package okex import ( "context" "encoding/json" "fmt" "net/http" "os" "strconv" "strings" "testing" "time" "github.com/google/uuid" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/exchange/okex/okexapi" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/testing/httptesting" "github.com/c9s/bbgo/pkg/types" ) func Test_clientOrderIdRegex(t *testing.T) { t.Run("empty client order id", func(t *testing.T) { assert.True(t, clientOrderIdRegex.MatchString("")) }) t.Run("mixed of digit and char", func(t *testing.T) { assert.True(t, clientOrderIdRegex.MatchString("1s2f3g4h5j")) }) t.Run("mixed of 16 chars and 16 digit", func(t *testing.T) { assert.True(t, clientOrderIdRegex.MatchString(strings.Repeat("s", 16)+strings.Repeat("1", 16))) }) t.Run("out of maximum length", func(t *testing.T) { assert.False(t, clientOrderIdRegex.MatchString(strings.Repeat("s", 33))) }) t.Run("invalid char: `-`", func(t *testing.T) { assert.False(t, clientOrderIdRegex.MatchString(uuid.NewString())) }) } func TestExchange_QueryTrades(t *testing.T) { var ( assert = assert.New(t) ex = New("key", "secret", "passphrase") expBtcSymbol = "BTCUSDT" expLocalBtcSymbol = "BTC-USDT" until = time.Now() since = until.Add(-threeDaysHistoricalPeriod) options = &types.TradeQueryOptions{ StartTime: &since, EndTime: &until, Limit: defaultQueryLimit, LastTradeID: 0, } threeDayUrl = "/api/v5/trade/fills" historyUrl = "/api/v5/trade/fills-history" expOrder = []types.Trade{ { ID: 749554213, OrderID: 688362711456706560, Exchange: types.ExchangeOKEx, Price: fixedpoint.MustNewFromString("73397.8"), Quantity: fixedpoint.MustNewFromString("0.001"), QuoteQuantity: fixedpoint.MustNewFromString("73.3978"), Symbol: expBtcSymbol, Side: types.SideTypeBuy, IsBuyer: true, IsMaker: false, Time: types.Time(types.NewMillisecondTimestampFromInt(1710390459574).Time()), Fee: fixedpoint.MustNewFromString("0.000001"), FeeCurrency: "BTC", }, } ) ex.timeNowFunc = func() time.Time { return until } t.Run("3 days", func(t *testing.T) { t.Run("succeeds with one record", func(t *testing.T) { transport := &httptesting.MockTransport{} ex.client.HttpClient.Transport = transport // order history historyOrderFile, err := os.ReadFile("okexapi/testdata/get_three_days_transaction_history_request.json") assert.NoError(err) transport.GET(threeDayUrl, func(req *http.Request) (*http.Response, error) { query := req.URL.Query() assert.Len(query, 6) assert.Contains(query, "begin") assert.Contains(query, "end") assert.Contains(query, "limit") assert.Contains(query, "instId") assert.Contains(query, "instType") assert.Contains(query, "before") assert.Equal(query["begin"], []string{strconv.FormatInt(since.UnixNano()/int64(time.Millisecond), 10)}) assert.Equal(query["end"], []string{strconv.FormatInt(until.UnixNano()/int64(time.Millisecond), 10)}) assert.Equal(query["limit"], []string{strconv.FormatInt(defaultQueryLimit, 10)}) assert.Equal(query["instId"], []string{expLocalBtcSymbol}) assert.Equal(query["instType"], []string{string(okexapi.InstrumentTypeSpot)}) assert.Equal(query["before"], []string{"0"}) return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil }) orders, err := ex.QueryTrades(context.Background(), expBtcSymbol, options) assert.NoError(err) assert.Equal(expOrder, orders) }) t.Run("succeeds with exceeded max records", func(t *testing.T) { transport := &httptesting.MockTransport{} ex.client.HttpClient.Transport = transport tradeId := 749554213 billId := 688362711465447466 dataTemplace := ` { "side":"buy", "fillSz":"0.001", "fillPx":"73397.8", "fillPxVol":"", "fillFwdPx":"", "fee":"-0.000001", "fillPnl":"0", "ordId":"688362711456706560", "feeRate":"-0.001", "instType":"SPOT", "fillPxUsd":"", "instId":"BTC-USDT", "clOrdId":"1229606897", "posSide":"net", "billId":"%d", "fillMarkVol":"", "tag":"", "fillTime":"1710390459571", "execType":"T", "fillIdxPx":"", "tradeId":"%d", "fillMarkPx":"", "feeCcy":"BTC", "ts":"1710390459574" }` tradesStr := make([]string, 0, defaultQueryLimit+1) expTrades := make([]types.Trade, 0, defaultQueryLimit+1) for i := 0; i < defaultQueryLimit+1; i++ { dataStr := fmt.Sprintf(dataTemplace, billId+i, tradeId+i) tradesStr = append(tradesStr, dataStr) trade := &okexapi.Trade{} err := json.Unmarshal([]byte(dataStr), &trade) assert.NoError(err) expTrades = append(expTrades, tradeToGlobal(*trade)) } transport.GET(threeDayUrl, func(req *http.Request) (*http.Response, error) { query := req.URL.Query() assert.Contains(query, "begin") assert.Contains(query, "end") assert.Contains(query, "limit") assert.Contains(query, "instId") assert.Contains(query, "instType") assert.Equal(query["begin"], []string{strconv.FormatInt(since.UnixNano()/int64(time.Millisecond), 10)}) assert.Equal(query["end"], []string{strconv.FormatInt(until.UnixNano()/int64(time.Millisecond), 10)}) assert.Equal(query["limit"], []string{strconv.FormatInt(defaultQueryLimit, 10)}) assert.Equal(query["instId"], []string{expLocalBtcSymbol}) assert.Equal(query["instType"], []string{string(okexapi.InstrumentTypeSpot)}) assert.Len(query, 6) if query["before"][0] == "0" { resp := &okexapi.APIResponse{ Code: "0", Data: []byte("[" + strings.Join(tradesStr[0:defaultQueryLimit], ",") + "]"), } respRaw, err := json.Marshal(resp) assert.NoError(err) return httptesting.BuildResponseString(http.StatusOK, string(respRaw)), nil } // second time query // last order id, so need to -1 assert.Equal(query["before"], []string{strconv.FormatInt(int64(billId+defaultQueryLimit-1), 10)}) resp := okexapi.APIResponse{ Code: "0", Data: []byte("[" + strings.Join(tradesStr[defaultQueryLimit:defaultQueryLimit+1], ",") + "]"), } respRaw, err := json.Marshal(resp) assert.NoError(err) return httptesting.BuildResponseString(http.StatusOK, string(respRaw)), nil }) trades, err := ex.QueryTrades(context.Background(), expBtcSymbol, options) assert.NoError(err) assert.Equal(expTrades, trades) }) }) t.Run("3 days < x < Max days", func(t *testing.T) { t.Run("succeeds with one record", func(t *testing.T) { transport := &httptesting.MockTransport{} ex.client.HttpClient.Transport = transport newSince := until.Add(-maxHistoricalDataQueryPeriod) options.StartTime = &newSince // order history historyOrderFile, err := os.ReadFile("okexapi/testdata/get_transaction_history_request.json") assert.NoError(err) transport.GET(historyUrl, func(req *http.Request) (*http.Response, error) { query := req.URL.Query() assert.Len(query, 6) assert.Contains(query, "begin") assert.Contains(query, "end") assert.Contains(query, "limit") assert.Contains(query, "instId") assert.Contains(query, "instType") assert.Contains(query, "before") assert.Equal(query["begin"], []string{strconv.FormatInt(newSince.UnixNano()/int64(time.Millisecond), 10)}) assert.Equal(query["end"], []string{strconv.FormatInt(until.UnixNano()/int64(time.Millisecond), 10)}) assert.Equal(query["limit"], []string{strconv.FormatInt(defaultQueryLimit, 10)}) assert.Equal(query["instId"], []string{expLocalBtcSymbol}) assert.Equal(query["instType"], []string{string(okexapi.InstrumentTypeSpot)}) assert.Equal(query["before"], []string{"0"}) return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil }) orders, err := ex.QueryTrades(context.Background(), expBtcSymbol, options) assert.NoError(err) assert.Equal(expOrder, orders) }) t.Run("succeeds with exceeded max records", func(t *testing.T) { transport := &httptesting.MockTransport{} ex.client.HttpClient.Transport = transport newSince := until.Add(-maxHistoricalDataQueryPeriod) options.StartTime = &newSince tradeId := 749554213 billId := 688362711465447466 dataTemplace := ` { "side":"buy", "fillSz":"0.001", "fillPx":"73397.8", "fillPxVol":"", "fillFwdPx":"", "fee":"-0.000001", "fillPnl":"0", "ordId":"688362711456706560", "feeRate":"-0.001", "instType":"SPOT", "fillPxUsd":"", "instId":"BTC-USDT", "clOrdId":"1229606897", "posSide":"net", "billId":"%d", "fillMarkVol":"", "tag":"", "fillTime":"1710390459571", "execType":"T", "fillIdxPx":"", "tradeId":"%d", "fillMarkPx":"", "feeCcy":"BTC", "ts":"1710390459574" }` tradesStr := make([]string, 0, defaultQueryLimit+1) expTrades := make([]types.Trade, 0, defaultQueryLimit+1) for i := 0; i < defaultQueryLimit+1; i++ { dataStr := fmt.Sprintf(dataTemplace, billId+i, tradeId+i) tradesStr = append(tradesStr, dataStr) trade := &okexapi.Trade{} err := json.Unmarshal([]byte(dataStr), &trade) assert.NoError(err) expTrades = append(expTrades, tradeToGlobal(*trade)) } transport.GET(historyUrl, func(req *http.Request) (*http.Response, error) { query := req.URL.Query() assert.Contains(query, "begin") assert.Contains(query, "end") assert.Contains(query, "limit") assert.Contains(query, "instId") assert.Contains(query, "instType") assert.Equal(query["begin"], []string{strconv.FormatInt(newSince.UnixNano()/int64(time.Millisecond), 10)}) assert.Equal(query["end"], []string{strconv.FormatInt(until.UnixNano()/int64(time.Millisecond), 10)}) assert.Equal(query["limit"], []string{strconv.FormatInt(defaultQueryLimit, 10)}) assert.Equal(query["instId"], []string{expLocalBtcSymbol}) assert.Equal(query["instType"], []string{string(okexapi.InstrumentTypeSpot)}) assert.Len(query, 6) if query["before"][0] == "0" { resp := &okexapi.APIResponse{ Code: "0", Data: []byte("[" + strings.Join(tradesStr[0:defaultQueryLimit], ",") + "]"), } respRaw, err := json.Marshal(resp) assert.NoError(err) return httptesting.BuildResponseString(http.StatusOK, string(respRaw)), nil } // second time query // last order id, so need to -1 assert.Equal(query["before"], []string{strconv.FormatInt(int64(billId+defaultQueryLimit-1), 10)}) resp := okexapi.APIResponse{ Code: "0", Data: []byte("[" + strings.Join(tradesStr[defaultQueryLimit:defaultQueryLimit+1], ",") + "]"), } respRaw, err := json.Marshal(resp) assert.NoError(err) return httptesting.BuildResponseString(http.StatusOK, string(respRaw)), nil }) trades, err := ex.QueryTrades(context.Background(), expBtcSymbol, options) assert.NoError(err) assert.Equal(expTrades, trades) }) }) t.Run("start time exceeded 3 months", func(t *testing.T) { transport := &httptesting.MockTransport{} ex.client.HttpClient.Transport = transport newSince := options.StartTime.Add(-365 * 24 * time.Hour) newOpts := *options newOpts.StartTime = &newSince expSinceTime := until.Add(-maxHistoricalDataQueryPeriod) // order history historyOrderFile, err := os.ReadFile("okexapi/testdata/get_three_days_transaction_history_request.json") assert.NoError(err) transport.GET(historyUrl, func(req *http.Request) (*http.Response, error) { query := req.URL.Query() assert.Len(query, 6) assert.Contains(query, "begin") assert.Contains(query, "end") assert.Contains(query, "limit") assert.Contains(query, "instId") assert.Contains(query, "instType") assert.Contains(query, "before") assert.Equal(query["begin"], []string{strconv.FormatInt(expSinceTime.UnixNano()/int64(time.Millisecond), 10)}) assert.Equal(query["end"], []string{strconv.FormatInt(until.UnixNano()/int64(time.Millisecond), 10)}) assert.Equal(query["limit"], []string{strconv.FormatInt(defaultQueryLimit, 10)}) assert.Equal(query["instId"], []string{expLocalBtcSymbol}) assert.Equal(query["instType"], []string{string(okexapi.InstrumentTypeSpot)}) assert.Equal(query["before"], []string{"0"}) return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil }) orders, err := ex.QueryTrades(context.Background(), expBtcSymbol, &newOpts) assert.NoError(err) assert.Equal(expOrder, orders) }) t.Run("start time after end day", func(t *testing.T) { transport := &httptesting.MockTransport{} ex.client.HttpClient.Transport = transport newSince := options.StartTime.Add(365 * 24 * time.Hour) newOpts := *options newOpts.StartTime = &newSince _, err := ex.QueryTrades(context.Background(), expBtcSymbol, &newOpts) assert.ErrorContains(err, "before start") }) t.Run("empty symbol", func(t *testing.T) { transport := &httptesting.MockTransport{} ex.client.HttpClient.Transport = transport newSince := options.StartTime.Add(365 * 24 * time.Hour) newOpts := *options newOpts.StartTime = &newSince _, err := ex.QueryTrades(context.Background(), "", &newOpts) assert.ErrorContains(err, ErrSymbolRequired.Error()) }) }