fix(strategy-engine): process multiple symbols concurrently with asyncio.gather

1 files changed, 66 insertions, 0 deletions

diff --git a/services/strategy-engine/tests/test_multi_symbol.py b/services/strategy-engine/tests/test_multi_symbol.py
new file mode 100644
index 0000000..2008c15
--- /dev/null
+++ b/services/strategy-engine/tests/test_multi_symbol.py
@@ -0,0 +1,66 @@
+"""Test that strategy engine processes multiple symbols concurrently."""
+import asyncio
+import sys
+from pathlib import Path
+from unittest.mock import AsyncMock, MagicMock
+
+import pytest
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src"))
+sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
+
+from strategy_engine.engine import StrategyEngine
+from shared.events import CandleEvent
+from shared.models import Candle, OrderSide
+from decimal import Decimal
+from datetime import datetime, timezone
+
+
+@pytest.mark.asyncio
+async def test_engine_processes_multiple_streams():
+    """Verify engine can process candles from different streams."""
+    broker = AsyncMock()
+
+    candle_btc = Candle(
+        symbol="BTCUSDT", timeframe="1m",
+        open_time=datetime(2025, 1, 1, tzinfo=timezone.utc),
+        open=Decimal("50000"), high=Decimal("51000"),
+        low=Decimal("49000"), close=Decimal("50000"),
+        volume=Decimal("10"),
+    )
+    candle_eth = Candle(
+        symbol="ETHUSDT", timeframe="1m",
+        open_time=datetime(2025, 1, 1, tzinfo=timezone.utc),
+        open=Decimal("3000"), high=Decimal("3100"),
+        low=Decimal("2900"), close=Decimal("3000"),
+        volume=Decimal("10"),
+    )
+
+    btc_events = [CandleEvent(data=candle_btc).to_dict()]
+    eth_events = [CandleEvent(data=candle_eth).to_dict()]
+
+    # First call returns BTC event, second ETH, then empty
+    call_count = {"btc": 0, "eth": 0}
+
+    async def mock_read(stream, **kwargs):
+        if "BTC" in stream:
+            call_count["btc"] += 1
+            return btc_events if call_count["btc"] == 1 else []
+        elif "ETH" in stream:
+            call_count["eth"] += 1
+            return eth_events if call_count["eth"] == 1 else []
+        return []
+
+    broker.read = AsyncMock(side_effect=mock_read)
+
+    strategy = MagicMock()
+    strategy.on_candle = MagicMock(return_value=None)
+
+    engine = StrategyEngine(broker=broker, strategies=[strategy])
+
+    # Process both streams
+    await engine.process_once("candles.BTCUSDT", "$")
+    await engine.process_once("candles.ETHUSDT", "$")
+
+    # Strategy should have been called with both candles
+    assert strategy.on_candle.call_count == 2