Implement Kraken integration with REST and WebSocket clients, add market data handling, and enhance settings configuration

2026-06-01 10:30:58 +02:00
parent 6211575db7
commit 7d3071463e
20 changed files with 977 additions and 1 deletions
@@ -0,0 +1,48 @@
+from arbitrade.detection.graph import CurrencyGraph
+
+
+def test_currency_graph_from_kraken_pairs_builds_adjacency() -> None:
+    asset_pairs = {
+        "XXBTZUSD": {"wsname": "BTC/USD"},
+        "XETHXXBT": {"wsname": "ETH/BTC"},
+        "XETHZUSD": {"wsname": "ETH/USD"},
+    }
+
+    graph = CurrencyGraph.from_kraken_asset_pairs(asset_pairs)
+
+    assert "USD" in graph.adjacency
+    assert "BTC" in graph.adjacency["USD"]
+    assert "ETH" in graph.adjacency["USD"]
+
+
+def test_triangular_cycles_detected_once() -> None:
+    asset_pairs = {
+        "XXBTZUSD": {"wsname": "BTC/USD"},
+        "XETHXXBT": {"wsname": "ETH/BTC"},
+        "XETHZUSD": {"wsname": "ETH/USD"},
+    }
+
+    graph = CurrencyGraph.from_kraken_asset_pairs(asset_pairs)
+    cycles = graph.triangular_cycles()
+
+    assert len(cycles) == 1
+    cycle = cycles[0]
+    assert cycle.currencies == ("BTC", "ETH", "USD")
+    assert set(cycle.pairs) == {"BTC/USD", "ETH/BTC", "ETH/USD"}
+
+
+def test_cycles_indexed_by_pair() -> None:
+    asset_pairs = {
+        "XXBTZUSD": {"wsname": "BTC/USD"},
+        "XETHXXBT": {"wsname": "ETH/BTC"},
+        "XETHZUSD": {"wsname": "ETH/USD"},
+    }
+
+    graph = CurrencyGraph.from_kraken_asset_pairs(asset_pairs)
+    cycles = graph.triangular_cycles()
+    index = graph.index_cycles_by_pair(cycles)
+
+    assert "BTC/USD" in index
+    assert "ETH/BTC" in index
+    assert "ETH/USD" in index
+    assert len(index["BTC/USD"]) == 1