Daniel Sapkota
75 lines
2.6 KiB
Python
75 lines
2.6 KiB
Python
"""Live integration test for the market WS (network-gated).
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Run explicitly with: POLYMAKER_LIVE=1 uv run pytest tests/test_live_marketdata.py
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Skipped by default so the unit suite stays offline and fast.
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"""
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from __future__ import annotations
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import asyncio
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import json
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import os
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import httpx
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import pytest
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import websockets
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pytestmark = pytest.mark.skipif(
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os.environ.get("POLYMAKER_LIVE") != "1", reason="live test; set POLYMAKER_LIVE=1"
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)
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async def _top_political_tokens() -> tuple[str, list[str]]:
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async with httpx.AsyncClient(timeout=20) as c:
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r = await c.get(
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"https://gamma-api.polymarket.com/markets",
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params={"limit": 1, "closed": "false", "tag_id": 2,
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"order": "volume24hr", "ascending": "false"},
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)
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m = r.json()[0]
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return m["conditionId"], json.loads(m["clobTokenIds"])
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async def test_market_service_builds_a_live_book():
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from polymaker.marketdata.service import MarketDataService
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cond, tokens = await _top_political_tokens()
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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([(cond, tokens)])
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task = asyncio.create_task(svc.run())
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try:
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# wait until at least one token has a two-sided book
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for _ in range(60):
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await asyncio.sleep(0.5)
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if any(not svc.book(t).is_empty for t in tokens):
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break
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finally:
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svc.stop()
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task.cancel()
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assert woken, "quoter was never woken by a book event"
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live = [t for t in tokens if not svc.book(t).is_empty]
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assert live, "no book was populated from the live feed"
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book = svc.book(live[0])
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assert book.best_bid() is not None and book.best_ask() is not None
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assert book.best_bid().price < book.best_ask().price
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async def test_live_market_ws_raw_frames():
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"""Sanity check the wire format our parser targets hasn't drifted."""
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_, tokens = await _top_political_tokens()
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uri = "wss://ws-subscriptions-clob.polymarket.com/ws/market"
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async with websockets.connect(uri, ping_interval=5, ping_timeout=None) as ws:
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await ws.send(json.dumps({"assets_ids": tokens, "type": "market"}))
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got_book = False
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for _ in range(10):
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raw = await asyncio.wait_for(ws.recv(), timeout=10)
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data = json.loads(raw)
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for msg in data if isinstance(data, list) else [data]:
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if msg.get("event_type") == "book":
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assert {"asset_id", "bids", "asks", "hash"} <= set(msg)
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got_book = True
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assert got_book
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