package bitget import ( "context" "fmt" "os" "strconv" "testing" "time" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) func getTestClientOrSkip(t *testing.T) *Stream { if b, _ := strconv.ParseBool(os.Getenv("CI")); b { t.Skip("skip test for CI") } return NewStream() } func TestStream(t *testing.T) { t.Skip() s := getTestClientOrSkip(t) symbols := []string{ "BTCUSDT", "ETHUSDT", "DOTUSDT", "ADAUSDT", "AAVEUSDT", "APTUSDT", "ATOMUSDT", "AXSUSDT", "BNBUSDT", "SOLUSDT", "DOGEUSDT", } t.Run("book test", func(t *testing.T) { s.Subscribe(types.BookChannel, "BTCUSDT", types.SubscribeOptions{ Depth: types.DepthLevel5, }) s.SetPublicOnly() err := s.Connect(context.Background()) assert.NoError(t, err) s.OnBookSnapshot(func(book types.SliceOrderBook) { t.Log("got snapshot", len(book.Bids), len(book.Asks), book.Symbol, book.Time, book) }) s.OnBookUpdate(func(book types.SliceOrderBook) { t.Log("got update", len(book.Bids), len(book.Asks), book.Symbol, book.Time, book) }) c := make(chan struct{}) <-c }) t.Run("book test on unsubscribe and reconnect", func(t *testing.T) { for _, symbol := range symbols { s.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{ Depth: types.DepthLevel200, }) } s.SetPublicOnly() err := s.Connect(context.Background()) assert.NoError(t, err) s.OnBookSnapshot(func(book types.SliceOrderBook) { t.Log("got snapshot", book) }) s.OnBookUpdate(func(book types.SliceOrderBook) { t.Log("got update", book) }) <-time.After(2 * time.Second) s.Unsubscribe() for _, symbol := range symbols { s.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{ Depth: types.DepthLevel200, }) } <-time.After(2 * time.Second) s.Reconnect() c := make(chan struct{}) <-c }) t.Run("trade test", func(t *testing.T) { s.Subscribe(types.MarketTradeChannel, "BTCUSDT", types.SubscribeOptions{}) s.SetPublicOnly() err := s.Connect(context.Background()) assert.NoError(t, err) s.OnMarketTrade(func(trade types.Trade) { t.Log("got update", trade) }) c := make(chan struct{}) <-c }) t.Run("kline test", func(t *testing.T) { s.Subscribe(types.KLineChannel, "BTCUSDT", types.SubscribeOptions{Interval: types.Interval1w}) s.SetPublicOnly() err := s.Connect(context.Background()) assert.NoError(t, err) s.OnKLine(func(kline types.KLine) { t.Log("got update", kline) }) s.OnKLineClosed(func(kline types.KLine) { t.Log("got closed update", kline) }) c := make(chan struct{}) <-c }) } func TestStream_parseWebSocketEvent(t *testing.T) { t.Run("op subscribe event", func(t *testing.T) { input := `{ "event":"subscribe", "arg":{ "instType":"sp", "channel":"books5", "instId":"BTCUSDT" } }` res, err := parseWebSocketEvent([]byte(input)) assert.NoError(t, err) opEvent, ok := res.(*WsEvent) assert.True(t, ok) assert.Equal(t, WsEvent{ Event: WsEventSubscribe, Arg: WsArg{ InstType: instSp, Channel: ChannelOrderBook5, InstId: "BTCUSDT", }, }, *opEvent) assert.NoError(t, opEvent.IsValid()) }) t.Run("op unsubscribe event", func(t *testing.T) { input := `{ "event":"unsubscribe", "arg":{ "instType":"sp", "channel":"books5", "instId":"BTCUSDT" } }` res, err := parseWebSocketEvent([]byte(input)) assert.NoError(t, err) opEvent, ok := res.(*WsEvent) assert.True(t, ok) assert.Equal(t, WsEvent{ Event: WsEventUnsubscribe, Arg: WsArg{ InstType: instSp, Channel: ChannelOrderBook5, InstId: "BTCUSDT", }, }, *opEvent) }) t.Run("op error event", func(t *testing.T) { input := `{ "event":"error", "arg":{ "instType":"sp", "channel":"books5", "instId":"BTCUSDT-" }, "code":30001, "msg":"instType:sp,channel:books5,instId:BTCUSDT- doesn't exist", "op":"subscribe" }` res, err := parseWebSocketEvent([]byte(input)) assert.NoError(t, err) opEvent, ok := res.(*WsEvent) assert.True(t, ok) assert.Equal(t, WsEvent{ Event: WsEventError, Code: 30001, Msg: "instType:sp,channel:books5,instId:BTCUSDT- doesn't exist", Op: "subscribe", Arg: WsArg{ InstType: instSp, Channel: ChannelOrderBook5, InstId: "BTCUSDT-", }, }, *opEvent) }) t.Run("Orderbook event", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"books5", "instId":"BTCUSDT" }, "data":[ { "asks":[ [ "28350.78", "0.2082" ], [ "28350.80", "0.2081" ] ], "bids":[ [ "28350.70", "0.5585" ], [ "28350.67", "6.8175" ] ], "checksum":0, "ts":"1697593934630" } ], "ts":1697593934630 }` eventFn := func(in string, actionType ActionType) { res, err := parseWebSocketEvent([]byte(in)) assert.NoError(t, err) book, ok := res.(*BookEvent) assert.True(t, ok) assert.Equal(t, BookEvent{ Events: []struct { Asks types.PriceVolumeSlice `json:"asks"` // Order book on buy side, descending order Bids types.PriceVolumeSlice `json:"bids"` Ts types.MillisecondTimestamp `json:"ts"` Checksum int `json:"checksum"` }{ { Asks: []types.PriceVolume{ { Price: fixedpoint.NewFromFloat(28350.78), Volume: fixedpoint.NewFromFloat(0.2082), }, { Price: fixedpoint.NewFromFloat(28350.80), Volume: fixedpoint.NewFromFloat(0.2081), }, }, Bids: []types.PriceVolume{ { Price: fixedpoint.NewFromFloat(28350.70), Volume: fixedpoint.NewFromFloat(0.5585), }, { Price: fixedpoint.NewFromFloat(28350.67), Volume: fixedpoint.NewFromFloat(6.8175), }, }, Ts: types.NewMillisecondTimestampFromInt(1697593934630), Checksum: 0, }, }, actionType: actionType, instId: "BTCUSDT", }, *book) } t.Run("snapshot type", func(t *testing.T) { snapshotInput := fmt.Sprintf(input, ActionTypeSnapshot) eventFn(snapshotInput, ActionTypeSnapshot) }) t.Run("update type", func(t *testing.T) { snapshotInput := fmt.Sprintf(input, ActionTypeUpdate) eventFn(snapshotInput, ActionTypeUpdate) }) }) } func Test_parseWebSocketEvent_MarketTrade(t *testing.T) { t.Run("MarketTrade event", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"trade", "instId":"BTCUSDT" }, "data":[ [ "1697697791663", "28303.43", "0.0452", "sell" ], [ "1697697794663", "28345.67", "0.1234", "sell" ] ], "ts":1697697791670 }` eventFn := func(in string, actionType ActionType) { res, err := parseWebSocketEvent([]byte(in)) assert.NoError(t, err) book, ok := res.(*MarketTradeEvent) assert.True(t, ok) assert.Equal(t, MarketTradeEvent{ Events: MarketTradeSlice{ { Ts: types.NewMillisecondTimestampFromInt(1697697791663), Price: fixedpoint.NewFromFloat(28303.43), Size: fixedpoint.NewFromFloat(0.0452), Side: "sell", }, { Ts: types.NewMillisecondTimestampFromInt(1697697794663), Price: fixedpoint.NewFromFloat(28345.67), Size: fixedpoint.NewFromFloat(0.1234), Side: "sell", }, }, actionType: actionType, instId: "BTCUSDT", }, *book) } t.Run("snapshot type", func(t *testing.T) { snapshotInput := fmt.Sprintf(input, ActionTypeSnapshot) eventFn(snapshotInput, ActionTypeSnapshot) }) t.Run("update type", func(t *testing.T) { snapshotInput := fmt.Sprintf(input, ActionTypeUpdate) eventFn(snapshotInput, ActionTypeUpdate) }) }) t.Run("Unexpected length of market trade", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"trade", "instId":"BTCUSDT" }, "data":[ [ "1697697791663", "28303.43", "28303.43", "0.0452", "sell" ] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "unexpected trades length") }) t.Run("Unexpected timestamp", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"trade", "instId":"BTCUSDT" }, "data":[ [ "TIMESTAMP", "28303.43", "0.0452", "sell" ] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "timestamp") }) t.Run("Unexpected price", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"trade", "instId":"BTCUSDT" }, "data":[ [ "1697697791663", "1p", "0.0452", "sell" ] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "price") }) t.Run("Unexpected size", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"trade", "instId":"BTCUSDT" }, "data":[ [ "1697697791663", "28303.43", "2v", "sell" ] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "size") }) t.Run("Unexpected side", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"trade", "instId":"BTCUSDT" }, "data":[ [ "1697697791663", "28303.43", "0.0452", 12345 ] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "side") }) } func Test_parseWebSocketEvent_KLine(t *testing.T) { t.Run("KLine event", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"candle5m", "instId":"BTCUSDT" }, "data":[ ["1698744600000","34361.49","34458.98","34355.53","34416.41","99.6631"] ], "ts":1697697791670 }` eventFn := func(in string, actionType ActionType) { res, err := parseWebSocketEvent([]byte(in)) assert.NoError(t, err) kline, ok := res.(*KLineEvent) assert.True(t, ok) assert.Equal(t, KLineEvent{ channel: "candle5m", Events: KLineSlice{ { StartTime: types.NewMillisecondTimestampFromInt(1698744600000), OpenPrice: fixedpoint.NewFromFloat(34361.49), HighestPrice: fixedpoint.NewFromFloat(34458.98), LowestPrice: fixedpoint.NewFromFloat(34355.53), ClosePrice: fixedpoint.NewFromFloat(34416.41), Volume: fixedpoint.NewFromFloat(99.6631), }, }, actionType: actionType, instId: "BTCUSDT", }, *kline) } t.Run("snapshot type", func(t *testing.T) { snapshotInput := fmt.Sprintf(input, ActionTypeSnapshot) eventFn(snapshotInput, ActionTypeSnapshot) }) t.Run("update type", func(t *testing.T) { snapshotInput := fmt.Sprintf(input, ActionTypeUpdate) eventFn(snapshotInput, ActionTypeUpdate) }) }) t.Run("Unexpected length of kline", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"candle5m", "instId":"BTCUSDT" }, "data":[ ["1698744600000","34361.45","34458.98","34355.53","34416.41","99.6631", "123456"] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "unexpected kline length") }) t.Run("Unexpected timestamp", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"candle5m", "instId":"BTCUSDT" }, "data":[ ["timestamp","34361.49","34458.98","34355.53","34416.41","99.6631"] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "timestamp") }) t.Run("Unexpected open price", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"candle5m", "instId":"BTCUSDT" }, "data":[ ["1698744600000","1p","34458.98","34355.53","34416.41","99.6631"] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "open price") }) t.Run("Unexpected highest price", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"candle5m", "instId":"BTCUSDT" }, "data":[ ["1698744600000","34361.45","3p","34355.53","34416.41","99.6631"] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "highest price") }) t.Run("Unexpected lowest price", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"candle5m", "instId":"BTCUSDT" }, "data":[ ["1698744600000","34361.45","34458.98","1p","34416.41","99.6631"] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "lowest price") }) t.Run("Unexpected close price", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"candle5m", "instId":"BTCUSDT" }, "data":[ ["1698744600000","34361.45","34458.98","34355.53","1c","99.6631"] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "close price") }) t.Run("Unexpected volume", func(t *testing.T) { input := `{ "action":"%s", "arg":{ "instType":"sp", "channel":"candle5m", "instId":"BTCUSDT" }, "data":[ ["1698744600000","34361.45","34458.98","34355.53","34416.41", "1v"] ], "ts":1697697791670 }` _, err := parseWebSocketEvent([]byte(input)) assert.ErrorContains(t, err, "volume") }) } func Test_convertSubscription(t *testing.T) { t.Run("BookChannel.ChannelOrderBook5", func(t *testing.T) { res, err := convertSubscription(types.Subscription{ Symbol: "BTCUSDT", Channel: types.BookChannel, Options: types.SubscribeOptions{ Depth: types.DepthLevel5, }, }) assert.NoError(t, err) assert.Equal(t, WsArg{ InstType: instSp, Channel: ChannelOrderBook5, InstId: "BTCUSDT", }, res) }) t.Run("BookChannel.DepthLevel15", func(t *testing.T) { res, err := convertSubscription(types.Subscription{ Symbol: "BTCUSDT", Channel: types.BookChannel, Options: types.SubscribeOptions{ Depth: types.DepthLevel15, }, }) assert.NoError(t, err) assert.Equal(t, WsArg{ InstType: instSp, Channel: ChannelOrderBook15, InstId: "BTCUSDT", }, res) }) t.Run("BookChannel.DepthLevel200", func(t *testing.T) { res, err := convertSubscription(types.Subscription{ Symbol: "BTCUSDT", Channel: types.BookChannel, Options: types.SubscribeOptions{ Depth: types.DepthLevel200, }, }) assert.NoError(t, err) assert.Equal(t, WsArg{ InstType: instSp, Channel: ChannelOrderBook, InstId: "BTCUSDT", }, res) }) t.Run("TradeChannel", func(t *testing.T) { res, err := convertSubscription(types.Subscription{ Symbol: "BTCUSDT", Channel: types.MarketTradeChannel, Options: types.SubscribeOptions{}, }) assert.NoError(t, err) assert.Equal(t, WsArg{ InstType: instSp, Channel: ChannelTrade, InstId: "BTCUSDT", }, res) }) t.Run("CandleChannel", func(t *testing.T) { for gInterval, localInterval := range toLocalInterval { res, err := convertSubscription(types.Subscription{ Symbol: "BTCUSDT", Channel: types.KLineChannel, Options: types.SubscribeOptions{ Interval: gInterval, }, }) assert.NoError(t, err) assert.Equal(t, WsArg{ InstType: instSp, Channel: ChannelType(localInterval), InstId: "BTCUSDT", }, res) } }) }