dekun
14a7adae1f
Replace soft REST polling with OKX public tickers WS ingest and browser SSE patches so list quotes stay live while watching an expiry. Co-authored-by: Cursor <cursoragent@cursor.com>
65 lines
1.7 KiB
Python
65 lines
1.7 KiB
Python
"""options_quote_live_lib 单元测试."""
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from __future__ import annotations
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import json
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from lib.options.options_quote_live_lib import OptionsQuoteLive
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class _FakeWs:
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connected = True
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last_msg_at = 0.0
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def start(self) -> None:
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return None
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def stop(self) -> None:
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return None
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def set_subscriptions(self, args) -> None:
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self.last_args = list(args)
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def test_ticker_patch_and_flush():
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live = OptionsQuoteLive()
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live._ws = _FakeWs() # type: ignore[assignment]
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live._started = True
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live.watch(
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underlying="ETH",
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exp_time="1",
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contracts=[{"inst_id": "ETH-USD-260811-2500-C", "opt_type": "C", "strike": 2500}],
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index_inst_id="ETH-USD",
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)
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live._on_ws_data(
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{
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"arg": {"channel": "tickers", "instId": "ETH-USD-260811-2500-C"},
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"data": [
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{
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"instId": "ETH-USD-260811-2500-C",
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"askPx": "12.5",
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"askSz": "3",
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"bidPx": "11.0",
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"bidSz": "2",
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"markPx": "12.0",
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}
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],
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}
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)
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live._on_ws_data(
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{
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"arg": {"channel": "index-tickers", "instId": "ETH-USD"},
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"data": [{"idxPx": "2600"}],
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}
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)
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raw = live._build_flush_event()
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assert raw is not None
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payload = json.loads(raw)
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assert payload["index_px"] == 2600.0
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assert payload["quotes"]
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q = next(x for x in payload["quotes"] if x["inst_id"] == "ETH-USD-260811-2500-C")
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assert q["ask"] == 12.5
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assert q["ask_sz"] == 3.0
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assert q["expiry_be_px"] == 2512.5
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st = live.status()
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assert st["watch_count"] == 1
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