Initial swat at online WS test

tests/exchange_online/test_ccxt_ws_compat.py

@@ -0,0 +1,56 @@
+"""
+Tests in this file do NOT mock network calls, so they are expected to be fluky at times.
+
+However, these tests aim to test ccxt compatibility, specifically regarding websockets.
+"""
+
+import logging
+from datetime import timedelta
+
+import pytest
+
+from freqtrade.enums import CandleType
+from freqtrade.exchange.exchange_utils import (timeframe_to_minutes, timeframe_to_next_date,
+                                               timeframe_to_prev_date)
+from freqtrade.util.datetime_helpers import dt_now
+from tests.conftest import log_has_re
+from tests.exchange_online.conftest import EXCHANGE_FIXTURE_TYPE, EXCHANGES
+
+
+@pytest.mark.longrun
+class TestCCXTExchangeWs:
+
+    def test_ccxt_ohlcv(self, exchange_ws: EXCHANGE_FIXTURE_TYPE, caplog):
+        exch, exchangename = exchange_ws
+
+        assert exch._ws_async is not None
+        pair = EXCHANGES[exchangename]['pair']
+        timeframe = '1m'
+        pair_tf = (pair, timeframe, CandleType.SPOT)
+
+        res = exch.refresh_latest_ohlcv([pair_tf])
+        now = dt_now() - timedelta(minutes=(timeframe_to_minutes(timeframe) * 1.1))
+        # Currently closed candle
+        curr_candle = timeframe_to_prev_date(timeframe, now)
+        # Currently open candle
+        next_candle = timeframe_to_next_date(timeframe, now)
+        assert pair_tf in exch._exchange_ws._klines_watching
+        assert pair_tf in exch._exchange_ws._klines_scheduled
+        assert res[pair_tf] is not None
+        df1 = res[pair_tf]
+        caplog.set_level(logging.DEBUG)
+        assert df1.iloc[-1]['date'] == curr_candle
+
+        # Wait until the next candle (might be up to 1 minute).
+        while True:
+            caplog.clear()
+            res = exch.refresh_latest_ohlcv([pair_tf])
+            df2 = res[pair_tf]
+            assert df2 is not None
+            if df2.iloc[-1]['date'] == next_candle:
+                break
+            assert df2.iloc[-1]['date'] == curr_candle
+
+        assert log_has_re(r"watch result.*", caplog)
+
+