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83 lines
2.3 KiB
Python
83 lines
2.3 KiB
Python
from decimal import Decimal
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import bbgo_pb2
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from bbgo.data import Balance
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from bbgo.data import ErrorMessage
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from bbgo.data import KLine
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from bbgo.utils import parse_time
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def test_balance_from_pb():
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exchange = 'max'
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currency = 'BTCUSDT'
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available = '3.1415926'
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locked = '2.7182818'
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borrowed = '0.1234567'
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balance_pb = bbgo_pb2.Balance(
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exchange=exchange,
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currency=currency,
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available=available,
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locked=locked,
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borrowed=borrowed,
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)
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balance = Balance.from_pb(balance_pb)
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assert balance.exchange == exchange
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assert balance.currency == currency
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assert balance.available == Decimal(available)
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assert balance.locked == Decimal(locked)
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assert balance.borrowed == Decimal(borrowed)
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def test_kline_from_pb():
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exchange = "binance"
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symbol = "BTCUSDT"
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open = "39919.31"
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high = "39919.32"
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low = "39919.31"
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close = "39919.31"
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volume = "0.27697"
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quote_volume = "11056.4530226"
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start_time = 1649833260000
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end_time = 1649833319999
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closed = True
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kline_pb = bbgo_pb2.KLine(exchange=exchange,
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symbol=symbol,
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open=open,
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high=high,
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low=low,
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close=close,
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volume=volume,
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quote_volume=quote_volume,
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start_time=start_time,
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end_time=end_time,
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closed=closed)
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kline = KLine.from_pb(kline_pb)
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assert kline.exchange == exchange
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assert kline.symbol == symbol
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assert kline.open == Decimal(open)
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assert kline.high == Decimal(high)
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assert kline.low == Decimal(low)
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assert kline.close == Decimal(close)
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assert kline.volume == Decimal(volume)
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assert kline.quote_volume == Decimal(quote_volume)
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assert kline.start_time == parse_time(start_time)
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assert kline.end_time == parse_time(end_time)
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assert closed == closed
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def test_order_from_pb():
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error_code = 123
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error_message = "error message 123"
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error_pb = bbgo_pb2.Error(error_code=error_code, error_message=error_message)
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error = ErrorMessage.from_pb(error_pb)
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assert error.code == error_code
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assert error.message == error_message
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