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feat: add options websocket market streams (#1563)
* add timeout to jobs * feat: add ws support for options * add missing functions * lint * lint tests * update timeout gh action --------- Co-authored-by: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,100 @@ | ||
| import sys | ||
| import pytest | ||
| from binance import BinanceSocketManager | ||
|
|
||
| pytestmark = [ | ||
| pytest.mark.skipif(sys.version_info < (3, 8), reason="websockets_proxy Python 3.8+"), | ||
| pytest.mark.asyncio | ||
| ] | ||
|
|
||
| # Test constants | ||
| OPTION_SYMBOL = "BTC-250328-40000-P" | ||
| UNDERLYING_SYMBOL = "BTC" | ||
| EXPIRATION_DATE = "250328" | ||
| INTERVAL = "1m" | ||
| DEPTH = "20" | ||
|
|
||
| async def test_options_ticker(clientAsync): | ||
| """Test options ticker socket""" | ||
| bm = BinanceSocketManager(clientAsync) | ||
| socket = bm.options_ticker_socket(OPTION_SYMBOL) | ||
| async with socket as ts: | ||
| msg = await ts.recv() | ||
| assert msg['e'] == '24hrTicker' | ||
| await clientAsync.close_connection() | ||
|
|
||
| async def test_options_ticker_by_expiration(clientAsync): | ||
| """Test options ticker by expiration socket""" | ||
| bm = BinanceSocketManager(clientAsync) | ||
| socket = bm.options_ticker_by_expiration_socket(UNDERLYING_SYMBOL, EXPIRATION_DATE) | ||
| async with socket as ts: | ||
| msg = await ts.recv() | ||
| assert len(msg) > 0 | ||
| await clientAsync.close_connection() | ||
|
|
||
| async def test_options_recent_trades(clientAsync): | ||
| """Test options recent trades socket""" | ||
| bm = BinanceSocketManager(clientAsync) | ||
| socket = bm.options_recent_trades_socket(UNDERLYING_SYMBOL) | ||
| async with socket as ts: | ||
| msg = await ts.recv() | ||
| assert msg['e'] == 'trade' | ||
| await clientAsync.close_connection() | ||
|
|
||
| async def test_options_kline(clientAsync): | ||
| """Test options kline socket""" | ||
| bm = BinanceSocketManager(clientAsync) | ||
| socket = bm.options_kline_socket(OPTION_SYMBOL, INTERVAL) | ||
| async with socket as ts: | ||
| msg = await ts.recv() | ||
| assert msg['e'] == 'kline' | ||
| await clientAsync.close_connection() | ||
|
|
||
| async def test_options_depth(clientAsync): | ||
| """Test options depth socket""" | ||
| bm = BinanceSocketManager(clientAsync) | ||
| socket = bm.options_depth_socket(OPTION_SYMBOL, DEPTH) | ||
| async with socket as ts: | ||
| msg = await ts.recv() | ||
| assert msg['e'] == 'depth' | ||
| await clientAsync.close_connection() | ||
|
|
||
| async def test_options_multiplex(clientAsync): | ||
| """Test options multiplex socket""" | ||
| bm = BinanceSocketManager(clientAsync) | ||
| streams = [ | ||
| f"{OPTION_SYMBOL}@ticker", | ||
| f"{OPTION_SYMBOL}@trade", | ||
| ] | ||
| socket = bm.options_multiplex_socket(streams) | ||
| async with socket as ts: | ||
| msg = await ts.recv() | ||
| assert 'stream' in msg | ||
| await clientAsync.close_connection() | ||
|
|
||
| async def test_options_open_interest(clientAsync): | ||
| """Test options open interest socket""" | ||
| bm = BinanceSocketManager(clientAsync) | ||
| socket = bm.options_open_interest_socket(UNDERLYING_SYMBOL, EXPIRATION_DATE) | ||
| async with socket as ts: | ||
| msg = await ts.recv() | ||
| assert len(msg) > 0 | ||
| await clientAsync.close_connection() | ||
|
|
||
| async def test_options_mark_price(clientAsync): | ||
| """Test options mark price socket""" | ||
| bm = BinanceSocketManager(clientAsync) | ||
| socket = bm.options_mark_price_socket(UNDERLYING_SYMBOL) | ||
| async with socket as ts: | ||
| msg = await ts.recv() | ||
| assert len(msg) > 0 | ||
| await clientAsync.close_connection() | ||
|
|
||
| async def test_options_index_price(clientAsync): | ||
| """Test options index price socket""" | ||
| bm = BinanceSocketManager(clientAsync) | ||
| socket = bm.options_index_price_socket('ETHUSDT') | ||
| async with socket as ts: | ||
| msg = await ts.recv() | ||
| assert msg['e'] == 'index' | ||
| await clientAsync.close_connection() |