Initial public release

tests/test_supplemental_orderbook.py

@@ -0,0 +1,80 @@
+# tests/test_supplemental_orderbook.py
+import asyncio
+import json
+import pytest
+from unittest.mock import AsyncMock, MagicMock, patch
+from hydra.supplemental.orderbook import OrderBookPoller
+
+
+@pytest.fixture
+def mock_redis():
+    r = MagicMock()
+    r.keys = MagicMock(return_value=[
+        "hydra:indicator:binance:BTC/USDT:1m",
+        "hydra:indicator:binance:ETH/USDT:1h",
+    ])
+    r.set = AsyncMock()
+    return r
+
+
+@pytest.fixture
+def poller(mock_redis):
+    return OrderBookPoller(redis_client=mock_redis, interval_sec=1)
+
+
+def test_get_active_symbols_deduplicates(poller, mock_redis):
+    mock_redis.keys = MagicMock(return_value=[
+        "hydra:indicator:binance:BTC/USDT:1m",
+        "hydra:indicator:binance:BTC/USDT:1h",
+        "hydra:indicator:binance:ETH/USDT:1m",
+    ])
+    symbols = poller._get_active_symbols()
+    assert ("binance", "BTC/USDT") in symbols
+    assert ("binance", "ETH/USDT") in symbols
+    assert len(symbols) == 2
+
+
+def test_fetch_one_returns_orderbook(poller):
+    mock_ob = {
+        "bids": [[49998.0, 1.5], [49997.0, 2.0]],
+        "asks": [[50002.0, 1.2], [50003.0, 1.8]],
+    }
+    mock_exchange = MagicMock()
+    mock_exchange.fetch_order_book.return_value = mock_ob
+    poller._get_exchange = MagicMock(return_value=mock_exchange)
+    result = poller._fetch_one("binance", "BTC/USDT")
+    assert result is not None
+    assert result["bid"] == 49998.0
+    assert result["ask"] == 50002.0
+    assert "spread_pct" in result
+    assert "ts" in result
+
+
+def test_fetch_one_returns_none_on_error(poller):
+    mock_exchange = MagicMock()
+    mock_exchange.fetch_order_book.side_effect = Exception("connection error")
+    poller._get_exchange = MagicMock(return_value=mock_exchange)
+    result = poller._fetch_one("binance", "BTC/USDT")
+    assert result is None
+
+
+@pytest.mark.asyncio
+async def test_run_writes_redis(poller, mock_redis):
+    mock_ob = {
+        "bids": [[49998.0, 1.5]],
+        "asks": [[50002.0, 1.2]],
+    }
+    mock_exchange = MagicMock()
+    mock_exchange.fetch_order_book.return_value = mock_ob
+    poller._get_exchange = MagicMock(return_value=mock_exchange)
+    with patch("hydra.supplemental.orderbook.asyncio.sleep",
+               side_effect=asyncio.CancelledError):
+        try:
+            await poller.run()
+        except asyncio.CancelledError:
+            pass
+    assert mock_redis.set.call_count == 2  # BTC/USDT and ETH/USDT
+    key = mock_redis.set.call_args_list[0][0][0]
+    assert key.startswith("hydra:orderbook:binance:")
+    data = json.loads(mock_redis.set.call_args_list[0][0][1])
+    assert "bid" in data