package okex import ( "encoding/json" "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_orderDetailToGlobal(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.OrderDetail{ 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 := orderDetailToGlobal(openOrder) assert.NoError(err) assert.Equal(expOrder, order) }) t.Run("succeeds with market/buy/targetQuoteCurrency", func(t *testing.T) { newOrder := *openOrder newOrder.OrderType = okexapi.OrderTypeMarket newOrder.Side = okexapi.SideTypeBuy newOrder.TargetCurrency = okexapi.TargetCurrencyQuote newOrder.FillPrice = fixedpoint.NewFromFloat(100) newOrder.Size = fixedpoint.NewFromFloat(10000) newOrder.State = okexapi.OrderStatePartiallyFilled newExpOrder := *expOrder newExpOrder.Side = types.SideTypeBuy newExpOrder.Type = types.OrderTypeMarket newExpOrder.Quantity = fixedpoint.NewFromFloat(100) newExpOrder.Status = types.OrderStatusPartiallyFilled newExpOrder.OriginalStatus = string(okexapi.OrderStatePartiallyFilled) order, err := orderDetailToGlobal(&newOrder) assert.NoError(err) assert.Equal(&newExpOrder, order) }) t.Run("unexpected order status", func(t *testing.T) { newOrder := *openOrder newOrder.State = "xxx" _, err := orderDetailToGlobal(&newOrder) assert.ErrorContains(err, "xxx") }) t.Run("unexpected order type", func(t *testing.T) { newOrder := *openOrder newOrder.OrderType = "xxx" _, err := orderDetailToGlobal(&newOrder) assert.ErrorContains(err, "xxx") }) } func Test_tradeToGlobal(t *testing.T) { var ( assert = assert.New(t) raw = `{"side":"sell","fillSz":"1","fillPx":"46446.4","fillPxVol":"","fillFwdPx":"","fee":"-46","fillPnl":"0","ordId":"665951654130348158","feeRate":"-0.001","instType":"SPOT","fillPxUsd":"","instId":"BTC-USDT","clOrdId":"","posSide":"net","billId":"665951654138736652","fillMarkVol":"","tag":"","fillTime":"1705047247128","execType":"T","fillIdxPx":"","tradeId":"724072849","fillMarkPx":"","feeCcy":"USDT","ts":"1705047247130"}` ) var res okexapi.Trade err := json.Unmarshal([]byte(raw), &res) assert.NoError(err) t.Run("succeeds with sell/taker", func(t *testing.T) { assert.Equal(tradeToGlobal(res), types.Trade{ ID: uint64(724072849), OrderID: uint64(665951654130348158), Exchange: types.ExchangeOKEx, Price: fixedpoint.NewFromFloat(46446.4), Quantity: fixedpoint.One, QuoteQuantity: fixedpoint.NewFromFloat(46446.4), Symbol: "BTCUSDT", Side: types.SideTypeSell, IsBuyer: false, IsMaker: false, Time: types.Time(types.NewMillisecondTimestampFromInt(1705047247130).Time()), Fee: fixedpoint.NewFromFloat(46), FeeCurrency: "USDT", }) }) t.Run("succeeds with buy/taker", func(t *testing.T) { newRes := res newRes.Side = okexapi.SideTypeBuy assert.Equal(tradeToGlobal(newRes), types.Trade{ ID: uint64(724072849), OrderID: uint64(665951654130348158), Exchange: types.ExchangeOKEx, Price: fixedpoint.NewFromFloat(46446.4), Quantity: fixedpoint.One, QuoteQuantity: fixedpoint.NewFromFloat(46446.4), Symbol: "BTCUSDT", Side: types.SideTypeBuy, IsBuyer: true, IsMaker: false, Time: types.Time(types.NewMillisecondTimestampFromInt(1705047247130).Time()), Fee: fixedpoint.NewFromFloat(46), FeeCurrency: "USDT", }) }) t.Run("succeeds with sell/maker", func(t *testing.T) { newRes := res newRes.ExecutionType = okexapi.LiquidityTypeMaker assert.Equal(tradeToGlobal(newRes), types.Trade{ ID: uint64(724072849), OrderID: uint64(665951654130348158), Exchange: types.ExchangeOKEx, Price: fixedpoint.NewFromFloat(46446.4), Quantity: fixedpoint.One, QuoteQuantity: fixedpoint.NewFromFloat(46446.4), Symbol: "BTCUSDT", Side: types.SideTypeSell, IsBuyer: false, IsMaker: true, Time: types.Time(types.NewMillisecondTimestampFromInt(1705047247130).Time()), Fee: fixedpoint.NewFromFloat(46), FeeCurrency: "USDT", }) }) t.Run("succeeds with buy/maker", func(t *testing.T) { newRes := res newRes.Side = okexapi.SideTypeBuy newRes.ExecutionType = okexapi.LiquidityTypeMaker assert.Equal(tradeToGlobal(newRes), types.Trade{ ID: uint64(724072849), OrderID: uint64(665951654130348158), Exchange: types.ExchangeOKEx, Price: fixedpoint.NewFromFloat(46446.4), Quantity: fixedpoint.One, QuoteQuantity: fixedpoint.NewFromFloat(46446.4), Symbol: "BTCUSDT", Side: types.SideTypeBuy, IsBuyer: true, IsMaker: true, Time: types.Time(types.NewMillisecondTimestampFromInt(1705047247130).Time()), Fee: fixedpoint.NewFromFloat(46), FeeCurrency: "USDT", }) }) } func Test_processMarketBuyQuantity(t *testing.T) { var ( assert = assert.New(t) ) t.Run("zero", func(t *testing.T) { size, err := processMarketBuySize(&okexapi.OrderDetail{State: okexapi.OrderStateLive}) assert.NoError(err) assert.Equal(fixedpoint.Zero, size) size, err = processMarketBuySize(&okexapi.OrderDetail{State: okexapi.OrderStateCanceled}) assert.NoError(err) assert.Equal(fixedpoint.Zero, size) }) t.Run("estimated size", func(t *testing.T) { size, err := processMarketBuySize(&okexapi.OrderDetail{ FillPrice: fixedpoint.NewFromFloat(2), Size: fixedpoint.NewFromFloat(4), State: okexapi.OrderStatePartiallyFilled, }) assert.NoError(err) assert.Equal(fixedpoint.NewFromFloat(2), size) }) t.Run("unexpected fill price", func(t *testing.T) { _, err := processMarketBuySize(&okexapi.OrderDetail{ FillPrice: fixedpoint.Zero, Size: fixedpoint.NewFromFloat(4), State: okexapi.OrderStatePartiallyFilled, }) assert.ErrorContains(err, "fillPrice") }) t.Run("accumulatedFillsize", func(t *testing.T) { size, err := processMarketBuySize(&okexapi.OrderDetail{ AccumulatedFillSize: fixedpoint.NewFromFloat(1000), State: okexapi.OrderStateFilled, }) assert.NoError(err) assert.Equal(fixedpoint.NewFromFloat(1000), size) }) t.Run("unexpected status", func(t *testing.T) { _, err := processMarketBuySize(&okexapi.OrderDetail{ State: "XXXXXXX", }) assert.ErrorContains(err, "unexpected") }) }