root
0ba5a05219
Add a unified historical endpoint that fans out to every exchange supporting the requested (asset_class, symbol) pair, then merges the results into a single consensus candle series with per-bar divergence metrics: - candles[i].close = median across sources - candles[i].sources = count of contributing exchanges - candles[i].div_pct = (max-min)/median for that bar's close Crypto routes BTC/ETH/SOL across Bybit + Hyperliquid + Deribit; equities route to Alpaca for now (IBKR omitted from MVP because its bars endpoint takes a relative period instead of start/end). Partial failures return a warning envelope (failed_sources) instead of failing the whole request; all sources failing → HTTP 502. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
135 lines
4.7 KiB
Python
135 lines
4.7 KiB
Python
from __future__ import annotations
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from typing import Any
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import pytest
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from cerbero_mcp.exchanges.cross.client import CrossClient
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from fastapi import HTTPException
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class _Fake:
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def __init__(self, candles: list[dict[str, Any]] | None = None,
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*, raises: Exception | None = None):
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self._candles = candles or []
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self._raises = raises
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self.calls: list[dict[str, Any]] = []
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async def get_historical(self, **kwargs: Any) -> dict[str, Any]:
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if self._raises:
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raise self._raises
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self.calls.append(kwargs)
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return {"candles": list(self._candles)}
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async def get_bars(self, **kwargs: Any) -> dict[str, Any]:
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if self._raises:
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raise self._raises
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self.calls.append(kwargs)
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return {"candles": list(self._candles)}
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class _FakeRegistry:
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def __init__(self, clients: dict[str, _Fake]):
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self._clients = clients
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async def get(self, exchange: str, env: str) -> _Fake:
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if exchange not in self._clients:
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raise KeyError(exchange)
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return self._clients[exchange]
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def _c(ts: int, close: float = 100.0) -> dict[str, Any]:
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return {"timestamp": ts, "open": close, "high": close, "low": close,
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"close": close, "volume": 1.0}
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@pytest.mark.asyncio
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async def test_crypto_three_sources_aggregates():
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fakes = {
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"bybit": _Fake([_c(1, 100), _c(2, 200)]),
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"hyperliquid": _Fake([_c(1, 100), _c(2, 200)]),
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"deribit": _Fake([_c(1, 100), _c(2, 200)]),
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}
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cc = CrossClient(_FakeRegistry(fakes), env="mainnet")
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out = await cc.get_historical(
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symbol="BTC", asset_class="crypto", interval="1h",
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start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
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)
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assert out["symbol"] == "BTC"
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assert out["asset_class"] == "crypto"
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assert len(out["candles"]) == 2
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assert out["candles"][0]["sources"] == 3
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assert out["candles"][0]["div_pct"] == 0.0
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assert set(out["sources_used"]) == {"bybit", "hyperliquid", "deribit"}
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assert out["failed_sources"] == []
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@pytest.mark.asyncio
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async def test_crypto_partial_failure_returns_partial_with_warning():
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fakes = {
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"bybit": _Fake([_c(1, 100)]),
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"hyperliquid": _Fake([_c(1, 100)]),
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"deribit": _Fake(raises=RuntimeError("upstream down")),
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}
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cc = CrossClient(_FakeRegistry(fakes), env="mainnet")
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out = await cc.get_historical(
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symbol="BTC", asset_class="crypto", interval="1h",
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start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
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)
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assert out["candles"][0]["sources"] == 2
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assert set(out["sources_used"]) == {"bybit", "hyperliquid"}
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assert len(out["failed_sources"]) == 1
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assert out["failed_sources"][0]["exchange"] == "deribit"
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assert "upstream down" in out["failed_sources"][0]["error"]
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@pytest.mark.asyncio
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async def test_all_sources_fail_raises_502():
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fakes = {
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"bybit": _Fake(raises=RuntimeError("a")),
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"hyperliquid": _Fake(raises=RuntimeError("b")),
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"deribit": _Fake(raises=RuntimeError("c")),
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}
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cc = CrossClient(_FakeRegistry(fakes), env="mainnet")
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with pytest.raises(HTTPException) as exc_info:
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await cc.get_historical(
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symbol="BTC", asset_class="crypto", interval="1h",
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start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
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)
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assert exc_info.value.status_code == 502
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@pytest.mark.asyncio
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async def test_unsupported_symbol_raises_400():
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cc = CrossClient(_FakeRegistry({}), env="mainnet")
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with pytest.raises(HTTPException) as exc_info:
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await cc.get_historical(
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symbol="NONEXISTENT", asset_class="crypto", interval="1h",
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start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
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)
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assert exc_info.value.status_code == 400
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@pytest.mark.asyncio
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async def test_stocks_routes_to_alpaca_only():
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fake = _Fake([_c(1, 175.0)])
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cc = CrossClient(_FakeRegistry({"alpaca": fake}), env="mainnet")
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out = await cc.get_historical(
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symbol="AAPL", asset_class="stocks", interval="1d",
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start_date="2026-04-09T00:00:00", end_date="2026-04-10T00:00:00",
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)
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assert out["sources_used"] == ["alpaca"]
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assert out["candles"][0]["close"] == 175.0
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# Alpaca was called with native symbol
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assert fake.calls[0]["symbol"] == "AAPL"
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@pytest.mark.asyncio
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async def test_unsupported_interval_raises_400():
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cc = CrossClient(_FakeRegistry({}), env="mainnet")
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with pytest.raises(HTTPException) as exc_info:
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await cc.get_historical(
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symbol="BTC", asset_class="crypto", interval="3h",
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start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
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)
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assert exc_info.value.status_code == 400
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