package ftx import ( "database/sql" "testing" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/fixedpoint" ) func Test_messageHandler_handleMessage(t *testing.T) { t.Run("handle order update", func(t *testing.T) { input := []byte(` { "channel": "orders", "type": "update", "data": { "id": 36379, "clientId": null, "market": "OXY-PERP", "type": "limit", "side": "sell", "price": 2.7185, "size": 1.0, "status": "closed", "filledSize": 1.0, "remainingSize": 0.0, "reduceOnly": false, "liquidation": false, "avgFillPrice": 2.7185, "postOnly": false, "ioc": false, "createdAt": "2021-03-28T06:12:50.991447+00:00" } } `) h := &messageHandler{StandardStream: &types.StandardStream{}} i := 0 h.OnOrderUpdate(func(order types.Order) { i++ assert.Equal(t, types.Order{ SubmitOrder: types.SubmitOrder{ ClientOrderID: "", Symbol: "OXY-PERP", Side: types.SideTypeSell, Type: types.OrderTypeLimit, Quantity: fixedpoint.One, Price: fixedpoint.NewFromFloat(2.7185), TimeInForce: "GTC", }, Exchange: types.ExchangeFTX, OrderID: 36379, Status: types.OrderStatusFilled, ExecutedQuantity: fixedpoint.One, CreationTime: types.Time(mustParseDatetime("2021-03-28T06:12:50.991447+00:00")), UpdateTime: types.Time(mustParseDatetime("2021-03-28T06:12:50.991447+00:00")), }, order) }) h.handleMessage(input) assert.Equal(t, 1, i) }) t.Run("handle trade update", func(t *testing.T) { input := []byte(` { "channel": "fills", "type": "update", "data": { "id": 23427, "market": "OXY-PERP", "future": "OXY-PERP", "baseCurrency": null, "quoteCurrency": null, "type": "order", "side": "buy", "price": 2.723, "size": 1.0, "orderId": 323789, "time": "2021-03-28T06:12:34.702926+00:00", "tradeId": 6276431, "feeRate": 0.00056525, "fee": 0.00153917575, "feeCurrency": "USD", "liquidity": "taker" } } `) h := &messageHandler{StandardStream: &types.StandardStream{}} i := 0 h.OnTradeUpdate(func(trade types.Trade) { i++ assert.Equal(t, types.Trade{ GID: 0, ID: 6276431, OrderID: 323789, Exchange: types.ExchangeFTX, Price: fixedpoint.NewFromFloat(2.723), Quantity: fixedpoint.One, QuoteQuantity: fixedpoint.NewFromFloat(2.723 * 1.0), Symbol: "OXY-PERP", Side: types.SideTypeBuy, IsBuyer: true, IsMaker: false, Time: types.Time(mustParseDatetime("2021-03-28T06:12:34.702926+00:00")), Fee: fixedpoint.NewFromFloat(0.00153917575), FeeCurrency: "USD", IsMargin: false, IsIsolated: false, StrategyID: sql.NullString{}, PnL: sql.NullFloat64{}, }, trade) }) h.handleMessage(input) assert.Equal(t, 1, i) }) }