Simulate an open web socket with nock

Question

I am trying to use nock to run backtests on code written against Oanda's trading API. To do that, I need to simulate the streaming price API (see Rates Streaming at http://developer.oanda.com/rest-practice/streaming/). However, it seems like nock only lets you respond with a single reply, even though the response is a stream. Is there any way to send a stream of thousands of price events as individual responses to a single request?

var scopeStream = nock('https://stream-fxpractice.oanda.com')
  .persist()
  .filteringPath(function(path) {
    return '/stream';
  })
  .get('/stream')
  .reply(function(uri, requestBody) {
    return [200, {"tick":{"instrument":"AUD_CAD","time":"2014-01-30T20:47:08.066398Z","bid":0.98114,"ask":0.98139}}]
  })

Answer 1

According to this Nock documentation you can return a ReadStream in your reply.

I used the stream-spigot npm package to come up with the following example (used to simulate a Marathon event stream):

const nock = require('nock');

const EventSource = require('eventsource');
const spigot = require('stream-spigot');

let i = 0;

nock('http://marathon.com')
      .get('/events')
      .reply(200, (uri, req) => {
          // reply with a stream
          return spigot({objectMode: true}, function() {
              const self = this;
              if (++i < 5)
                  setTimeout(() => this.push(`id: ${i}\ndata: foo\n\n`), 1000);
          })
      });

const es = new EventSource('http://marathon.com/events');

es.onmessage = m => console.log(m);

es.onerror = e => console.log(e);