package ftx import ( "encoding/json" "io/ioutil" "strings" "testing" "time" "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 websocketResponse assert.NoError(t, json.Unmarshal([]byte(input), &m)) r, err := m.toSubscribedResponse() assert.NoError(t, err) assert.Equal(t, subscribedResponse{ mandatoryFields: mandatoryFields{ Channel: orderBookChannel, Type: subscribedRespType, }, Market: "BTC/USDT", }, r) } func Test_websocketResponse_toPublicOrderBookResponse(t *testing.T) { f, err := ioutil.ReadFile("./orderbook_snapshot.json") assert.NoError(t, err) var m websocketResponse assert.NoError(t, json.Unmarshal(f, &m)) r, err := m.toPublicOrderBookResponse() assert.NoError(t, err) assert.Equal(t, partialRespType, r.Type) assert.Equal(t, orderBookChannel, r.Channel) assert.Equal(t, "BTC/USDT", r.Market) assert.Equal(t, int64(1614520368), r.Timestamp.Unix()) assert.Equal(t, uint32(2150525410), r.Checksum) assert.Len(t, r.Bids, 100) assert.Equal(t, []json.Number{"44555.0", "3.3968"}, r.Bids[0]) assert.Equal(t, []json.Number{"44554.0", "0.0561"}, r.Bids[1]) assert.Len(t, r.Asks, 100) assert.Equal(t, []json.Number{"44574.0", "0.4591"}, r.Asks[0]) assert.Equal(t, []json.Number{"44579.0", "0.15"}, r.Asks[1]) } func Test_orderBookResponse_toGlobalOrderBook(t *testing.T) { f, err := ioutil.ReadFile("./orderbook_snapshot.json") assert.NoError(t, err) var m websocketResponse assert.NoError(t, json.Unmarshal(f, &m)) r, err := m.toPublicOrderBookResponse() assert.NoError(t, err) b, err := toGlobalOrderBook(r) assert.NoError(t, err) assert.Equal(t, "BTCUSDT", 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]) } func Test_checksumString(t *testing.T) { type args struct { bids [][]json.Number asks [][]json.Number } tests := []struct { name string args args want string }{ { name: "more bids", args: args{ bids: [][]json.Number{{"5000.5", "10"}, {"4995.0", "5"}}, asks: [][]json.Number{{"5001.0", "6"}}, }, want: "5000.5:10:5001.0:6:4995.0:5", }, { name: "lengths of bids and asks are the same", args: args{ bids: [][]json.Number{{"5000.5", "10"}, {"4995.0", "5"}}, asks: [][]json.Number{{"5001.0", "6"}, {"5002.0", "7"}}, }, want: "5000.5:10:5001.0:6:4995.0:5:5002.0:7", }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { if got := checksumString(tt.args.bids, tt.args.asks); got != tt.want { t.Errorf("checksumString() = %v, want %v", got, tt.want) } }) } } func Test_orderBookResponse_verifyChecksum(t *testing.T) { for _, file := range []string{"./orderbook_snapshot.json"} { f, err := ioutil.ReadFile(file) assert.NoError(t, err) var m websocketResponse assert.NoError(t, json.Unmarshal(f, &m)) r, err := m.toPublicOrderBookResponse() assert.NoError(t, err) assert.NoError(t, r.verifyChecksum(), "filename: "+file) } } func Test_removePrice(t *testing.T) { pairs := [][]json.Number{{"123.99", "2.0"}, {"2234.12", "3.1"}} assert.Equal(t, pairs, removePrice(pairs, "99333")) pairs = removePrice(pairs, "2234.12") assert.Equal(t, [][]json.Number{{"123.99", "2.0"}}, pairs) assert.Equal(t, [][]json.Number{}, removePrice(pairs, "123.99")) } func Test_orderBookResponse_update(t *testing.T) { ob := &orderBookResponse{Bids: nil, Asks: nil} ob.update(orderBookResponse{ Bids: [][]json.Number{{"1.0", "0"}, {"10.0", "1"}, {"11.0", "1"}}, Asks: [][]json.Number{{"1.0", "1"}}, }) assert.Equal(t, [][]json.Number{{"11.0", "1"}, {"10.0", "1"}}, ob.Bids) assert.Equal(t, [][]json.Number{{"1.0", "1"}}, ob.Asks) ob.update(orderBookResponse{ Bids: [][]json.Number{{"9.0", "1"}, {"12.0", "1"}, {"10.5", "1"}}, Asks: [][]json.Number{{"1.0", "0"}}, }) assert.Equal(t, [][]json.Number{{"12.0", "1"}, {"11.0", "1"}, {"10.5", "1"}, {"10.0", "1"}, {"9.0", "1"}}, ob.Bids) assert.Equal(t, [][]json.Number{}, ob.Asks) // remove them ob.update(orderBookResponse{ Bids: [][]json.Number{{"9.0", "0"}, {"12.0", "0"}, {"10.5", "0"}}, Asks: [][]json.Number{{"9.0", "1"}, {"12.0", "1"}, {"10.5", "1"}}, }) assert.Equal(t, [][]json.Number{{"11.0", "1"}, {"10.0", "1"}}, ob.Bids) assert.Equal(t, [][]json.Number{{"9.0", "1"}, {"10.5", "1"}, {"12.0", "1"}}, ob.Asks) } func Test_insertAt(t *testing.T) { r := insertAt([][]json.Number{{"1.2", "2"}, {"1.4", "2"}}, 1, []json.Number{"1.3", "2"}) assert.Equal(t, [][]json.Number{{"1.2", "2"}, {"1.3", "2"}, {"1.4", "2"}}, r) r = insertAt([][]json.Number{{"1.2", "2"}, {"1.4", "2"}}, 0, []json.Number{"1.1", "2"}) assert.Equal(t, [][]json.Number{{"1.1", "2"}, {"1.2", "2"}, {"1.4", "2"}}, r) r = insertAt([][]json.Number{{"1.2", "2"}, {"1.4", "2"}}, 2, []json.Number{"1.5", "2"}) assert.Equal(t, [][]json.Number{{"1.2", "2"}, {"1.4", "2"}, {"1.5", "2"}}, r) } func Test_newLoginRequest(t *testing.T) { // From API doc: https://docs.ftx.com/?javascript#authentication-2 r := newLoginRequest("", "Y2QTHI23f23f23jfjas23f23To0RfUwX3H42fvN-", time.Unix(0, 1557246346499*int64(time.Millisecond)), "") expectedSignature := "d10b5a67a1a941ae9463a60b285ae845cdeac1b11edc7da9977bef0228b96de9" assert.Equal(t, expectedSignature, r.Login.Signature) jsonStr, err := json.Marshal(r) assert.NoError(t, err) assert.True(t, strings.Contains(string(jsonStr), expectedSignature)) } func Test_websocketResponse_toOrderUpdateResponse(t *testing.T) { input := []byte(` { "channel": "orders", "type": "update", "data": { "id": 12345, "clientId": "test-client-id", "market": "SOL/USD", "type": "limit", "side": "buy", "price": 0.5, "size": 100.0, "status": "closed", "filledSize": 0.0, "remainingSize": 0.0, "reduceOnly": false, "liquidation": false, "avgFillPrice": null, "postOnly": false, "ioc": false, "createdAt": "2021-03-27T11:00:36.418674+00:00" } } `) var raw websocketResponse assert.NoError(t, json.Unmarshal(input, &raw)) r, err := raw.toOrderUpdateResponse() assert.NoError(t, err) assert.Equal(t, orderUpdateResponse{ mandatoryFields: mandatoryFields{ Channel: privateOrdersChannel, Type: updateRespType, }, Data: order{ ID: 12345, ClientId: "test-client-id", Market: "SOL/USD", Type: "limit", Side: "buy", Price: 0.5, Size: 100, Status: "closed", FilledSize: 0.0, RemainingSize: 0.0, ReduceOnly: false, Liquidation: false, AvgFillPrice: 0, PostOnly: false, Ioc: false, CreatedAt: datetime{Time: mustParseDatetime("2021-03-27T11:00:36.418674+00:00")}, Future: "", }, }, r) }