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import asyncio
import time
from datetime import datetime, timezone
import numpy as np
import pytest
import wayy_db as wdb
import sys
sys.path.insert(0, str(__file__).replace("/tests/python/test_streaming.py", ""))
from api.pubsub import InMemoryPubSub
from api.streaming import StreamingManager, TickBuffer
class TestTickBuffer:
"""Tests for TickBuffer data structure."""
def test_empty_buffer(self):
buffer = TickBuffer()
assert len(buffer) == 0
def test_append_single_tick(self):
buffer = TickBuffer()
buffer.append(
timestamp=1704067200000000000,
symbol="BTC-USD",
price=42150.50,
volume=1.5,
bid=42150.00,
ask=42151.00,
)
assert len(buffer) == 1
assert buffer.timestamps[0] == 1704067200000000000
assert buffer.symbols[0] == "BTC-USD"
assert buffer.prices[0] == 42150.50
def test_append_multiple_ticks(self):
buffer = TickBuffer()
for i in range(100):
buffer.append(
timestamp=1704067200000000000 + i * 1000000,
symbol=f"SYM-{i % 5}",
price=100.0 + i * 0.1,
volume=float(i),
)
assert len(buffer) == 100
def test_clear(self):
buffer = TickBuffer()
for i in range(10):
buffer.append(
timestamp=i,
symbol="BTC-USD",
price=100.0,
)
assert len(buffer) == 10
buffer.clear()
assert len(buffer) == 0
def test_to_columnar(self):
buffer = TickBuffer()
buffer.append(1000, "BTC-USD", 42150.0, 1.0, 42149.0, 42151.0)
buffer.append(2000, "ETH-USD", 2250.0, 10.0, 2249.0, 2251.0)
data = buffer.to_columnar()
assert "timestamp" in data
assert "symbol" in data
assert "price" in data
assert "volume" in data
assert "bid" in data
assert "ask" in data
assert data["timestamp"].dtype == np.int64
assert data["symbol"].dtype == np.uint32
assert data["price"].dtype == np.float64
assert len(data["timestamp"]) == 2
np.testing.assert_array_equal(data["timestamp"], [1000, 2000])
np.testing.assert_array_equal(data["price"], [42150.0, 2250.0])
class TestStreamingManager:
"""Tests for StreamingManager with PubSub integration."""
@pytest.fixture
def pubsub(self):
return InMemoryPubSub(max_buffer_per_channel=10000)
@pytest.fixture
def manager(self, pubsub):
"""Create a streaming manager with in-memory pubsub."""
manager = StreamingManager(
flush_interval=0.1,
max_buffer_size=100,
batch_broadcast_interval=0.01,
pubsub=pubsub,
)
return manager
@pytest.fixture
def temp_db(self, temp_dir):
"""Create a temporary database for testing."""
return wdb.Database(temp_dir)
@pytest.mark.asyncio
async def test_ingest_single_tick(self, manager):
"""Test ingesting a single tick."""
await manager.start()
await manager.ingest_tick(
table="ticks",
symbol="BTC-USD",
price=42150.50,
volume=1.5,
)
stats = manager.get_stats()
assert stats["ticks_received"] == 1
assert stats["buffer_sizes"]["ticks"] == 1
await manager.stop()
@pytest.mark.asyncio
async def test_ingest_publishes_to_pubsub(self, manager):
"""Test that ingestion publishes to PubSub channels."""
await manager.start()
received = []
async def on_tick(msg):
received.append(msg)
await manager._pubsub.subscribe("ticks:BTC-USD", on_tick, "test")
await manager.ingest_tick(
table="ticks",
symbol="BTC-USD",
price=42150.50,
)
assert len(received) == 1
assert received[0]["price"] == 42150.50
assert received[0]["_channel"] == "ticks:BTC-USD"
assert received[0]["_seq"] == 1
await manager.stop()
@pytest.mark.asyncio
async def test_ingest_batch(self, manager):
"""Test ingesting a batch of ticks."""
await manager.start()
ticks = [
{"symbol": "BTC-USD", "price": 42150.0, "volume": 1.0},
{"symbol": "ETH-USD", "price": 2250.0, "volume": 10.0},
{"symbol": "SOL-USD", "price": 100.0, "volume": 100.0},
]
await manager.ingest_batch(table="ticks", ticks=ticks)
stats = manager.get_stats()
assert stats["ticks_received"] == 3
assert stats["buffer_sizes"]["ticks"] == 3
await manager.stop()
@pytest.mark.asyncio
async def test_batch_publishes_to_channels(self, manager):
"""Test that batch ingestion publishes to per-symbol channels."""
await manager.start()
btc_received = []
eth_received = []
async def on_btc(msg):
btc_received.append(msg)
async def on_eth(msg):
eth_received.append(msg)
await manager._pubsub.subscribe("ticks:BTC-USD", on_btc, "btc_sub")
await manager._pubsub.subscribe("ticks:ETH-USD", on_eth, "eth_sub")
ticks = [
{"symbol": "BTC-USD", "price": 42150.0},
{"symbol": "ETH-USD", "price": 2250.0},
{"symbol": "BTC-USD", "price": 42160.0},
]
await manager.ingest_batch(table="ticks", ticks=ticks)
assert len(btc_received) == 2
assert len(eth_received) == 1
assert btc_received[0]["price"] == 42150.0
assert btc_received[1]["price"] == 42160.0
await manager.stop()
@pytest.mark.asyncio
async def test_latest_quotes(self, manager):
"""Test that latest quotes are cached."""
await manager.start()
await manager.ingest_tick(table="ticks", symbol="BTC-USD", price=42150.50)
await manager.ingest_tick(table="ticks", symbol="BTC-USD", price=42200.00)
quote = manager.get_latest_quote("ticks", "BTC-USD")
assert quote is not None
assert quote["price"] == 42200.00
await manager.stop()
@pytest.mark.asyncio
async def test_get_all_quotes(self, manager):
"""Test getting all quotes for a table."""
await manager.start()
await manager.ingest_tick(table="ticks", symbol="BTC-USD", price=42150.0)
await manager.ingest_tick(table="ticks", symbol="ETH-USD", price=2250.0)
await manager.ingest_tick(table="ticks", symbol="SOL-USD", price=100.0)
quotes = manager.get_all_quotes("ticks")
assert len(quotes) == 3
assert "BTC-USD" in quotes
assert "ETH-USD" in quotes
assert "SOL-USD" in quotes
await manager.stop()
@pytest.mark.asyncio
async def test_flush_to_database(self, manager, temp_db):
"""Test flushing buffered data to database."""
manager.set_database(temp_db)
await manager.start()
for i in range(10):
await manager.ingest_tick(
table="test_ticks",
symbol="BTC-USD",
price=42000.0 + i,
timestamp=1704067200000000000 + i * 1000000000,
)
await manager._flush_table("test_ticks")
assert temp_db.has_table("test_ticks")
table = temp_db["test_ticks"]
assert table.num_rows == 10
prices = table["price"].to_numpy()
assert prices[0] == pytest.approx(42000.0)
assert prices[9] == pytest.approx(42009.0)
await manager.stop()
@pytest.mark.asyncio
async def test_append_to_existing_table(self, manager, temp_db):
"""Test appending to an existing table."""
manager.set_database(temp_db)
await manager.start()
for i in range(5):
await manager.ingest_tick(
table="test_ticks",
symbol="BTC-USD",
price=42000.0 + i,
timestamp=1704067200000000000 + i * 1000000000,
)
await manager._flush_table("test_ticks")
for i in range(5, 10):
await manager.ingest_tick(
table="test_ticks",
symbol="BTC-USD",
price=42000.0 + i,
timestamp=1704067200000000000 + i * 1000000000,
)
await manager._flush_table("test_ticks")
table = temp_db["test_ticks"]
assert table.num_rows == 10
prices = table["price"].to_numpy()
for i in range(10):
assert prices[i] == pytest.approx(42000.0 + i)
await manager.stop()
@pytest.mark.asyncio
async def test_auto_flush_on_buffer_full(self, manager, temp_db):
"""Test that buffer auto-flushes when full."""
manager.set_database(temp_db)
manager.max_buffer_size = 50
await manager.start()
for i in range(60):
await manager.ingest_tick(
table="test_ticks",
symbol="BTC-USD",
price=42000.0 + i,
timestamp=1704067200000000000 + i * 1000000000,
)
stats = manager.get_stats()
assert stats["ticks_flushed"] >= 50
await manager.stop()
@pytest.mark.asyncio
async def test_start_stop(self, manager, temp_db):
"""Test starting and stopping the streaming manager."""
manager.set_database(temp_db)
await manager.start()
assert manager._running
await manager.ingest_tick(table="ticks", symbol="BTC-USD", price=42150.0)
await manager.stop()
assert not manager._running
@pytest.mark.asyncio
async def test_stats_includes_pubsub(self, manager):
"""Test that stats include pubsub info."""
await manager.start()
for i in range(10):
await manager.ingest_tick(
table="ticks",
symbol=f"SYM-{i % 3}",
price=100.0 + i,
)
stats = manager.get_stats()
assert stats["ticks_received"] == 10
assert "buffer_sizes" in stats
assert "subscriber_counts" in stats
assert stats["latest_quotes"] == 3
assert "pubsub" in stats
assert stats["pubsub"]["backend"] == "in_memory"
assert stats["pubsub"]["messages_published"] == 10
await manager.stop()
class TestStreamingManagerNoPubSub:
"""Tests for StreamingManager without PubSub (backward compat)."""
@pytest.fixture
def manager(self):
return StreamingManager(
flush_interval=0.1,
max_buffer_size=100,
batch_broadcast_interval=0.01,
pubsub=None,
)
@pytest.mark.asyncio
async def test_works_without_pubsub(self, manager):
"""Test that streaming still works without a PubSub backend."""
await manager.start()
await manager.ingest_tick(table="ticks", symbol="BTC-USD", price=42150.0)
stats = manager.get_stats()
assert stats["ticks_received"] == 1
assert "pubsub" not in stats
await manager.stop()
class TestStreamingPerformance:
"""Performance tests for streaming with PubSub."""
@pytest.mark.asyncio
async def test_high_throughput_ingestion(self):
"""Test high-throughput tick ingestion."""
pubsub = InMemoryPubSub(max_buffer_per_channel=100000)
manager = StreamingManager(
flush_interval=10.0,
max_buffer_size=100000,
pubsub=pubsub,
)
await manager.start()
num_ticks = 10000
start = time.time()
for i in range(num_ticks):
await manager.ingest_tick(
table="benchmark",
symbol=f"SYM-{i % 100}",
price=100.0 + (i % 1000) * 0.01,
timestamp=1704067200000000000 + i * 1000,
)
elapsed = time.time() - start
ticks_per_second = num_ticks / elapsed
print(f"\nIngestion w/ PubSub: {ticks_per_second:.0f} ticks/second")
print(f" Total ticks: {num_ticks}")
print(f" Elapsed: {elapsed:.3f}s")
assert ticks_per_second > 5000
stats = manager.get_stats()
assert stats["ticks_received"] == num_ticks
assert stats["pubsub"]["messages_published"] == num_ticks
await manager.stop()
@pytest.mark.asyncio
async def test_batch_vs_single_ingestion(self):
"""Compare batch vs single tick ingestion performance."""
pubsub = InMemoryPubSub(max_buffer_per_channel=100000)
manager = StreamingManager(
flush_interval=10.0,
max_buffer_size=100000,
pubsub=pubsub,
)
await manager.start()
num_ticks = 5000
# Single tick ingestion
start = time.time()
for i in range(num_ticks):
await manager.ingest_tick(
table="single",
symbol="BTC-USD",
price=42000.0 + i * 0.01,
)
single_elapsed = time.time() - start
# Batch ingestion
batch_size = 100
batches = num_ticks // batch_size
start = time.time()
for b in range(batches):
ticks = [
{"symbol": "BTC-USD", "price": 42000.0 + (b * batch_size + i) * 0.01}
for i in range(batch_size)
]
await manager.ingest_batch(table="batch", ticks=ticks)
batch_elapsed = time.time() - start
print(f"\nSingle ingestion: {num_ticks / single_elapsed:.0f} ticks/second")
print(f"Batch ingestion: {num_ticks / batch_elapsed:.0f} ticks/second")
print(f"Batch speedup: {single_elapsed / batch_elapsed:.1f}x")
assert batch_elapsed <= single_elapsed * 1.5
await manager.stop()
class TestMultipleSymbols:
"""Tests for multi-symbol streaming."""
@pytest.mark.asyncio
async def test_multiple_symbols_separate_quotes(self):
pubsub = InMemoryPubSub()
manager = StreamingManager(pubsub=pubsub)
await manager.start()
symbols = ["BTC-USD", "ETH-USD", "SOL-USD", "ADA-USD", "DOT-USD"]
for i, symbol in enumerate(symbols):
await manager.ingest_tick(
table="ticks",
symbol=symbol,
price=1000.0 * (i + 1),
)
for i, symbol in enumerate(symbols):
quote = manager.get_latest_quote("ticks", symbol)
assert quote is not None
assert quote["price"] == pytest.approx(1000.0 * (i + 1))
await manager.stop()
@pytest.mark.asyncio
async def test_pubsub_channels_per_symbol(self):
"""Test that each symbol gets its own PubSub channel."""
pubsub = InMemoryPubSub()
manager = StreamingManager(pubsub=pubsub)
await manager.start()
btc_msgs = []
eth_msgs = []
async def on_btc(msg):
btc_msgs.append(msg)
async def on_eth(msg):
eth_msgs.append(msg)
await pubsub.subscribe("ticks:BTC-USD", on_btc, "btc")
await pubsub.subscribe("ticks:ETH-USD", on_eth, "eth")
await manager.ingest_tick(table="ticks", symbol="BTC-USD", price=42000.0)
await manager.ingest_tick(table="ticks", symbol="ETH-USD", price=2200.0)
await manager.ingest_tick(table="ticks", symbol="BTC-USD", price=42100.0)
assert len(btc_msgs) == 2
assert len(eth_msgs) == 1
await manager.stop()
class TestTimestamps:
"""Tests for timestamp handling."""
@pytest.mark.asyncio
async def test_auto_timestamp(self):
pubsub = InMemoryPubSub()
manager = StreamingManager(pubsub=pubsub)
await manager.start()
before = int(datetime.now(timezone.utc).timestamp() * 1e9)
await manager.ingest_tick(table="ticks", symbol="BTC-USD", price=42000.0)
after = int(datetime.now(timezone.utc).timestamp() * 1e9)
quote = manager.get_latest_quote("ticks", "BTC-USD")
assert before <= quote["timestamp"] <= after
await manager.stop()
@pytest.mark.asyncio
async def test_explicit_timestamp(self):
pubsub = InMemoryPubSub()
manager = StreamingManager(pubsub=pubsub)
await manager.start()
ts = 1704067200000000000
await manager.ingest_tick(
table="ticks",
symbol="BTC-USD",
price=42000.0,
timestamp=ts,
)
quote = manager.get_latest_quote("ticks", "BTC-USD")
assert quote["timestamp"] == ts
await manager.stop()
@pytest.mark.asyncio
async def test_timestamp_ordering_in_flush(self, temp_dir):
pubsub = InMemoryPubSub()
manager = StreamingManager(pubsub=pubsub)
db = wdb.Database(temp_dir)
manager.set_database(db)
await manager.start()
timestamps = [3000, 1000, 4000, 2000, 5000]
for ts in timestamps:
await manager.ingest_tick(
table="ticks",
symbol="BTC-USD",
price=42000.0,
timestamp=ts,
)
await manager._flush_table("ticks")
table = db["ticks"]
stored_ts = table["timestamp"].to_numpy()
np.testing.assert_array_equal(stored_ts, timestamps)
await manager.stop()
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