zwitschi
a89886186f
- Introduced OpportunityEvent class for structured opportunity data. - Enhanced IncrementalCycleDetector to generate opportunities based on updated pairs. - Implemented AsyncOpportunityWriter for persisting opportunities to the database. - Updated MarketDataFeed to handle opportunity detection and execution in both paper and live trading modes. - Added unit tests for opportunity detection and persistence.
49 lines
1.4 KiB
Python
49 lines
1.4 KiB
Python
from __future__ import annotations
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from datetime import UTC, datetime
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import pytest
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from arbitrade.config.settings import Settings
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from arbitrade.detection.engine import OpportunityEvent
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from arbitrade.storage.db import DuckDBStore
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from arbitrade.storage.opportunities import AsyncOpportunityWriter
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from arbitrade.storage.repositories import OpportunityRepository
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@pytest.mark.asyncio
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async def test_async_opportunity_writer_persists_events(tmp_path) -> None:
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settings = Settings(_env_file=None, DUCKDB_PATH=tmp_path / "test.duckdb")
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store = DuckDBStore(settings)
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store.migrate()
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repository = OpportunityRepository(store)
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writer = AsyncOpportunityWriter(repository, max_queue_size=10)
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await writer.start()
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event = OpportunityEvent(
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detected_at=datetime.now(UTC),
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cycle="USD->BTC->ETH->USD",
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updated_pair="BTC/USD",
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gross_rate=1.04,
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net_rate=1.03,
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gross_pct=4.0,
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net_pct=3.0,
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est_profit=0.03,
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)
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await writer.enqueue(event)
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await writer.stop()
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with store.connect() as conn:
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rows = conn.execute(
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"SELECT cycle, gross_pct, net_pct, est_profit, executed FROM opportunities"
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).fetchall()
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assert len(rows) == 1
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assert rows[0][0] == "USD->BTC->ETH->USD"
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assert rows[0][1] == 4.0
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assert rows[0][2] == 3.0
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assert rows[0][3] == 0.03
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assert rows[0][4] is False
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