bbgo_origin/pkg/exchange/okex/query_trades_test.go

83 lines
2.9 KiB
Go

package okex
import (
"context"
"testing"
"time"
"github.com/c9s/bbgo/pkg/testutil"
"github.com/c9s/bbgo/pkg/types"
"github.com/stretchr/testify/assert"
)
func Test_QueryTrades(t *testing.T) {
key, secret, passphrase, ok := testutil.IntegrationTestWithPassphraseConfigured(t, "OKEX")
if !ok {
t.Skip("Please configure all credentials about OKEX")
}
e := New(key, secret, passphrase)
queryOrder := types.OrderQuery{
Symbol: "BTCUSDT",
}
since := time.Now().AddDate(0, -3, 0)
until := time.Now()
queryOption := types.TradeQueryOptions{
StartTime: &since,
EndTime: &until,
Limit: 100,
}
// query by time interval
transactionDetail, err := e.QueryTrades(context.Background(), queryOrder.Symbol, &queryOption)
if assert.NoError(t, err) {
assert.NotEmpty(t, transactionDetail)
}
// query by trade id
transactionDetail, err = e.QueryTrades(context.Background(), queryOrder.Symbol, &types.TradeQueryOptions{LastTradeID: 432044402})
if assert.Error(t, err) {
assert.Empty(t, transactionDetail)
}
// query by no time interval and no trade id
transactionDetail, err = e.QueryTrades(context.Background(), queryOrder.Symbol, &types.TradeQueryOptions{})
if assert.Error(t, err) {
assert.Empty(t, transactionDetail)
}
// query by limit exceed default value
transactionDetail, err = e.QueryTrades(context.Background(), queryOrder.Symbol, &types.TradeQueryOptions{Limit: 150})
if assert.Error(t, err) {
assert.Empty(t, transactionDetail)
}
// pagenation test and test time interval : only end time
transactionDetail, err = e.QueryTrades(context.Background(), queryOrder.Symbol, &types.TradeQueryOptions{EndTime: &until, Limit: 1})
if assert.NoError(t, err) {
assert.NotEmpty(t, transactionDetail)
assert.Less(t, 1, len(transactionDetail))
}
// query by time interval: only start time
transactionDetail, err = e.QueryTrades(context.Background(), queryOrder.Symbol, &types.TradeQueryOptions{StartTime: &since, Limit: 100})
if assert.NoError(t, err) {
assert.NotEmpty(t, transactionDetail)
}
// query by combination: start time, end time and after
transactionDetail, err = e.QueryTrades(context.Background(), queryOrder.Symbol, &types.TradeQueryOptions{StartTime: &since, EndTime: &until, Limit: 1})
if assert.NoError(t, err) {
assert.NotEmpty(t, transactionDetail)
}
// query by time interval: 3 months earlier with start time and end time
since = time.Now().AddDate(0, -6, 0)
until = time.Now().AddDate(0, -3, 0)
transactionDetail, err = e.QueryTrades(context.Background(), queryOrder.Symbol, &types.TradeQueryOptions{StartTime: &since, EndTime: &until, Limit: 100})
if assert.NoError(t, err) {
assert.Empty(t, transactionDetail)
}
// query by time interval: 3 months earlier with start time
since = time.Now().AddDate(0, -6, 0)
transactionDetail, err = e.QueryTrades(context.Background(), queryOrder.Symbol, &types.TradeQueryOptions{StartTime: &since, Limit: 100})
if assert.NoError(t, err) {
assert.NotEmpty(t, transactionDetail)
}
}