Added test_agg_trades.py

Author: Trivium0911

integration_tests/rest/test_agg_trades.py

@@ -0,0 +1,119 @@
+from datetime import datetime, timedelta
+import pytest
+import sys
+
+
+class TestAggTrades:
+    date_values = [
+        datetime(1970, 1, 3),
+        datetime(1970, 1, 3, 0, 1),
+        datetime(2019, 1, 1),
+        datetime.now() - timedelta(minutes=1),
+        datetime.now()
+    ]
+
+    def test_response_corresponds_swagger_schema(self, client):
+        resp_keys = ['T', 'a', 'm', 'p', 'q']
+        agg_trades = client.get_agg_trades(symbol='EUR/USD_LEVERAGE')
+        assert len(agg_trades) > 0
+        assert type(agg_trades) is list
+        assert all(type(i) is dict for i in agg_trades)
+        assert all((trade[key] is not None for key in trade.keys())
+                   for trade in agg_trades)
+        assert all((key in resp_keys for key in dct.keys())
+                   for dct in agg_trades)
+
+    @pytest.mark.parametrize('dttm', date_values)
+    def test_start_time(self, client, dttm):
+        dttm_ago_ts = dttm.timestamp()
+        agg_trades = client.get_agg_trades(
+            symbol='EUR/USD_LEVERAGE',
+            start_time=dttm
+        )
+        assert all(dct["T"] / 1000 >= dttm_ago_ts for dct in agg_trades)
+
+    @pytest.mark.parametrize('dttm', date_values)
+    def test_end_time(self, client, dttm):
+        dttm_ts = dttm.timestamp()
+        agg_trades = client.get_agg_trades(
+            symbol='EUR/USD_LEVERAGE',
+            end_time=dttm
+        )
+        assert all(dct["T"] / 1000 <= dttm_ts for dct in agg_trades)
+
+    @pytest.mark.parametrize('minutes', [0, 1, 30, 59, 60])
+    def test_start_and_end_time(self, client, minutes):
+        dttm_start = datetime.now() - timedelta(days=1)
+        dttm_start_ts = dttm_start.timestamp()
+        dttm_end = dttm_start + timedelta(minutes=minutes)
+        dttm_end_ts = dttm_end.timestamp()
+        agg_trades = client.get_agg_trades(
+            symbol='EUR/USD_LEVERAGE',
+            start_time=dttm_start,
+            end_time=dttm_end
+        )
+        assert all(dttm_start_ts <= dct["T"] / 1000 <= dttm_end_ts
+                   for dct in agg_trades)
+
+    @pytest.mark.parametrize('limit', [1, 500, 999, 1000])
+    def test_limit(self, client, limit):
+        agg_trades = client.get_agg_trades(
+            symbol='EUR/USD_LEVERAGE',
+            limit=limit
+        )
+        assert len(agg_trades) == limit
+
+    def test_wrong_symbol(self, client):
+        agg_trades = client.get_agg_trades(symbol="TEST123")
+        assert agg_trades['code'] == -1128 and 'Invalid symbol: ' \
+            in agg_trades['msg']
+
+    @pytest.mark.parametrize('seconds', [1, 214748379, 214748380])
+    def test_end_time_less_then_start_time(self, client, seconds):
+        dttm_start = datetime.now() - timedelta(days=1)
+        dttm_end = dttm_start - timedelta(seconds=seconds)
+        agg_trades = client.get_agg_trades(
+            symbol='EUR/USD_LEVERAGE',
+            start_time=dttm_start,
+            end_time=dttm_end
+        )
+        assert agg_trades['code'] == -1128 and \
+               agg_trades['msg'] == 'startTime should be less than endTime'
+
+    @pytest.mark.parametrize('dttm', [datetime.now() + timedelta(minutes=1),
+                                      datetime(3001, 1, 3)])
+    def test_start_time_in_future(self, client, dttm):
+        agg_trades = client.get_agg_trades(
+            symbol='EUR/USD_LEVERAGE',
+            start_time=dttm)
+        assert len(agg_trades) == 0
+
+    @pytest.mark.parametrize('old_date', [datetime(1970, 1, 3),
+                                          datetime(1970, 1, 3, 0, 0, 1)]
+                             )
+    def test_end_time_long_time_ago(self, client, old_date):
+        agg_trades = client.get_agg_trades(symbol='EUR/USD_LEVERAGE',
+                                           end_time=old_date)
+        assert len(agg_trades) == 0
+
+    @pytest.mark.parametrize('over_limit_value', [1001, 5000, sys.maxsize])
+    def test_limit_is_more_then_maximum(self, client, over_limit_value):
+        with pytest.raises(ValueError):
+            client.get_agg_trades(symbol='EUR/USD_LEVERAGE',
+                                  limit=over_limit_value)
+
+    @pytest.mark.parametrize('wrong_value', [-sys.maxsize, -1, 0, 15.3])
+    def test_invalid_limit(self, client, wrong_value):
+        agg_trades = client.get_agg_trades(symbol='EUR/USD_LEVERAGE',
+                                           limit=wrong_value)
+        assert agg_trades['code'] == -1128 and \
+               'invalid' in agg_trades['msg'].lower()
+
+    @pytest.mark.parametrize('seconds', [3601, 2147483646, 2147483647])
+    def test_start_and_end_time_diff_more_then_an_hour(self, client, seconds):
+        with pytest.raises(ValueError):
+            dttm_start = datetime.now() - timedelta(days=1)
+            dttm_end = dttm_start + timedelta(seconds=seconds)
+            client.get_agg_trades(symbol='EUR/USD_LEVERAGE',
+                                  start_time=dttm_start,
+                                  end_time=dttm_end)