mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 00:05:15 +00:00
723 lines
18 KiB
Go
723 lines
18 KiB
Go
package bitget
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import (
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"context"
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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/fixedpoint"
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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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return NewStream(os.Getenv("BITGET_API_KEY"),
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os.Getenv("BITGET_API_SECRET"),
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os.Getenv("BITGET_API_PASSPHRASE"))
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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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"AAVEUSDT",
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"ADAUSDT",
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"ALICEUSDT",
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"AXSUSDT",
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"BTCUSDT",
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"COMPUSDT",
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"DAIUSDT",
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"DOGEUSDT",
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"DOTUSDT",
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"ETHUSDT",
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"FILUSDT",
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"GALAUSDT",
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"GRTUSDT",
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"LINKUSDT",
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"LTCUSDT",
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"MANAUSDT",
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"MATICUSDT",
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"PAXGUSDT",
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"SANDUSDT",
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"SLPUSDT",
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"SOLUSDT",
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"UNIUSDT",
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"XLMUSDT",
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"YFIUSDT",
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"APEUSDT",
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"ARUSDT",
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"BNBUSDT",
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"CHZUSDT",
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"ENSUSDT",
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"ETCUSDT",
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"FTMUSDT",
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"GMTUSDT",
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"LOOKSUSDT",
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"XTZUSDT",
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"ARBUSDT",
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"LDOUSDT",
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"TRXUSDT",
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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.DepthLevel5,
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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", len(book.Bids), len(book.Asks), book.Symbol, book.Time, book)
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})
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s.OnBookUpdate(func(book types.SliceOrderBook) {
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t.Log("got update", len(book.Bids), len(book.Asks), book.Symbol, book.Time, 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.DepthLevel200,
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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.DepthLevel200,
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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("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("kline test", func(t *testing.T) {
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s.Subscribe(types.KLineChannel, "BTCUSDT", types.SubscribeOptions{Interval: types.Interval1w})
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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("got update", kline)
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})
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s.OnKLineClosed(func(kline types.KLine) {
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t.Log("got closed update", 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("private test", func(t *testing.T) {
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s.SetPrivateChannelSymbols([]string{"BTCUSDT"})
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err := s.Connect(context.Background())
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assert.NoError(t, err)
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s.OnBalanceSnapshot(func(balances types.BalanceMap) {
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t.Log("get balances", balances)
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})
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s.OnBalanceUpdate(func(balances types.BalanceMap) {
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t.Log("get update", balances)
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})
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s.OnOrderUpdate(func(order types.Order) {
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t.Log("order update", order)
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})
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s.OnTradeUpdate(func(trade types.Trade) {
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t.Log("trade 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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}
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func TestStream_parseWebSocketEvent(t *testing.T) {
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t.Run("op subscribe event", func(t *testing.T) {
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input := `{
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"event":"subscribe",
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"arg":{
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"instType":"SPOT",
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"channel":"books5",
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"instId":"BTCUSDT"
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}
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}`
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res, err := parseWebSocketEvent([]byte(input))
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assert.NoError(t, err)
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opEvent, ok := res.(*WsEvent)
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assert.True(t, ok)
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assert.Equal(t, WsEvent{
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Event: WsEventSubscribe,
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Arg: WsArg{
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InstType: instSpV2,
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Channel: ChannelOrderBook5,
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InstId: "BTCUSDT",
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},
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}, *opEvent)
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assert.NoError(t, opEvent.IsValid())
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})
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t.Run("op unsubscribe event", func(t *testing.T) {
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input := `{
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"event":"unsubscribe",
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"arg":{
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"instType":"SPOT",
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"channel":"books5",
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"instId":"BTCUSDT"
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}
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}`
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res, err := parseWebSocketEvent([]byte(input))
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assert.NoError(t, err)
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opEvent, ok := res.(*WsEvent)
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assert.True(t, ok)
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assert.Equal(t, WsEvent{
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Event: WsEventUnsubscribe,
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Arg: WsArg{
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InstType: instSpV2,
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Channel: ChannelOrderBook5,
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InstId: "BTCUSDT",
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},
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}, *opEvent)
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})
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t.Run("op error event", func(t *testing.T) {
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input := `{
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"event":"error",
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"arg":{
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"instType":"SPOT",
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"channel":"books5",
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"instId":"BTCUSDT-"
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},
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"code":30001,
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"msg":"instType:sp,channel:books5,instId:BTCUSDT- doesn't exist",
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"op":"subscribe"
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}`
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res, err := parseWebSocketEvent([]byte(input))
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assert.NoError(t, err)
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opEvent, ok := res.(*WsEvent)
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assert.True(t, ok)
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assert.Equal(t, WsEvent{
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Event: WsEventError,
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Code: 30001,
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Msg: "instType:sp,channel:books5,instId:BTCUSDT- doesn't exist",
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Op: "subscribe",
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Arg: WsArg{
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InstType: instSpV2,
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Channel: ChannelOrderBook5,
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InstId: "BTCUSDT-",
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},
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}, *opEvent)
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})
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t.Run("Orderbook event", func(t *testing.T) {
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input := `{
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"action":"%s",
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"arg":{
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"instType":"SPOT",
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"channel":"books5",
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"instId":"BTCUSDT"
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},
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"data":[
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{
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"asks":[
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[
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"28350.78",
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"0.2082"
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],
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[
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"28350.80",
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"0.2081"
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]
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],
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"bids":[
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[
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"28350.70",
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"0.5585"
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],
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[
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"28350.67",
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"6.8175"
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]
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],
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"checksum":0,
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"ts":"1697593934630"
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}
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],
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"ts":1697593934630
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}`
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eventFn := func(in string, actionType ActionType) {
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res, err := parseWebSocketEvent([]byte(in))
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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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Events: []struct {
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Asks types.PriceVolumeSlice `json:"asks"`
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// Order book on buy side, descending order
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Bids types.PriceVolumeSlice `json:"bids"`
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Ts types.MillisecondTimestamp `json:"ts"`
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Checksum int `json:"checksum"`
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}{
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{
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Asks: []types.PriceVolume{
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{
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Price: fixedpoint.NewFromFloat(28350.78),
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Volume: fixedpoint.NewFromFloat(0.2082),
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},
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{
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Price: fixedpoint.NewFromFloat(28350.80),
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Volume: fixedpoint.NewFromFloat(0.2081),
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},
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},
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Bids: []types.PriceVolume{
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{
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Price: fixedpoint.NewFromFloat(28350.70),
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Volume: fixedpoint.NewFromFloat(0.5585),
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},
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{
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Price: fixedpoint.NewFromFloat(28350.67),
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Volume: fixedpoint.NewFromFloat(6.8175),
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},
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},
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Ts: types.NewMillisecondTimestampFromInt(1697593934630),
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Checksum: 0,
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},
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},
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actionType: actionType,
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instId: "BTCUSDT",
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}, *book)
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}
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t.Run("snapshot type", func(t *testing.T) {
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snapshotInput := fmt.Sprintf(input, ActionTypeSnapshot)
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eventFn(snapshotInput, ActionTypeSnapshot)
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})
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t.Run("update type", func(t *testing.T) {
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snapshotInput := fmt.Sprintf(input, ActionTypeUpdate)
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eventFn(snapshotInput, ActionTypeUpdate)
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})
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})
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}
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func Test_parseWebSocketEvent_MarketTrade(t *testing.T) {
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t.Run("MarketTrade event", func(t *testing.T) {
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input := `{
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"action":"%s",
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"arg":{
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"instType":"SPOT",
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"channel":"trade",
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"instId":"BTCUSDT"
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},
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"data":[
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{
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"ts":"1723476690562",
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"price":"59440.52",
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"size":"0.018545",
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"side":"sell",
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"tradeId":"1206914205132210181"
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},
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{
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"ts":"1723476690562",
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"price":"59440.52",
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"size":"0.001255",
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"side":"sell",
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"tradeId":"1206914205132210179"
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}
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],
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"ts":1697697791670
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}`
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eventFn := func(in string, actionType ActionType) {
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res, err := parseWebSocketEvent([]byte(in))
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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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Events: MarketTradeSlice{
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{
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Ts: types.NewMillisecondTimestampFromInt(1723476690562),
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Price: fixedpoint.NewFromFloat(59440.52),
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Size: fixedpoint.NewFromFloat(0.018545),
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Side: "sell",
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TradeId: 1206914205132210181,
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},
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{
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Ts: types.NewMillisecondTimestampFromInt(1723476690562),
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Price: fixedpoint.NewFromFloat(59440.52),
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Size: fixedpoint.NewFromFloat(0.001255),
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Side: "sell",
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TradeId: 1206914205132210179,
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},
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},
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actionType: actionType,
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instId: "BTCUSDT",
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}, *book)
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}
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t.Run("snapshot type", func(t *testing.T) {
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snapshotInput := fmt.Sprintf(input, ActionTypeSnapshot)
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eventFn(snapshotInput, ActionTypeSnapshot)
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})
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t.Run("update type", func(t *testing.T) {
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snapshotInput := fmt.Sprintf(input, ActionTypeUpdate)
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eventFn(snapshotInput, ActionTypeUpdate)
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})
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})
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t.Run("Unexpected timestamp", func(t *testing.T) {
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input := `{
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"action":"%s",
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"arg":{
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"instType":"SPOT",
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"channel":"trade",
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"instId":"BTCUSDT"
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},
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"data":[{"ts":"TIMESTAMP","price":"59440.52","size":"0.018545","side":"sell","tradeId":"1206914205132210181"},{"ts":"1723476690562","price":"59440.52","size":"0.001255","side":"sell","tradeId":"1206914205132210179"}],
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"ts":1697697791670
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}`
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_, err := parseWebSocketEvent([]byte(input))
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assert.ErrorContains(t, err, "failed to unmarshal data")
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})
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// TODO: If a non-numeric value causes panic, then let's comment out this test for now.
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//t.Run("Unexpected price", func(t *testing.T) {
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// input := `{
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// "action":"%s",
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// "arg":{
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// "instType":"SPOT",
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// "channel":"trade",
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// "instId":"BTCUSDT"
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// },
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// "data":[{"ts":"1723476690562","price":"UNEXPECTED","size":"0.018545","side":"sell","tradeId":"1206914205132210181"},{"ts":"1723476690562","price":"59440.52","size":"0.001255","side":"sell","tradeId":"1206914205132210179"}],
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// "ts":1697697791670
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// }`
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// _, err := parseWebSocketEvent([]byte(input))
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// assert.ErrorContains(t, err, "failed to unmarshal data")
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//})
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//
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// TODO: If a non-numeric value causes panic, then let's comment out this test for now.
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//t.Run("Unexpected size", func(t *testing.T) {
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// input := `{
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// "action":"%s",
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// "arg":{
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// "instType":"SPOT",
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// "channel":"trade",
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// "instId":"BTCUSDT"
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// },
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// "data":[{"ts":"1723476690562","price":"59440.52","size":"2v","side":"sell","tradeId":"1206914205132210181"},{"ts":"1723476690562","price":"59440.52","size":"0.001255","side":"sell","tradeId":"1206914205132210179"}],
|
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// "ts":1697697791670
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// }`
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// _, err := parseWebSocketEvent([]byte(input))
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// assert.ErrorContains(t, err, "failed to unmarshal data")
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//})
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|
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t.Run("Unexpected side", func(t *testing.T) {
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input := `{
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"action":"%s",
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"arg":{
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"instType":"SPOT",
|
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"channel":"trade",
|
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"instId":"BTCUSDT"
|
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},
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"data":[{"ts":"1723476690562","price":"59440.52","size":"0.018545","side":"ssss","tradeId":"1206914205132210181"},{"ts":"1723476690562","price":"59440.52","size":"0.001255","side":"sell","tradeId":"1206914205132210179"}],
|
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"ts":1697697791670
|
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}`
|
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_, err := parseWebSocketEvent([]byte(input))
|
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assert.ErrorContains(t, err, "failed to unmarshal data")
|
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})
|
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}
|
|
|
|
func Test_parseWebSocketEvent_KLine(t *testing.T) {
|
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t.Run("KLine event", func(t *testing.T) {
|
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input := `{
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"action":"%s",
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"arg":{
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"instType":"SPOT",
|
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"channel":"candle5m",
|
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"instId":"BTCUSDT"
|
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},
|
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"data":[
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["1698744600000","34361.49","34458.98","34355.53","34416.41","99.6631", "123456", "123"]
|
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],
|
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"ts":1697697791670
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}`
|
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|
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eventFn := func(in string, actionType ActionType) {
|
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res, err := parseWebSocketEvent([]byte(in))
|
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assert.NoError(t, err)
|
|
kline, ok := res.(*KLineEvent)
|
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assert.True(t, ok)
|
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assert.Equal(t, KLineEvent{
|
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channel: "candle5m",
|
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Events: KLineSlice{
|
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{
|
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StartTime: types.NewMillisecondTimestampFromInt(1698744600000),
|
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OpenPrice: fixedpoint.NewFromFloat(34361.49),
|
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HighestPrice: fixedpoint.NewFromFloat(34458.98),
|
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LowestPrice: fixedpoint.NewFromFloat(34355.53),
|
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ClosePrice: fixedpoint.NewFromFloat(34416.41),
|
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Volume: fixedpoint.NewFromFloat(99.6631),
|
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QuoteVolume: fixedpoint.NewFromFloat(123456),
|
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},
|
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},
|
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actionType: actionType,
|
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instId: "BTCUSDT",
|
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}, *kline)
|
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}
|
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|
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t.Run("snapshot type", func(t *testing.T) {
|
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snapshotInput := fmt.Sprintf(input, ActionTypeSnapshot)
|
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eventFn(snapshotInput, ActionTypeSnapshot)
|
|
})
|
|
|
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t.Run("update type", func(t *testing.T) {
|
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snapshotInput := fmt.Sprintf(input, ActionTypeUpdate)
|
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eventFn(snapshotInput, ActionTypeUpdate)
|
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})
|
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})
|
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|
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t.Run("Unexpected length of kline", func(t *testing.T) {
|
|
input := `{
|
|
"action":"%s",
|
|
"arg":{
|
|
"instType":"SPOT",
|
|
"channel":"candle5m",
|
|
"instId":"BTCUSDT"
|
|
},
|
|
"data":[
|
|
["1698744600000","34361.49","34458.98","34355.53","34416.41","99.6631", "123456", "123", "123"]
|
|
],
|
|
"ts":1697697791670
|
|
}`
|
|
_, err := parseWebSocketEvent([]byte(input))
|
|
assert.ErrorContains(t, err, "unexpected kline length")
|
|
})
|
|
|
|
t.Run("Unexpected timestamp", func(t *testing.T) {
|
|
input := `{
|
|
"action":"%s",
|
|
"arg":{
|
|
"instType":"SPOT",
|
|
"channel":"candle5m",
|
|
"instId":"BTCUSDT"
|
|
},
|
|
"data":[
|
|
["timestamp","34361.49","34458.98","34355.53","34416.41","99.6631", "123456", "123"]
|
|
],
|
|
"ts":1697697791670
|
|
}`
|
|
_, err := parseWebSocketEvent([]byte(input))
|
|
assert.ErrorContains(t, err, "timestamp")
|
|
})
|
|
|
|
t.Run("Unexpected open price", func(t *testing.T) {
|
|
input := `{
|
|
"action":"%s",
|
|
"arg":{
|
|
"instType":"SPOT",
|
|
"channel":"candle5m",
|
|
"instId":"BTCUSDT"
|
|
},
|
|
"data":[
|
|
["1698744600000","1p","34458.98","34355.53","34416.41","99.6631", "123456", "123"]
|
|
],
|
|
"ts":1697697791670
|
|
}`
|
|
_, err := parseWebSocketEvent([]byte(input))
|
|
assert.ErrorContains(t, err, "open price")
|
|
})
|
|
|
|
t.Run("Unexpected highest price", func(t *testing.T) {
|
|
input := `{
|
|
"action":"%s",
|
|
"arg":{
|
|
"instType":"SPOT",
|
|
"channel":"candle5m",
|
|
"instId":"BTCUSDT"
|
|
},
|
|
"data":[
|
|
["1698744600000","34361.49","3p","34355.53","34416.41","99.6631", "123456", "123"]
|
|
],
|
|
"ts":1697697791670
|
|
}`
|
|
_, err := parseWebSocketEvent([]byte(input))
|
|
assert.ErrorContains(t, err, "highest price")
|
|
})
|
|
|
|
t.Run("Unexpected lowest price", func(t *testing.T) {
|
|
input := `{
|
|
"action":"%s",
|
|
"arg":{
|
|
"instType":"SPOT",
|
|
"channel":"candle5m",
|
|
"instId":"BTCUSDT"
|
|
},
|
|
"data":[
|
|
["1698744600000","34361.49","34458.98","1p","34416.41","99.6631", "123456", "123"]
|
|
],
|
|
"ts":1697697791670
|
|
}`
|
|
_, err := parseWebSocketEvent([]byte(input))
|
|
assert.ErrorContains(t, err, "lowest price")
|
|
})
|
|
|
|
t.Run("Unexpected close price", func(t *testing.T) {
|
|
input := `{
|
|
"action":"%s",
|
|
"arg":{
|
|
"instType":"SPOT",
|
|
"channel":"candle5m",
|
|
"instId":"BTCUSDT"
|
|
},
|
|
"data":[
|
|
["1698744600000","34361.49","34458.98","34355.53","1c","99.6631", "123456", "123"]
|
|
],
|
|
"ts":1697697791670
|
|
}`
|
|
_, err := parseWebSocketEvent([]byte(input))
|
|
assert.ErrorContains(t, err, "close price")
|
|
})
|
|
|
|
t.Run("Unexpected volume", func(t *testing.T) {
|
|
input := `{
|
|
"action":"%s",
|
|
"arg":{
|
|
"instType":"SPOT",
|
|
"channel":"candle5m",
|
|
"instId":"BTCUSDT"
|
|
},
|
|
"data":[
|
|
["1698744600000","34361.49","34458.98","34355.53","34416.41","1v", "123456", "123"]
|
|
],
|
|
"ts":1697697791670
|
|
}`
|
|
_, err := parseWebSocketEvent([]byte(input))
|
|
assert.ErrorContains(t, err, "volume")
|
|
})
|
|
}
|
|
|
|
func Test_convertSubscription(t *testing.T) {
|
|
t.Run("BookChannel.ChannelOrderBook5", func(t *testing.T) {
|
|
res, err := convertSubscription(types.Subscription{
|
|
Symbol: "BTCUSDT",
|
|
Channel: types.BookChannel,
|
|
Options: types.SubscribeOptions{
|
|
Depth: types.DepthLevel5,
|
|
},
|
|
})
|
|
assert.NoError(t, err)
|
|
assert.Equal(t, WsArg{
|
|
InstType: instSpV2,
|
|
Channel: ChannelOrderBook5,
|
|
InstId: "BTCUSDT",
|
|
}, res)
|
|
})
|
|
t.Run("BookChannel.DepthLevel15", func(t *testing.T) {
|
|
res, err := convertSubscription(types.Subscription{
|
|
Symbol: "BTCUSDT",
|
|
Channel: types.BookChannel,
|
|
Options: types.SubscribeOptions{
|
|
Depth: types.DepthLevel15,
|
|
},
|
|
})
|
|
assert.NoError(t, err)
|
|
assert.Equal(t, WsArg{
|
|
InstType: instSpV2,
|
|
Channel: ChannelOrderBook15,
|
|
InstId: "BTCUSDT",
|
|
}, res)
|
|
})
|
|
t.Run("BookChannel.DepthLevel200", func(t *testing.T) {
|
|
res, err := convertSubscription(types.Subscription{
|
|
Symbol: "BTCUSDT",
|
|
Channel: types.BookChannel,
|
|
Options: types.SubscribeOptions{
|
|
Depth: types.DepthLevel200,
|
|
},
|
|
})
|
|
assert.NoError(t, err)
|
|
assert.Equal(t, WsArg{
|
|
InstType: instSpV2,
|
|
Channel: ChannelOrderBook,
|
|
InstId: "BTCUSDT",
|
|
}, res)
|
|
})
|
|
t.Run("TradeChannel", func(t *testing.T) {
|
|
res, err := convertSubscription(types.Subscription{
|
|
Symbol: "BTCUSDT",
|
|
Channel: types.MarketTradeChannel,
|
|
Options: types.SubscribeOptions{},
|
|
})
|
|
assert.NoError(t, err)
|
|
assert.Equal(t, WsArg{
|
|
InstType: instSpV2,
|
|
Channel: ChannelTrade,
|
|
InstId: "BTCUSDT",
|
|
}, res)
|
|
})
|
|
t.Run("CandleChannel", func(t *testing.T) {
|
|
for gInterval, localInterval := range toLocalInterval {
|
|
res, err := convertSubscription(types.Subscription{
|
|
Symbol: "BTCUSDT",
|
|
Channel: types.KLineChannel,
|
|
Options: types.SubscribeOptions{
|
|
Interval: gInterval,
|
|
},
|
|
})
|
|
assert.NoError(t, err)
|
|
assert.Equal(t, WsArg{
|
|
InstType: instSpV2,
|
|
Channel: ChannelType(localInterval),
|
|
InstId: "BTCUSDT",
|
|
}, res)
|
|
}
|
|
})
|
|
}
|