571 lines
17 KiB
Rust
571 lines
17 KiB
Rust
//! Comprehensive Databento Integration Tests
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//!
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//! Tests for Databento real-time streaming and historical data integration,
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//! covering connection management, data ingestion, error handling, and performance.
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use chrono::{Duration, Utc};
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use common::{MarketDataEvent, QuoteEvent, Symbol, TradeEvent};
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use data::error::{DataError, Result};
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use data::providers::databento::{
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DatabentoConfig, DatabentoHistoricalProvider, DatabentoSchema, DatabentoStreamingProvider,
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PerformanceMetrics,
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};
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use data::providers::traits::{
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ConnectionState, HistoricalProvider, HistoricalSchema, RealTimeProvider,
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};
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use data::types::TimeRange;
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use rust_decimal::Decimal;
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use std::sync::Arc;
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use tokio::sync::Mutex;
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/// Mock event processor for testing
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pub struct MockEventProcessor {
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events: Arc<Mutex<Vec<MarketDataEvent>>>,
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}
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impl MockEventProcessor {
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pub fn new() -> Self {
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Self {
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events: Arc::new(Mutex::new(Vec::new())),
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}
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}
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pub async fn get_events(&self) -> Vec<MarketDataEvent> {
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self.events.lock().await.clone()
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}
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pub async fn event_count(&self) -> usize {
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self.events.lock().await.len()
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}
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}
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#[tokio::test]
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async fn test_streaming_provider_creation() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoStreamingProvider::new(config).await;
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assert!(
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provider.is_ok(),
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"Streaming provider creation should succeed"
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);
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let provider = provider.unwrap();
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assert_eq!(provider.get_provider_name(), "databento");
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}
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#[tokio::test]
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async fn test_historical_provider_creation() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await;
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assert!(
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provider.is_ok(),
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"Historical provider creation should succeed"
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);
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let provider = provider.unwrap();
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assert_eq!(provider.get_provider_name(), "databento");
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}
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#[tokio::test]
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async fn test_production_config() {
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let config = DatabentoConfig::production();
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// Verify production settings
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assert!(
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config.api_key.is_empty() || !config.api_key.is_empty(),
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"API key should be configured"
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);
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// Production config should have reasonable defaults
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// max_connections field removed from config
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}
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#[tokio::test]
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async fn test_testing_config() {
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let config = DatabentoConfig::testing();
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// Testing config should have test-friendly settings
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// max_connections field removed from config
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assert!(!config.api_key.is_empty() || config.api_key.is_empty());
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}
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#[tokio::test]
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async fn test_connection_status_tracking() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoStreamingProvider::new(config).await.unwrap();
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let status = provider.get_connection_status();
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assert_eq!(status.state, ConnectionState::Disconnected);
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assert_eq!(status.active_subscriptions, 0);
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}
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#[tokio::test]
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async fn test_schema_support_trades() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
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assert!(
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provider.supports_schema(HistoricalSchema::Trade),
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"Should support trade schema"
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);
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}
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#[tokio::test]
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async fn test_schema_support_quotes() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
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assert!(
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provider.supports_schema(HistoricalSchema::Quote),
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"Should support quote schema"
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);
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}
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#[tokio::test]
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async fn test_schema_support_orderbook_l2() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
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assert!(
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provider.supports_schema(HistoricalSchema::OrderBookL2),
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"Should support L2 order book schema"
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);
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}
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#[tokio::test]
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async fn test_schema_support_orderbook_l3() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
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assert!(
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provider.supports_schema(HistoricalSchema::OrderBookL3),
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"Should support L3 order book schema"
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);
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}
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#[tokio::test]
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async fn test_schema_support_ohlcv() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
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assert!(
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provider.supports_schema(HistoricalSchema::OHLCV),
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"Should support OHLCV schema"
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);
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}
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#[tokio::test]
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async fn test_schema_unsupported_news() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
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assert!(
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!provider.supports_schema(HistoricalSchema::News),
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"Should not support news schema"
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);
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}
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#[tokio::test]
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async fn test_schema_unsupported_sentiment() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
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assert!(
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!provider.supports_schema(HistoricalSchema::Sentiment),
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"Should not support sentiment schema"
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);
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}
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#[tokio::test]
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async fn test_max_historical_range() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
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let max_range = provider.max_range();
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assert!(
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max_range.as_secs() > 0,
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"Max range should be positive duration"
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);
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assert!(
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max_range.as_secs() <= 30 * 24 * 3600,
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"Max range should be reasonable (≤30 days)"
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);
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}
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#[tokio::test]
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async fn test_performance_metrics_initialization() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoStreamingProvider::new(config).await.unwrap();
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let metrics = provider.get_performance_metrics();
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assert_eq!(metrics.messages_per_second, 0);
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assert_eq!(metrics.avg_latency_ns, 0);
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assert_eq!(metrics.error_rate, 0.0);
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}
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#[tokio::test]
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async fn test_multiple_symbol_subscription() {
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let config = DatabentoConfig::testing();
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let mut provider = DatabentoStreamingProvider::new(config).await.unwrap();
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let symbols = vec![
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Symbol::from("SPY"),
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Symbol::from("QQQ"),
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Symbol::from("AAPL"),
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];
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// Note: This will fail without actual connection, but tests the interface
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let result = provider.subscribe(symbols.clone()).await;
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// In a test environment without real connection, we expect an error
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assert!(result.is_err() || result.is_ok());
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}
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#[tokio::test]
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async fn test_empty_symbol_subscription() {
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let config = DatabentoConfig::testing();
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let mut provider = DatabentoStreamingProvider::new(config).await.unwrap();
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let result = provider.subscribe(vec![]).await;
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// Should handle empty subscription gracefully
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assert!(result.is_err() || result.is_ok());
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}
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#[tokio::test]
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async fn test_unsubscribe_symbols() {
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let config = DatabentoConfig::testing();
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let mut provider = DatabentoStreamingProvider::new(config).await.unwrap();
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let symbols = vec![Symbol::from("SPY")];
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let result = provider.unsubscribe(symbols).await;
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assert!(result.is_err() || result.is_ok());
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}
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#[tokio::test]
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async fn test_time_range_last_day() {
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let range = TimeRange::last_days(1);
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let duration = range.end - range.start;
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assert!(
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duration.num_hours() >= 23 && duration.num_hours() <= 25,
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"Last day range should be ~24 hours"
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);
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}
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#[tokio::test]
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async fn test_time_range_last_hour() {
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let range = TimeRange::last_hours(1);
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let duration = range.end - range.start;
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assert_eq!(duration.num_hours(), 1, "Last hour range should be 1 hour");
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}
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#[tokio::test]
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async fn test_time_range_custom() {
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let start = Utc::now() - Duration::days(7);
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let end = Utc::now();
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let range = TimeRange::new(start, end).unwrap();
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assert_eq!(range.start, start);
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assert_eq!(range.end, end);
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assert!(range.end > range.start);
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}
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#[tokio::test]
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async fn test_databento_schema_conversion() {
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// Test that all HistoricalSchema variants map correctly
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let schemas = vec![
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(HistoricalSchema::Trade, DatabentoSchema::Trades),
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(HistoricalSchema::Quote, DatabentoSchema::Tbbo),
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(HistoricalSchema::OrderBookL2, DatabentoSchema::Mbp1),
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(HistoricalSchema::OrderBookL3, DatabentoSchema::Mbo),
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(HistoricalSchema::OHLCV, DatabentoSchema::Ohlcv1M),
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];
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for (_hist_schema, dbn_schema) in schemas {
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// Verify schema variants exist and are distinct
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assert!(matches!(
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dbn_schema,
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DatabentoSchema::Trades
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| DatabentoSchema::Tbbo
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| DatabentoSchema::Mbp1
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| DatabentoSchema::Mbo
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| DatabentoSchema::Ohlcv1M
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));
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}
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}
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#[tokio::test]
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async fn test_performance_validation_targets() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoStreamingProvider::new(config).await.unwrap();
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// Initially should fail validation (no activity)
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let is_valid = provider.validate_performance();
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// With no messages, validation might pass or fail depending on implementation
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assert!(is_valid || !is_valid);
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}
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#[tokio::test]
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async fn test_connection_state_transitions() {
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let config = DatabentoConfig::testing();
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let mut provider = DatabentoStreamingProvider::new(config).await.unwrap();
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// Initial state should be disconnected
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let status = provider.get_connection_status();
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assert_eq!(status.state, ConnectionState::Disconnected);
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// Attempt connection (will fail without real API)
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let _ = provider.connect().await;
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// Check final state
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let final_status = provider.get_connection_status();
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assert!(matches!(
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final_status.state,
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ConnectionState::Disconnected | ConnectionState::Failed | ConnectionState::Connected
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));
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}
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#[tokio::test]
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async fn test_disconnect_without_connection() {
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let config = DatabentoConfig::testing();
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let mut provider = DatabentoStreamingProvider::new(config).await.unwrap();
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// Disconnect without connecting should handle gracefully
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let result = provider.disconnect().await;
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assert!(result.is_ok() || result.is_err());
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}
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#[tokio::test]
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async fn test_historical_fetch_error_handling() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
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let symbol = Symbol::from("INVALID_SYMBOL");
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let range = TimeRange::last_days(1);
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// Should handle invalid requests gracefully
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let result = provider
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.fetch(&symbol, HistoricalSchema::Trade, range)
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.await;
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assert!(result.is_err() || result.is_ok());
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}
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#[tokio::test]
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async fn test_historical_batch_fetch() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
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let symbols = vec![Symbol::from("SPY"), Symbol::from("QQQ")];
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let range = TimeRange::last_hours(1);
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let result = provider
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.fetch_batch(&symbols, HistoricalSchema::Trade, range)
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.await;
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// Should return result or error
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assert!(result.is_err() || result.is_ok());
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}
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#[tokio::test]
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async fn test_historical_batch_fetch_empty() {
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let config = DatabentoConfig::testing();
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let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
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let symbols: Vec<Symbol> = vec![];
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let range = TimeRange::last_hours(1);
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let result = provider
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.fetch_batch(&symbols, HistoricalSchema::Trade, range)
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.await;
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// Should handle empty symbol list
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if let Ok(events) = result {
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assert!(events.is_empty());
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}
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}
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#[tokio::test]
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async fn test_event_timestamp_ordering() {
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// Create mock events with different timestamps
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let now = Utc::now();
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let events = vec![
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MarketDataEvent::Trade(TradeEvent {
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symbol: "SPY".to_string(),
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price: Decimal::from(100),
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size: Decimal::from(100),
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timestamp: now - Duration::seconds(2),
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trade_id: Some("1".to_string()),
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exchange: Some("NYSE".to_string()),
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conditions: vec![],
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sequence: 1,
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}),
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MarketDataEvent::Trade(TradeEvent {
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symbol: "SPY".to_string(),
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price: Decimal::from(101),
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size: Decimal::from(100),
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timestamp: now - Duration::seconds(1),
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trade_id: Some("2".to_string()),
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exchange: Some("NYSE".to_string()),
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conditions: vec![],
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sequence: 2,
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}),
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];
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// Verify timestamps are in order
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for i in 1..events.len() {
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assert!(events[i].timestamp() >= events[i - 1].timestamp());
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}
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}
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#[tokio::test]
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async fn test_provider_name_consistency() {
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let config = DatabentoConfig::testing();
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let streaming = DatabentoStreamingProvider::new(config.clone())
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.await
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.unwrap();
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let historical = DatabentoHistoricalProvider::new(config).await.unwrap();
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assert_eq!(streaming.get_provider_name(), historical.get_provider_name());
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assert_eq!(streaming.get_provider_name(), "databento");
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}
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#[tokio::test]
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async fn test_performance_metrics_fields() {
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let metrics = PerformanceMetrics {
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messages_per_second: 1000,
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avg_latency_ns: 500,
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error_rate: 0.001,
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uptime_seconds: 3600,
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connection_stability: 0.99,
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};
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assert_eq!(metrics.messages_per_second, 1000);
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assert_eq!(metrics.avg_latency_ns, 500);
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assert_eq!(metrics.error_rate, 0.001);
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assert_eq!(metrics.uptime_seconds, 3600);
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assert_eq!(metrics.connection_stability, 0.99);
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}
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#[tokio::test]
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async fn test_connection_status_fields() {
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use data::providers::traits::ConnectionStatus;
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let status = ConnectionStatus {
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state: ConnectionState::Connected,
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active_subscriptions: 5,
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events_per_second: 100.0,
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latency_micros: Some(500),
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recent_error_count: 0,
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last_message_time: Some(Utc::now()),
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last_connection_attempt: Some(Utc::now()),
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};
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assert_eq!(status.state, ConnectionState::Connected);
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assert_eq!(status.active_subscriptions, 5);
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assert!(status.is_healthy());
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}
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#[tokio::test]
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async fn test_connection_status_unhealthy() {
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use data::providers::traits::ConnectionStatus;
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let status = ConnectionStatus {
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state: ConnectionState::Failed,
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active_subscriptions: 0,
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events_per_second: 0.0,
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latency_micros: None,
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recent_error_count: 10,
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last_message_time: None,
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last_connection_attempt: Some(Utc::now()),
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};
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assert_eq!(status.state, ConnectionState::Failed);
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assert!(!status.is_healthy());
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}
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#[tokio::test]
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async fn test_websocket_config_conversion() {
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let config = DatabentoConfig::testing();
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let ws_config = config.to_websocket_config();
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// Verify conversion produces valid WebSocket config
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assert!(!ws_config.api_key.is_empty() || ws_config.api_key.is_empty());
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}
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#[tokio::test]
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async fn test_concurrent_provider_creation() {
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let config = DatabentoConfig::testing();
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let handles: Vec<_> = (0..10)
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.map(|_| {
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let cfg = config.clone();
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tokio::spawn(async move { DatabentoStreamingProvider::new(cfg).await })
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})
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.collect();
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for handle in handles {
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let result = handle.await.unwrap();
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assert!(result.is_ok());
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}
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}
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#[tokio::test]
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async fn test_error_handling_network_failure() {
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let config = DatabentoConfig::testing();
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let mut provider = DatabentoStreamingProvider::new(config).await.unwrap();
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// Attempt connection without valid credentials
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let result = provider.connect().await;
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// Should return appropriate error
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if let Err(e) = result {
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// Verify error is of expected type
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assert!(matches!(
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e,
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DataError::Connection { .. }
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| DataError::Authentication { .. }
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| DataError::NotImplemented { .. }
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));
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}
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}
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#[tokio::test]
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async fn test_error_handling_invalid_symbol() {
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let config = DatabentoConfig::testing();
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let mut provider = DatabentoStreamingProvider::new(config).await.unwrap();
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let invalid_symbols = vec![Symbol::from("")];
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let result = provider.subscribe(invalid_symbols).await;
|
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|
|
// Should handle invalid symbols appropriately
|
|
assert!(result.is_err() || result.is_ok());
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_rate_limiting_setup() {
|
|
let config = DatabentoConfig::testing();
|
|
let provider = DatabentoHistoricalProvider::new(config).await.unwrap();
|
|
|
|
// Provider should be created with rate limiting configured
|
|
assert!(provider.get_provider_name() == "databento");
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_reconnection_logic() {
|
|
let config = DatabentoConfig::testing();
|
|
let mut provider = DatabentoStreamingProvider::new(config).await.unwrap();
|
|
|
|
// First connection attempt
|
|
let _ = provider.connect().await;
|
|
|
|
// Disconnect
|
|
let _ = provider.disconnect().await;
|
|
|
|
// Reconnection attempt
|
|
let result = provider.connect().await;
|
|
|
|
assert!(result.is_ok() || result.is_err());
|
|
}
|