc": original_error,
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"symbol": "BTC/USD_LEVERAGE",
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"extra_payload": {
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"interval": "15m",
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"limit": 25,
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"price_type": "ask",
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},
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}
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]
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def test_kline_from_candle_returns_new_legacy_model() -> None:
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service = _service()
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candle = _candle()
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result = service._kline_from_candle(candle)
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assert result is not candle
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assert result.symbol == candle.symbol
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assert result.open_time == 1_750_000_000_000
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def test_load_candles_via_acquisition_builds_complete_pipeline(
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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events: list[tuple[str, object]] = []
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expected = (_candle(),)
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class FakeSource:
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def __init__(self) -> None:
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events.append(("source", self))
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class FakeHandler:
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def __init__(self) -> None:
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events.append(("handler", self))
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class FakeFeed:
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def __init__(self, *, source: object, handler: object) -> None:
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self.source = source
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self.handler = handler
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events.append(("feed", self))
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class FakeRegistry:
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def __init__(self) -> None:
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self.registered: tuple[str, object] | None = None
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events.append(("registry", self))
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def register(self, source_name: str, feed: object) -> None:
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self.registered = (source_name, feed)
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events.append(("register", self.registered))
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class FakeAcquisitionService:
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def __init__(self, *, registry: FakeRegistry) -> None:
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self.registry = registry
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events.append(("service", registry))
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def load_candles(
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self,
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source_name: str,
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symbol: str,
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*,
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interval: str,
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limit: int,
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price_type: str,
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) -> tuple[Candle, ...]:
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events.append(
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(
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"load",
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(
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source_name,
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symbol,
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interval,
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limit,
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price_type,
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),
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)
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)
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return expected
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monkeypatch.setattr(
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service_module,
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"DzengiCandlesDocumentSource",
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FakeSource,
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)
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monkeypatch.setattr(
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service_module,
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"DzengiCandlesDocumentHandler",
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FakeHandler,
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)
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monkeypatch.setattr(service_module, "CandlesFeed", FakeFeed)
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monkeypatch.setattr(
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service_module,
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"CandlesFeedRegistry",
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FakeRegistry,
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)
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monkeypatch.setattr(
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service_module,
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"CandlesAcquisitionService",
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FakeAcquisitionService,
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)
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service = _service()
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result = service._load_candles_via_acquisition(
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symbol="BTC/USD_LEVERAGE",
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interval="1m",
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limit=100,
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price_type="bid",
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)
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assert result is expected
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source = events[0][1]
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handler = events[1][1]
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feed = events[2][1]
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registry = events[3][1]
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assert isinstance(source, FakeSource)
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assert isinstance(handler, FakeHandler)
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assert isinstance(feed, FakeFeed)
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assert isinstance(registry, FakeRegistry)
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assert feed.source is source
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assert feed.handler is handler
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assert registry.registered == ("dzengi", feed)
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assert (
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"load",
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(
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"dzengi",
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"BTC/USD_LEVERAGE",
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"1m",
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100,
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"bid",
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||||
),
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||||
) in events
|
||||
Reference in New Issue
Block a user