Fix tests

bmoscon · Jul 22, 2021 · f60e839 · f60e839
1 parent 47e0015
commit f60e839
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Showing 65 changed files with 31,118 additions and 35,839 deletions.
diff --git a/.flake8 b/.flake8
@@ -1,3 +1,3 @@
 [flake8]
 ignore = E501,F405,F403
-exclude = tests/*,docs/*,*.md,__init__.py,cryptofeed/exchanges.py,cryptofeed/providers.py
+exclude = tests/*,docs/*,*.md,__init__.py,cryptofeed/exchanges.py
diff --git a/cryptofeed/exchange/bequant.py b/cryptofeed/exchange/bequant.py
@@ -53,7 +53,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
             s = Symbol(base_currency, quote_currency)
             ret[s.normalized] = symbol['id']
             info['tick_size'][s.normalized] = symbol['tickSize']
-            info['instrument_type'][s.normalized] = SPOT
+            info['instrument_type'][s.normalized] = s.type
 
         return ret, info
 

diff --git a/cryptofeed/exchange/bitcoincom.py b/cryptofeed/exchange/bitcoincom.py
@@ -33,7 +33,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
             s = Symbol(base_currency, quote_currency)
             ret[s.normalized] = symbol['id']
             info['tick_size'][s.normalized] = symbol['tickSize']
-            info['instrument_type'][s.normalized] = SPOT
+            info['instrument_type'][s.normalized] = s.type
 
         return ret, info
 

diff --git a/cryptofeed/exchange/bitfinex.py b/cryptofeed/exchange/bitfinex.py
@@ -70,7 +70,7 @@ def _parse_symbol_data(cls, data: list) -> Tuple[Dict, Dict]:
 
             s = Symbol(base, quote)
             ret[s.normalized] = "t" + p
-            info['instrument_type'][s.normalized] = SPOT
+            info['instrument_type'][s.normalized] = s.type
         return ret, info
 
     def __init__(self, symbols=None, channels=None, subscription=None, **kwargs):

diff --git a/cryptofeed/exchange/bithumb.py b/cryptofeed/exchange/bithumb.py
@@ -74,7 +74,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
                     continue
                 s = Symbol(base_curr, quote_curr)
                 ret[s.normalized] = f"{base_curr}_{quote_curr}"
-                info['instrument_type'][s.normalized] = SPOT
+                info['instrument_type'][s.normalized] = s.type
 
         return ret, {}
 

diff --git a/cryptofeed/exchange/bitstamp.py b/cryptofeed/exchange/bitstamp.py
@@ -39,7 +39,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
             s = Symbol(base, quote)
             symbol = d['url_symbol']
             ret[s.normalized] = symbol
-            info['instrument_type'][s.normalized] = SPOT
+            info['instrument_type'][s.normalized] = s.type
 
         return ret, info
 

diff --git a/cryptofeed/exchange/bittrex.py b/cryptofeed/exchange/bittrex.py
@@ -34,7 +34,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
                 continue
             s = Symbol(e['baseCurrencySymbol'], e['quoteCurrencySymbol'])
             ret[s.normalized] = e['symbol']
-            info['instrument_type'][s.normalized] = SPOT
+            info['instrument_type'][s.normalized] = s.type
         return ret, info
 
     def __init__(self, depth=500, candle_interval='1m', **kwargs):

diff --git a/cryptofeed/exchange/blockchain.py b/cryptofeed/exchange/blockchain.py
@@ -31,12 +31,12 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
         info = {'instrument_type': {}}
         ret = {}
         for entry in data:
-            if data['status'] != 'open':
+            if entry['status'] != 'open':
                 continue
             base, quote = entry['symbol'].split("-")
             s = Symbol(base, quote)
-            ret[s.normalized] = data['symbol']
-            info['instrument_type'][s.normalized] = SPOT
+            ret[s.normalized] = entry['symbol']
+            info['instrument_type'][s.normalized] = s.type
         return ret, info
 
     def __init__(self, **kwargs):

diff --git a/cryptofeed/exchange/gateio.py b/cryptofeed/exchange/gateio.py
@@ -34,7 +34,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
         info = {'instrument_type': {}}
 
         for entry in data:
-            if data["trade_status"] != "tradable":
+            if entry["trade_status"] != "tradable":
                 continue
             s = Symbol(entry['base'], entry['quote'])
             ret[s.normalized] = entry['id']

diff --git a/cryptofeed/exchange/huobi.py b/cryptofeed/exchange/huobi.py
@@ -40,7 +40,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
             s = Symbol(base, quote)
 
             ret[s.normalized] = e['symbol']
-            info['instrument_type'][s.normalized] = SPOT
+            info['instrument_type'][s.normalized] = s.type
         return ret, info
 
     def __init__(self, candle_interval='1m', **kwargs):

diff --git a/cryptofeed/exchange/huobi_dm.py b/cryptofeed/exchange/huobi_dm.py
@@ -67,7 +67,7 @@ async def _book(self, msg: dict, timestamp: float):
             'ch':'market.BTC_CW.depth.step0'
         }
         """
-        pair = self.std_symbol_to_exchange_symbol(msg['ch'].split('.')[1])
+        pair = self.exchange_symbol_to_std_symbol(msg['ch'].split('.')[1])
         data = msg['tick']
         forced = pair not in self.l2_book
 
@@ -106,7 +106,7 @@ async def _trade(self, msg: dict, timestamp: float):
         for trade in msg['tick']['data']:
             await self.callback(TRADES,
                                 feed=self.id,
-                                symbol=self.std_symbol_to_exchange_symbol(msg['ch'].split('.')[1]),
+                                symbol=self.exchange_symbol_to_std_symbol(msg['ch'].split('.')[1]),
                                 order_id=trade['id'],
                                 side=BUY if trade['direction'] == 'buy' else SELL,
                                 amount=Decimal(trade['amount']),
@@ -144,7 +144,6 @@ async def subscribe(self, conn: AsyncConnection):
                 continue
             for pair in self.subscription[chan]:
                 client_id += 1
-                pair = self.exchange_symbol_to_std_symbol(pair)
                 await conn.write(json.dumps(
                     {
                         "sub": f"market.{pair}.{chan}",

diff --git a/cryptofeed/exchange/kraken.py b/cryptofeed/exchange/kraken.py
@@ -48,7 +48,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
             s = Symbol(base, quote)
 
             ret[s.normalized] = data['result'][symbol]['wsname']
-            info['instrument_type'][s.normalized] = SPOT
+            info['instrument_type'][s.normalized] = s.type
         return ret, {}
 
     def __init__(self, candle_interval='1m', max_depth=1000, **kwargs):

diff --git a/cryptofeed/exchange/kucoin.py b/cryptofeed/exchange/kucoin.py
@@ -38,6 +38,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
             s = Symbol(symbol['baseCurrency'], symbol['quoteCurrency'])
             info['tick_size'][s.normalized] = symbol['priceIncrement']
             ret[s.normalized] = symbol['symbol']
+            info['instrument_type'][s.normalized] = s.type
         return ret, info
 
     def __init__(self, candle_interval='1m', **kwargs):

diff --git a/cryptofeed/exchange/okcoin.py b/cryptofeed/exchange/okcoin.py
@@ -43,7 +43,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
             s = Symbol(e['base_currency'], e['quote_currency'])
             ret[s.normalized] = e['instrument_id']
             info['tick_size'][s.normalized] = e['tick_size']
-            info['instrument_type'][s.normalized] = SPOT
+            info['instrument_type'][s.normalized] = s.type
         return ret, info
 
     def __init__(self, **kwargs):

diff --git a/cryptofeed/exchange/okex.py b/cryptofeed/exchange/okex.py
@@ -60,7 +60,7 @@ def _parse_symbol_data(cls, data: list) -> Tuple[Dict, Dict]:
                     otype = PUT if otype == 'P' else CALL
                 elif stype == SWAP:
                     base, quote, _ = e['instId'].split("-")
-                    print(base)
+
                 s = Symbol(base, quote, expiry_date=expiry, type=stype, option_type=otype, strike_price=strike)
                 ret[s.normalized] = e['instId']
                 info['tick_size'][s.normalized] = e['tickSz']
@@ -168,8 +168,9 @@ def get_channel_symbol_combinations(self):
                     continue
                 for symbol in self.subscription[chan]:
                     d = {}
-                    instrument_type = self.instrument_type(symbol)
-                    if instrument_type != 'swap' and 'funding' in chan:
+                    sym = self.exchange_symbol_to_std_symbol(symbol)
+                    instrument_type = self.instrument_type(sym)
+                    if instrument_type != SWAP and 'funding' in chan:
                         continue  # No funding for spot, futures and options
                     d.update({"channel": chan, "instId": symbol})
                     combos.append(d)

diff --git a/cryptofeed/exchange/poloniex.py b/cryptofeed/exchange/poloniex.py
@@ -36,7 +36,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
             quote, base = std.split("_")
             s = Symbol(base, quote)
             ret[s.normalized] = symbol
-            info['instrument_type'][s.normalized] = SPOT
+            info['instrument_type'][s.normalized] = s.type
         return ret, info
 
     def __init__(self, **kwargs):

diff --git a/cryptofeed/exchange/probit.py b/cryptofeed/exchange/probit.py
@@ -35,7 +35,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
                 continue
             s = Symbol(entry['base_currency_id'], entry['quote_currency_id'])
             ret[s.normalized] = entry['id']
-            info['instrument_type'][s.normalized] = SPOT
+            info['instrument_type'][s.normalized] = s.type
 
         return ret, info
 

diff --git a/cryptofeed/exchange/upbit.py b/cryptofeed/exchange/upbit.py
@@ -1,4 +1,3 @@
-from cryptofeed.symbols import Symbol
 import logging
 from decimal import Decimal
 from typing import Dict, Tuple
@@ -11,6 +10,7 @@
 from cryptofeed.defines import BID, ASK, BUY, L2_BOOK, SELL, SPOT, TICKER, TRADES, UPBIT
 from cryptofeed.feed import Feed
 from cryptofeed.standards import timestamp_normalize
+from cryptofeed.symbols import Symbol
 
 
 LOG = logging.getLogger('feedhandler')
@@ -26,10 +26,10 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
         ret = {}
         info = {'instrument_type': {}}
         for entry in data:
-            base, quote = entry['market'].split("-")
+            quote, base = entry['market'].split("-")
             s = Symbol(base, quote)
             ret[s.normalized] = entry['market']
-            info['instrument_type'][s.normalized] = SPOT
+            info['instrument_type'][s.normalized] = s.type
         return ret, info
 
     def __init__(self, **kwargs):

diff --git a/cryptofeed/raw_data_collection.py b/cryptofeed/raw_data_collection.py
@@ -9,8 +9,8 @@
 from collections import defaultdict
 import functools
 import ast
-import json
 
+from yapic import json
 from aiofile import AIOFile
 
 from cryptofeed.defines import HUOBI, UPBIT, OKEX, OKCOIN

diff --git a/sample_data/BINANCE_FUTURES.0 b/sample_data/BINANCE_FUTURES.0
diff --git a/sample_data/BINANCE_FUTURES.http.0.0 b/sample_data/BINANCE_FUTURES.http.0.0
diff --git a/sample_data/BINANCE_FUTURES.http.4.0 b/sample_data/BINANCE_FUTURES.http.4.0