Move prices events manager calls to symbol data

octobot_trading/data_manager/prices_manager.pxd

@@ -14,14 +14,12 @@
 #
 #  You should have received a copy of the GNU Lesser General Public
 #  License along with this library.
-from octobot_trading.data_manager.price_events_manager cimport PriceEventsManager
 from octobot_trading.util.initializable cimport Initializable
 
 
 cdef class PricesManager(Initializable):
     cdef object logger
     cdef object exchange_manager
-    cdef PriceEventsManager price_events_manager
 
     cdef public object valid_price_received_event
 

octobot_trading/data_manager/prices_manager.py

@@ -23,13 +23,12 @@
 class PricesManager(Initializable):
     MARK_PRICE_VALIDITY = 5 * MINUTE_TO_SECONDS
 
-    def __init__(self, exchange_manager, price_events_manager):
+    def __init__(self, exchange_manager):
         super().__init__()
         self.logger = get_logger(self.__class__.__name__)
         self.mark_price = 0
         self.mark_price_set_time = 0
         self.exchange_manager = exchange_manager
-        self.price_events_manager = price_events_manager
 
         # warning: should only be created in the async loop thread
         self.valid_price_received_event = Event()
@@ -40,7 +39,6 @@ async def initialize_impl(self):
     def set_mark_price(self, mark_price):
         self.mark_price = mark_price
         self.mark_price_set_time = self.exchange_manager.exchange.get_exchange_current_time()
-        self.price_events_manager.handle_price(self.mark_price, self.mark_price_set_time)
         self.valid_price_received_event.set()
 
     async def get_mark_price(self, timeout=MARK_PRICE_VALIDITY):

octobot_trading/data_manager/recent_trades_manager.pxd

@@ -14,14 +14,11 @@
 #
 #  You should have received a copy of the GNU Lesser General Public
 #  License along with this library.
-from octobot_trading.data_manager.price_events_manager cimport PriceEventsManager
 from octobot_trading.util.initializable cimport Initializable
 
 cdef class RecentTradesManager(Initializable):
     cdef object logger
 
-    cdef public PriceEventsManager price_events_manager
-
     cdef public object recent_trades
     cdef public object liquidations
 

octobot_trading/data_manager/recent_trades_manager.py

@@ -24,22 +24,19 @@ class RecentTradesManager(Initializable):
     MAX_RECENT_TRADES_COUNT = 100
     MAX_LIQUIDATIONS_COUNT = 20
 
-    def __init__(self, price_events_manager):
+    def __init__(self):
         super().__init__()
         self.logger = get_logger(self.__class__.__name__)
-        self.price_events_manager = price_events_manager
         self.recent_trades = deque(maxlen=self.MAX_RECENT_TRADES_COUNT)
         self.liquidations = deque(maxlen=self.MAX_LIQUIDATIONS_COUNT)
         self._reset_recent_trades()
 
     async def initialize_impl(self):
-        self.price_events_manager.reset()
         self._reset_recent_trades()
 
     def set_all_recent_trades(self, recent_trades):
         if recent_trades:
             self.recent_trades = recent_trades
-            self.price_events_manager.handle_recent_trades(self.recent_trades)
             return self.recent_trades
 
     def add_new_trades(self, recent_trades):
@@ -49,7 +46,6 @@ def add_new_trades(self, recent_trades):
                 for trade in recent_trades
                 if trade not in self.recent_trades]
             self.recent_trades.extend(new_recent_trades)
-            self.price_events_manager.handle_recent_trades(new_recent_trades)
             return new_recent_trades
 
     def add_new_liquidations(self, liquidations):

octobot_trading/exchanges/data/exchange_symbol_data.py

@@ -36,8 +36,8 @@ def __init__(self, exchange_manager, symbol):
 
         self.price_events_manager = PriceEventsManager()
         self.order_book_manager = OrderBookManager()
-        self.prices_manager = PricesManager(self.exchange_manager, self.price_events_manager)
-        self.recent_trades_manager = RecentTradesManager(self.price_events_manager)
+        self.prices_manager = PricesManager(self.exchange_manager)
+        self.recent_trades_manager = RecentTradesManager()
         self.ticker_manager = TickerManager()
         self.funding_manager = FundingManager() if self.exchange_manager.is_margin else None
 
@@ -69,14 +69,18 @@ async def handle_candles_update(self, time_frame, new_symbol_candles_data, repla
 
     def handle_recent_trade_update(self, recent_trades, replace_all=False):
         if replace_all:
-            return self.recent_trades_manager.set_all_recent_trades(recent_trades)
-        return self.recent_trades_manager.add_new_trades(recent_trades)
+            recent_trades_added = self.recent_trades_manager.set_all_recent_trades(recent_trades)
+        else:
+            recent_trades_added = self.recent_trades_manager.add_new_trades(recent_trades)
+        self.price_events_manager.handle_recent_trades(recent_trades_added)
+        return recent_trades_added
 
     def handle_liquidations(self, liquidations):
         self.recent_trades_manager.add_new_liquidations(liquidations)
 
     def handle_mark_price_update(self, mark_price):
         self.prices_manager.set_mark_price(mark_price)
+        self.price_events_manager.handle_price(mark_price, self.exchange_manager.exchange.get_exchange_current_time())
 
     def handle_order_book_update(self, asks, bids):
         self.order_book_manager.handle_new_books(asks, bids)

tests/data_manager/__init__.py

@@ -29,10 +29,10 @@ def price_events_manager(event_loop):
 
 
 @pytest.fixture()
-def prices_manager(event_loop, backtesting_exchange_manager, price_events_manager):
-    return PricesManager(backtesting_exchange_manager, price_events_manager)
+def prices_manager(event_loop, backtesting_exchange_manager):
+    return PricesManager(backtesting_exchange_manager)
 
 
 @pytest.fixture()
-def recent_trades_manager(event_loop, price_events_manager):
-    return RecentTradesManager(price_events_manager)
+def recent_trades_manager(event_loop):
+    return RecentTradesManager()

tests/data_manager/test_price_events_manager.py

@@ -53,9 +53,12 @@ async def test_handle_recent_trades(price_events_manager):
         with pytest.raises(AssertionError):
             price_event_1_set.assert_called_once()
         price_events_manager.handle_recent_trades(
-            [random_recent_trade(price=random_price(max_value=random_price_1 - 1)),
-             random_recent_trade(price=random_price(max_value=random_price_1 - 1)),
-             random_recent_trade(price=random_price(max_value=random_price_1 - 1))])
+            [random_recent_trade(price=random_price(max_value=random_price_1 - 1),
+                                 timestamp=random_timestamp(max_value=random_timestamp_1 - 1)),
+             random_recent_trade(price=random_price(max_value=random_price_1 - 1),
+                                 timestamp=random_timestamp(max_value=random_timestamp_1 - 1)),
+             random_recent_trade(price=random_price(max_value=random_price_1 - 1),
+                                 timestamp=random_timestamp(max_value=random_timestamp_1 - 1))])
         with pytest.raises(AssertionError):
             price_event_1_set.assert_called_once()
         price_events_manager.handle_recent_trades(
@@ -71,7 +74,7 @@ async def test_handle_recent_trades_multiple_events(price_events_manager):
     random_price_1 = random_price()
     random_price_2 = random_price(min_value=random_price_1)
     random_timestamp_1 = random_timestamp(max_value=1000)
-    random_timestamp_2 = random_timestamp(min_value=random_timestamp_1, max_value=5000)
+    random_timestamp_2 = random_timestamp(min_value=random_timestamp_1 + 2, max_value=5000)
     price_event_1 = price_events_manager.add_event(random_price_1, random_timestamp_1, True)
     price_event_2 = price_events_manager.add_event(random_price_2, random_timestamp_2, True)
     with patch.object(price_event_1, 'set', new=AsyncMock()) as price_event_1_set, \
@@ -87,8 +90,8 @@ async def test_handle_recent_trades_multiple_events(price_events_manager):
         price_events_manager.handle_recent_trades(
             [random_recent_trade(price=random_price(max_value=random_price_1 - 1),
                                  timestamp=random_timestamp(max_value=random_timestamp_1 - 1)),
-             random_recent_trade(price=random_price_2,
-                                 timestamp=random_timestamp(max_value=random_timestamp_1 - 1))])
+             random_recent_trade(price=random_price_2 - 1,
+                                 timestamp=random_timestamp(max_value=random_timestamp_2))])
         price_event_1_set.assert_called_once()
         with pytest.raises(AssertionError):
             price_event_2_set.assert_called_once()
@@ -110,6 +113,19 @@ async def test_handle_recent_trades_multiple_events(price_events_manager):
         price_event_1_set.assert_called_once()
         price_event_2_set.assert_called_once()
 
+    price_event_1 = price_events_manager.add_event(random_price_1, random_timestamp_1, True)
+    price_event_2 = price_events_manager.add_event(random_price_2, random_timestamp_2, True)
+    with patch.object(price_event_1, 'set', new=AsyncMock()) as price_event_1_set, \
+            patch.object(price_event_2, 'set', new=AsyncMock()) as price_event_2_set:
+        price_events_manager.handle_recent_trades(
+            [random_recent_trade(price=random_price(max_value=random_price_1 - 1),
+                                 timestamp=random_timestamp(max_value=random_timestamp_1 - 1)),
+             random_recent_trade(price=random_price_2,
+                                 timestamp=random_timestamp(max_value=random_timestamp_2 - 1))])
+        price_event_1_set.assert_called_once()
+        with pytest.raises(AssertionError):
+            price_event_2_set.assert_called_once()
+
 
 async def test_handle_price(price_events_manager):
     random_price_1 = random_price()

tests/data_manager/test_recent_trades_manager.py

@@ -33,7 +33,6 @@ async def test_initialize(recent_trades_manager):
         recent_trades_manager.recent_trades[0]
     with pytest.raises(IndexError):
         recent_trades_manager.liquidations[0]
-    assert recent_trades_manager.price_events_manager
 
 
 async def test_set_all_recent_trades(recent_trades_manager):
@@ -126,4 +125,3 @@ async def test_reset_recent_trades(recent_trades_manager):
             recent_trades_manager.recent_trades[0]
         with pytest.raises(IndexError):
             recent_trades_manager.liquidations[0]
-        assert recent_trades_manager.price_events_manager

tests/util/random_numbers.py

@@ -86,9 +86,9 @@ def random_kline() -> list:
 def random_recent_trade(price=None, timestamp=None) -> dict:
     return {
         ECOC.PRICE.value: price if price is not None else random_price(),
-        ECOC.AMOUNT.value: timestamp if timestamp is not None else random_quantity(),
+        ECOC.AMOUNT.value: random_quantity(),
         ECOC.COST.value: random_quantity(),
-        ECOC.TIMESTAMP.value: random_timestamp()
+        ECOC.TIMESTAMP.value: timestamp if timestamp is not None else random_quantity(),
     }