f63f8810e6
Stop fetch_tickers fallback for volume rank and keep stale cache on failed refresh. Compute roll unified stop as merge-average plus offset percent instead of break-even. Co-authored-by: Cursor <cursoragent@cursor.com>
185 lines
5.5 KiB
Python
185 lines
5.5 KiB
Python
from datetime import datetime
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from unittest.mock import MagicMock
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from hub_volume_rank_lib import (
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CACHE_VERSION,
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LIQUIDITY_RANK_CACHE_VERSION,
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TOP_N_DEFAULT,
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_exchange_rank_row_stale,
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_okx_turnover_usdt,
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_scores_from_binance,
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_scores_from_gate,
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build_usdt_swap_volume_ranks,
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cache_needs_refresh,
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format_volume_quote,
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merge_exchange_rank,
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rank_date_label,
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resolve_daily_volume_rank,
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)
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def test_rank_date_label_after_reset():
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# 2026-06-08 09:00 北京时间 → 昨日交易日 2026-06-07
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dt = datetime(2026, 6, 8, 9, 0, 0)
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assert rank_date_label(now=dt, reset_hour=8) == "2026-06-07"
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def test_rank_date_label_before_reset():
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# 2026-06-08 07:00 → 当前交易日仍算 2026-06-07,昨日为 2026-06-06
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dt = datetime(2026, 6, 8, 7, 0, 0)
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assert rank_date_label(now=dt, reset_hour=8) == "2026-06-06"
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def test_format_volume_quote():
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assert format_volume_quote(1_500_000_000) == "1.50B"
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assert format_volume_quote(2_300_000) == "2.30M"
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assert format_volume_quote(4500) == "4.50K"
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def test_okx_turnover_usdt():
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qv = _okx_turnover_usdt({"volCcy24h": "100", "last": "50"})
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assert qv == 5000.0
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def test_cache_needs_refresh_and_merge():
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cache = {"rank_date": "2026-06-05", "exchanges": {}}
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assert cache_needs_refresh(cache, expected_rank_date="2026-06-07") is True
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merged = merge_exchange_rank(
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cache,
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"binance",
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{
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"ok": True,
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"rank_date": "2026-06-07",
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"items": [{"rank": 1, "symbol": "BTC/USDT", "volume_quote": 1.0}],
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"total_symbols": 100,
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},
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)
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assert merged["exchanges"]["binance"]["items"][0]["symbol"] == "BTC/USDT"
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assert merged["rank_date"] == "2026-06-07"
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def test_stale_cache_version_forces_refresh():
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cache = {"version": CACHE_VERSION - 1, "rank_date": "2026-06-07", "exchanges": {"okx": {"items": [{}]}}}
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assert cache_needs_refresh(cache) is True
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def test_short_item_list_is_stale():
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items = [{"rank": i, "symbol": f"S{i}/USDT"} for i in range(1, 13)]
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row = {"items": items, "total_symbols": 12}
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assert _exchange_rank_row_stale(row) is True
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full = {"items": items + [{"rank": i, "symbol": f"X{i}/USDT"} for i in range(13, TOP_N_DEFAULT + 1)], "total_symbols": 300}
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assert _exchange_rank_row_stale(full) is False
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def test_scores_from_binance_uses_fapi_lightweight_api():
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ex = MagicMock()
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ex.id = "binance"
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ex.fapiPublicGetTicker24hr.return_value = [
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{"symbol": "BTCUSDT", "quoteVolume": "9000000"},
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{"symbol": "ETHUSDT", "quoteVolume": "5000000"},
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]
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scored = _scores_from_binance(ex)
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assert scored[0][1] == "BTC"
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assert scored[0][2] == 9000000.0
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ex.fetch_tickers.assert_not_called()
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def test_scores_from_binance_skips_fetch_tickers_on_api_error():
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ex = MagicMock()
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ex.id = "binance"
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ex.fapiPublicGetTicker24hr.side_effect = RuntimeError("network")
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scored = _scores_from_binance(ex)
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assert scored == []
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ex.fetch_tickers.assert_not_called()
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def test_scores_from_gate_uses_futures_tickers_api():
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ex = MagicMock()
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ex.id = "gateio"
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ex.publicFuturesGetSettleTickers.return_value = [
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{"contract": "BTC_USDT", "volume_24h_quote": "8000000"},
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{"contract": "ETH_USDT", "volume_24h_quote": "4000000"},
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]
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scored = _scores_from_gate(ex)
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assert scored[0][1] == "BTC"
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ex.fetch_tickers.assert_not_called()
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def test_scores_from_gate_skips_fetch_tickers_on_api_error():
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ex = MagicMock()
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ex.id = "gateio"
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ex.publicFuturesGetSettleTickers.side_effect = RuntimeError("network")
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scored = _scores_from_gate(ex)
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assert scored == []
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ex.fetch_tickers.assert_not_called()
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def test_resolve_daily_volume_rank_caches_result():
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cache = {"version": 0, "updated_at": 0.0, "ranks": {}, "total": 0}
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ex = MagicMock()
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ex.id = "binance"
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ex.fapiPublicGetTicker24hr.return_value = [
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{"symbol": "BTCUSDT", "quoteVolume": "100"},
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{"symbol": "ETHUSDT", "quoteVolume": "50"},
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]
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rank, total = resolve_daily_volume_rank(
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"BTC",
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cache,
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now_ts=1000.0,
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ttl_sec=60.0,
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exchange=ex,
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ensure_markets_loaded=lambda: None,
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)
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assert rank == 1
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assert total == 2
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assert cache["version"] == LIQUIDITY_RANK_CACHE_VERSION
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calls = ex.fapiPublicGetTicker24hr.call_count
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rank2, _ = resolve_daily_volume_rank(
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"BTC",
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cache,
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now_ts=1010.0,
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ttl_sec=60.0,
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exchange=ex,
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ensure_markets_loaded=lambda: None,
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)
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assert rank2 == 1
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assert ex.fapiPublicGetTicker24hr.call_count == calls
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def test_resolve_daily_volume_rank_keeps_stale_cache_when_refresh_empty():
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cache = {
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"version": LIQUIDITY_RANK_CACHE_VERSION,
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"updated_at": 900.0,
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"ranks": {"BTC": 1},
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"total": 100,
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}
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ex = MagicMock()
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ex.id = "binance"
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ex.fapiPublicGetTicker24hr.return_value = []
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rank, total = resolve_daily_volume_rank(
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"BTC",
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cache,
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now_ts=2000.0,
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ttl_sec=60.0,
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exchange=ex,
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ensure_markets_loaded=lambda: None,
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)
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assert rank == 1
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assert total == 100
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assert cache["updated_at"] == 900.0
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ex.fetch_tickers.assert_not_called()
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def test_build_usdt_swap_volume_ranks():
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ex = MagicMock()
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ex.id = "binance"
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ex.fapiPublicGetTicker24hr.return_value = [
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{"symbol": "SOLUSDT", "quoteVolume": "200"},
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]
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ranks, total = build_usdt_swap_volume_ranks(ex, lambda: None)
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assert ranks["SOL"] == 1
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assert total == 1
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