test: Adding first integration test function + framework (#63)

* test: Creating integration tests

.github/workflows/python.yml

@@ -5,7 +5,7 @@ name: Python
 "on":
   pull_request:
     branches:
-      - main
+      - develop
 
 jobs:
 

Makefile

@@ -1,8 +1,8 @@
-VEGA_TAG := 607a5b1
-WALLET_TAG := cb58876
-DATA_NODE_TAG := 3d8887d
-CONSOLE_TAG := d4f0d62
-PROTO_TAG := f303ea3
+VEGA_TAG := develop
+WALLET_TAG := develop
+DATA_NODE_TAG := develop
+CONSOLE_TAG := master
+PROTO_TAG := develop
 EXTERN_DIR := "./extern"
 
 all: pull_deps build_deps
@@ -93,4 +93,10 @@ flake8:
 test:
 	@pipenv --bare install --dev # 1>/dev/null 2>&1
 	@pipenv run pip install -e .
-	@env PYTHONPATH=. pipenv run pytest tests/
+	@env PYTHONPATH=. pipenv run pytest -m "not integration" tests/
+
+.PHONY: test_integration
+test_integration:
+	@pipenv --bare install --dev # 1>/dev/null 2>&1
+	@pipenv run pip install -e .
+	@env PYTHONPATH=. pipenv run pytest -m integration tests/

pytest.ini

@@ -0,0 +1,3 @@
+[pytest]
+markers = 
+    integration: mark a test as requiring a full vega sim infrastructure with running backend

tests/integration/test_trading.py

@@ -0,0 +1,95 @@
+import pytest
+
+from tests.integration.utils.fixtures import (
+    vega_service_with_market,
+    vega_service,
+    create_and_faucet_wallet,
+    WalletConfig,
+)
+from vega_sim.null_service import VegaServiceNull
+import vega_sim.proto.vega as vega_protos
+
+
+LIQ = WalletConfig("liq", "liq")
+
+
+@pytest.mark.integration
+def test_submit_amend_liquidity(vega_service_with_market: VegaServiceNull):
+    vega = vega_service_with_market
+    market_id = vega.all_markets()[0].id
+
+    create_and_faucet_wallet(vega=vega, wallet=LIQ)
+    vega.submit_liquidity(
+        LIQ.name,
+        market_id=market_id,
+        commitment_amount=100,
+        fee=0.001,
+        buy_specs=[("PEGGED_REFERENCE_MID", 0.5, 1)],
+        sell_specs=[("PEGGED_REFERENCE_MID", 0.5, 1)],
+        is_amendment=False,
+    )
+    vega.forward("1s")
+
+    liq_provis = vega.party_liquidity_provisions(LIQ.name, market_id=market_id)
+
+    assert len(liq_provis) == 1
+
+    for provis in [
+        liq_provis[0].sells[0].liquidity_order,
+        liq_provis[0].buys[0].liquidity_order,
+    ]:
+        assert provis.reference == vega_protos.vega.PeggedReference.PEGGED_REFERENCE_MID
+        assert provis.offset == "50000"
+        assert provis.proportion == 1
+
+    buy_specs = [
+        vega_protos.vega.LiquidityOrder(
+            reference=vega_protos.vega.PeggedReference.PEGGED_REFERENCE_MID,
+            offset="100000",
+            proportion=2,
+        ),
+        vega_protos.vega.LiquidityOrder(
+            reference=vega_protos.vega.PeggedReference.PEGGED_REFERENCE_BEST_BID,
+            offset="500000",
+            proportion=5,
+        ),
+    ]
+    sell_specs = [
+        vega_protos.vega.LiquidityOrder(
+            reference=vega_protos.vega.PeggedReference.PEGGED_REFERENCE_MID,
+            offset="500000",
+            proportion=6,
+        ),
+        vega_protos.vega.LiquidityOrder(
+            reference=vega_protos.vega.PeggedReference.PEGGED_REFERENCE_BEST_ASK,
+            offset="20000",
+            proportion=1,
+        ),
+    ]
+    vega.submit_liquidity(
+        LIQ.name,
+        market_id=market_id,
+        commitment_amount=200,
+        fee=0.005,
+        buy_specs=[("PEGGED_REFERENCE_MID", 1, 2), ("PEGGED_REFERENCE_BEST_BID", 5, 5)],
+        sell_specs=[
+            ("PEGGED_REFERENCE_MID", 5, 6),
+            ("PEGGED_REFERENCE_BEST_ASK", 0.2, 1),
+        ],
+        is_amendment=True,
+    )
+
+    vega.forward("1s")
+    liq_provis = vega.party_liquidity_provisions(LIQ.name, market_id=market_id)
+
+    assert len(liq_provis) == 1
+
+    for provis, exp_provis in zip(liq_provis[0].sells, sell_specs):
+        assert provis.liquidity_order.reference == exp_provis.reference
+        assert provis.liquidity_order.offset == exp_provis.offset
+        assert provis.liquidity_order.proportion == exp_provis.proportion
+
+    for provis, exp_provis in zip(liq_provis[0].buys, buy_specs):
+        assert provis.liquidity_order.reference == exp_provis.reference
+        assert provis.liquidity_order.offset == exp_provis.offset
+        assert provis.liquidity_order.proportion == exp_provis.proportion

tests/integration/utils/fixtures.py

@@ -0,0 +1,128 @@
+import pytest
+from collections import namedtuple
+
+from vega_sim.null_service import VegaServiceNull
+
+WalletConfig = namedtuple("WalletConfig", ["name", "passphrase"])
+
+MM_WALLET = WalletConfig("mm", "pin")
+
+AUCTION1 = WalletConfig("auction1", "auction1")
+AUCTION2 = WalletConfig("auction2", "auction2")
+
+TERMINATE_WALLET = WalletConfig("TERMINATE", "TERMINATE")
+
+TRADER_WALLET = WalletConfig("TRADER", "TRADER")
+
+ASSET_NAME = "tDAI"
+
+WALLETS = [MM_WALLET, AUCTION1, AUCTION2, TERMINATE_WALLET, TRADER_WALLET]
+
+
+def create_and_faucet_wallet(
+    vega: VegaServiceNull, wallet: WalletConfig, amount: float = 1e4
+):
+    asset_id = vega.find_asset_id(symbol=ASSET_NAME)
+    vega.create_wallet(wallet.name, wallet.passphrase)
+    vega.mint(wallet.name, asset_id, amount)
+
+
+def build_basic_market(vega: VegaServiceNull):
+    for wallet in WALLETS:
+        vega.create_wallet(wallet.name, wallet.passphrase)
+
+    vega.mint(
+        MM_WALLET.name,
+        asset="VOTE",
+        amount=1e4,
+    )
+    vega.forward("10s")
+
+    # Create asset
+    vega.create_asset(
+        MM_WALLET.name,
+        name=ASSET_NAME,
+        symbol=ASSET_NAME,
+        decimals=5,
+        max_faucet_amount=1e10,
+    )
+    vega.forward("10s")
+    vega.wait_for_datanode_sync()
+
+    asset_id = vega.find_asset_id(symbol=ASSET_NAME)
+
+    for wallet in WALLETS:
+        vega.mint(
+            wallet.name,
+            asset=asset_id,
+            amount=10000,
+        )
+    vega.forward("10s")
+    vega.create_simple_market(
+        market_name="CRYPTO:BTCDAI/DEC22",
+        proposal_wallet=MM_WALLET.name,
+        settlement_asset_id=asset_id,
+        termination_wallet=TERMINATE_WALLET.name,
+        market_decimals=5,
+        liquidity_commitment=vega.build_new_market_liquidity_commitment(
+            asset_id=asset_id,
+            commitment_amount=100,
+            fee=0.002,
+            buy_specs=[("PEGGED_REFERENCE_MID", 0.0005, 1)],
+            sell_specs=[("PEGGED_REFERENCE_MID", 0.0005, 1)],
+            market_decimals=5,
+        ),
+    )
+    market_id = vega.all_markets()[0].id
+
+    # Add transactions in the proposed market to pass opening auction at price 0.3
+    vega.submit_order(
+        trading_wallet=AUCTION1.name,
+        market_id=market_id,
+        order_type="TYPE_LIMIT",
+        time_in_force="TIME_IN_FORCE_GTC",
+        side="SIDE_BUY",
+        volume=1,
+        price=0.3,
+    )
+
+    vega.submit_order(
+        trading_wallet=AUCTION2.name,
+        market_id=market_id,
+        order_type="TYPE_LIMIT",
+        time_in_force="TIME_IN_FORCE_GTC",
+        side="SIDE_SELL",
+        volume=1,
+        price=0.3,
+    )
+
+    vega.submit_order(
+        trading_wallet=TRADER_WALLET.name,
+        market_id=market_id,
+        order_type="TYPE_LIMIT",
+        time_in_force="TIME_IN_FORCE_GTC",
+        side="SIDE_BUY",
+        volume=1,
+        price=0.29998,
+    )
+    vega.submit_order(
+        trading_wallet=TRADER_WALLET.name,
+        market_id=market_id,
+        order_type="TYPE_LIMIT",
+        time_in_force="TIME_IN_FORCE_GTC",
+        side="SIDE_SELL",
+        volume=1,
+        price=0.30002,
+    )
+
+
+@pytest.fixture
+def vega_service():
+    with VegaServiceNull(warn_on_raw_data_access=False, run_with_console=False) as vega:
+        yield vega
+
+
+@pytest.fixture
+def vega_service_with_market(vega_service):
+    build_basic_market(vega_service)
+    return vega_service

tests/vega_sim/api/test_data_raw.py

@@ -14,6 +14,7 @@
     all_markets,
     asset_info,
     infrastructure_fee_accounts,
+    liquidity_provisions,
     market_accounts,
     market_data,
     market_info,
@@ -348,3 +349,26 @@ def OrderByReference(self, request, context):
     res = order_status_by_reference(reference="foo", data_client=data_client)
 
     assert res == expected
+
+
+def test_liquidity_provisions(trading_data_servicer_and_port):
+    def LiquidityProvisions(self, request, context):
+        return data_node_protos.trading_data.LiquidityProvisionsResponse(
+            liquidity_provisions=[
+                vega_protos.vega.LiquidityProvision(
+                    market_id=request.market, party_id=request.party
+                )
+            ]
+        )
+
+    server, port, mock_servicer = trading_data_servicer_and_port
+    mock_servicer.LiquidityProvisions = LiquidityProvisions
+
+    add_TradingDataServiceServicer_to_server(mock_servicer(), server)
+
+    data_client = VegaTradingDataClient(f"localhost:{port}")
+    res = liquidity_provisions(
+        market_id="MARKET", party_id="PARTY", data_client=data_client
+    )
+
+    assert res[0].market_id == "MARKET"

vega_sim/api/data_raw.py

@@ -179,3 +179,28 @@ def market_depth(
             market_id=market_id, max_depth=max_depth
         )
     )
+
+
+def liquidity_provisions(
+    data_client: vac.VegaTradingDataClient,
+    market_id: Optional[str] = None,
+    party_id: Optional[str] = None,
+) -> Optional[List[vega_protos.vega.LiquidityProvision]]:
+    """Loads the current liquidity provision(s) for a given market and/or party.
+
+    Args:
+        data_client:
+            VegaTradingDataClient, an instantiated gRPC trading data client
+        market_id:
+            Optional[str], the ID of the market from which to pull liquidity provisions
+        party_id:
+            Optional[str], the ID of the party from which to pull liquidity provisions
+
+    Returns:
+        List[LiquidityProvision], list of liquidity provisions (if any exist)
+    """
+    return data_client.LiquidityProvisions(
+        data_node_protos.trading_data.LiquidityProvisionsRequest(
+            market=market_id, party=party_id
+        )
+    ).liquidity_provisions

vega_sim/service.py

@@ -873,8 +873,8 @@ def submit_liquidity(
         market_id: str,
         commitment_amount: float,
         fee: float,
-        buy_specs: List[Tuple[str, int, int]],
-        sell_specs: List[Tuple[str, int, int]],
+        buy_specs: List[Tuple[str, float, int]],
+        sell_specs: List[Tuple[str, float, int]],
         is_amendment: bool = False,
     ):
         """Submit/Amend a custom liquidity profile.
@@ -992,3 +992,48 @@ def order_status_by_reference(
             price_decimals=self.market_price_decimals[market_id],
             position_decimals=self.market_pos_decimals[market_id],
         )
+
+    @raw_data
+    def liquidity_provisions(
+        self,
+        market_id: Optional[str] = None,
+        party_id: Optional[str] = None,
+    ) -> Optional[List[vega_protos.vega.LiquidityProvision]]:
+        """Loads the current liquidity provision(s) for a given market and/or party.
+
+        Args:
+            market_id:
+                Optional[str], the ID of the market from which to
+                    pull liquidity provisions
+            party_id:
+                Optional[str], the ID of the party from which to
+                    pull liquidity provisions
+
+        Returns:
+            List[LiquidityProvision], list of liquidity provisions (if any exist)
+        """
+        return data_raw.liquidity_provisions(
+            self.trading_data_client, market_id=market_id, party_id=party_id
+        )
+
+    def party_liquidity_provisions(
+        self,
+        wallet_name: str,
+        market_id: Optional[str] = None,
+    ) -> Optional[List[vega_protos.vega.LiquidityProvision]]:
+        """Loads the current liquidity provision(s) for a given market and/or party.
+
+        Args:
+            market_id:
+                Optional[str], the ID of the market from which to
+                    pull liquidity provisions
+            party_id:
+                Optional[str], the ID of the party from which to
+                    pull liquidity provisions
+
+        Returns:
+            List[LiquidityProvision], list of liquidity provisions (if any exist)
+        """
+        return self.liquidity_provisions(
+            market_id=market_id, party_id=self.wallet.public_key(wallet_name)
+        )