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tests/test_marketdata.py

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+"""Tests for market-WS parsing and the book service routing."""
+
+from __future__ import annotations
+
+from polymaker.domain import Side
+from polymaker.marketdata.parse import (
+    parse_book,
+    parse_last_trade,
+    parse_price_changes,
+    parse_tick_size_change,
+)
+from polymaker.marketdata.service import MarketDataService
+
+# frames modeled on live captures (2026-07-05)
+BOOK = {
+    "event_type": "book",
+    "market": "0xcond",
+    "asset_id": "yes-tok",
+    "timestamp": "1783270000000",
+    "hash": "abc123",
+    "tick_size": "0.01",
+    "bids": [{"price": "0.48", "size": "100"}, {"price": "0.49", "size": "200"}],
+    "asks": [{"price": "0.52", "size": "150"}, {"price": "0.51", "size": "80"}],
+}
+PRICE_CHANGE = {
+    "event_type": "price_change",
+    "market": "0xcond",
+    "timestamp": "1783270001000",
+    "price_changes": [
+        {"asset_id": "yes-tok", "price": "0.49", "size": "0", "side": "BUY", "hash": "h"},
+        {"asset_id": "yes-tok", "price": "0.50", "size": "300", "side": "BUY", "hash": "h"},
+    ],
+}
+LAST_TRADE = {
+    "event_type": "last_trade_price",
+    "market": "0xcond",
+    "asset_id": "yes-tok",
+    "price": "0.50",
+    "size": "42",
+    "side": "BUY",
+    "timestamp": "1783270002000",
+}
+
+
+def test_parse_book_converts_ms_and_levels():
+    upd = parse_book(BOOK)
+    assert upd is not None
+    assert upd.asset_id == "yes-tok"
+    assert upd.condition_id == "0xcond"
+    assert (0.49, 200) in upd.bids
+    assert upd.ts == 1783270000.0  # ms -> s
+    assert upd.tick_size == 0.01
+
+
+def test_parse_price_changes():
+    changes = parse_price_changes(PRICE_CHANGE)
+    assert len(changes) == 2
+    assert changes[0].side is Side.BUY
+    assert changes[1].price == 0.50 and changes[1].size == 300
+
+
+def test_parse_last_trade_aggressor():
+    tp = parse_last_trade(LAST_TRADE)
+    assert tp is not None
+    assert tp.aggressor is Side.BUY
+    assert tp.size == 42
+
+
+def test_parse_tick_size_change():
+    tc = parse_tick_size_change(
+        {"event_type": "tick_size_change", "asset_id": "yes-tok", "new_tick_size": "0.001"}
+    )
+    assert tc is not None and tc.tick_size == 0.001
+
+
+def test_service_routes_book_and_wakes_quoter():
+    woken: list[tuple[str, str]] = []
+    svc = MarketDataService(on_dirty=lambda c, t: woken.append((c, t)))
+    svc.set_markets([("0xcond", ["yes-tok", "no-tok"])])
+    svc._dispatch(BOOK)
+    book = svc.book("yes-tok")
+    assert book is not None
+    assert book.best_bid().price == 0.49
+    assert book.best_ask().price == 0.51
+    assert woken == [("0xcond", "yes-tok")]
+
+
+def test_service_applies_price_change_delta():
+    svc = MarketDataService()
+    svc.set_markets([("0xcond", ["yes-tok"])])
+    svc._dispatch(BOOK)
+    svc._dispatch(PRICE_CHANGE)  # removes 0.49 bid, adds 0.50 bid
+    book = svc.book("yes-tok")
+    assert book.best_bid().price == 0.50
+    assert 0.49 not in book.bids
+
+
+def test_service_ignores_unsubscribed_asset():
+    svc = MarketDataService()
+    svc.set_markets([("0xcond", ["yes-tok"])])
+    svc._dispatch({**BOOK, "asset_id": "stranger"})
+    assert svc.book("stranger") is None
+
+
+def test_service_forwards_trades_for_flow():
+    trades = []
+    svc = MarketDataService(on_trade=trades.append)
+    svc.set_markets([("0xcond", ["yes-tok"])])
+    svc._dispatch(LAST_TRADE)
+    assert len(trades) == 1 and trades[0].aggressor is Side.BUY