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