cob data providers tests
This commit is contained in:
Dobromir Popov
276
tests/cob/test_cob_comparison.py
Normal file
276
tests/cob/test_cob_comparison.py
Normal file
@ -0,0 +1,276 @@
|
||||
#!/usr/bin/env python3
|
||||
"""
|
||||
Compare COB data quality between DataProvider and COBIntegration
|
||||
|
||||
This test compares:
|
||||
1. DataProvider COB collection (used in our test)
|
||||
2. COBIntegration direct access (used in cob_realtime_dashboard.py)
|
||||
|
||||
To understand why cob_realtime_dashboard.py gets more stable data.
|
||||
"""
|
||||
|
||||
import asyncio
|
||||
import logging
|
||||
import time
|
||||
from collections import deque
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
import matplotlib.pyplot as plt
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
from core.data_provider import DataProvider, MarketTick
|
||||
from core.config import get_config
|
||||
|
||||
# Try to import COBIntegration like cob_realtime_dashboard does
|
||||
try:
|
||||
from core.cob_integration import COBIntegration
|
||||
COB_INTEGRATION_AVAILABLE = True
|
||||
except ImportError:
|
||||
COB_INTEGRATION_AVAILABLE = False
|
||||
|
||||
# Configure logging
|
||||
logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s')
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class COBComparisonTester:
|
||||
def __init__(self, symbol='ETH/USDT', duration_seconds=15):
|
||||
self.symbol = symbol
|
||||
self.duration = timedelta(seconds=duration_seconds)
|
||||
|
||||
# Data storage for both methods
|
||||
self.dp_ticks = deque() # DataProvider ticks
|
||||
self.cob_data = deque() # COBIntegration data
|
||||
|
||||
# Initialize DataProvider (method 1)
|
||||
logger.info("Initializing DataProvider...")
|
||||
self.data_provider = DataProvider()
|
||||
self.dp_cob_received = 0
|
||||
|
||||
# Initialize COBIntegration (method 2)
|
||||
self.cob_integration = None
|
||||
self.cob_received = 0
|
||||
if COB_INTEGRATION_AVAILABLE:
|
||||
logger.info("Initializing COBIntegration...")
|
||||
self.cob_integration = COBIntegration(symbols=[self.symbol])
|
||||
else:
|
||||
logger.warning("COBIntegration not available - will only test DataProvider")
|
||||
|
||||
self.start_time = None
|
||||
self.subscriber_id = None
|
||||
|
||||
def _dp_cob_callback(self, symbol: str, cob_data: dict):
|
||||
"""Callback for DataProvider COB data"""
|
||||
self.dp_cob_received += 1
|
||||
|
||||
if 'stats' in cob_data and 'mid_price' in cob_data['stats']:
|
||||
mid_price = cob_data['stats']['mid_price']
|
||||
if mid_price > 0:
|
||||
synthetic_tick = MarketTick(
|
||||
symbol=symbol,
|
||||
timestamp=cob_data.get('timestamp', datetime.now()),
|
||||
price=mid_price,
|
||||
volume=cob_data.get('stats', {}).get('total_volume', 0),
|
||||
quantity=0,
|
||||
side='dp_cob',
|
||||
trade_id=f"dp_{self.dp_cob_received}",
|
||||
is_buyer_maker=False,
|
||||
raw_data=cob_data
|
||||
)
|
||||
self.dp_ticks.append(synthetic_tick)
|
||||
|
||||
if self.dp_cob_received % 20 == 0:
|
||||
logger.info(f"[DataProvider] Update #{self.dp_cob_received}: {symbol} @ ${mid_price:.2f}")
|
||||
|
||||
def _cob_integration_callback(self, symbol: str, data: dict):
|
||||
"""Callback for COBIntegration data"""
|
||||
self.cob_received += 1
|
||||
|
||||
# Store COBIntegration data directly
|
||||
cob_record = {
|
||||
'symbol': symbol,
|
||||
'timestamp': datetime.now(),
|
||||
'data': data,
|
||||
'source': 'cob_integration'
|
||||
}
|
||||
self.cob_data.append(cob_record)
|
||||
|
||||
if self.cob_received % 20 == 0:
|
||||
stats = data.get('stats', {})
|
||||
mid_price = stats.get('mid_price', 0)
|
||||
logger.info(f"[COBIntegration] Update #{self.cob_received}: {symbol} @ ${mid_price:.2f}")
|
||||
|
||||
async def run_comparison_test(self):
|
||||
"""Run the comparison test"""
|
||||
logger.info(f"Starting COB comparison test for {self.symbol} for {self.duration.total_seconds()} seconds...")
|
||||
|
||||
# Start DataProvider COB collection
|
||||
try:
|
||||
logger.info("Starting DataProvider COB collection...")
|
||||
self.data_provider.start_cob_collection()
|
||||
self.data_provider.subscribe_to_cob(self._dp_cob_callback)
|
||||
await self.data_provider.start_real_time_streaming()
|
||||
logger.info("DataProvider streaming started")
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to start DataProvider: {e}")
|
||||
|
||||
# Start COBIntegration if available
|
||||
if self.cob_integration:
|
||||
try:
|
||||
logger.info("Starting COBIntegration...")
|
||||
self.cob_integration.add_dashboard_callback(self._cob_integration_callback)
|
||||
await self.cob_integration.start()
|
||||
logger.info("COBIntegration started")
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to start COBIntegration: {e}")
|
||||
|
||||
# Collect data for specified duration
|
||||
self.start_time = datetime.now()
|
||||
while datetime.now() - self.start_time < self.duration:
|
||||
await asyncio.sleep(1)
|
||||
logger.info(f"DataProvider: {len(self.dp_ticks)} ticks | COBIntegration: {len(self.cob_data)} updates")
|
||||
|
||||
# Stop data collection
|
||||
try:
|
||||
await self.data_provider.stop_real_time_streaming()
|
||||
if self.cob_integration:
|
||||
await self.cob_integration.stop()
|
||||
except Exception as e:
|
||||
logger.error(f"Error stopping data collection: {e}")
|
||||
|
||||
logger.info(f"Comparison complete:")
|
||||
logger.info(f" DataProvider: {len(self.dp_ticks)} ticks received")
|
||||
logger.info(f" COBIntegration: {len(self.cob_data)} updates received")
|
||||
|
||||
# Analyze and plot the differences
|
||||
self.analyze_differences()
|
||||
self.create_comparison_plots()
|
||||
|
||||
def analyze_differences(self):
|
||||
"""Analyze the differences between the two data sources"""
|
||||
logger.info("Analyzing data quality differences...")
|
||||
|
||||
# Analyze DataProvider data
|
||||
dp_order_book_count = 0
|
||||
dp_mid_prices = []
|
||||
|
||||
for tick in self.dp_ticks:
|
||||
if hasattr(tick, 'raw_data') and tick.raw_data:
|
||||
if 'bids' in tick.raw_data and 'asks' in tick.raw_data:
|
||||
dp_order_book_count += 1
|
||||
if 'stats' in tick.raw_data and 'mid_price' in tick.raw_data['stats']:
|
||||
dp_mid_prices.append(tick.raw_data['stats']['mid_price'])
|
||||
|
||||
# Analyze COBIntegration data
|
||||
cob_order_book_count = 0
|
||||
cob_mid_prices = []
|
||||
|
||||
for record in self.cob_data:
|
||||
data = record['data']
|
||||
if 'bids' in data and 'asks' in data:
|
||||
cob_order_book_count += 1
|
||||
if 'stats' in data and 'mid_price' in data['stats']:
|
||||
cob_mid_prices.append(data['stats']['mid_price'])
|
||||
|
||||
logger.info("Data Quality Analysis:")
|
||||
logger.info(f" DataProvider:")
|
||||
logger.info(f" Total updates: {len(self.dp_ticks)}")
|
||||
logger.info(f" With order book data: {dp_order_book_count}")
|
||||
logger.info(f" Mid prices collected: {len(dp_mid_prices)}")
|
||||
if dp_mid_prices:
|
||||
logger.info(f" Price range: ${min(dp_mid_prices):.2f} - ${max(dp_mid_prices):.2f}")
|
||||
|
||||
logger.info(f" COBIntegration:")
|
||||
logger.info(f" Total updates: {len(self.cob_data)}")
|
||||
logger.info(f" With order book data: {cob_order_book_count}")
|
||||
logger.info(f" Mid prices collected: {len(cob_mid_prices)}")
|
||||
if cob_mid_prices:
|
||||
logger.info(f" Price range: ${min(cob_mid_prices):.2f} - ${max(cob_mid_prices):.2f}")
|
||||
|
||||
def create_comparison_plots(self):
|
||||
"""Create comparison plots showing the difference"""
|
||||
logger.info("Creating comparison plots...")
|
||||
|
||||
fig, (ax1, ax2) = plt.subplots(2, 1, figsize=(15, 12))
|
||||
|
||||
# Plot 1: Price comparison
|
||||
dp_times = []
|
||||
dp_prices = []
|
||||
for tick in self.dp_ticks:
|
||||
if tick.price > 0:
|
||||
dp_times.append(tick.timestamp)
|
||||
dp_prices.append(tick.price)
|
||||
|
||||
cob_times = []
|
||||
cob_prices = []
|
||||
for record in self.cob_data:
|
||||
data = record['data']
|
||||
if 'stats' in data and 'mid_price' in data['stats']:
|
||||
cob_times.append(record['timestamp'])
|
||||
cob_prices.append(data['stats']['mid_price'])
|
||||
|
||||
if dp_times:
|
||||
ax1.plot(pd.to_datetime(dp_times), dp_prices, 'b-', alpha=0.7, label='DataProvider COB', linewidth=1)
|
||||
if cob_times:
|
||||
ax1.plot(pd.to_datetime(cob_times), cob_prices, 'r-', alpha=0.7, label='COBIntegration', linewidth=1)
|
||||
|
||||
ax1.set_title('Price Comparison: DataProvider vs COBIntegration')
|
||||
ax1.set_ylabel('Price (USDT)')
|
||||
ax1.legend()
|
||||
ax1.grid(True, alpha=0.3)
|
||||
|
||||
# Plot 2: Data quality comparison (order book depth)
|
||||
dp_bid_counts = []
|
||||
dp_ask_counts = []
|
||||
dp_ob_times = []
|
||||
|
||||
for tick in self.dp_ticks:
|
||||
if hasattr(tick, 'raw_data') and tick.raw_data:
|
||||
if 'bids' in tick.raw_data and 'asks' in tick.raw_data:
|
||||
dp_bid_counts.append(len(tick.raw_data['bids']))
|
||||
dp_ask_counts.append(len(tick.raw_data['asks']))
|
||||
dp_ob_times.append(tick.timestamp)
|
||||
|
||||
cob_bid_counts = []
|
||||
cob_ask_counts = []
|
||||
cob_ob_times = []
|
||||
|
||||
for record in self.cob_data:
|
||||
data = record['data']
|
||||
if 'bids' in data and 'asks' in data:
|
||||
cob_bid_counts.append(len(data['bids']))
|
||||
cob_ask_counts.append(len(data['asks']))
|
||||
cob_ob_times.append(record['timestamp'])
|
||||
|
||||
if dp_ob_times:
|
||||
ax2.plot(pd.to_datetime(dp_ob_times), dp_bid_counts, 'b--', alpha=0.7, label='DP Bid Levels')
|
||||
ax2.plot(pd.to_datetime(dp_ob_times), dp_ask_counts, 'b:', alpha=0.7, label='DP Ask Levels')
|
||||
if cob_ob_times:
|
||||
ax2.plot(pd.to_datetime(cob_ob_times), cob_bid_counts, 'r--', alpha=0.7, label='COB Bid Levels')
|
||||
ax2.plot(pd.to_datetime(cob_ob_times), cob_ask_counts, 'r:', alpha=0.7, label='COB Ask Levels')
|
||||
|
||||
ax2.set_title('Order Book Depth Comparison')
|
||||
ax2.set_ylabel('Number of Levels')
|
||||
ax2.set_xlabel('Time')
|
||||
ax2.legend()
|
||||
ax2.grid(True, alpha=0.3)
|
||||
|
||||
plt.tight_layout()
|
||||
|
||||
plot_filename = f"cob_comparison_{self.symbol.replace('/', '_')}_{datetime.now():%Y%m%d_%H%M%S}.png"
|
||||
plt.savefig(plot_filename, dpi=150)
|
||||
logger.info(f"Comparison plot saved to {plot_filename}")
|
||||
plt.show()
|
||||
|
||||
|
||||
async def main():
|
||||
tester = COBComparisonTester()
|
||||
await tester.run_comparison_test()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
try:
|
||||
asyncio.run(main())
|
||||
except KeyboardInterrupt:
|
||||
logger.info("Test interrupted by user.")
|
||||
274
tests/cob/test_cob_data_stability.py
Normal file
274
tests/cob/test_cob_data_stability.py
Normal file
@ -0,0 +1,274 @@
|
||||
import asyncio
|
||||
import logging
|
||||
import time
|
||||
from collections import deque
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
import matplotlib.pyplot as plt
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
from matplotlib.colors import LogNorm
|
||||
|
||||
from core.data_provider import DataProvider, MarketTick
|
||||
from core.config import get_config
|
||||
|
||||
# Configure logging
|
||||
logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s')
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class COBStabilityTester:
|
||||
def __init__(self, symbol='ETHUSDT', duration_seconds=15):
|
||||
self.symbol = symbol
|
||||
self.duration = timedelta(seconds=duration_seconds)
|
||||
self.ticks = deque()
|
||||
|
||||
# Set granularity (buckets) based on symbol
|
||||
if 'ETH' in symbol.upper():
|
||||
self.price_granularity = 1.0 # 1 USD for ETH
|
||||
elif 'BTC' in symbol.upper():
|
||||
self.price_granularity = 10.0 # 10 USD for BTC
|
||||
else:
|
||||
self.price_granularity = 1.0 # Default 1 USD
|
||||
|
||||
logger.info(f"Using price granularity: ${self.price_granularity} for {symbol}")
|
||||
|
||||
# Initialize DataProvider the same way as clean_dashboard
|
||||
logger.info("Initializing DataProvider like in clean_dashboard...")
|
||||
self.data_provider = DataProvider() # Use default constructor like clean_dashboard
|
||||
|
||||
# Initialize COB data collection like clean_dashboard does
|
||||
self.cob_data_received = 0
|
||||
self.latest_cob_data = {}
|
||||
|
||||
# Store all COB snapshots for heatmap generation
|
||||
self.cob_snapshots = deque()
|
||||
self.price_data = [] # For price line chart
|
||||
|
||||
self.start_time = None
|
||||
self.subscriber_id = None
|
||||
|
||||
def _tick_callback(self, tick: MarketTick):
|
||||
"""Callback function to receive ticks from the DataProvider."""
|
||||
if self.start_time is None:
|
||||
self.start_time = datetime.now()
|
||||
logger.info(f"Started collecting ticks at {self.start_time}")
|
||||
|
||||
# Store all ticks
|
||||
self.ticks.append(tick)
|
||||
|
||||
def _cob_data_callback(self, symbol: str, cob_data: dict):
|
||||
"""Callback function to receive COB data from the DataProvider."""
|
||||
self.cob_data_received += 1
|
||||
self.latest_cob_data[symbol] = cob_data
|
||||
|
||||
# Store the complete COB snapshot for heatmap generation
|
||||
if 'bids' in cob_data and 'asks' in cob_data:
|
||||
snapshot = {
|
||||
'timestamp': cob_data.get('timestamp', datetime.now()),
|
||||
'bids': cob_data['bids'],
|
||||
'asks': cob_data['asks'],
|
||||
'stats': cob_data.get('stats', {})
|
||||
}
|
||||
self.cob_snapshots.append(snapshot)
|
||||
|
||||
# Convert COB data to tick-like format for analysis
|
||||
if 'stats' in cob_data and 'mid_price' in cob_data['stats']:
|
||||
mid_price = cob_data['stats']['mid_price']
|
||||
if mid_price > 0:
|
||||
# Store price data for line chart
|
||||
self.price_data.append({
|
||||
'timestamp': cob_data.get('timestamp', datetime.now()),
|
||||
'price': mid_price
|
||||
})
|
||||
|
||||
# Create a synthetic tick from COB data
|
||||
synthetic_tick = MarketTick(
|
||||
symbol=symbol,
|
||||
timestamp=cob_data.get('timestamp', datetime.now()),
|
||||
price=mid_price,
|
||||
volume=cob_data.get('stats', {}).get('total_volume', 0),
|
||||
quantity=0, # Not available in COB data
|
||||
side='unknown', # COB data doesn't have side info
|
||||
trade_id=f"cob_{self.cob_data_received}",
|
||||
is_buyer_maker=False,
|
||||
raw_data=cob_data
|
||||
)
|
||||
self.ticks.append(synthetic_tick)
|
||||
|
||||
if self.cob_data_received % 10 == 0: # Log every 10th update
|
||||
logger.info(f"COB update #{self.cob_data_received}: {symbol} @ ${mid_price:.2f}")
|
||||
|
||||
async def run_test(self):
|
||||
"""Run the data collection and plotting test."""
|
||||
logger.info(f"Starting COB stability test for {self.symbol} for {self.duration.total_seconds()} seconds...")
|
||||
|
||||
# Initialize COB collection like clean_dashboard does
|
||||
try:
|
||||
logger.info("Starting COB collection in data provider...")
|
||||
self.data_provider.start_cob_collection()
|
||||
logger.info("Started COB collection in data provider")
|
||||
|
||||
# Subscribe to COB updates
|
||||
logger.info("Subscribing to COB data updates...")
|
||||
self.data_provider.subscribe_to_cob(self._cob_data_callback)
|
||||
logger.info("Subscribed to COB data updates from data provider")
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to start COB collection or subscribe: {e}")
|
||||
|
||||
# Subscribe to ticks as fallback
|
||||
try:
|
||||
self.subscriber_id = self.data_provider.subscribe_to_ticks(self._tick_callback, symbols=[self.symbol])
|
||||
logger.info("Subscribed to tick data as fallback")
|
||||
except Exception as e:
|
||||
logger.warning(f"Failed to subscribe to ticks: {e}")
|
||||
|
||||
# Start the data provider's real-time streaming
|
||||
try:
|
||||
await self.data_provider.start_real_time_streaming()
|
||||
logger.info("Started real-time streaming")
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to start real-time streaming: {e}")
|
||||
|
||||
# Collect data for the specified duration
|
||||
self.start_time = datetime.now()
|
||||
while datetime.now() - self.start_time < self.duration:
|
||||
await asyncio.sleep(1)
|
||||
logger.info(f"Collected {len(self.ticks)} ticks so far...")
|
||||
|
||||
# Stop streaming and unsubscribe
|
||||
await self.data_provider.stop_real_time_streaming()
|
||||
self.data_provider.unsubscribe_from_ticks(self.subscriber_id)
|
||||
|
||||
logger.info(f"Finished collecting data. Total ticks: {len(self.ticks)}")
|
||||
|
||||
# Plot the results
|
||||
if self.price_data and self.cob_snapshots:
|
||||
self.create_price_heatmap_chart()
|
||||
elif self.ticks:
|
||||
self._create_simple_price_chart()
|
||||
else:
|
||||
logger.warning("No data was collected. Cannot generate plot.")
|
||||
|
||||
def create_price_heatmap_chart(self):
|
||||
"""Create a visualization with price chart and order book heatmap."""
|
||||
if not self.price_data or not self.cob_snapshots:
|
||||
logger.warning("Insufficient data to plot.")
|
||||
return
|
||||
|
||||
logger.info(f"Creating price and order book heatmap chart...")
|
||||
|
||||
# Prepare data
|
||||
price_df = pd.DataFrame(self.price_data)
|
||||
price_df['timestamp'] = pd.to_datetime(price_df['timestamp'])
|
||||
|
||||
# Extract order book data for heatmap
|
||||
heatmap_data = []
|
||||
for snapshot in self.cob_snapshots:
|
||||
timestamp = snapshot['timestamp']
|
||||
for side in ['bids', 'asks']:
|
||||
for order in snapshot[side]:
|
||||
bucketed_price = round(order['price'] / self.price_granularity) * self.price_granularity
|
||||
heatmap_data.append({
|
||||
'time': timestamp,
|
||||
'price': bucketed_price,
|
||||
'size': order['size'],
|
||||
'side': side
|
||||
})
|
||||
|
||||
heatmap_df = pd.DataFrame(heatmap_data)
|
||||
|
||||
# Create plot
|
||||
fig, ax1 = plt.subplots(figsize=(16, 8))
|
||||
|
||||
# Plot price line
|
||||
ax1.plot(price_df['timestamp'], price_df['price'], 'cyan', linewidth=1, label='Price')
|
||||
|
||||
# Prepare heatmap
|
||||
for side, cmap in zip(['bids', 'asks'], ['Greens', 'Reds']):
|
||||
side_df = heatmap_df[heatmap_df['side'] == side]
|
||||
if not side_df.empty:
|
||||
hist, xedges, yedges = np.histogram2d(
|
||||
side_df['time'].astype(np.int64) // 10**9,
|
||||
side_df['price'],
|
||||
bins=[np.unique(side_df['time'].astype(np.int64) // 10**9), np.arange(price_df['price'].min(), price_df['price'].max(), self.price_granularity)],
|
||||
weights=side_df['size']
|
||||
)
|
||||
ax1.pcolormesh(pd.to_datetime(xedges, unit='s'), yedges, hist.T, cmap=cmap, alpha=0.5)
|
||||
|
||||
# Enhance plot
|
||||
ax1.set_title(f'Price Chart with Order Book Heatmap - {self.symbol}')
|
||||
ax1.set_xlabel('Time')
|
||||
ax1.set_ylabel('Price (USDT)')
|
||||
ax1.legend(loc='upper left')
|
||||
ax1.grid(True, alpha=0.3)
|
||||
|
||||
plt.tight_layout()
|
||||
plot_filename = f"price_heatmap_chart_{self.symbol.replace('/', '_')}_{datetime.now():%Y%m%d_%H%M%S}.png"
|
||||
plt.savefig(plot_filename, dpi=150)
|
||||
logger.info(f"Price and heatmap chart saved to {plot_filename}")
|
||||
plt.show()
|
||||
|
||||
def _create_simple_price_chart(self):
|
||||
"""Create a simple price chart as fallback"""
|
||||
logger.info("Creating simple price chart as fallback...")
|
||||
|
||||
prices = []
|
||||
times = []
|
||||
|
||||
for tick in self.ticks:
|
||||
if tick.price > 0:
|
||||
prices.append(tick.price)
|
||||
times.append(tick.timestamp)
|
||||
|
||||
if not prices:
|
||||
logger.warning("No price data to plot")
|
||||
return
|
||||
|
||||
fig, ax = plt.subplots(figsize=(15, 8))
|
||||
ax.plot(pd.to_datetime(times), prices, 'cyan', linewidth=1)
|
||||
ax.set_title(f'Price Chart - {self.symbol}')
|
||||
ax.set_xlabel('Time')
|
||||
ax.set_ylabel('Price (USDT)')
|
||||
fig.autofmt_xdate()
|
||||
|
||||
plot_filename = f"cob_price_chart_{self.symbol.replace('/', '_')}_{datetime.now():%Y%m%d_%H%M%S}.png"
|
||||
plt.savefig(plot_filename)
|
||||
logger.info(f"Price chart saved to {plot_filename}")
|
||||
plt.show()
|
||||
|
||||
|
||||
async def main(symbol='ETHUSDT', duration_seconds=15):
|
||||
"""Main function to run the COB test with configurable parameters.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (default: ETHUSDT)
|
||||
duration_seconds: Test duration in seconds (default: 15)
|
||||
"""
|
||||
logger.info(f"Starting COB test with symbol={symbol}, duration={duration_seconds}s")
|
||||
tester = COBStabilityTester(symbol=symbol, duration_seconds=duration_seconds)
|
||||
await tester.run_test()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
import sys
|
||||
|
||||
# Parse command line arguments
|
||||
symbol = 'ETHUSDT' # Default
|
||||
duration = 15 # Default
|
||||
|
||||
if len(sys.argv) > 1:
|
||||
symbol = sys.argv[1]
|
||||
if len(sys.argv) > 2:
|
||||
try:
|
||||
duration = int(sys.argv[2])
|
||||
except ValueError:
|
||||
logger.warning(f"Invalid duration '{sys.argv[2]}', using default 15 seconds")
|
||||
|
||||
logger.info(f"Configuration: Symbol={symbol}, Duration={duration}s")
|
||||
logger.info(f"Granularity: {'1 USD for ETH' if 'ETH' in symbol.upper() else '10 USD for BTC' if 'BTC' in symbol.upper() else '1 USD default'}")
|
||||
|
||||
try:
|
||||
asyncio.run(main(symbol, duration))
|
||||
except KeyboardInterrupt:
|
||||
logger.info("Test interrupted by user.")
|
||||
Reference in New Issue
Block a user