Merge pull request #1238 from MengShue/add_unit_test_for_okex

TEST: add unit test for okex exchange

pkg/exchange/okex/convert.go

@@ -7,6 +7,7 @@ import (
 	"strings"
 
 	"github.com/pkg/errors"
+	"go.uber.org/multierr"
 
 	"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
@@ -18,6 +19,7 @@ func toGlobalSymbol(symbol string) string {
 }
 
 // //go:generate sh -c "echo \"package okex\nvar spotSymbolMap = map[string]string{\n\" $(curl -s -L 'https://okex.com/api/v5/public/instruments?instType=SPOT' | jq -r '.data[] | \"\\(.instId | sub(\"-\" ; \"\") | tojson ): \\( .instId | tojson),\n\"') \"\n}\" > symbols.go"
+//
 //go:generate go run gensymbols.go
 func toLocalSymbol(symbol string) string {
 	if s, ok := spotSymbolMap[symbol]; ok {
@@ -163,64 +165,18 @@ func toGlobalTrades(orderDetails []okexapi.OrderDetails) ([]types.Trade, error)
 
 func toGlobalOrders(orderDetails []okexapi.OrderDetails) ([]types.Order, error) {
 	var orders []types.Order
+	var err error
 	for _, orderDetail := range orderDetails {
-		orderID, err := strconv.ParseInt(orderDetail.OrderID, 10, 64)
-		if err != nil {
-			return orders, err
+
+		o, err2 := toGlobalOrder(&orderDetail)
+		if err2 != nil {
+			err = multierr.Append(err, err2)
+			continue
 		}
-
-		side := types.SideType(strings.ToUpper(string(orderDetail.Side)))
-
-		orderType, err := toGlobalOrderType(orderDetail.OrderType)
-		if err != nil {
-			return orders, err
-		}
-
-		timeInForce := types.TimeInForceGTC
-		switch orderDetail.OrderType {
-		case okexapi.OrderTypeFOK:
-			timeInForce = types.TimeInForceFOK
-		case okexapi.OrderTypeIOC:
-			timeInForce = types.TimeInForceIOC
-
-		}
-
-		orderStatus, err := toGlobalOrderStatus(orderDetail.State)
-		if err != nil {
-			return orders, err
-		}
-
-		isWorking := false
-		switch orderStatus {
-		case types.OrderStatusNew, types.OrderStatusPartiallyFilled:
-			isWorking = true
-
-		}
-
-		orders = append(orders, types.Order{
-			SubmitOrder: types.SubmitOrder{
-				ClientOrderID: orderDetail.ClientOrderID,
-				Symbol:        toGlobalSymbol(orderDetail.InstrumentID),
-				Side:          side,
-				Type:          orderType,
-				Price:         orderDetail.Price,
-				Quantity:      orderDetail.Quantity,
-				StopPrice:     fixedpoint.Zero, // not supported yet
-				TimeInForce:   timeInForce,
-			},
-			Exchange:         types.ExchangeOKEx,
-			OrderID:          uint64(orderID),
-			Status:           orderStatus,
-			ExecutedQuantity: orderDetail.FilledQuantity,
-			IsWorking:        isWorking,
-			CreationTime:     types.Time(orderDetail.CreationTime),
-			UpdateTime:       types.Time(orderDetail.UpdateTime),
-			IsMargin:         false,
-			IsIsolated:       false,
-		})
+		orders = append(orders, *o)
 	}
 
-	return orders, nil
+	return orders, err
 }
 
 func toGlobalOrderStatus(state okexapi.OrderState) (types.OrderStatus, error) {
@@ -256,18 +212,19 @@ func toLocalOrderType(orderType types.OrderType) (okexapi.OrderType, error) {
 }
 
 func toGlobalOrderType(orderType okexapi.OrderType) (types.OrderType, error) {
+	// IOC, FOK are only allowed with limit order type, so we assume the order type is always limit order for FOK, IOC orders
 	switch orderType {
 	case okexapi.OrderTypeMarket:
 		return types.OrderTypeMarket, nil
-	case okexapi.OrderTypeLimit:
+
+	case okexapi.OrderTypeLimit, okexapi.OrderTypeFOK, okexapi.OrderTypeIOC:
 		return types.OrderTypeLimit, nil
+
 	case okexapi.OrderTypePostOnly:
 		return types.OrderTypeLimitMaker, nil
 
-	case okexapi.OrderTypeFOK:
-	case okexapi.OrderTypeIOC:
-
 	}
+
 	return "", fmt.Errorf("unknown or unsupported okex order type: %s", orderType)
 }
 
@@ -277,3 +234,75 @@ func toLocalInterval(src string) string {
 		return strings.ToUpper(w)
 	})
 }
+
+func toGlobalSide(side okexapi.SideType) (s types.SideType) {
+	switch string(side) {
+	case "sell":
+		s = types.SideTypeSell
+	case "buy":
+		s = types.SideTypeBuy
+	}
+	return s
+}
+
+func toGlobalOrder(okexOrder *okexapi.OrderDetails) (*types.Order, error) {
+
+	orderID, err := strconv.ParseInt(okexOrder.OrderID, 10, 64)
+	if err != nil {
+		return nil, err
+	}
+
+	side := toGlobalSide(okexOrder.Side)
+
+	orderType, err := toGlobalOrderType(okexOrder.OrderType)
+	if err != nil {
+		return nil, err
+	}
+
+	timeInForce := types.TimeInForceGTC
+	switch okexOrder.OrderType {
+	case okexapi.OrderTypeFOK:
+		timeInForce = types.TimeInForceFOK
+	case okexapi.OrderTypeIOC:
+		timeInForce = types.TimeInForceIOC
+	}
+
+	orderStatus, err := toGlobalOrderStatus(okexOrder.State)
+	if err != nil {
+		return nil, err
+	}
+
+	isWorking := false
+	switch orderStatus {
+	case types.OrderStatusNew, types.OrderStatusPartiallyFilled:
+		isWorking = true
+
+	}
+
+	isMargin := false
+	if okexOrder.InstrumentType == string(okexapi.InstrumentTypeMARGIN) {
+		isMargin = true
+	}
+
+	return &types.Order{
+		SubmitOrder: types.SubmitOrder{
+			ClientOrderID: okexOrder.ClientOrderID,
+			Symbol:        toGlobalSymbol(okexOrder.InstrumentID),
+			Side:          side,
+			Type:          orderType,
+			Price:         okexOrder.Price,
+			Quantity:      okexOrder.Quantity,
+			StopPrice:     fixedpoint.Zero, // not supported yet
+			TimeInForce:   timeInForce,
+		},
+		Exchange:         types.ExchangeOKEx,
+		OrderID:          uint64(orderID),
+		Status:           orderStatus,
+		ExecutedQuantity: okexOrder.FilledQuantity,
+		IsWorking:        isWorking,
+		CreationTime:     types.Time(okexOrder.CreationTime),
+		UpdateTime:       types.Time(okexOrder.UpdateTime),
+		IsMargin:         isMargin,
+		IsIsolated:       false,
+	}, nil
+}

pkg/exchange/okex/exchange.go

@@ -26,6 +26,8 @@ var log = logrus.WithFields(logrus.Fields{
 	"exchange": ID,
 })
 
+var ErrSymbolRequired = errors.New("symbol is a required parameter")
+
 type Exchange struct {
 	key, secret, passphrase string
 
@@ -273,7 +275,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) erro
 	var reqs []*okexapi.CancelOrderRequest
 	for _, order := range orders {
 		if len(order.Symbol) == 0 {
-			return errors.New("symbol is required for canceling an okex order")
+			return ErrSymbolRequired
 		}
 
 		req := e.client.TradeService.NewCancelOrderRequest()
@@ -339,3 +341,25 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
 	return klines, nil
 
 }
+
+func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.Order, error) {
+	if len(q.Symbol) == 0 {
+		return nil, ErrSymbolRequired
+	}
+	if len(q.OrderID) == 0 && len(q.ClientOrderID) == 0 {
+		return nil, errors.New("okex.QueryOrder: OrderId or ClientOrderId is required parameter")
+	}
+	req := e.client.TradeService.NewGetOrderDetailsRequest()
+	req.InstrumentID(q.Symbol).
+		OrderID(q.OrderID).
+		ClientOrderID(q.ClientOrderID)
+
+	var order *okexapi.OrderDetails
+	order, err := req.Do(ctx)
+
+	if err != nil {
+		return nil, err
+	}
+
+	return toGlobalOrder(order)
+}

pkg/exchange/okex/okexapi/client.go

@@ -47,6 +47,7 @@ const (
 	InstrumentTypeSwap    InstrumentType = "SWAP"
 	InstrumentTypeFutures InstrumentType = "FUTURES"
 	InstrumentTypeOption  InstrumentType = "OPTION"
+	InstrumentTypeMARGIN  InstrumentType = "MARGIN"
 )
 
 type OrderState string

pkg/exchange/okex/okexapi/client_test.go

@@ -0,0 +1,107 @@
+package okexapi
+
+import (
+	"context"
+	"os"
+	"strconv"
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/testutil"
+)
+
+func getTestClientOrSkip(t *testing.T) *RestClient {
+	if b, _ := strconv.ParseBool(os.Getenv("CI")); b {
+		t.Skip("skip test for CI")
+	}
+
+	key, secret, passphrase, ok := testutil.IntegrationTestWithPassphraseConfigured(t, "OKEX")
+	if !ok {
+		t.Skip("Please configure all credentials about OKEX")
+		return nil
+	}
+
+	client := NewClient()
+	client.Auth(key, secret, passphrase)
+	return client
+}
+
+func TestClient_GetInstrumentsRequest(t *testing.T) {
+	client := NewClient()
+	ctx := context.Background()
+
+	srv := &PublicDataService{client: client}
+	req := srv.NewGetInstrumentsRequest()
+
+	instruments, err := req.
+		InstrumentType(InstrumentTypeSpot).
+		Do(ctx)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, instruments)
+	t.Logf("instruments: %+v", instruments)
+}
+
+func TestClient_GetFundingRateRequest(t *testing.T) {
+	client := NewClient()
+	ctx := context.Background()
+	srv := &PublicDataService{client: client}
+	req := srv.NewGetFundingRate()
+
+	instrument, err := req.
+		InstrumentID("BTC-USDT-SWAP").
+		Do(ctx)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, instrument)
+	t.Logf("instrument: %+v", instrument)
+}
+
+func TestClient_PlaceOrderRequest(t *testing.T) {
+	client := getTestClientOrSkip(t)
+	ctx := context.Background()
+	srv := &TradeService{client: client}
+	req := srv.NewPlaceOrderRequest()
+
+	order, err := req.
+		InstrumentID("BTC-USDT").
+		TradeMode("cash").
+		Side(SideTypeBuy).
+		OrderType(OrderTypeLimit).
+		Price("15000").
+		Quantity("0.0001").
+		Do(ctx)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, order)
+	t.Logf("place order: %+v", order)
+}
+
+func TestClient_GetPendingOrderRequest(t *testing.T) {
+	client := getTestClientOrSkip(t)
+	ctx := context.Background()
+	srv := &TradeService{client: client}
+	req := srv.NewGetPendingOrderRequest()
+	odr_type := []string{string(OrderTypeLimit), string(OrderTypeIOC)}
+
+	pending_order, err := req.
+		InstrumentID("BTC-USDT").
+		OrderTypes(odr_type).
+		Do(ctx)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, pending_order)
+	t.Logf("pending order: %+v", pending_order)
+}
+
+func TestClient_GetOrderDetailsRequest(t *testing.T) {
+	client := getTestClientOrSkip(t)
+	ctx := context.Background()
+	srv := &TradeService{client: client}
+	req := srv.NewGetOrderDetailsRequest()
+
+	orderDetail, err := req.
+		InstrumentID("BTC-USDT").
+		OrderID("609869603774656544").
+		Do(ctx)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, orderDetail)
+	t.Logf("order detail: %+v", orderDetail)
+}

pkg/exchange/okex/okexapi/trade.go

@@ -363,7 +363,7 @@ func (r *GetOrderDetailsRequest) Do(ctx context.Context) (*OrderDetails, error)
 	}
 
 	if len(orderResponse.Data) == 0 {
-		return nil, errors.New("order create error")
+		return nil, errors.New("get order details error")
 	}
 
 	return &orderResponse.Data[0], nil

pkg/exchange/okex/query_order_test.go

@@ -0,0 +1,36 @@
+package okex
+
+import (
+	"context"
+	"os"
+	"testing"
+
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/stretchr/testify/assert"
+)
+
+func Test_QueryOrder(t *testing.T) {
+	key := os.Getenv("OKEX_API_KEY")
+	secret := os.Getenv("OKEX_API_SECRET")
+	passphrase := os.Getenv("OKEX_API_PASSPHRASE")
+	if len(key) == 0 && len(secret) == 0 {
+		t.Skip("api key/secret are not configured")
+		return
+	}
+	if len(passphrase) == 0 {
+		t.Skip("passphrase are not configured")
+		return
+	}
+
+	e := New(key, secret, passphrase)
+
+	queryOrder := types.OrderQuery{
+		Symbol:  "BTC-USDT",
+		OrderID: "609869603774656544",
+	}
+	orderDetail, err := e.QueryOrder(context.Background(), queryOrder)
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, orderDetail)
+	}
+	t.Logf("order detail: %+v", orderDetail)
+}

pkg/testutil/auth.go

@@ -23,3 +23,16 @@ func IntegrationTestConfigured(t *testing.T, prefix string) (key, secret string,
 
 	return key, secret, ok
 }
+
+func IntegrationTestWithPassphraseConfigured(t *testing.T, prefix string) (key, secret, passphrase string, ok bool) {
+	var hasKey, hasSecret, hasPassphrase bool
+	key, hasKey = os.LookupEnv(prefix + "_API_KEY")
+	secret, hasSecret = os.LookupEnv(prefix + "_API_SECRET")
+	passphrase, hasPassphrase = os.LookupEnv(prefix + "_API_PASSPHRASE")
+	ok = hasKey && hasSecret && hasPassphrase && os.Getenv("TEST_"+prefix) == "1"
+	if ok {
+		t.Logf(prefix+" api integration test enabled, key = %s, secret = %s, passphrase= %s", maskSecret(key), maskSecret(secret), maskSecret(passphrase))
+	}
+
+	return key, secret, passphrase, ok
+}