package binance import ( "regexp" "testing" "time" "github.com/stretchr/testify/assert" "git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint" "git.qtrade.icu/lychiyu/bbgo/pkg/types" ) var jsCommentTrimmer = regexp.MustCompile("(?m)//.*$") func TestMarginResponseParsing(t *testing.T) { type testcase struct { input string } var testcases = []testcase{ { input: `{ "e": "executionReport", "E": 1608545107403, "s": "BNBUSDT", "c": "ios_0de017ca7ceb4102b3baa664feb46e65", "S": "BUY", "o": "MARKET", "f": "GTC", "q": "0.50000000", "p": "0.00000000", "P": "0.00000000", "F": "0.00000000", "g": -1, "C": "", "x": "NEW", "X": "NEW", "r": "NONE", "i": 1147335332, "l": "0.00000000", "z": "0.00000000", "L": "0.00000000", "n": "0", "N": null, "T": 1608545107401, "t": -1, "I": 2387303818, "w": true, "m": false, "M": false, "O": 1608545107401, "Z": "0.00000000", "Y": "0.00000000", "Q": "0.00000000" }`, }, { input: `{ "e": "executionReport", "E": 1608545107403, "s": "BNBUSDT", "c": "ios_0de017ca7ceb4102b3baa664feb46e65", "S": "BUY", "o": "MARKET", "f": "GTC", "q": "0.50000000", "p": "0.00000000", "P": "0.00000000", "F": "0.00000000", "g": -1, "C": "", "x": "TRADE", "X": "FILLED", "r": "NONE", "i": 1147335332, "l": "0.50000000", "z": "0.50000000", "L": "33.85710000", "n": "0.00037500", "N": "BNB", "T": 1608545107401, "t": 98414801, "I": 2387303819, "w": false, "m": false, "M": true, "O": 1608545107401, "Z": "16.92855000", "Y": "16.92855000", "Q": "0.00000000" }`, }, { input: `{ "e": "outboundAccountInfo", "E": 1608545107403, "m": 9, "t": 10, "b": 0, "s": 0, "T": true, "W": true, "D": true, "u": 1608545107401, "B": [ { "a": "BNB", "f": "89.99345616", "l": "12.00000000" }, { "a": "USDT", "f": "0.16410063", "l": "0.00000000" } ], "P": [] }`, }, { input: `{ "e":"outboundAccountPosition", "E":1608545107403, "u":1608545107401, "B":[{"a":"BNB","f":"89.99345616","l":"12.00000000"},{"a":"USDT","f":"0.16410063","l":"0.00000000"}] }`, }, } for _, testcase := range testcases { payload := testcase.input payload = jsCommentTrimmer.ReplaceAllLiteralString(payload, "") event, err := parseWebSocketEvent([]byte(payload)) assert.NoError(t, err) assert.NotNil(t, event) } } func TestParseOrderUpdate(t *testing.T) { payload := `{ "e": "executionReport", // Event type "E": 1499405658658, // Event time "s": "ETHBTC", // Symbol "c": "mUvoqJxFIILMdfAW5iGSOW", // Client order ID "S": "BUY", // Side "o": "LIMIT", // Order type "f": "GTC", // Time in force "q": "1.00000000", // Order quantity "p": "0.10264410", // Order price "P": "0.222", // Stop price "F": "0.00000000", // Iceberg quantity "g": -1, // OrderListId "C": null, // Original client order ID; This is the ID of the order being canceled "x": "NEW", // Current execution type "X": "NEW", // Current order status "r": "NONE", // Order reject reason; will be an error code. "i": 4293153, // Order ID "l": "0.00000000", // Last executed quantity "z": "0.00000000", // Cumulative filled quantity "L": "0.00000001", // Last executed price "n": "0", // Commission amount "N": null, // Commission asset "T": 1499405658657, // Transaction time "t": -1, // Trade ID "I": 8641984, // Ignore "w": true, // Is the order on the book? "m": false, // Is this trade the maker side? "M": true, // Ignore "O": 1499405658657, // Order creation time "Z": "0.1", // Cumulative quote asset transacted quantity "Y": "0.00000000", // Last quote asset transacted quantity (i.e. lastPrice * lastQty) "Q": "2.0" // Quote Order Quantity }` payload = jsCommentTrimmer.ReplaceAllLiteralString(payload, "") event, err := parseWebSocketEvent([]byte(payload)) assert.NoError(t, err) assert.NotNil(t, event) executionReport, ok := event.(*ExecutionReportEvent) assert.True(t, ok) assert.NotNil(t, executionReport) assert.Equal(t, executionReport.Symbol, "ETHBTC") assert.Equal(t, executionReport.Side, "BUY") assert.Equal(t, executionReport.ClientOrderID, "mUvoqJxFIILMdfAW5iGSOW") assert.Equal(t, executionReport.OriginalClientOrderID, "") assert.Equal(t, executionReport.OrderType, "LIMIT") assert.Equal(t, executionReport.OrderCreationTime, int64(1499405658657)) assert.Equal(t, executionReport.TimeInForce, "GTC") assert.Equal(t, executionReport.IcebergQuantity, fixedpoint.MustNewFromString("0.00000000")) assert.Equal(t, executionReport.OrderQuantity, fixedpoint.MustNewFromString("1.00000000")) assert.Equal(t, executionReport.QuoteOrderQuantity, fixedpoint.MustNewFromString("2.0")) assert.Equal(t, executionReport.OrderPrice, fixedpoint.MustNewFromString("0.10264410")) assert.Equal(t, executionReport.StopPrice, fixedpoint.MustNewFromString("0.222")) assert.Equal(t, executionReport.IsOnBook, true) assert.Equal(t, executionReport.IsMaker, false) assert.Equal(t, executionReport.Ignore, true) assert.Equal(t, executionReport.CommissionAmount, fixedpoint.MustNewFromString("0")) assert.Equal(t, executionReport.CommissionAsset, "") assert.Equal(t, executionReport.CurrentExecutionType, "NEW") assert.Equal(t, executionReport.CurrentOrderStatus, "NEW") assert.Equal(t, executionReport.OrderID, int64(4293153)) assert.Equal(t, executionReport.Ignored, int64(8641984)) assert.Equal(t, executionReport.TradeID, int64(-1)) assert.Equal(t, executionReport.TransactionTime, int64(1499405658657)) assert.Equal(t, executionReport.LastExecutedQuantity, fixedpoint.MustNewFromString("0.00000000")) assert.Equal(t, executionReport.LastExecutedPrice, fixedpoint.MustNewFromString("0.00000001")) assert.Equal(t, executionReport.CumulativeFilledQuantity, fixedpoint.MustNewFromString("0.00000000")) assert.Equal(t, executionReport.CumulativeQuoteAssetTransactedQuantity, fixedpoint.MustNewFromString("0.1")) assert.Equal(t, executionReport.LastQuoteAssetTransactedQuantity, fixedpoint.MustNewFromString("0.00000000")) orderUpdate, err := executionReport.Order() assert.NoError(t, err) assert.NotNil(t, orderUpdate) } func TestFuturesResponseParsing(t *testing.T) { type testcase struct { input string } var testcases = []testcase{ { input: `{ "e": "ORDER_TRADE_UPDATE", "T": 1639933384755, "E": 1639933384763, "o": { "s": "BTCUSDT", "c": "x-NSUYEBKMe60cf610-f5c7-49a4-9c1", "S": "SELL", "o": "MARKET", "f": "GTC", "q": "0.001", "p": "0", "ap": "0", "sp": "0", "x": "NEW", "X": "NEW", "i": 38541728873, "l": "0", "z": "0", "L": "0", "T": 1639933384755, "t": 0, "b": "0", "a": "0", "m": false, "R": false, "wt": "CONTRACT_PRICE", "ot": "MARKET", "ps": "BOTH", "cp": false, "rp": "0", "pP": false, "si": 0, "ss": 0 } }`, }, { input: `{ "e": "ACCOUNT_UPDATE", "T": 1639933384755, "E": 1639933384763, "a": { "B": [ { "a": "USDT", "wb": "86.94966888", "cw": "86.94966888", "bc": "0" } ], "P": [ { "s": "BTCUSDT", "pa": "-0.001", "ep": "47202.40000", "cr": "7.78107001", "up": "-0.00233523", "mt": "cross", "iw": "0", "ps": "BOTH", "ma": "USDT" } ], "m": "ORDER" } }`, }, { input: `{ "e": "ORDER_TRADE_UPDATE", "T": 1639933384755, "E": 1639933384763, "o": { "s": "BTCUSDT", "c": "x-NSUYEBKMe60cf610-f5c7-49a4-9c1", "S": "SELL", "o": "MARKET", "f": "GTC", "q": "0.001", "p": "0", "ap": "47202.40000", "sp": "0", "x": "TRADE", "X": "FILLED", "i": 38541728873, "l": "0.001", "z": "0.001", "L": "47202.40", "n": "0.01888095", "N": "USDT", "T": 1639933384755, "t": 1741505949, "b": "0", "a": "0", "m": false, "R": false, "wt": "CONTRACT_PRICE", "ot": "MARKET", "ps": "BOTH", "cp": false, "rp": "0", "pP": false, "si": 0, "ss": 0 } }`, }, } for _, testcase := range testcases { payload := testcase.input payload = jsCommentTrimmer.ReplaceAllLiteralString(payload, "") event, err := parseWebSocketEvent([]byte(payload)) assert.NoError(t, err) assert.NotNil(t, event) } } func TestParseOrderFuturesUpdate(t *testing.T) { payload := `{ "e": "ORDER_TRADE_UPDATE", "T": 1639933384755, "E": 1639933384763, "o": { "s": "BTCUSDT", "c": "x-NSUYEBKMe60cf610-f5c7-49a4-9c1", "S": "SELL", "o": "MARKET", "f": "GTC", "q": "0.001", "p": "0", "ap": "47202.40000", "sp": "0", "x": "TRADE", "X": "FILLED", "i": 38541728873, "l": "0.001", "z": "0.001", "L": "47202.40", "n": "0.01888095", "N": "USDT", "T": 1639933384755, "t": 1741505949, "b": "0", "a": "0", "m": false, "R": false, "wt": "CONTRACT_PRICE", "ot": "MARKET", "ps": "BOTH", "cp": false, "rp": "0", "pP": false, "si": 0, "ss": 0 } }` payload = jsCommentTrimmer.ReplaceAllLiteralString(payload, "") event, err := parseWebSocketEvent([]byte(payload)) assert.NoError(t, err) assert.NotNil(t, event) orderTradeEvent, ok := event.(*OrderTradeUpdateEvent) assert.True(t, ok) assert.NotNil(t, orderTradeEvent) assert.Equal(t, "BTCUSDT", orderTradeEvent.OrderTrade.Symbol) assert.Equal(t, "SELL", orderTradeEvent.OrderTrade.Side) assert.Equal(t, "x-NSUYEBKMe60cf610-f5c7-49a4-9c1", orderTradeEvent.OrderTrade.ClientOrderID) assert.Equal(t, "MARKET", orderTradeEvent.OrderTrade.OrderType) assert.Equal(t, types.NewMillisecondTimestampFromInt(1639933384763), orderTradeEvent.Time) assert.Equal(t, types.MillisecondTimestamp(time.UnixMilli(1639933384755)), orderTradeEvent.OrderTrade.OrderTradeTime) assert.Equal(t, fixedpoint.MustNewFromString("0.001"), orderTradeEvent.OrderTrade.OriginalQuantity) assert.Equal(t, fixedpoint.MustNewFromString("0.001"), orderTradeEvent.OrderTrade.OrderLastFilledQuantity) assert.Equal(t, fixedpoint.MustNewFromString("0.001"), orderTradeEvent.OrderTrade.OrderFilledAccumulatedQuantity) assert.Equal(t, "TRADE", orderTradeEvent.OrderTrade.CurrentExecutionType) assert.Equal(t, "FILLED", orderTradeEvent.OrderTrade.CurrentOrderStatus) assert.Equal(t, fixedpoint.MustNewFromString("47202.40"), orderTradeEvent.OrderTrade.LastFilledPrice) assert.Equal(t, int64(38541728873), orderTradeEvent.OrderTrade.OrderId) assert.Equal(t, int64(1741505949), orderTradeEvent.OrderTrade.TradeId) orderUpdate, err := orderTradeEvent.OrderFutures() assert.NoError(t, err) assert.NotNil(t, orderUpdate) }