09dee24342
Producer (market-data-service):
- Backpressure: smart drop policy (heartbeats→quotes→trades preserved)
- Heartbeat monitor: synthetic HeartbeatEvent on provider silence
- Graceful shutdown: WS→bus→storage→DB engine cleanup sequence
- Bybit V5 public WS provider (backup for Binance, no API key needed)
- FailoverManager: health-based provider switching with recovery
- NATS output adapter: md.events.{type}.{symbol} for SenpAI
- /bus-stats endpoint for backpressure monitoring
- Dockerfile + docker-compose.node1.yml integration
- 36 tests (parsing + bus + failover), requirements.lock
Consumer (senpai-md-consumer):
- NATSConsumer: subscribe md.events.>, queue group senpai-md, backpressure
- State store: LatestState + RollingWindow (deque, 60s)
- Feature engine: 11 features (mid, spread, VWAP, return, vol, latency)
- Rule-based signals: long/short on return+volume+spread conditions
- Publisher: rate-limited features + signals + alerts to NATS
- HTTP API: /health, /metrics, /state/latest, /features/latest, /stats
- 10 Prometheus metrics
- Dockerfile + docker-compose.senpai.yml
- 41 tests (parsing + state + features + rate-limit), requirements.lock
CI: ruff + pytest + smoke import for both services
Tests: 77 total passed, lint clean
Co-authored-by: Cursor <cursoragent@cursor.com>
112 lines
2.9 KiB
Python
112 lines
2.9 KiB
Python
"""
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Test publisher rate limiting.
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"""
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from unittest.mock import AsyncMock
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import pytest
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from senpai.md_consumer.publisher import Publisher
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from senpai.md_consumer.models import FeatureSnapshot, TradeSignal
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@pytest.fixture
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def mock_nc():
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"""Mock NATS client."""
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nc = AsyncMock()
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nc.publish = AsyncMock()
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return nc
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@pytest.fixture
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def publisher(mock_nc):
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return Publisher(mock_nc)
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@pytest.mark.asyncio
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async def test_publish_features_respects_rate_limit(mock_nc, publisher):
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"""Second publish for same symbol within rate window should be skipped."""
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snapshot = FeatureSnapshot(
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symbol="BTCUSDT",
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features={"mid": 70000.0},
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)
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# First publish should succeed
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result1 = await publisher.publish_features(snapshot)
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assert result1 is True
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# Immediate second publish should be rate-limited
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result2 = await publisher.publish_features(snapshot)
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assert result2 is False # rate-limited
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# Only one actual NATS publish
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assert mock_nc.publish.call_count == 1
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@pytest.mark.asyncio
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async def test_publish_features_different_symbols(mock_nc, publisher):
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"""Different symbols have independent rate limiters."""
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snap1 = FeatureSnapshot(symbol="BTCUSDT", features={"mid": 70000.0})
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snap2 = FeatureSnapshot(symbol="ETHUSDT", features={"mid": 2000.0})
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r1 = await publisher.publish_features(snap1)
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r2 = await publisher.publish_features(snap2)
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assert r1 is True
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assert r2 is True
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assert mock_nc.publish.call_count == 2
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@pytest.mark.asyncio
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async def test_publish_signal_no_rate_limit(mock_nc, publisher):
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"""Signals are NOT rate limited."""
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signal = TradeSignal(
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symbol="BTCUSDT",
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direction="long",
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confidence=0.8,
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reason="test",
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)
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r1 = await publisher.publish_signal(signal)
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r2 = await publisher.publish_signal(signal)
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assert r1 is True
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assert r2 is True
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assert mock_nc.publish.call_count == 2
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@pytest.mark.asyncio
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async def test_publish_features_after_rate_window(mock_nc, publisher):
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"""After rate window passes, publish should succeed again."""
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# Override min interval to something very small for testing
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publisher._min_interval = 0.01 # 10ms
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snapshot = FeatureSnapshot(
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symbol="BTCUSDT",
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features={"mid": 70000.0},
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)
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r1 = await publisher.publish_features(snapshot)
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assert r1 is True
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# Wait for rate window to pass
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import asyncio
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await asyncio.sleep(0.02)
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r2 = await publisher.publish_features(snapshot)
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assert r2 is True
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assert mock_nc.publish.call_count == 2
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@pytest.mark.asyncio
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async def test_publish_handles_nats_error(mock_nc, publisher):
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"""NATS publish error should not raise, just return False."""
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mock_nc.publish.side_effect = Exception("NATS down")
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snapshot = FeatureSnapshot(
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symbol="BTCUSDT",
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features={"mid": 70000.0},
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)
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result = await publisher.publish_features(snapshot)
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assert result is False
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