lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 17:13:51 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity
5e5b8e1388
bbgo_origin/pkg/exchange/bitget/convert_test.go

687 lines
22 KiB
Go
Raw Normal View History

pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
package bitget
import (
pkg/exchange: add query open orders
2023-11-05 15:41:57 +00:00
"strconv"
pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
"testing"
pkg/exchange: implement query kline api
2023-11-13 11:21:58 +00:00
"time"
pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
pkg/exchange: add query open orders
2023-11-05 15:41:57 +00:00
v2 "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi/v2"
pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
pkg/exchange: add rate limiter for query ticker, account
2023-11-01 03:46:43 +00:00
func Test_toGlobalBalance(t *testing.T) {
// sample:
// {
// "coinId":"10012",
// "coinName":"usdt",
// "available":"0",
// "frozen":"0",
// "lock":"0",
// "uTime":"1622697148"
// }
asset := bitgetapi.AccountAsset{
CoinId: 2,
CoinName: "USDT",
Available: fixedpoint.NewFromFloat(1.2),
Frozen: fixedpoint.NewFromFloat(0.5),
Lock: fixedpoint.NewFromFloat(0.5),
UTime: types.NewMillisecondTimestampFromInt(1622697148),
}
assert.Equal(t, types.Balance{
Currency: "USDT",
Available: fixedpoint.NewFromFloat(1.2),
Locked: fixedpoint.NewFromFloat(1), // frozen + lock
Borrowed: fixedpoint.Zero,
Interest: fixedpoint.Zero,
NetAsset: fixedpoint.Zero,
MaxWithdrawAmount: fixedpoint.Zero,
}, toGlobalBalance(asset))
}
func Test_toGlobalMarket(t *testing.T) {
pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
// sample:
//{
pkg/exchange: use v2 symbols
2023-11-14 06:35:16 +00:00
// "symbol":"BTCUSDT",
// "baseCoin":"BTC",
// "quoteCoin":"USDT",
// "minTradeAmount":"0",
// "maxTradeAmount":"10000000000",
// "takerFeeRate":"0.002",
// "makerFeeRate":"0.002",
// "pricePrecision":"2",
// "quantityPrecision":"4",
// "quotePrecision":"6",
// "status":"online",
// "minTradeUSDT":"5",
// "buyLimitPriceRatio":"0.05",
// "sellLimitPriceRatio":"0.05"
//}
inst := v2.Symbol{
Symbol: "BTCUSDT",
pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
BaseCoin: "BTC",
QuoteCoin: "USDT",
pkg/exchange: use v2 symbols
2023-11-14 06:35:16 +00:00
MinTradeAmount: fixedpoint.NewFromFloat(0),
MaxTradeAmount: fixedpoint.NewFromFloat(10000000000),
TakerFeeRate: fixedpoint.NewFromFloat(0.002),
MakerFeeRate: fixedpoint.NewFromFloat(0.002),
PricePrecision: fixedpoint.NewFromFloat(2),
QuantityPrecision: fixedpoint.NewFromFloat(4),
QuotePrecision: fixedpoint.NewFromFloat(6),
pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
MinTradeUSDT: fixedpoint.NewFromFloat(5),
pkg/exchange: use v2 symbols
2023-11-14 06:35:16 +00:00
Status: v2.SymbolOnline,
pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
BuyLimitPriceRatio: fixedpoint.NewFromFloat(0.05),
SellLimitPriceRatio: fixedpoint.NewFromFloat(0.05),
}
exp := types.Market{
pkg/exchange: use v2 symbols
2023-11-14 06:35:16 +00:00
Symbol: inst.Symbol,
pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
LocalSymbol: inst.Symbol,
pkg/exchange: use v2 symbols
2023-11-14 06:35:16 +00:00
PricePrecision: 2,
VolumePrecision: 4,
pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
QuoteCurrency: inst.QuoteCoin,
BaseCurrency: inst.BaseCoin,
MinNotional: inst.MinTradeUSDT,
MinAmount: inst.MinTradeUSDT,
MinQuantity: inst.MinTradeAmount,
MaxQuantity: inst.MaxTradeAmount,
pkg/exchange: use v2 symbols
2023-11-14 06:35:16 +00:00
StepSize: fixedpoint.NewFromFloat(0.0001),
pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
MinPrice: fixedpoint.Zero,
MaxPrice: fixedpoint.Zero,
pkg/exchange: use v2 symbols
2023-11-14 06:35:16 +00:00
TickSize: fixedpoint.NewFromFloat(0.01),
pkg/exchange: refactor get symbol api
2023-10-31 03:56:15 +00:00
}
assert.Equal(t, toGlobalMarket(inst), exp)
}
pkg/exchange: add query tickers api
2023-11-01 08:14:21 +00:00
func Test_toGlobalTicker(t *testing.T) {
// sample:
// {
// "symbol": "BTCUSDT",
// "high24h": "24175.65",
// "low24h": "23677.75",
// "close": "24014.11",
// "quoteVol": "177689342.3025",
// "baseVol": "7421.5009",
// "usdtVol": "177689342.302407",
// "ts": "1660704288118",
// "buyOne": "24013.94",
// "sellOne": "24014.06",
// "bidSz": "0.0663",
// "askSz": "0.0119",
// "openUtc0": "23856.72",
// "changeUtc":"0.00301",
// "change":"0.00069"
// }
ticker := bitgetapi.Ticker{
Symbol: "BTCUSDT",
High24H: fixedpoint.NewFromFloat(24175.65),
Low24H: fixedpoint.NewFromFloat(23677.75),
Close: fixedpoint.NewFromFloat(24014.11),
QuoteVol: fixedpoint.NewFromFloat(177689342.3025),
BaseVol: fixedpoint.NewFromFloat(7421.5009),
UsdtVol: fixedpoint.NewFromFloat(177689342.302407),
Ts: types.NewMillisecondTimestampFromInt(1660704288118),
BuyOne: fixedpoint.NewFromFloat(24013.94),
SellOne: fixedpoint.NewFromFloat(24014.06),
BidSz: fixedpoint.NewFromFloat(0.0663),
AskSz: fixedpoint.NewFromFloat(0.0119),
OpenUtc0: fixedpoint.NewFromFloat(23856.72),
ChangeUtc: fixedpoint.NewFromFloat(0.00301),
Change: fixedpoint.NewFromFloat(0.00069),
}
assert.Equal(t, types.Ticker{
Time: types.NewMillisecondTimestampFromInt(1660704288118).Time(),
Volume: fixedpoint.NewFromFloat(7421.5009),
Last: fixedpoint.NewFromFloat(24014.11),
Open: fixedpoint.NewFromFloat(23856.72),
High: fixedpoint.NewFromFloat(24175.65),
Low: fixedpoint.NewFromFloat(23677.75),
Buy: fixedpoint.NewFromFloat(24013.94),
Sell: fixedpoint.NewFromFloat(24014.06),
}, toGlobalTicker(ticker))
}
pkg/exchange: add query open orders
2023-11-05 15:41:57 +00:00
func Test_toGlobalSideType(t *testing.T) {
side, err := toGlobalSideType(v2.SideTypeBuy)
assert.NoError(t, err)
assert.Equal(t, types.SideTypeBuy, side)
side, err = toGlobalSideType(v2.SideTypeSell)
assert.NoError(t, err)
assert.Equal(t, types.SideTypeSell, side)
_, err = toGlobalSideType("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_toGlobalOrderType(t *testing.T) {
orderType, err := toGlobalOrderType(v2.OrderTypeMarket)
assert.NoError(t, err)
assert.Equal(t, types.OrderTypeMarket, orderType)
orderType, err = toGlobalOrderType(v2.OrderTypeLimit)
assert.NoError(t, err)
assert.Equal(t, types.OrderTypeLimit, orderType)
_, err = toGlobalOrderType("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_toGlobalOrderStatus(t *testing.T) {
status, err := toGlobalOrderStatus(v2.OrderStatusInit)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusNew, status)
status, err = toGlobalOrderStatus(v2.OrderStatusNew)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusNew, status)
status, err = toGlobalOrderStatus(v2.OrderStatusLive)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusNew, status)
status, err = toGlobalOrderStatus(v2.OrderStatusFilled)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusFilled, status)
status, err = toGlobalOrderStatus(v2.OrderStatusPartialFilled)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusPartiallyFilled, status)
status, err = toGlobalOrderStatus(v2.OrderStatusCancelled)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusCanceled, status)
_, err = toGlobalOrderStatus("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_unfilledOrderToGlobalOrder(t *testing.T) {
var (
assert = assert.New(t)
orderId = 1105087175647989764
unfilledOrder = v2.UnfilledOrder{
Symbol: "BTCUSDT",
OrderId: types.StrInt64(orderId),
ClientOrderId: "74b86af3-6098-479c-acac-bfb074c067f3",
PriceAvg: fixedpoint.NewFromFloat(1.2),
Size: fixedpoint.NewFromFloat(5),
OrderType: v2.OrderTypeLimit,
Side: v2.SideTypeBuy,
Status: v2.OrderStatusLive,
BasePrice: fixedpoint.NewFromFloat(0),
BaseVolume: fixedpoint.NewFromFloat(0),
QuoteVolume: fixedpoint.NewFromFloat(0),
EnterPointSource: "API",
OrderSource: "normal",
CTime: types.NewMillisecondTimestampFromInt(1660704288118),
UTime: types.NewMillisecondTimestampFromInt(1660704288118),
}
)
t.Run("succeeds", func(t *testing.T) {
order, err := unfilledOrderToGlobalOrder(unfilledOrder)
assert.NoError(err)
assert.Equal(&types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "74b86af3-6098-479c-acac-bfb074c067f3",
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.NewFromFloat(5),
Price: fixedpoint.NewFromFloat(1.2),
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(orderId),
UUID: strconv.FormatInt(int64(orderId), 10),
Status: types.OrderStatusNew,
ExecutedQuantity: fixedpoint.NewFromFloat(0),
IsWorking: true,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
}, order)
})
t.Run("failed to convert side", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.Side = "xxx"
_, err := unfilledOrderToGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
t.Run("failed to convert oder type", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.OrderType = "xxx"
_, err := unfilledOrderToGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
t.Run("failed to convert oder status", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.Status = "xxx"
_, err := unfilledOrderToGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
}
pkg/exchange: support query closed orders
2023-11-06 03:51:16 +00:00
func Test_toGlobalOrder(t *testing.T) {
var (
assert = assert.New(t)
orderId = 1105087175647989764
unfilledOrder = v2.OrderDetail{
UserId: 123456,
Symbol: "BTCUSDT",
OrderId: types.StrInt64(orderId),
ClientOrderId: "74b86af3-6098-479c-acac-bfb074c067f3",
Price: fixedpoint.NewFromFloat(1.2),
Size: fixedpoint.NewFromFloat(5),
OrderType: v2.OrderTypeLimit,
Side: v2.SideTypeBuy,
Status: v2.OrderStatusFilled,
PriceAvg: fixedpoint.NewFromFloat(1.4),
BaseVolume: fixedpoint.NewFromFloat(5),
QuoteVolume: fixedpoint.NewFromFloat(7.0005),
EnterPointSource: "API",
FeeDetailRaw: `{\"newFees\":{\"c\":0,\"d\":0,\"deduction\":false,\"r\":-0.0070005,\"t\":-0.0070005,\"totalDeductionFee\":0},\"USDT\":{\"deduction\":false,\"feeCoinCode\":\"USDT\",\"totalDeductionFee\":0,\"totalFee\":-0.007000500000}}`,
OrderSource: "normal",
CTime: types.NewMillisecondTimestampFromInt(1660704288118),
UTime: types.NewMillisecondTimestampFromInt(1660704288118),
}
expOrder = &types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "74b86af3-6098-479c-acac-bfb074c067f3",
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.NewFromFloat(5),
Price: fixedpoint.NewFromFloat(1.2),
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(orderId),
UUID: strconv.FormatInt(int64(orderId), 10),
Status: types.OrderStatusFilled,
ExecutedQuantity: fixedpoint.NewFromFloat(5),
IsWorking: false,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
}
)
t.Run("succeeds with limit buy", func(t *testing.T) {
order, err := toGlobalOrder(unfilledOrder)
assert.NoError(err)
assert.Equal(expOrder, order)
})
t.Run("succeeds with limit sell", func(t *testing.T) {
newUnfilledOrder := unfilledOrder
newUnfilledOrder.Side = v2.SideTypeSell
newExpOrder := *expOrder
newExpOrder.Side = types.SideTypeSell
order, err := toGlobalOrder(newUnfilledOrder)
assert.NoError(err)
assert.Equal(&newExpOrder, order)
})
t.Run("succeeds with market sell", func(t *testing.T) {
newUnfilledOrder := unfilledOrder
newUnfilledOrder.Side = v2.SideTypeSell
newUnfilledOrder.OrderType = v2.OrderTypeMarket
newExpOrder := *expOrder
newExpOrder.Side = types.SideTypeSell
newExpOrder.Type = types.OrderTypeMarket
newExpOrder.Price = newUnfilledOrder.PriceAvg
order, err := toGlobalOrder(newUnfilledOrder)
assert.NoError(err)
assert.Equal(&newExpOrder, order)
})
t.Run("succeeds with market buy", func(t *testing.T) {
newUnfilledOrder := unfilledOrder
newUnfilledOrder.Side = v2.SideTypeBuy
newUnfilledOrder.OrderType = v2.OrderTypeMarket
newExpOrder := *expOrder
newExpOrder.Side = types.SideTypeBuy
newExpOrder.Type = types.OrderTypeMarket
newExpOrder.Price = newUnfilledOrder.PriceAvg
newExpOrder.Quantity = newUnfilledOrder.BaseVolume
order, err := toGlobalOrder(newUnfilledOrder)
assert.NoError(err)
assert.Equal(&newExpOrder, order)
})
t.Run("succeeds with limit buy", func(t *testing.T) {
order, err := toGlobalOrder(unfilledOrder)
assert.NoError(err)
assert.Equal(&types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "74b86af3-6098-479c-acac-bfb074c067f3",
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.NewFromFloat(5),
Price: fixedpoint.NewFromFloat(1.2),
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(orderId),
UUID: strconv.FormatInt(int64(orderId), 10),
Status: types.OrderStatusFilled,
ExecutedQuantity: fixedpoint.NewFromFloat(5),
IsWorking: false,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
}, order)
})
t.Run("failed to convert side", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.Side = "xxx"
_, err := toGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
t.Run("failed to convert oder type", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.OrderType = "xxx"
_, err := toGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
t.Run("failed to convert oder status", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.Status = "xxx"
_, err := toGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
}
func Test_processMarketBuyQuantity(t *testing.T) {
var (
assert = assert.New(t)
filledBaseCoinQty = fixedpoint.NewFromFloat(3.5648)
filledPrice = fixedpoint.NewFromFloat(4.99998848)
priceAvg = fixedpoint.NewFromFloat(1.4026)
buyQty = fixedpoint.NewFromFloat(5)
)
t.Run("zero quantity on Init/New/Live/Cancelled", func(t *testing.T) {
qty, err := processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusInit)
assert.NoError(err)
assert.Equal(fixedpoint.Zero, qty)
qty, err = processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusNew)
assert.NoError(err)
assert.Equal(fixedpoint.Zero, qty)
qty, err = processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusLive)
assert.NoError(err)
assert.Equal(fixedpoint.Zero, qty)
qty, err = processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusCancelled)
assert.NoError(err)
assert.Equal(fixedpoint.Zero, qty)
})
t.Run("5 on PartialFilled", func(t *testing.T) {
priceAvg := fixedpoint.NewFromFloat(2)
buyQty := fixedpoint.NewFromFloat(10)
filledPrice := fixedpoint.NewFromFloat(4)
filledBaseCoinQty := fixedpoint.NewFromFloat(2)
qty, err := processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusPartialFilled)
assert.NoError(err)
assert.Equal(fixedpoint.NewFromFloat(5), qty)
})
t.Run("3.5648 on Filled", func(t *testing.T) {
qty, err := processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusFilled)
assert.NoError(err)
assert.Equal(fixedpoint.NewFromFloat(3.5648), qty)
})
t.Run("unexpected order status", func(t *testing.T) {
_, err := processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, "xxx")
assert.ErrorContains(err, "xxx")
})
}
pkg/exchange: support submit order
2023-11-06 03:51:16 +00:00
func Test_toLocalOrderType(t *testing.T) {
orderType, err := toLocalOrderType(types.OrderTypeLimit)
assert.NoError(t, err)
assert.Equal(t, v2.OrderTypeLimit, orderType)
orderType, err = toLocalOrderType(types.OrderTypeMarket)
assert.NoError(t, err)
assert.Equal(t, v2.OrderTypeMarket, orderType)
_, err = toLocalOrderType("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_toLocalSide(t *testing.T) {
orderType, err := toLocalSide(types.SideTypeSell)
assert.NoError(t, err)
assert.Equal(t, v2.SideTypeSell, orderType)
orderType, err = toLocalSide(types.SideTypeBuy)
assert.NoError(t, err)
assert.Equal(t, v2.SideTypeBuy, orderType)
_, err = toLocalOrderType("xxx")
assert.ErrorContains(t, err, "xxx")
}
pkg/exchange: support query trades
2023-11-09 02:35:53 +00:00
func Test_isMaker(t *testing.T) {
isM, err := isMaker(v2.TradeTaker)
assert.NoError(t, err)
assert.False(t, isM)
isM, err = isMaker(v2.TradeMaker)
assert.NoError(t, err)
assert.True(t, isM)
_, err = isMaker("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_isFeeDiscount(t *testing.T) {
isDiscount, err := isFeeDiscount(v2.DiscountNo)
assert.NoError(t, err)
assert.False(t, isDiscount)
isDiscount, err = isFeeDiscount(v2.DiscountYes)
assert.NoError(t, err)
assert.True(t, isDiscount)
_, err = isFeeDiscount("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_toGlobalTrade(t *testing.T) {
// {
// "userId":"8672173294",
// "symbol":"APEUSDT",
// "orderId":"1104337778433757184",
// "tradeId":"1104337778504044545",
// "orderType":"limit",
// "side":"sell",
// "priceAvg":"1.4001",
// "size":"5",
// "amount":"7.0005",
// "feeDetail":{
// "deduction":"no",
// "feeCoin":"USDT",
// "totalDeductionFee":"",
// "totalFee":"-0.0070005"
// },
// "tradeScope":"taker",
// "cTime":"1699020564676",
// "uTime":"1699020564687"
//}
trade := v2.Trade{
UserId: types.StrInt64(8672173294),
Symbol: "APEUSDT",
OrderId: types.StrInt64(1104337778433757184),
TradeId: types.StrInt64(1104337778504044545),
OrderType: v2.OrderTypeLimit,
Side: v2.SideTypeSell,
PriceAvg: fixedpoint.NewFromFloat(1.4001),
Size: fixedpoint.NewFromFloat(5),
Amount: fixedpoint.NewFromFloat(7.0005),
FeeDetail: v2.TradeFee{
Deduction: "no",
FeeCoin: "USDT",
TotalDeductionFee: fixedpoint.Zero,
TotalFee: fixedpoint.NewFromFloat(-0.0070005),
},
TradeScope: v2.TradeTaker,
CTime: types.NewMillisecondTimestampFromInt(1699020564676),
UTime: types.NewMillisecondTimestampFromInt(1699020564687),
}
res, err := toGlobalTrade(trade)
assert.NoError(t, err)
assert.Equal(t, &types.Trade{
ID: uint64(1104337778504044545),
OrderID: uint64(1104337778433757184),
Exchange: types.ExchangeBitget,
Price: fixedpoint.NewFromFloat(1.4001),
Quantity: fixedpoint.NewFromFloat(5),
QuoteQuantity: fixedpoint.NewFromFloat(7.0005),
Symbol: "APEUSDT",
Side: types.SideTypeSell,
IsBuyer: false,
IsMaker: false,
Time: types.Time(types.NewMillisecondTimestampFromInt(1699020564676)),
Fee: fixedpoint.NewFromFloat(0.0070005),
FeeCurrency: "USDT",
FeeDiscounted: false,
}, res)
}
pkg/exchange: add balance event
2023-11-10 14:35:39 +00:00
func Test_toGlobalBalanceMap(t *testing.T) {
assert.Equal(t, types.BalanceMap{
"BTC": {
Currency: "BTC",
Available: fixedpoint.NewFromFloat(0.5),
Locked: fixedpoint.NewFromFloat(0.6 + 0.7),
},
}, toGlobalBalanceMap([]Balance{
{
Coin: "BTC",
Available: fixedpoint.NewFromFloat(0.5),
Frozen: fixedpoint.NewFromFloat(0.6),
Locked: fixedpoint.NewFromFloat(0.7),
LimitAvailable: fixedpoint.Zero,
UTime: types.NewMillisecondTimestampFromInt(1699020564676),
},
}))
}
pkg/exchange: implement query kline api
2023-11-13 11:21:58 +00:00
func Test_toGlobalKLines(t *testing.T) {
symbol := "BTCUSDT"
interval := types.Interval15m
resp := v2.KLineResponse{
/*
[
{
"Ts": "1699816800000",
"OpenPrice": 29045.3,
"HighPrice": 29228.56,
"LowPrice": 29045.3,
"ClosePrice": 29228.56,
"Volume": 9.265593,
"QuoteVolume": 270447.43520753,
"UsdtVolume": 270447.43520753
},
{
"Ts": "1699816800000",
"OpenPrice": 29167.33,
"HighPrice": 29229.08,
"LowPrice": 29000,
"ClosePrice": 29045.3,
"Volume": 9.295508,
"QuoteVolume": 270816.87513775,
"UsdtVolume": 270816.87513775
}
]
*/
{
Ts: types.NewMillisecondTimestampFromInt(1691486100000),
Open: fixedpoint.NewFromFloat(29045.3),
High: fixedpoint.NewFromFloat(29228.56),
Low: fixedpoint.NewFromFloat(29045.3),
Close: fixedpoint.NewFromFloat(29228.56),
Volume: fixedpoint.NewFromFloat(9.265593),
QuoteVolume: fixedpoint.NewFromFloat(270447.43520753),
UsdtVolume: fixedpoint.NewFromFloat(270447.43520753),
},
{
Ts: types.NewMillisecondTimestampFromInt(1691487000000),
Open: fixedpoint.NewFromFloat(29167.33),
High: fixedpoint.NewFromFloat(29229.08),
Low: fixedpoint.NewFromFloat(29000),
Close: fixedpoint.NewFromFloat(29045.3),
Volume: fixedpoint.NewFromFloat(9.295508),
QuoteVolume: fixedpoint.NewFromFloat(270816.87513775),
UsdtVolume: fixedpoint.NewFromFloat(270447.43520753),
},
}
expKlines := []types.KLine{
{
Exchange: types.ExchangeBitget,
Symbol: symbol,
StartTime: types.Time(resp[0].Ts.Time()),
EndTime: types.Time(resp[0].Ts.Time().Add(interval.Duration() - time.Millisecond)),
Interval: interval,
Open: fixedpoint.NewFromFloat(29045.3),
Close: fixedpoint.NewFromFloat(29228.56),
High: fixedpoint.NewFromFloat(29228.56),
Low: fixedpoint.NewFromFloat(29045.3),
Volume: fixedpoint.NewFromFloat(9.265593),
QuoteVolume: fixedpoint.NewFromFloat(270447.43520753),
Closed: false,
},
{
Exchange: types.ExchangeBitget,
Symbol: symbol,
StartTime: types.Time(resp[1].Ts.Time()),
EndTime: types.Time(resp[1].Ts.Time().Add(interval.Duration() - time.Millisecond)),
Interval: interval,
Open: fixedpoint.NewFromFloat(29167.33),
Close: fixedpoint.NewFromFloat(29045.3),
High: fixedpoint.NewFromFloat(29229.08),
Low: fixedpoint.NewFromFloat(29000),
Volume: fixedpoint.NewFromFloat(9.295508),
QuoteVolume: fixedpoint.NewFromFloat(270816.87513775),
Closed: false,
},
}
assert.Equal(t, toGlobalKLines(symbol, interval, resp), expKlines)
}
Reference in New Issue Copy Permalink