Files
polymarket-insider-tracker/tests/ingestor/test_websocket.py
T
Patrick Selamy 85010a3ea5 feat: implement WebSocket trade stream handler with reconnection
- Add TradeEvent dataclass for trade data from WebSocket feed
- Implement TradeStreamHandler with async WebSocket streaming
- Add automatic reconnection with exponential backoff (1s-30s)
- Support event/market filtering for targeted subscriptions
- Include connection state management and statistics tracking
- Add websockets>=12.0 dependency

Acceptance Criteria:
- [x] TradeStreamHandler class using websockets library
- [x] Connects to Polymarket WSS endpoint
- [x] Subscribes to market trade channel on connection
- [x] Parses trade messages into TradeEvent dataclass
- [x] Implements heartbeat/ping-pong for connection health
- [x] Auto-reconnects on disconnect with exponential backoff
- [x] Emits events via callback pattern
- [x] Logs connection state changes

Closes #3

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 14:46:38 -05:00

344 lines
11 KiB
Python

"""Tests for WebSocket trade stream handler."""
import asyncio
import json
from decimal import Decimal
from unittest.mock import AsyncMock, MagicMock, patch
import pytest
from polymarket_insider_tracker.ingestor.models import TradeEvent
from polymarket_insider_tracker.ingestor.websocket import (
ConnectionState,
StreamStats,
TradeStreamHandler,
)
class TestStreamStats:
"""Tests for StreamStats."""
def test_defaults(self) -> None:
"""Test default values."""
stats = StreamStats()
assert stats.trades_received == 0
assert stats.reconnect_count == 0
assert stats.last_trade_time is None
assert stats.connected_since is None
assert stats.last_error is None
class TestTradeStreamHandler:
"""Tests for TradeStreamHandler."""
@pytest.fixture
def on_trade_mock(self) -> AsyncMock:
"""Create mock trade callback."""
return AsyncMock()
@pytest.fixture
def on_state_change_mock(self) -> AsyncMock:
"""Create mock state change callback."""
return AsyncMock()
@pytest.fixture
def handler(
self, on_trade_mock: AsyncMock, on_state_change_mock: AsyncMock
) -> TradeStreamHandler:
"""Create handler with mocks."""
return TradeStreamHandler(
on_trade=on_trade_mock,
on_state_change=on_state_change_mock,
initial_reconnect_delay=0.01, # Fast reconnect for tests
max_reconnect_delay=0.1,
)
def test_init_defaults(self, on_trade_mock: AsyncMock) -> None:
"""Test handler initialization with defaults."""
handler = TradeStreamHandler(on_trade=on_trade_mock)
assert handler.state == ConnectionState.DISCONNECTED
assert handler.stats.trades_received == 0
assert handler._host == "wss://ws-live-data.polymarket.com"
def test_init_custom_host(self, on_trade_mock: AsyncMock) -> None:
"""Test handler with custom host."""
handler = TradeStreamHandler(
on_trade=on_trade_mock,
host="wss://custom.example.com",
)
assert handler._host == "wss://custom.example.com"
def test_init_with_event_filter(self, on_trade_mock: AsyncMock) -> None:
"""Test handler with event filter."""
handler = TradeStreamHandler(
on_trade=on_trade_mock,
event_filter="presidential-election-2024",
)
assert handler._event_filter == "presidential-election-2024"
def test_build_subscription_message_no_filter(
self, handler: TradeStreamHandler
) -> None:
"""Test building subscription message without filters."""
msg = handler._build_subscription_message()
assert msg == {
"subscriptions": [{"topic": "activity", "type": "trades"}]
}
def test_build_subscription_message_with_event_filter(
self, on_trade_mock: AsyncMock
) -> None:
"""Test building subscription message with event filter."""
handler = TradeStreamHandler(
on_trade=on_trade_mock,
event_filter="test-event",
)
msg = handler._build_subscription_message()
assert msg["subscriptions"][0]["filters"] == json.dumps(
{"event_slug": "test-event"}
)
def test_build_subscription_message_with_market_filter(
self, on_trade_mock: AsyncMock
) -> None:
"""Test building subscription message with market filter."""
handler = TradeStreamHandler(
on_trade=on_trade_mock,
market_filter="test-market",
)
msg = handler._build_subscription_message()
assert msg["subscriptions"][0]["filters"] == json.dumps(
{"market_slug": "test-market"}
)
@pytest.mark.asyncio
async def test_handle_message_trade(
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
) -> None:
"""Test handling a valid trade message."""
message = json.dumps(
{
"topic": "activity",
"type": "trades",
"payload": {
"conditionId": "0xmarket",
"transactionHash": "0xtx",
"proxyWallet": "0xwallet",
"side": "BUY",
"outcome": "Yes",
"price": 0.65,
"size": 100,
"timestamp": 1704067200,
"asset": "token123",
},
}
)
await handler._handle_message(message)
on_trade_mock.assert_called_once()
trade: TradeEvent = on_trade_mock.call_args[0][0]
assert trade.market_id == "0xmarket"
assert trade.side == "BUY"
assert trade.price == Decimal("0.65")
assert handler.stats.trades_received == 1
@pytest.mark.asyncio
async def test_handle_message_non_trade(
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
) -> None:
"""Test handling a non-trade message."""
message = json.dumps(
{
"topic": "comments",
"type": "comment_created",
"payload": {"body": "Hello"},
}
)
await handler._handle_message(message)
on_trade_mock.assert_not_called()
assert handler.stats.trades_received == 0
@pytest.mark.asyncio
async def test_handle_message_invalid_json(
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
) -> None:
"""Test handling invalid JSON message."""
await handler._handle_message("not valid json")
on_trade_mock.assert_not_called()
assert handler.stats.trades_received == 0
@pytest.mark.asyncio
async def test_handle_message_callback_error(
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
) -> None:
"""Test that callback errors don't crash the handler."""
on_trade_mock.side_effect = ValueError("Callback error")
message = json.dumps(
{
"topic": "activity",
"type": "trades",
"payload": {
"conditionId": "0x",
"transactionHash": "0x",
"proxyWallet": "0x",
"side": "BUY",
"price": 0.5,
"size": 10,
},
}
)
# Should not raise
await handler._handle_message(message)
# Trade was still counted
assert handler.stats.trades_received == 1
@pytest.mark.asyncio
async def test_set_state_calls_callback(
self, handler: TradeStreamHandler, on_state_change_mock: AsyncMock
) -> None:
"""Test that state changes trigger callback."""
await handler._set_state(ConnectionState.CONNECTING)
on_state_change_mock.assert_called_once_with(ConnectionState.CONNECTING)
assert handler.state == ConnectionState.CONNECTING
@pytest.mark.asyncio
async def test_set_state_same_state_no_callback(
self, handler: TradeStreamHandler, on_state_change_mock: AsyncMock
) -> None:
"""Test that same state doesn't trigger callback."""
handler._state = ConnectionState.CONNECTED
await handler._set_state(ConnectionState.CONNECTED)
on_state_change_mock.assert_not_called()
@pytest.mark.asyncio
async def test_stop_when_not_running(self, handler: TradeStreamHandler) -> None:
"""Test stop when handler is not running."""
# Should not raise
await handler.stop()
@pytest.mark.asyncio
async def test_connect_sends_subscription(
self, handler: TradeStreamHandler, on_state_change_mock: AsyncMock
) -> None:
"""Test that connection sends subscription message."""
mock_ws = AsyncMock()
mock_ws.send = AsyncMock()
with patch("websockets.connect", AsyncMock(return_value=mock_ws)):
ws = await handler._connect()
assert ws is mock_ws
mock_ws.send.assert_called_once()
# Verify subscription message
sent_msg = json.loads(mock_ws.send.call_args[0][0])
assert "subscriptions" in sent_msg
assert sent_msg["subscriptions"][0]["topic"] == "activity"
assert sent_msg["subscriptions"][0]["type"] == "trades"
@pytest.mark.asyncio
async def test_cleanup_closes_websocket(
self, handler: TradeStreamHandler
) -> None:
"""Test that cleanup closes the WebSocket."""
mock_ws = AsyncMock()
mock_ws.close = AsyncMock()
handler._ws = mock_ws
await handler._cleanup()
mock_ws.close.assert_called_once()
assert handler._ws is None
assert handler.state == ConnectionState.DISCONNECTED
@pytest.mark.asyncio
async def test_context_manager(self, on_trade_mock: AsyncMock) -> None:
"""Test async context manager."""
handler = TradeStreamHandler(on_trade=on_trade_mock)
async with handler:
pass
# Should be stopped after exiting context
assert handler._running is False
class TestTradeStreamHandlerIntegration:
"""Integration tests for TradeStreamHandler.
These tests verify the full message flow with mocked WebSocket.
"""
@pytest.mark.asyncio
async def test_start_and_receive_trades(self) -> None:
"""Test starting handler and receiving trades."""
received_trades: list[TradeEvent] = []
async def on_trade(trade: TradeEvent) -> None:
received_trades.append(trade)
handler = TradeStreamHandler(
on_trade=on_trade,
initial_reconnect_delay=0.01,
)
# Create mock WebSocket that sends one trade then closes
mock_ws = MagicMock()
mock_ws.send = AsyncMock()
mock_ws.close = AsyncMock()
trade_message = json.dumps(
{
"topic": "activity",
"type": "trades",
"payload": {
"conditionId": "0xtest",
"transactionHash": "0xtx",
"proxyWallet": "0xwallet",
"side": "BUY",
"outcome": "Yes",
"price": 0.75,
"size": 50,
"timestamp": 1704067200,
"asset": "token",
},
}
)
# Mock async iteration
async def mock_iter() -> None:
yield trade_message
await handler.stop() # Stop after first message
mock_ws.__aiter__ = mock_iter
with patch("websockets.connect", AsyncMock(return_value=mock_ws)):
# Run with timeout to prevent hanging
try:
await asyncio.wait_for(handler.start(), timeout=1.0)
except asyncio.TimeoutError:
await handler.stop()
# Verify trade was received
assert len(received_trades) == 1
assert received_trades[0].market_id == "0xtest"
assert received_trades[0].side == "BUY"
assert received_trades[0].price == Decimal("0.75")