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1e35432e21
bbgo_origin/pkg/exchange/bitget/convert_test.go
c9s 24013a82ab
Merge pull request #1546 from c9s/feat/add-exchange-field-to-market 
FEATURE:  add exchange field to types.Market
2024-02-23 18:49:31 +08:00

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package bitget
import (
"strconv"
"testing"
"time"
"github.com/stretchr/testify/assert"
v2 "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi/v2"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
func Test_toGlobalBalance(t *testing.T) {
// sample:
// {
// "coinId":"10012",
// "coinName":"usdt",
// "available":"0",
// "frozen":"0",
// "lock":"0",
// "uTime":"1622697148"
// }
asset := v2.AccountAsset{
Coin: "USDT",
Available: fixedpoint.NewFromFloat(1.2),
Frozen: fixedpoint.NewFromFloat(0.5),
Locked: fixedpoint.NewFromFloat(0.5),
LimitAvailable: fixedpoint.Zero,
UpdatedTime: types.NewMillisecondTimestampFromInt(1622697148),
}
assert.Equal(t, types.Balance{
Currency: "USDT",
Available: fixedpoint.NewFromFloat(1.2),
Locked: fixedpoint.NewFromFloat(1), // frozen + lock
Borrowed: fixedpoint.Zero,
Interest: fixedpoint.Zero,
NetAsset: fixedpoint.Zero,
MaxWithdrawAmount: fixedpoint.Zero,
}, toGlobalBalance(asset))
}
func Test_toGlobalMarket(t *testing.T) {
// sample:
// {
// "symbol":"BTCUSDT",
// "baseCoin":"BTC",
// "quoteCoin":"USDT",
// "minTradeAmount":"0",
// "maxTradeAmount":"10000000000",
// "takerFeeRate":"0.002",
// "makerFeeRate":"0.002",
// "pricePrecision":"2",
// "quantityPrecision":"4",
// "quotePrecision":"6",
// "status":"online",
// "minTradeUSDT":"5",
// "buyLimitPriceRatio":"0.05",
// "sellLimitPriceRatio":"0.05"
// }
inst := v2.Symbol{
Symbol: "BTCUSDT",
BaseCoin: "BTC",
QuoteCoin: "USDT",
MinTradeAmount: fixedpoint.NewFromFloat(0),
MaxTradeAmount: fixedpoint.NewFromFloat(10000000000),
TakerFeeRate: fixedpoint.NewFromFloat(0.002),
MakerFeeRate: fixedpoint.NewFromFloat(0.002),
PricePrecision: fixedpoint.NewFromFloat(2),
QuantityPrecision: fixedpoint.NewFromFloat(4),
QuotePrecision: fixedpoint.NewFromFloat(6),
MinTradeUSDT: fixedpoint.NewFromFloat(5),
Status: v2.SymbolStatusOnline,
BuyLimitPriceRatio: fixedpoint.NewFromFloat(0.05),
SellLimitPriceRatio: fixedpoint.NewFromFloat(0.05),
}
exp := types.Market{
Exchange: types.ExchangeBitget,
Symbol: inst.Symbol,
LocalSymbol: inst.Symbol,
PricePrecision: 2,
VolumePrecision: 4,
QuoteCurrency: inst.QuoteCoin,
BaseCurrency: inst.BaseCoin,
MinNotional: inst.MinTradeUSDT,
MinAmount: inst.MinTradeUSDT,
MinQuantity: inst.MinTradeAmount,
MaxQuantity: inst.MaxTradeAmount,
StepSize: fixedpoint.NewFromFloat(0.0001),
MinPrice: fixedpoint.Zero,
MaxPrice: fixedpoint.Zero,
TickSize: fixedpoint.NewFromFloat(0.01),
}
assert.Equal(t, toGlobalMarket(inst), exp)
}
func Test_toGlobalTicker(t *testing.T) {
// sample:
// {
// "open":"36465.96",
// "symbol":"BTCUSDT",
// "high24h":"37040.25",
// "low24h":"36202.65",
// "lastPr":"36684.42",
// "quoteVolume":"311893591.2805",
// "baseVolume":"8507.3684",
// "usdtVolume":"311893591.280427",
// "ts":"1699947106122",
// "bidPr":"36684.49",
// "askPr":"36684.51",
// "bidSz":"0.3812",
// "askSz":"0.0133",
// "openUtc":"36465.96",
// "changeUtc24h":"0.00599",
// "change24h":"-0.00426"
// }
ticker := v2.Ticker{
Symbol: "BTCUSDT",
High24H: fixedpoint.NewFromFloat(24175.65),
Low24H: fixedpoint.NewFromFloat(23677.75),
LastPr: fixedpoint.NewFromFloat(24014.11),
QuoteVolume: fixedpoint.NewFromFloat(177689342.3025),
BaseVolume: fixedpoint.NewFromFloat(7421.5009),
UsdtVolume: fixedpoint.NewFromFloat(177689342.302407),
Ts: types.NewMillisecondTimestampFromInt(1660704288118),
BidPr: fixedpoint.NewFromFloat(24013.94),
AskPr: fixedpoint.NewFromFloat(24014.06),
BidSz: fixedpoint.NewFromFloat(0.0663),
AskSz: fixedpoint.NewFromFloat(0.0119),
OpenUtc: fixedpoint.NewFromFloat(23856.72),
ChangeUtc24H: fixedpoint.NewFromFloat(0.00301),
Change24H: fixedpoint.NewFromFloat(0.00069),
Open: fixedpoint.NewFromFloat(23856.72),
}
assert.Equal(t, types.Ticker{
Time: types.NewMillisecondTimestampFromInt(1660704288118).Time(),
Volume: fixedpoint.NewFromFloat(7421.5009),
Last: fixedpoint.NewFromFloat(24014.11),
Open: fixedpoint.NewFromFloat(23856.72),
High: fixedpoint.NewFromFloat(24175.65),
Low: fixedpoint.NewFromFloat(23677.75),
Buy: fixedpoint.NewFromFloat(24013.94),
Sell: fixedpoint.NewFromFloat(24014.06),
}, toGlobalTicker(ticker))
}
func Test_toGlobalSideType(t *testing.T) {
side, err := toGlobalSideType(v2.SideTypeBuy)
assert.NoError(t, err)
assert.Equal(t, types.SideTypeBuy, side)
side, err = toGlobalSideType(v2.SideTypeSell)
assert.NoError(t, err)
assert.Equal(t, types.SideTypeSell, side)
_, err = toGlobalSideType("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_toGlobalOrderType(t *testing.T) {
orderType, err := toGlobalOrderType(v2.OrderTypeMarket)
assert.NoError(t, err)
assert.Equal(t, types.OrderTypeMarket, orderType)
orderType, err = toGlobalOrderType(v2.OrderTypeLimit)
assert.NoError(t, err)
assert.Equal(t, types.OrderTypeLimit, orderType)
_, err = toGlobalOrderType("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_toGlobalOrderStatus(t *testing.T) {
status, err := toGlobalOrderStatus(v2.OrderStatusInit)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusNew, status)
status, err = toGlobalOrderStatus(v2.OrderStatusNew)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusNew, status)
status, err = toGlobalOrderStatus(v2.OrderStatusLive)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusNew, status)
status, err = toGlobalOrderStatus(v2.OrderStatusFilled)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusFilled, status)
status, err = toGlobalOrderStatus(v2.OrderStatusPartialFilled)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusPartiallyFilled, status)
status, err = toGlobalOrderStatus(v2.OrderStatusCancelled)
assert.NoError(t, err)
assert.Equal(t, types.OrderStatusCanceled, status)
_, err = toGlobalOrderStatus("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_unfilledOrderToGlobalOrder(t *testing.T) {
var (
assert = assert.New(t)
orderId = 1105087175647989764
unfilledOrder = v2.UnfilledOrder{
Symbol: "BTCUSDT",
OrderId: types.StrInt64(orderId),
ClientOrderId: "74b86af3-6098-479c-acac-bfb074c067f3",
PriceAvg: fixedpoint.NewFromFloat(1.2),
Size: fixedpoint.NewFromFloat(5),
OrderType: v2.OrderTypeLimit,
Side: v2.SideTypeBuy,
Status: v2.OrderStatusLive,
BasePrice: fixedpoint.NewFromFloat(0),
BaseVolume: fixedpoint.NewFromFloat(0),
QuoteVolume: fixedpoint.NewFromFloat(0),
EnterPointSource: "API",
OrderSource: "normal",
CreatedTime: types.NewMillisecondTimestampFromInt(1660704288118),
UpdatedTime: types.NewMillisecondTimestampFromInt(1660704288118),
}
)
t.Run("succeeds", func(t *testing.T) {
order, err := unfilledOrderToGlobalOrder(unfilledOrder)
assert.NoError(err)
assert.Equal(&types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "74b86af3-6098-479c-acac-bfb074c067f3",
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.NewFromFloat(5),
Price: fixedpoint.NewFromFloat(1.2),
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(orderId),
UUID: strconv.FormatInt(int64(orderId), 10),
Status: types.OrderStatusNew,
ExecutedQuantity: fixedpoint.NewFromFloat(0),
IsWorking: true,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
}, order)
})
t.Run("failed to convert side", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.Side = "xxx"
_, err := unfilledOrderToGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
t.Run("failed to convert oder type", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.OrderType = "xxx"
_, err := unfilledOrderToGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
t.Run("failed to convert oder status", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.Status = "xxx"
_, err := unfilledOrderToGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
}
func Test_toGlobalOrder(t *testing.T) {
var (
assert = assert.New(t)
orderId = 1105087175647989764
unfilledOrder = v2.OrderDetail{
UserId: 123456,
Symbol: "BTCUSDT",
OrderId: types.StrInt64(orderId),
ClientOrderId: "74b86af3-6098-479c-acac-bfb074c067f3",
Price: fixedpoint.NewFromFloat(1.2),
Size: fixedpoint.NewFromFloat(5),
OrderType: v2.OrderTypeLimit,
Side: v2.SideTypeBuy,
Status: v2.OrderStatusFilled,
PriceAvg: fixedpoint.NewFromFloat(1.4),
BaseVolume: fixedpoint.NewFromFloat(5),
QuoteVolume: fixedpoint.NewFromFloat(7.0005),
EnterPointSource: "API",
FeeDetailRaw: `{\"newFees\":{\"c\":0,\"d\":0,\"deduction\":false,\"r\":-0.0070005,\"t\":-0.0070005,\"totalDeductionFee\":0},\"USDT\":{\"deduction\":false,\"feeCoinCode\":\"USDT\",\"totalDeductionFee\":0,\"totalFee\":-0.007000500000}}`,
OrderSource: "normal",
CreatedTime: types.NewMillisecondTimestampFromInt(1660704288118),
UpdatedTime: types.NewMillisecondTimestampFromInt(1660704288118),
}
expOrder = &types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "74b86af3-6098-479c-acac-bfb074c067f3",
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.NewFromFloat(5),
Price: fixedpoint.NewFromFloat(1.2),
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(orderId),
UUID: strconv.FormatInt(int64(orderId), 10),
Status: types.OrderStatusFilled,
ExecutedQuantity: fixedpoint.NewFromFloat(5),
IsWorking: false,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
}
)
t.Run("succeeds with limit buy", func(t *testing.T) {
order, err := toGlobalOrder(unfilledOrder)
assert.NoError(err)
assert.Equal(expOrder, order)
})
t.Run("succeeds with limit sell", func(t *testing.T) {
newUnfilledOrder := unfilledOrder
newUnfilledOrder.Side = v2.SideTypeSell
newExpOrder := *expOrder
newExpOrder.Side = types.SideTypeSell
order, err := toGlobalOrder(newUnfilledOrder)
assert.NoError(err)
assert.Equal(&newExpOrder, order)
})
t.Run("succeeds with market sell", func(t *testing.T) {
newUnfilledOrder := unfilledOrder
newUnfilledOrder.Side = v2.SideTypeSell
newUnfilledOrder.OrderType = v2.OrderTypeMarket
newExpOrder := *expOrder
newExpOrder.Side = types.SideTypeSell
newExpOrder.Type = types.OrderTypeMarket
newExpOrder.Price = newUnfilledOrder.PriceAvg
order, err := toGlobalOrder(newUnfilledOrder)
assert.NoError(err)
assert.Equal(&newExpOrder, order)
})
t.Run("succeeds with market buy", func(t *testing.T) {
newUnfilledOrder := unfilledOrder
newUnfilledOrder.Side = v2.SideTypeBuy
newUnfilledOrder.OrderType = v2.OrderTypeMarket
newExpOrder := *expOrder
newExpOrder.Side = types.SideTypeBuy
newExpOrder.Type = types.OrderTypeMarket
newExpOrder.Price = newUnfilledOrder.PriceAvg
newExpOrder.Quantity = newUnfilledOrder.BaseVolume
order, err := toGlobalOrder(newUnfilledOrder)
assert.NoError(err)
assert.Equal(&newExpOrder, order)
})
t.Run("succeeds with limit buy", func(t *testing.T) {
order, err := toGlobalOrder(unfilledOrder)
assert.NoError(err)
assert.Equal(&types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "74b86af3-6098-479c-acac-bfb074c067f3",
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.NewFromFloat(5),
Price: fixedpoint.NewFromFloat(1.2),
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(orderId),
UUID: strconv.FormatInt(int64(orderId), 10),
Status: types.OrderStatusFilled,
ExecutedQuantity: fixedpoint.NewFromFloat(5),
IsWorking: false,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
}, order)
})
t.Run("failed to convert side", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.Side = "xxx"
_, err := toGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
t.Run("failed to convert oder type", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.OrderType = "xxx"
_, err := toGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
t.Run("failed to convert oder status", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.Status = "xxx"
_, err := toGlobalOrder(newOrder)
assert.ErrorContains(err, "xxx")
})
}
func Test_processMarketBuyQuantity(t *testing.T) {
var (
assert = assert.New(t)
filledBaseCoinQty = fixedpoint.NewFromFloat(3.5648)
filledPrice = fixedpoint.NewFromFloat(4.99998848)
priceAvg = fixedpoint.NewFromFloat(1.4026)
buyQty = fixedpoint.NewFromFloat(5)
)
t.Run("zero quantity on Init/New/Live/Cancelled", func(t *testing.T) {
qty, err := processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusInit)
assert.NoError(err)
assert.Equal(fixedpoint.Zero, qty)
qty, err = processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusNew)
assert.NoError(err)
assert.Equal(fixedpoint.Zero, qty)
qty, err = processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusLive)
assert.NoError(err)
assert.Equal(fixedpoint.Zero, qty)
qty, err = processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusCancelled)
assert.NoError(err)
assert.Equal(fixedpoint.Zero, qty)
})
t.Run("5 on PartialFilled", func(t *testing.T) {
priceAvg := fixedpoint.NewFromFloat(2)
buyQty := fixedpoint.NewFromFloat(10)
filledPrice := fixedpoint.NewFromFloat(4)
filledBaseCoinQty := fixedpoint.NewFromFloat(2)
qty, err := processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusPartialFilled)
assert.NoError(err)
assert.Equal(fixedpoint.NewFromFloat(5), qty)
})
t.Run("3.5648 on Filled", func(t *testing.T) {
qty, err := processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, v2.OrderStatusFilled)
assert.NoError(err)
assert.Equal(fixedpoint.NewFromFloat(3.5648), qty)
})
t.Run("unexpected order status", func(t *testing.T) {
_, err := processMarketBuyQuantity(filledBaseCoinQty, filledPrice, priceAvg, buyQty, "xxx")
assert.ErrorContains(err, "xxx")
})
}
func Test_toLocalOrderType(t *testing.T) {
orderType, err := toLocalOrderType(types.OrderTypeLimit)
assert.NoError(t, err)
assert.Equal(t, v2.OrderTypeLimit, orderType)
orderType, err = toLocalOrderType(types.OrderTypeMarket)
assert.NoError(t, err)
assert.Equal(t, v2.OrderTypeMarket, orderType)
_, err = toLocalOrderType("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_toLocalSide(t *testing.T) {
orderType, err := toLocalSide(types.SideTypeSell)
assert.NoError(t, err)
assert.Equal(t, v2.SideTypeSell, orderType)
orderType, err = toLocalSide(types.SideTypeBuy)
assert.NoError(t, err)
assert.Equal(t, v2.SideTypeBuy, orderType)
_, err = toLocalOrderType("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_isMaker(t *testing.T) {
isM, err := isMaker(v2.TradeTaker)
assert.NoError(t, err)
assert.False(t, isM)
isM, err = isMaker(v2.TradeMaker)
assert.NoError(t, err)
assert.True(t, isM)
_, err = isMaker("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_isFeeDiscount(t *testing.T) {
isDiscount, err := isFeeDiscount(v2.DiscountNo)
assert.NoError(t, err)
assert.False(t, isDiscount)
isDiscount, err = isFeeDiscount(v2.DiscountYes)
assert.NoError(t, err)
assert.True(t, isDiscount)
_, err = isFeeDiscount("xxx")
assert.ErrorContains(t, err, "xxx")
}
func Test_toGlobalTrade(t *testing.T) {
// {
// "userId":"8672173294",
// "symbol":"APEUSDT",
// "orderId":"1104337778433757184",
// "tradeId":"1104337778504044545",
// "orderType":"limit",
// "side":"sell",
// "priceAvg":"1.4001",
// "newSize":"5",
// "amount":"7.0005",
// "feeDetail":{
// "deduction":"no",
// "feeCoin":"USDT",
// "totalDeductionFee":"",
// "totalFee":"-0.0070005"
// },
// "tradeScope":"taker",
// "cTime":"1699020564676",
// "uTime":"1699020564687"
// }
trade := v2.Trade{
UserId: types.StrInt64(8672173294),
Symbol: "APEUSDT",
OrderId: types.StrInt64(1104337778433757184),
TradeId: types.StrInt64(1104337778504044545),
OrderType: v2.OrderTypeLimit,
Side: v2.SideTypeSell,
PriceAvg: fixedpoint.NewFromFloat(1.4001),
Size: fixedpoint.NewFromFloat(5),
Amount: fixedpoint.NewFromFloat(7.0005),
FeeDetail: v2.TradeFee{
Deduction: "no",
FeeCoin: "USDT",
TotalDeductionFee: fixedpoint.Zero,
TotalFee: fixedpoint.NewFromFloat(-0.0070005),
},
TradeScope: v2.TradeTaker,
CreatedTime: types.NewMillisecondTimestampFromInt(1699020564676),
UpdatedTime: types.NewMillisecondTimestampFromInt(1699020564687),
}
res, err := toGlobalTrade(trade)
assert.NoError(t, err)
assert.Equal(t, &types.Trade{
ID: uint64(1104337778504044545),
OrderID: uint64(1104337778433757184),
Exchange: types.ExchangeBitget,
Price: fixedpoint.NewFromFloat(1.4001),
Quantity: fixedpoint.NewFromFloat(5),
QuoteQuantity: fixedpoint.NewFromFloat(7.0005),
Symbol: "APEUSDT",
Side: types.SideTypeSell,
IsBuyer: false,
IsMaker: false,
Time: types.Time(types.NewMillisecondTimestampFromInt(1699020564676)),
Fee: fixedpoint.NewFromFloat(0.0070005),
FeeCurrency: "USDT",
FeeDiscounted: false,
}, res)
}
func Test_toGlobalBalanceMap(t *testing.T) {
assert.Equal(t, types.BalanceMap{
"BTC": {
Currency: "BTC",
Available: fixedpoint.NewFromFloat(0.5),
Locked: fixedpoint.NewFromFloat(0.6 + 0.7),
},
}, toGlobalBalanceMap([]Balance{
{
Coin: "BTC",
Available: fixedpoint.NewFromFloat(0.5),
Frozen: fixedpoint.NewFromFloat(0.6),
Locked: fixedpoint.NewFromFloat(0.7),
LimitAvailable: fixedpoint.Zero,
UpdatedTime: types.NewMillisecondTimestampFromInt(1699020564676),
},
}))
}
func Test_toGlobalKLines(t *testing.T) {
symbol := "BTCUSDT"
interval := types.Interval15m
resp := v2.KLineResponse{
/*
[
{
"Ts": "1699816800000",
"OpenPrice": 29045.3,
"HighPrice": 29228.56,
"LowPrice": 29045.3,
"ClosePrice": 29228.56,
"Volume": 9.265593,
"QuoteVolume": 270447.43520753,
"UsdtVolume": 270447.43520753
},
{
"Ts": "1699816800000",
"OpenPrice": 29167.33,
"HighPrice": 29229.08,
"LowPrice": 29000,
"ClosePrice": 29045.3,
"Volume": 9.295508,
"QuoteVolume": 270816.87513775,
"UsdtVolume": 270816.87513775
}
]
*/
{
Ts: types.NewMillisecondTimestampFromInt(1691486100000),
Open: fixedpoint.NewFromFloat(29045.3),
High: fixedpoint.NewFromFloat(29228.56),
Low: fixedpoint.NewFromFloat(29045.3),
Close: fixedpoint.NewFromFloat(29228.56),
Volume: fixedpoint.NewFromFloat(9.265593),
QuoteVolume: fixedpoint.NewFromFloat(270447.43520753),
UsdtVolume: fixedpoint.NewFromFloat(270447.43520753),
},
{
Ts: types.NewMillisecondTimestampFromInt(1691487000000),
Open: fixedpoint.NewFromFloat(29167.33),
High: fixedpoint.NewFromFloat(29229.08),
Low: fixedpoint.NewFromFloat(29000),
Close: fixedpoint.NewFromFloat(29045.3),
Volume: fixedpoint.NewFromFloat(9.295508),
QuoteVolume: fixedpoint.NewFromFloat(270816.87513775),
UsdtVolume: fixedpoint.NewFromFloat(270447.43520753),
},
}
expKlines := []types.KLine{
{
Exchange: types.ExchangeBitget,
Symbol: symbol,
StartTime: types.Time(resp[0].Ts.Time()),
EndTime: types.Time(resp[0].Ts.Time().Add(interval.Duration() - time.Millisecond)),
Interval: interval,
Open: fixedpoint.NewFromFloat(29045.3),
Close: fixedpoint.NewFromFloat(29228.56),
High: fixedpoint.NewFromFloat(29228.56),
Low: fixedpoint.NewFromFloat(29045.3),
Volume: fixedpoint.NewFromFloat(9.265593),
QuoteVolume: fixedpoint.NewFromFloat(270447.43520753),
Closed: false,
},
{
Exchange: types.ExchangeBitget,
Symbol: symbol,
StartTime: types.Time(resp[1].Ts.Time()),
EndTime: types.Time(resp[1].Ts.Time().Add(interval.Duration() - time.Millisecond)),
Interval: interval,
Open: fixedpoint.NewFromFloat(29167.33),
Close: fixedpoint.NewFromFloat(29045.3),
High: fixedpoint.NewFromFloat(29229.08),
Low: fixedpoint.NewFromFloat(29000),
Volume: fixedpoint.NewFromFloat(9.295508),
QuoteVolume: fixedpoint.NewFromFloat(270816.87513775),
Closed: false,
},
}
assert.Equal(t, toGlobalKLines(symbol, interval, resp), expKlines)
}
func Test_toGlobalTimeInForce(t *testing.T) {
force, err := toGlobalTimeInForce(v2.OrderForceFOK)
assert.NoError(t, err)
assert.Equal(t, types.TimeInForceFOK, force)
force, err = toGlobalTimeInForce(v2.OrderForceGTC)
assert.NoError(t, err)
assert.Equal(t, types.TimeInForceGTC, force)
force, err = toGlobalTimeInForce(v2.OrderForcePostOnly)
assert.NoError(t, err)
assert.Equal(t, types.TimeInForceGTC, force)
force, err = toGlobalTimeInForce(v2.OrderForceIOC)
assert.NoError(t, err)
assert.Equal(t, types.TimeInForceIOC, force)
_, err = toGlobalTimeInForce("xxx")
assert.ErrorContains(t, err, "xxx")
}
func TestOrder_processMarketBuyQuantity(t *testing.T) {
t.Run("zero qty", func(t *testing.T) {
o := Order{}
for _, s := range []v2.OrderStatus{v2.OrderStatusLive, v2.OrderStatusNew, v2.OrderStatusInit, v2.OrderStatusCancelled} {
o.Status = s
qty, err := o.processMarketBuyQuantity()
assert.NoError(t, err)
assert.Equal(t, fixedpoint.Zero, qty)
}
})
t.Run("calculate qty", func(t *testing.T) {
o := Order{
NewSize: fixedpoint.NewFromFloat(2),
Trade: Trade{
FillPrice: fixedpoint.NewFromFloat(1),
},
Status: v2.OrderStatusPartialFilled,
}
qty, err := o.processMarketBuyQuantity()
assert.NoError(t, err)
assert.Equal(t, fixedpoint.NewFromFloat(2), qty)
})
t.Run("return accumulated balance", func(t *testing.T) {
o := Order{
AccBaseVolume: fixedpoint.NewFromFloat(5),
Status: v2.OrderStatusFilled,
}
qty, err := o.processMarketBuyQuantity()
assert.NoError(t, err)
assert.Equal(t, fixedpoint.NewFromFloat(5), qty)
})
t.Run("unexpected status", func(t *testing.T) {
o := Order{
Status: "xxx",
}
_, err := o.processMarketBuyQuantity()
assert.ErrorContains(t, err, "xxx")
})
}
func TestOrder_toGlobalOrder(t *testing.T) {
o := Order{
Trade: Trade{
FillPrice: fixedpoint.NewFromFloat(0.49016),
TradeId: types.StrInt64(1107950490073112582),
BaseVolume: fixedpoint.NewFromFloat(33.6558),
FillTime: types.NewMillisecondTimestampFromInt(1699881902235),
FillFee: fixedpoint.NewFromFloat(-0.0336558),
FillFeeCoin: "BGB",
TradeScope: "T",
},
InstId: "BGBUSDT",
OrderId: types.StrInt64(1107950489998626816),
ClientOrderId: "cc73aab9-1e44-4022-8458-60d8c6a08753",
NewSize: fixedpoint.NewFromFloat(39.0),
Notional: fixedpoint.NewFromFloat(39.0),
OrderType: v2.OrderTypeMarket,
Force: v2.OrderForceGTC,
Side: v2.SideTypeBuy,
AccBaseVolume: fixedpoint.NewFromFloat(33.6558),
PriceAvg: fixedpoint.NewFromFloat(0.49016),
Status: v2.OrderStatusPartialFilled,
CreatedTime: types.NewMillisecondTimestampFromInt(1699881902217),
UpdatedTime: types.NewMillisecondTimestampFromInt(1699881902248),
FeeDetail: nil,
EnterPointSource: "API",
}
// market buy example:
// {
// "instId":"BGBUSDT",
// "orderId":"1107950489998626816",
// "clientOid":"cc73aab9-1e44-4022-8458-60d8c6a08753",
// "newSize":"39.0000",
// "notional":"39.000000",
// "orderType":"market",
// "force":"gtc",
// "side":"buy",
// "fillPrice":"0.49016",
// "tradeId":"1107950490073112582",
// "baseVolume":"33.6558",
// "fillTime":"1699881902235",
// "fillFee":"-0.0336558",
// "fillFeeCoin":"BGB",
// "tradeScope":"T",
// "accBaseVolume":"33.6558",
// "priceAvg":"0.49016",
// "status":"partially_filled",
// "cTime":"1699881902217",
// "uTime":"1699881902248",
// "feeDetail":[
// {
// "feeCoin":"BGB",
// "fee":"-0.0336558"
// }
// ],
// "enterPointSource":"API"
// }
t.Run("market buy", func(t *testing.T) {
newO := o
res, err := newO.toGlobalOrder()
assert.NoError(t, err)
assert.Equal(t, types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "cc73aab9-1e44-4022-8458-60d8c6a08753",
Symbol: "BGBUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeMarket,
Quantity: newO.NewSize.Div(newO.FillPrice),
Price: newO.PriceAvg,
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(newO.OrderId),
UUID: strconv.FormatInt(int64(newO.OrderId), 10),
Status: types.OrderStatusPartiallyFilled,
ExecutedQuantity: newO.AccBaseVolume,
IsWorking: newO.Status.IsWorking(),
CreationTime: types.Time(newO.CreatedTime),
UpdateTime: types.Time(newO.UpdatedTime),
}, res)
})
// market sell example:
// {
// "instId":"BGBUSDT",
// "orderId":"1107940456212631553",
// "clientOid":"088bb971-858e-48e2-b503-85c3274edd89",
// "newSize":"285.0000",
// "orderType":"market",
// "force":"gtc",
// "side":"sell",
// "fillPrice":"0.48706",
// "tradeId":"1107940456278728706",
// "baseVolume":"22.5840",
// "fillTime":"1699879509992",
// "fillFee":"-0.01099976304",
// "fillFeeCoin":"USDT",
// "tradeScope":"T",
// "accBaseVolume":"45.1675",
// "priceAvg":"0.48706",
// "status":"partially_filled",
// "cTime":"1699879509976",
// "uTime":"1699879510007",
// "feeDetail":[
// {
// "feeCoin":"USDT",
// "fee":"-0.02199928255"
// }
// ],
// "enterPointSource":"API"
// }
t.Run("market sell", func(t *testing.T) {
newO := o
newO.OrderType = v2.OrderTypeMarket
newO.Side = v2.SideTypeSell
res, err := newO.toGlobalOrder()
assert.NoError(t, err)
assert.Equal(t, types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "cc73aab9-1e44-4022-8458-60d8c6a08753",
Symbol: "BGBUSDT",
Side: types.SideTypeSell,
Type: types.OrderTypeMarket,
Quantity: newO.NewSize,
Price: newO.PriceAvg,
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(newO.OrderId),
UUID: strconv.FormatInt(int64(newO.OrderId), 10),
Status: types.OrderStatusPartiallyFilled,
ExecutedQuantity: newO.AccBaseVolume,
IsWorking: newO.Status.IsWorking(),
CreationTime: types.Time(newO.CreatedTime),
UpdateTime: types.Time(newO.UpdatedTime),
}, res)
})
// limit buy example:
// {
// "instId":"BGBUSDT",
// "orderId":"1107955329902481408",
// "clientOid":"c578164a-bf34-44ba-8bb7-a1538f33b1b8",
// "price":"0.49998",
// "newSize":"24.9990",
// "notional":"24.999000",
// "orderType":"limit",
// "force":"gtc",
// "side":"buy",
// "fillPrice":"0.49998",
// "tradeId":"1107955401758285828",
// "baseVolume":"15.9404",
// "fillTime":"1699883073272",
// "fillFee":"-0.0159404",
// "fillFeeCoin":"BGB",
// "tradeScope":"M",
// "accBaseVolume":"15.9404",
// "priceAvg":"0.49998",
// "status":"partially_filled",
// "cTime":"1699883056140",
// "uTime":"1699883073285",
// "feeDetail":[
// {
// "feeCoin":"BGB",
// "fee":"-0.0159404"
// }
// ],
// "enterPointSource":"API"
// }
t.Run("limit buy", func(t *testing.T) {
newO := o
newO.Price = fixedpoint.NewFromFloat(0.49998)
newO.OrderType = v2.OrderTypeLimit
res, err := newO.toGlobalOrder()
assert.NoError(t, err)
assert.Equal(t, types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "cc73aab9-1e44-4022-8458-60d8c6a08753",
Symbol: "BGBUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: newO.NewSize,
Price: newO.Price,
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(newO.OrderId),
UUID: strconv.FormatInt(int64(newO.OrderId), 10),
Status: types.OrderStatusPartiallyFilled,
ExecutedQuantity: newO.AccBaseVolume,
IsWorking: newO.Status.IsWorking(),
CreationTime: types.Time(newO.CreatedTime),
UpdateTime: types.Time(newO.UpdatedTime),
}, res)
})
// limit sell example:
// {
// "instId":"BGBUSDT",
// "orderId":"1107936497259417600",
// "clientOid":"02d4592e-091c-4b5a-aef3-6a7cf57b5e82",
// "price":"0.48710",
// "newSize":"280.0000",
// "orderType":"limit",
// "force":"gtc",
// "side":"sell",
// "fillPrice":"0.48710",
// "tradeId":"1107937053540556809",
// "baseVolume":"41.0593",
// "fillTime":"1699878698716",
// "fillFee":"-0.01999998503",
// "fillFeeCoin":"USDT",
// "tradeScope":"M",
// "accBaseVolume":"146.3209",
// "priceAvg":"0.48710",
// "status":"partially_filled",
// "cTime":"1699878566088",
// "uTime":"1699878698746",
// "feeDetail":[
// {
// "feeCoin":"USDT",
// "fee":"-0.07127291039"
// }
// ],
// "enterPointSource":"API"
// }
t.Run("limit sell", func(t *testing.T) {
newO := o
newO.OrderType = v2.OrderTypeLimit
newO.Side = v2.SideTypeSell
newO.Price = fixedpoint.NewFromFloat(0.48710)
res, err := newO.toGlobalOrder()
assert.NoError(t, err)
assert.Equal(t, types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "cc73aab9-1e44-4022-8458-60d8c6a08753",
Symbol: "BGBUSDT",
Side: types.SideTypeSell,
Type: types.OrderTypeLimit,
Quantity: newO.NewSize,
Price: newO.Price,
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(newO.OrderId),
UUID: strconv.FormatInt(int64(newO.OrderId), 10),
Status: types.OrderStatusPartiallyFilled,
ExecutedQuantity: newO.AccBaseVolume,
IsWorking: newO.Status.IsWorking(),
CreationTime: types.Time(newO.CreatedTime),
UpdateTime: types.Time(newO.UpdatedTime),
}, res)
})
t.Run("unexpected status", func(t *testing.T) {
newO := o
newO.Status = "xxx"
_, err := newO.toGlobalOrder()
assert.ErrorContains(t, err, "xxx")
})
t.Run("unexpected time-in-force", func(t *testing.T) {
newO := o
newO.Force = "xxx"
_, err := newO.toGlobalOrder()
assert.ErrorContains(t, err, "xxx")
})
t.Run("unexpected order type", func(t *testing.T) {
newO := o
newO.OrderType = "xxx"
_, err := newO.toGlobalOrder()
assert.ErrorContains(t, err, "xxx")
})
t.Run("unexpected side", func(t *testing.T) {
newO := o
newO.Side = "xxx"
_, err := newO.toGlobalOrder()
assert.ErrorContains(t, err, "xxx")
})
}
func TestOrder_toGlobalTrade(t *testing.T) {
// market buy example:
// {
// "instId":"BGBUSDT",
// "orderId":"1107950489998626816",
// "clientOid":"cc73aab9-1e44-4022-8458-60d8c6a08753",
// "newSize":"39.0000",
// "notional":"39.000000",
// "orderType":"market",
// "force":"gtc",
// "side":"buy",
// "fillPrice":"0.49016",
// "tradeId":"1107950490073112582",
// "baseVolume":"33.6558",
// "fillTime":"1699881902235",
// "fillFee":"-0.0336558",
// "fillFeeCoin":"BGB",
// "tradeScope":"T",
// "accBaseVolume":"33.6558",
// "priceAvg":"0.49016",
// "status":"partially_filled",
// "cTime":"1699881902217",
// "uTime":"1699881902248",
// "feeDetail":[
// {
// "feeCoin":"BGB",
// "fee":"-0.0336558"
// }
// ],
// "enterPointSource":"API"
// }
o := Order{
Trade: Trade{
FillPrice: fixedpoint.NewFromFloat(0.49016),
TradeId: types.StrInt64(1107950490073112582),
BaseVolume: fixedpoint.NewFromFloat(33.6558),
FillTime: types.NewMillisecondTimestampFromInt(1699881902235),
FillFee: fixedpoint.NewFromFloat(-0.0336558),
FillFeeCoin: "BGB",
TradeScope: "T",
},
InstId: "BGBUSDT",
OrderId: types.StrInt64(1107950489998626816),
ClientOrderId: "cc73aab9-1e44-4022-8458-60d8c6a08753",
NewSize: fixedpoint.NewFromFloat(39.0),
Notional: fixedpoint.NewFromFloat(39.0),
OrderType: v2.OrderTypeMarket,
Force: v2.OrderForceGTC,
Side: v2.SideTypeBuy,
AccBaseVolume: fixedpoint.NewFromFloat(33.6558),
PriceAvg: fixedpoint.NewFromFloat(0.49016),
Status: v2.OrderStatusPartialFilled,
CreatedTime: types.NewMillisecondTimestampFromInt(1699881902217),
UpdatedTime: types.NewMillisecondTimestampFromInt(1699881902248),
FeeDetail: nil,
EnterPointSource: "API",
}
t.Run("succeeds", func(t *testing.T) {
res, err := o.toGlobalTrade()
assert.NoError(t, err)
assert.Equal(t, types.Trade{
ID: uint64(o.TradeId),
OrderID: uint64(o.OrderId),
Exchange: types.ExchangeBitget,
Price: o.FillPrice,
Quantity: o.BaseVolume,
QuoteQuantity: o.FillPrice.Mul(o.BaseVolume),
Symbol: "BGBUSDT",
Side: types.SideTypeBuy,
IsBuyer: true,
IsMaker: false,
Time: types.Time(o.FillTime),
Fee: o.FillFee.Abs(),
FeeCurrency: "BGB",
}, res)
})
t.Run("unexpected trade scope", func(t *testing.T) {
newO := o
newO.TradeScope = "xxx"
_, err := newO.toGlobalTrade()
assert.ErrorContains(t, err, "xxx")
})
t.Run("unexpected side type", func(t *testing.T) {
newO := o
newO.Side = "xxx"
_, err := newO.toGlobalTrade()
assert.ErrorContains(t, err, "xxx")
})
t.Run("unexpected side type", func(t *testing.T) {
newO := o
newO.Status = "xxx"
_, err := newO.toGlobalTrade()
assert.ErrorContains(t, err, "xxx")
})
}
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