mirror of
https://github.com/c9s/bbgo.git
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468 lines
11 KiB
Go
468 lines
11 KiB
Go
package bybit
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import (
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"context"
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"errors"
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"fmt"
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"os"
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"strconv"
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"testing"
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"time"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/testutil"
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"github.com/c9s/bbgo/pkg/types"
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)
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func getTestClientOrSkip(t *testing.T) *Stream {
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if b, _ := strconv.ParseBool(os.Getenv("CI")); b {
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t.Skip("skip test for CI")
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}
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key, secret, ok := testutil.IntegrationTestConfigured(t, "BYBIT")
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if !ok {
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t.Skip("BYBIT_* env vars are not configured")
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return nil
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}
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exchange, err := New(key, secret)
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assert.NoError(t, err)
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return NewStream(key, secret, exchange)
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}
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func TestStream(t *testing.T) {
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//t.Skip()
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s := getTestClientOrSkip(t)
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symbols := []string{
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"BTCUSDT",
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"ETHUSDT",
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"DOTUSDT",
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"ADAUSDT",
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"AAVEUSDT",
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"APTUSDT",
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"ATOMUSDT",
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"AXSUSDT",
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"BNBUSDT",
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"SOLUSDT",
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"DOGEUSDT",
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}
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t.Run("Auth test", func(t *testing.T) {
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s.OnBalanceSnapshot(func(balances types.BalanceMap) {
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t.Log("got balance snapshot", balances)
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})
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s.Connect(context.Background())
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c := make(chan struct{})
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<-c
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})
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t.Run("book test", func(t *testing.T) {
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s.Subscribe(types.BookChannel, "BTCUSDT", types.SubscribeOptions{
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Depth: types.DepthLevel50,
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})
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s.SetPublicOnly()
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err := s.Connect(context.Background())
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assert.NoError(t, err)
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//s.OnBookSnapshot(func(book types.SliceOrderBook) {
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// t.Log("got snapshot", book)
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//})
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//s.OnBookUpdate(func(book types.SliceOrderBook) {
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// t.Log("got update", book)
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//})
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c := make(chan struct{})
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<-c
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})
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t.Run("book test on unsubscribe and reconnect", func(t *testing.T) {
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for _, symbol := range symbols {
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s.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{
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Depth: types.DepthLevel50,
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})
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}
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s.SetPublicOnly()
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err := s.Connect(context.Background())
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assert.NoError(t, err)
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s.OnBookSnapshot(func(book types.SliceOrderBook) {
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t.Log("got snapshot", book)
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})
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s.OnBookUpdate(func(book types.SliceOrderBook) {
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t.Log("got update", book)
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})
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<-time.After(2 * time.Second)
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s.Unsubscribe()
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for _, symbol := range symbols {
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s.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{
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Depth: types.DepthLevel50,
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})
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}
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<-time.After(2 * time.Second)
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s.Reconnect()
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c := make(chan struct{})
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<-c
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})
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t.Run("market trade test", func(t *testing.T) {
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s.Subscribe(types.MarketTradeChannel, "BTCUSDT", types.SubscribeOptions{})
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s.SetPublicOnly()
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err := s.Connect(context.Background())
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assert.NoError(t, err)
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s.OnMarketTrade(func(trade types.Trade) {
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t.Log("got update", trade)
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})
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c := make(chan struct{})
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<-c
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})
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t.Run("wallet test", func(t *testing.T) {
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s.OnAuth(func() {
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t.Log("authenticated")
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})
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err := s.Connect(context.Background())
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assert.NoError(t, err)
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s.OnBalanceUpdate(func(balances types.BalanceMap) {
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t.Log("got update", balances)
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})
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c := make(chan struct{})
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<-c
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})
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t.Run("order test", func(t *testing.T) {
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err := s.Connect(context.Background())
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assert.NoError(t, err)
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s.OnOrderUpdate(func(order types.Order) {
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t.Log("got update", order)
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})
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c := make(chan struct{})
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<-c
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})
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t.Run("kline test", func(t *testing.T) {
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s.Subscribe(types.KLineChannel, "BTCUSDT", types.SubscribeOptions{
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Interval: types.Interval30m,
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Depth: "",
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Speed: "",
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})
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s.SetPublicOnly()
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err := s.Connect(context.Background())
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assert.NoError(t, err)
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s.OnKLine(func(kline types.KLine) {
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t.Log(kline)
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})
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c := make(chan struct{})
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<-c
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})
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t.Run("trade test", func(t *testing.T) {
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err := s.Connect(context.Background())
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assert.NoError(t, err)
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s.OnTradeUpdate(func(trade types.Trade) {
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t.Log("got update", trade.Fee, trade.FeeCurrency, trade)
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})
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c := make(chan struct{})
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<-c
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})
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}
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func TestStream_parseWebSocketEvent(t *testing.T) {
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s := Stream{}
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t.Run("op", func(t *testing.T) {
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input := `{
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"success":true,
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"ret_msg":"subscribe",
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"conn_id":"a403c8e5-e2b6-4edd-a8f0-1a64fa7227a5",
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"op":"subscribe"
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}`
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res, err := s.parseWebSocketEvent([]byte(input))
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assert.NoError(t, err)
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opEvent, ok := res.(*WebSocketOpEvent)
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assert.True(t, ok)
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expSucceeds := true
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expRetMsg := "subscribe"
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assert.Equal(t, WebSocketOpEvent{
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Success: expSucceeds,
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RetMsg: expRetMsg,
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ReqId: "",
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ConnId: "a403c8e5-e2b6-4edd-a8f0-1a64fa7227a5",
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Op: WsOpTypeSubscribe,
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Args: nil,
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}, *opEvent)
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})
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t.Run("TopicTypeOrderBook with delta", func(t *testing.T) {
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input := `{
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"topic":"orderbook.50.BTCUSDT",
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"ts":1691130685111,
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"type":"delta",
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"data":{
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"s":"BTCUSDT",
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"b":[
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],
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"a":[
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[
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"29239.37",
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"0.082356"
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],
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[
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"29236.1",
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"0"
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]
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],
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"u":1854104,
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"seq":10559247733
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}
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}`
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res, err := s.parseWebSocketEvent([]byte(input))
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assert.NoError(t, err)
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book, ok := res.(*BookEvent)
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assert.True(t, ok)
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assert.Equal(t, BookEvent{
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Symbol: "BTCUSDT",
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Bids: nil,
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Asks: types.PriceVolumeSlice{
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{
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fixedpoint.NewFromFloat(29239.37),
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fixedpoint.NewFromFloat(0.082356),
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},
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{
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fixedpoint.NewFromFloat(29236.1),
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fixedpoint.NewFromFloat(0),
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},
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},
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UpdateId: fixedpoint.NewFromFloat(1854104),
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SequenceId: fixedpoint.NewFromFloat(10559247733),
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Type: DataTypeDelta,
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ServerTime: types.NewMillisecondTimestampFromInt(1691130685111).Time(),
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}, *book)
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})
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t.Run("TopicTypeMarketTrade with snapshot", func(t *testing.T) {
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input := `{
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"topic":"publicTrade.BTCUSDT",
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"ts":1694348711526,
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"type":"snapshot",
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"data":[
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{
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"i":"2290000000068683805",
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"T":1694348711524,
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"p":"25816.27",
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"v":"0.000083",
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"S":"Sell",
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"s":"BTCUSDT",
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"BT":false
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}
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]
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}`
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res, err := s.parseWebSocketEvent([]byte(input))
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assert.NoError(t, err)
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book, ok := res.([]MarketTradeEvent)
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assert.True(t, ok)
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assert.Equal(t, []MarketTradeEvent{
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{
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Timestamp: types.NewMillisecondTimestampFromInt(1694348711524),
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Symbol: "BTCUSDT",
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Side: bybitapi.SideSell,
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Quantity: fixedpoint.NewFromFloat(0.000083),
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Price: fixedpoint.NewFromFloat(25816.27),
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Direction: "",
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TradeId: "2290000000068683805",
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BlockTrade: false,
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},
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}, book)
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})
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t.Run("TopicTypeKLine with snapshot", func(t *testing.T) {
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input := `{
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"topic": "kline.5.BTCUSDT",
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"data": [
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{
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"start": 1672324800000,
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"end": 1672325099999,
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"interval": "5",
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"open": "16649.5",
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"close": "16677",
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"high": "16677",
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"low": "16608",
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"volume": "2.081",
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"turnover": "34666.4005",
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"confirm": false,
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"timestamp": 1672324988882
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}
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],
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"ts": 1672324988882,
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"type": "snapshot"
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}`
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res, err := s.parseWebSocketEvent([]byte(input))
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assert.NoError(t, err)
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book, ok := res.(*KLineEvent)
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assert.True(t, ok)
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assert.Equal(t, KLineEvent{
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Symbol: "BTCUSDT",
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Type: DataTypeSnapshot,
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KLines: []KLine{
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{
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StartTime: types.NewMillisecondTimestampFromInt(1672324800000),
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EndTime: types.NewMillisecondTimestampFromInt(1672325099999),
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Interval: "5",
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OpenPrice: fixedpoint.NewFromFloat(16649.5),
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ClosePrice: fixedpoint.NewFromFloat(16677),
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HighPrice: fixedpoint.NewFromFloat(16677),
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LowPrice: fixedpoint.NewFromFloat(16608),
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Volume: fixedpoint.NewFromFloat(2.081),
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Turnover: fixedpoint.NewFromFloat(34666.4005),
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Confirm: false,
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Timestamp: types.NewMillisecondTimestampFromInt(1672324988882),
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},
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},
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}, *book)
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})
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t.Run("TopicTypeKLine with invalid topic", func(t *testing.T) {
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input := `{
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"topic": "kline.5",
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"data": [
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{
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"start": 1672324800000,
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"end": 1672325099999,
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"interval": "5",
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"open": "16649.5",
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"close": "16677",
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"high": "16677",
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"low": "16608",
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"volume": "2.081",
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"turnover": "34666.4005",
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"confirm": false,
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"timestamp": 1672324988882
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}
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],
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"ts": 1672324988882,
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"type": "snapshot"
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}`
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res, err := s.parseWebSocketEvent([]byte(input))
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assert.Equal(t, errors.New("unexpected topic: kline.5"), err)
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assert.Nil(t, res)
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})
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t.Run("Parse fails", func(t *testing.T) {
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input := `{
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"topic":"orderbook.50.BTCUSDT",
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"ts":1691130685111,
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"type":"delta",
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"data":{
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"GG": "test",
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}
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}`
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res, err := s.parseWebSocketEvent([]byte(input))
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assert.Error(t, err)
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assert.Equal(t, nil, res)
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})
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}
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func Test_convertSubscription(t *testing.T) {
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s := Stream{}
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t.Run("BookChannel.DepthLevel1", func(t *testing.T) {
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res, err := s.convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.BookChannel,
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Options: types.SubscribeOptions{
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Depth: types.DepthLevel1,
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},
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})
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assert.NoError(t, err)
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assert.Equal(t, genTopic(TopicTypeOrderBook, types.DepthLevel1, "BTCUSDT"), res)
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})
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t.Run("BookChannel.DepthLevel50", func(t *testing.T) {
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res, err := s.convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.BookChannel,
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Options: types.SubscribeOptions{
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Depth: types.DepthLevel50,
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},
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})
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assert.NoError(t, err)
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assert.Equal(t, genTopic(TopicTypeOrderBook, types.DepthLevel50, "BTCUSDT"), res)
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})
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t.Run("BookChannel.DepthLevel200", func(t *testing.T) {
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res, err := s.convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.BookChannel,
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Options: types.SubscribeOptions{
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Depth: types.DepthLevel200,
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},
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})
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assert.NoError(t, err)
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assert.Equal(t, genTopic(TopicTypeOrderBook, types.DepthLevel200, "BTCUSDT"), res)
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})
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t.Run("BookChannel. with default depth", func(t *testing.T) {
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res, err := s.convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.BookChannel,
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})
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assert.NoError(t, err)
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assert.Equal(t, genTopic(TopicTypeOrderBook, types.DepthLevel1, "BTCUSDT"), res)
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})
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t.Run("BookChannel.DepthLevel50", func(t *testing.T) {
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res, err := s.convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.BookChannel,
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Options: types.SubscribeOptions{
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Depth: types.DepthLevel50,
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},
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})
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assert.NoError(t, err)
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assert.Equal(t, genTopic(TopicTypeOrderBook, types.DepthLevel50, "BTCUSDT"), res)
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})
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t.Run("BookChannel. not support depth, use default level 1", func(t *testing.T) {
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res, err := s.convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.BookChannel,
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Options: types.SubscribeOptions{
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Depth: "20",
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},
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})
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assert.NoError(t, err)
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assert.Equal(t, genTopic(TopicTypeOrderBook, types.DepthLevel1, "BTCUSDT"), res)
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})
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t.Run("unsupported channel", func(t *testing.T) {
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res, err := s.convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: "unsupported",
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})
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assert.Equal(t, fmt.Errorf("unsupported stream channel: %s", "unsupported"), err)
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assert.Equal(t, "", res)
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})
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t.Run("MarketTradeChannel", func(t *testing.T) {
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res, err := s.convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.MarketTradeChannel,
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Options: types.SubscribeOptions{},
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})
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assert.NoError(t, err)
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assert.Equal(t, genTopic(TopicTypeMarketTrade, "BTCUSDT"), res)
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})
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}
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