package ftx import ( "encoding/json" "io/ioutil" "testing" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) func Test_rawResponse_toSubscribedResp(t *testing.T) { input := `{"type": "subscribed", "channel": "orderbook", "market": "BTC/USDT"}` var m rawResponse assert.NoError(t, json.Unmarshal([]byte(input), &m)) r := m.toSubscribedResp() assert.Equal(t, subscribedRespType, r.Type) assert.Equal(t, orderbook, r.Channel) assert.Equal(t, "BTC/USDT", r.Market) } func Test_rawResponse_toSnapshotResp(t *testing.T) { f, err := ioutil.ReadFile("./orderbook_snapshot.json") assert.NoError(t, err) var m rawResponse assert.NoError(t, json.Unmarshal(f, &m)) r, err := m.toSnapshotResp() assert.NoError(t, err) assert.Equal(t, partialRespType, r.Type) assert.Equal(t, orderbook, r.Channel) assert.Equal(t, "BTC/USDT", r.Market) assert.Equal(t, int64(1614520368), r.Time.Unix()) assert.Equal(t, int64(2150525410), r.Checksum) assert.Len(t, r.Bids, 100) assert.Equal(t, []float64{44555.0, 3.3968}, r.Bids[0]) assert.Equal(t, []float64{44554.0, 0.0561}, r.Bids[1]) assert.Len(t, r.Asks, 100) assert.Equal(t, []float64{44574.0, 0.4591}, r.Asks[0]) assert.Equal(t, []float64{44579.0, 0.15}, r.Asks[1]) } func Test_snapshotResponse_toGlobalOrderBook(t *testing.T) { f, err := ioutil.ReadFile("./orderbook_snapshot.json") assert.NoError(t, err) var m rawResponse assert.NoError(t, json.Unmarshal(f, &m)) r, err := m.toSnapshotResp() assert.NoError(t, err) b := r.toGlobalOrderBook() assert.NoError(t, err) assert.Equal(t, "BTC/USDT", b.Symbol) isValid, err := b.IsValid() assert.True(t, isValid) assert.NoError(t, err) assert.Len(t, b.Bids, 100) assert.Equal(t, types.PriceVolume{ Price: fixedpoint.MustNewFromString("44555.0"), Volume: fixedpoint.MustNewFromString("3.3968"), }, b.Bids[0]) assert.Equal(t, types.PriceVolume{ Price: fixedpoint.MustNewFromString("44222.0"), Volume: fixedpoint.MustNewFromString("0.0002"), }, b.Bids[99]) assert.Len(t, b.Asks, 100) assert.Equal(t, types.PriceVolume{ Price: fixedpoint.MustNewFromString("44574.0"), Volume: fixedpoint.MustNewFromString("0.4591"), }, b.Asks[0]) assert.Equal(t, types.PriceVolume{ Price: fixedpoint.MustNewFromString("45010.0"), Volume: fixedpoint.MustNewFromString("0.0003"), }, b.Asks[99]) }