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79 lines
2.3 KiB
Go
79 lines
2.3 KiB
Go
package ftx
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import (
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"encoding/json"
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"io/ioutil"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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func Test_rawResponse_toSubscribedResp(t *testing.T) {
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input := `{"type": "subscribed", "channel": "orderbook", "market": "BTC/USDT"}`
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var m rawResponse
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assert.NoError(t, json.Unmarshal([]byte(input), &m))
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r := m.toSubscribedResp()
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assert.Equal(t, subscribedRespType, r.Type)
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assert.Equal(t, orderbook, r.Channel)
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assert.Equal(t, "BTC/USDT", r.Market)
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}
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func Test_rawResponse_toSnapshotResp(t *testing.T) {
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f, err := ioutil.ReadFile("./orderbook_snapshot.json")
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assert.NoError(t, err)
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var m rawResponse
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assert.NoError(t, json.Unmarshal(f, &m))
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r, err := m.toSnapshotResp()
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assert.NoError(t, err)
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assert.Equal(t, partialRespType, r.Type)
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assert.Equal(t, orderbook, r.Channel)
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assert.Equal(t, "BTC/USDT", r.Market)
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assert.Equal(t, int64(1614520368), r.Time.Unix())
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assert.Equal(t, int64(2150525410), r.Checksum)
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assert.Len(t, r.Bids, 100)
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assert.Equal(t, []float64{44555.0, 3.3968}, r.Bids[0])
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assert.Equal(t, []float64{44554.0, 0.0561}, r.Bids[1])
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assert.Len(t, r.Asks, 100)
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assert.Equal(t, []float64{44574.0, 0.4591}, r.Asks[0])
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assert.Equal(t, []float64{44579.0, 0.15}, r.Asks[1])
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}
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func Test_snapshotResponse_toGlobalOrderBook(t *testing.T) {
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f, err := ioutil.ReadFile("./orderbook_snapshot.json")
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assert.NoError(t, err)
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var m rawResponse
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assert.NoError(t, json.Unmarshal(f, &m))
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r, err := m.toSnapshotResp()
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assert.NoError(t, err)
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b := r.toGlobalOrderBook()
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assert.NoError(t, err)
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assert.Equal(t, "BTC/USDT", b.Symbol)
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isValid, err := b.IsValid()
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assert.True(t, isValid)
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assert.NoError(t, err)
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assert.Len(t, b.Bids, 100)
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assert.Equal(t, types.PriceVolume{
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Price: fixedpoint.MustNewFromString("44555.0"),
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Volume: fixedpoint.MustNewFromString("3.3968"),
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}, b.Bids[0])
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assert.Equal(t, types.PriceVolume{
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Price: fixedpoint.MustNewFromString("44222.0"),
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Volume: fixedpoint.MustNewFromString("0.0002"),
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}, b.Bids[99])
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assert.Len(t, b.Asks, 100)
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assert.Equal(t, types.PriceVolume{
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Price: fixedpoint.MustNewFromString("44574.0"),
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Volume: fixedpoint.MustNewFromString("0.4591"),
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}, b.Asks[0])
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assert.Equal(t, types.PriceVolume{
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Price: fixedpoint.MustNewFromString("45010.0"),
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Volume: fixedpoint.MustNewFromString("0.0003"),
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}, b.Asks[99])
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}
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