mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-14 19:13:52 +00:00
85 lines
3.4 KiB
Go
85 lines
3.4 KiB
Go
|
package okex
|
||
|
|
|
||
|
|
import (
|
||
|
|
"fmt"
|
||
|
|
"testing"
|
||
|
|
|
||
|
|
"github.com/stretchr/testify/assert"
|
||
|
|
|
||
|
|
"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
|
||
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||
|
|
"github.com/c9s/bbgo/pkg/types"
|
||
|
|
)
|
||
|
|
|
||
|
|
func Test_openOrderToGlobal(t *testing.T) {
|
||
|
|
var (
|
||
|
|
assert = assert.New(t)
|
||
|
|
|
||
|
|
orderId = 665576973905014786
|
||
|
|
// {"accFillSz":"0","algoClOrdId":"","algoId":"","attachAlgoClOrdId":"","attachAlgoOrds":[],"avgPx":"","cTime":"1704957916401","cancelSource":"","cancelSourceReason":"","category":"normal","ccy":"","clOrdId":"","fee":"0","feeCcy":"USDT","fillPx":"","fillSz":"0","fillTime":"","instId":"BTC-USDT","instType":"SPOT","lever":"","ordId":"665576973905014786","ordType":"limit","pnl":"0","posSide":"net","px":"48174.5","pxType":"","pxUsd":"","pxVol":"","quickMgnType":"","rebate":"0","rebateCcy":"BTC","reduceOnly":"false","side":"sell","slOrdPx":"","slTriggerPx":"","slTriggerPxType":"","source":"","state":"live","stpId":"","stpMode":"","sz":"0.00001","tag":"","tdMode":"cash","tgtCcy":"","tpOrdPx":"","tpTriggerPx":"","tpTriggerPxType":"","tradeId":"","uTime":"1704957916401"}
|
||
|
|
openOrder = &okexapi.OpenOrder{
|
||
|
|
AccumulatedFillSize: fixedpoint.NewFromFloat(0),
|
||
|
|
AvgPrice: fixedpoint.NewFromFloat(0),
|
||
|
|
CreatedTime: types.NewMillisecondTimestampFromInt(1704957916401),
|
||
|
|
Category: "normal",
|
||
|
|
Currency: "BTC",
|
||
|
|
ClientOrderId: "",
|
||
|
|
Fee: fixedpoint.Zero,
|
||
|
|
FeeCurrency: "USDT",
|
||
|
|
FillTime: types.NewMillisecondTimestampFromInt(0),
|
||
|
|
InstrumentID: "BTC-USDT",
|
||
|
|
InstrumentType: okexapi.InstrumentTypeSpot,
|
||
|
|
OrderId: types.StrInt64(orderId),
|
||
|
|
OrderType: okexapi.OrderTypeLimit,
|
||
|
|
Price: fixedpoint.NewFromFloat(48174.5),
|
||
|
|
Side: okexapi.SideTypeBuy,
|
||
|
|
State: okexapi.OrderStateLive,
|
||
|
|
Size: fixedpoint.NewFromFloat(0.00001),
|
||
|
|
UpdatedTime: types.NewMillisecondTimestampFromInt(1704957916401),
|
||
|
|
}
|
||
|
|
expOrder = &types.Order{
|
||
|
|
SubmitOrder: types.SubmitOrder{
|
||
|
|
ClientOrderID: openOrder.ClientOrderId,
|
||
|
|
Symbol: toGlobalSymbol(openOrder.InstrumentID),
|
||
|
|
Side: types.SideTypeBuy,
|
||
|
|
Type: types.OrderTypeLimit,
|
||
|
|
Quantity: fixedpoint.NewFromFloat(0.00001),
|
||
|
|
Price: fixedpoint.NewFromFloat(48174.5),
|
||
|
|
AveragePrice: fixedpoint.Zero,
|
||
|
|
StopPrice: fixedpoint.Zero,
|
||
|
|
TimeInForce: types.TimeInForceGTC,
|
||
|
|
},
|
||
|
|
Exchange: types.ExchangeOKEx,
|
||
|
|
OrderID: uint64(orderId),
|
||
|
|
UUID: fmt.Sprintf("%d", orderId),
|
||
|
|
Status: types.OrderStatusNew,
|
||
|
|
OriginalStatus: string(okexapi.OrderStateLive),
|
||
|
|
ExecutedQuantity: fixedpoint.Zero,
|
||
|
|
IsWorking: true,
|
||
|
|
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1704957916401).Time()),
|
||
|
|
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1704957916401).Time()),
|
||
|
|
}
|
||
|
|
)
|
||
|
|
|
||
|
|
t.Run("succeeds", func(t *testing.T) {
|
||
|
|
order, err := openOrderToGlobal(openOrder)
|
||
|
|
assert.NoError(err)
|
||
|
|
assert.Equal(expOrder, order)
|
||
|
|
})
|
||
|
|
|
||
|
|
t.Run("unexpected order status", func(t *testing.T) {
|
||
|
|
newOrder := *openOrder
|
||
|
|
newOrder.State = "xxx"
|
||
|
|
_, err := openOrderToGlobal(&newOrder)
|
||
|
|
assert.ErrorContains(err, "xxx")
|
||
|
|
})
|
||
|
|
|
||
|
|
t.Run("unexpected order type", func(t *testing.T) {
|
||
|
|
newOrder := *openOrder
|
||
|
|
newOrder.OrderType = "xxx"
|
||
|
|
_, err := openOrderToGlobal(&newOrder)
|
||
|
|
assert.ErrorContains(err, "xxx")
|
||
|
|
})
|
||
|
|
|
||
|
|
}
|