lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 16:25:16 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity
38d8043e3b
bbgo_origin/pkg/exchange/bitget/exchange_test.go

1638 lines
56 KiB
Go
Raw Blame History

package bitget
import (
"context"
"encoding/json"
"fmt"
"io"
"math"
"net/http"
"os"
"strconv"
"strings"
"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/testing/httptesting"
"github.com/c9s/bbgo/pkg/types"
)
func TestExchange_QueryMarkets(t *testing.T) {
ex := New("key", "secret", "passphrase")
t.Run("succeeds", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/get_symbols_request.json")
assert.NoError(t, err)
transport.GET("/api/v2/spot/public/symbols", func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
})
mkts, err := ex.QueryMarkets(context.Background())
assert.NoError(t, err)
expMkts := types.MarketMap{
"ETHUSDT": types.Market{
Exchange: types.ExchangeBitget,
Symbol: "ETHUSDT",
LocalSymbol: "ETHUSDT",
PricePrecision: 2,
VolumePrecision: 4,
QuoteCurrency: "USDT",
BaseCurrency: "ETH",
MinNotional: fixedpoint.NewFromInt(5),
MinAmount: fixedpoint.NewFromInt(5),
MinQuantity: fixedpoint.NewFromInt(0),
MaxQuantity: fixedpoint.NewFromInt(10000000000),
StepSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(4)),
TickSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(2)),
MinPrice: fixedpoint.Zero,
MaxPrice: fixedpoint.Zero,
},
"BTCUSDT": types.Market{
Exchange: types.ExchangeBitget,
Symbol: "BTCUSDT",
LocalSymbol: "BTCUSDT",
PricePrecision: 2,
VolumePrecision: 6,
QuoteCurrency: "USDT",
BaseCurrency: "BTC",
MinNotional: fixedpoint.NewFromInt(5),
MinAmount: fixedpoint.NewFromInt(5),
MinQuantity: fixedpoint.NewFromInt(0),
MaxQuantity: fixedpoint.NewFromInt(10000000000),
StepSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(6)),
TickSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(2)),
MinPrice: fixedpoint.Zero,
MaxPrice: fixedpoint.Zero,
},
}
assert.Equal(t, expMkts, mkts)
})
t.Run("error", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
assert.NoError(t, err)
transport.GET("/api/v2/spot/public/symbols", func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
})
_, err = ex.QueryMarkets(context.Background())
assert.ErrorContains(t, err, "Invalid IP")
})
}
func TestExchange_QueryTicker(t *testing.T) {
var (
assert = assert.New(t)
ex = New("key", "secret", "passphrase")
url = "/api/v2/spot/market/tickers"
)
t.Run("succeeds", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/get_ticker_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
})
tickers, err := ex.QueryTicker(context.Background(), "BTCUSDT")
assert.NoError(err)
expTicker := &types.Ticker{
Time: types.NewMillisecondTimestampFromInt(1709626631127).Time(),
Volume: fixedpoint.MustNewFromString("29439.351448"),
Last: fixedpoint.MustNewFromString("66554.03"),
Open: fixedpoint.MustNewFromString("64654.54"),
High: fixedpoint.MustNewFromString("68686.93"),
Low: fixedpoint.MustNewFromString("64583.42"),
Buy: fixedpoint.MustNewFromString("66554"),
Sell: fixedpoint.MustNewFromString("66554.07"),
}
assert.Equal(expTicker, tickers)
})
t.Run("unexpected length", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/get_tickers_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
})
_, err = ex.QueryTicker(context.Background(), "BTCUSDT")
assert.ErrorContains(err, "unexpected length of query")
})
t.Run("error", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
})
_, err = ex.QueryTicker(context.Background(), "BTCUSDT")
assert.ErrorContains(err, "Invalid IP")
})
}
func TestExchange_QueryTickers(t *testing.T) {
var (
assert = assert.New(t)
ex = New("key", "secret", "passphrase")
url = "/api/v2/spot/market/tickers"
expBtcSymbol = "BTCUSDT"
expBtcTicker = types.Ticker{
Time: types.NewMillisecondTimestampFromInt(1709626631127).Time(),
Volume: fixedpoint.MustNewFromString("29439.351448"),
Last: fixedpoint.MustNewFromString("66554.03"),
Open: fixedpoint.MustNewFromString("64654.54"),
High: fixedpoint.MustNewFromString("68686.93"),
Low: fixedpoint.MustNewFromString("64583.42"),
Buy: fixedpoint.MustNewFromString("66554"),
Sell: fixedpoint.MustNewFromString("66554.07"),
}
)
t.Run("succeeds", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/get_tickers_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
})
tickers, err := ex.QueryTickers(context.Background())
assert.NoError(err)
expTickers := map[string]types.Ticker{
expBtcSymbol: expBtcTicker,
"ETHUSDT": {
Time: types.NewMillisecondTimestampFromInt(1709626631726).Time(),
Volume: fixedpoint.MustNewFromString("243220.866"),
Last: fixedpoint.MustNewFromString("3686.95"),
Open: fixedpoint.MustNewFromString("3506.6"),
High: fixedpoint.MustNewFromString("3740"),
Low: fixedpoint.MustNewFromString("3461.17"),
Buy: fixedpoint.MustNewFromString("3686.94"),
Sell: fixedpoint.MustNewFromString("3686.98"),
},
}
assert.Equal(expTickers, tickers)
})
t.Run("succeeds for query one markets", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/get_ticker_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
assert.Contains(req.URL.Query(), "symbol")
assert.Equal(req.URL.Query()["symbol"], []string{expBtcSymbol})
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
})
tickers, err := ex.QueryTickers(context.Background(), expBtcSymbol)
assert.NoError(err)
expTickers := map[string]types.Ticker{
expBtcSymbol: expBtcTicker,
}
assert.Equal(expTickers, tickers)
})
t.Run("error", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
})
_, err = ex.QueryTicker(context.Background(), expBtcSymbol)
assert.ErrorContains(err, "Invalid IP")
})
}
func TestExchange_QueryKLines(t *testing.T) {
var (
assert = assert.New(t)
ex = New("key", "secret", "passphrase")
url = "/api/v2/spot/market/candles"
expBtcSymbol = "BTCUSDT"
interval = types.Interval4h
expBtcKlines = []types.KLine{
{
Exchange: types.ExchangeBitget,
Symbol: expBtcSymbol,
StartTime: types.Time(types.NewMillisecondTimestampFromInt(1709352000000).Time()),
EndTime: types.Time(types.NewMillisecondTimestampFromInt(1709352000000).Time().Add(interval.Duration() - time.Millisecond)),
Interval: interval,
Open: fixedpoint.MustNewFromString("62308.42"),
Close: fixedpoint.MustNewFromString("62014.17"),
High: fixedpoint.MustNewFromString("62308.43"),
Low: fixedpoint.MustNewFromString("61760"),
Volume: fixedpoint.MustNewFromString("987.377637"),
QuoteVolume: fixedpoint.MustNewFromString("61283110.57046518"),
Closed: false,
},
{
Exchange: types.ExchangeBitget,
Symbol: expBtcSymbol,
StartTime: types.Time(types.NewMillisecondTimestampFromInt(1709366400000).Time()),
EndTime: types.Time(types.NewMillisecondTimestampFromInt(1709366400000).Time().Add(interval.Duration() - time.Millisecond)),
Interval: interval,
Open: fixedpoint.MustNewFromString("62014.17"),
Close: fixedpoint.MustNewFromString("61825.64"),
High: fixedpoint.MustNewFromString("62122.8"),
Low: fixedpoint.MustNewFromString("61648.26"),
Volume: fixedpoint.MustNewFromString("1271.183413"),
QuoteVolume: fixedpoint.MustNewFromString("78680550.55539777"),
Closed: false,
},
}
)
t.Run("succeeds without time range", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/get_k_line_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Len(query, 3)
assert.Contains(query, "symbol")
assert.Contains(query, "granularity")
assert.Contains(query, "limit")
assert.Equal(query["symbol"], []string{expBtcSymbol})
assert.Equal(query["granularity"], []string{interval.String()})
assert.Equal(query["limit"], []string{strconv.Itoa(defaultKLineLimit)})
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
})
klines, err := ex.QueryKLines(context.Background(), expBtcSymbol, interval, types.KLineQueryOptions{})
assert.NoError(err)
assert.Equal(expBtcKlines, klines)
})
t.Run("succeeds with time range", func(t *testing.T) {
var (
transport = &httptesting.MockTransport{}
limit = 50
startTime = time.Now()
endTime = startTime.Add(8 * time.Hour)
startTimeMs = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
endTimeMs = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
)
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/get_k_line_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Len(query, 5)
assert.Contains(query, "symbol")
assert.Contains(query, "granularity")
assert.Contains(query, "limit")
assert.Contains(query, "startTime")
assert.Contains(query, "endTime")
assert.Equal(query["symbol"], []string{expBtcSymbol})
assert.Equal(query["granularity"], []string{interval.String()})
assert.Equal(query["limit"], []string{strconv.Itoa(limit)})
assert.Equal(query["startTime"], []string{startTimeMs})
assert.Equal(query["endTime"], []string{endTimeMs})
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
})
klines, err := ex.QueryKLines(context.Background(), expBtcSymbol, interval, types.KLineQueryOptions{
Limit: limit,
StartTime: &startTime,
EndTime: &endTime,
})
assert.NoError(err)
assert.Equal(expBtcKlines, klines)
})
t.Run("error", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
})
_, err = ex.QueryKLines(context.Background(), expBtcSymbol, interval, types.KLineQueryOptions{})
assert.ErrorContains(err, "Invalid IP")
})
t.Run("reach max duration", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponse(http.StatusBadRequest, nil), nil
})
before31Days := time.Now().Add(-31 * 24 * time.Hour)
_, err := ex.QueryKLines(context.Background(), expBtcSymbol, types.Interval1m, types.KLineQueryOptions{
EndTime: &before31Days,
})
assert.ErrorContains(err, "are greater than max duration")
})
t.Run("end time before start time", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponse(http.StatusBadRequest, nil), nil
})
startTime := time.Now()
endTime := startTime.Add(-time.Hour)
_, err := ex.QueryKLines(context.Background(), expBtcSymbol, types.Interval1m, types.KLineQueryOptions{
StartTime: &startTime,
EndTime: &endTime,
})
assert.ErrorContains(err, "before start time")
})
t.Run("unexpected duraiton", func(t *testing.T) {
_, err := ex.QueryKLines(context.Background(), expBtcSymbol, "87h", types.KLineQueryOptions{})
assert.ErrorContains(err, "not supported")
})
}
func TestExchange_QueryAccount(t *testing.T) {
var (
assert = assert.New(t)
ex = New("key", "secret", "passphrase")
url = "/api/v2/spot/account/assets"
expAccount = &types.Account{
AccountType: "spot",
FuturesInfo: nil,
MarginInfo: nil,
IsolatedMarginInfo: nil,
MarginLevel: fixedpoint.Zero,
MarginTolerance: fixedpoint.Zero,
BorrowEnabled: false,
TransferEnabled: false,
MarginRatio: fixedpoint.Zero,
LiquidationPrice: fixedpoint.Zero,
LiquidationRate: fixedpoint.Zero,
MakerFeeRate: fixedpoint.Zero,
TakerFeeRate: fixedpoint.Zero,
TotalAccountValue: fixedpoint.Zero,
CanDeposit: false,
CanTrade: false,
CanWithdraw: false,
}
balances = types.BalanceMap{
"BTC": {
Currency: "BTC",
Available: fixedpoint.MustNewFromString("0.00000690"),
Locked: fixedpoint.Zero,
Borrowed: fixedpoint.Zero,
Interest: fixedpoint.Zero,
NetAsset: fixedpoint.Zero,
MaxWithdrawAmount: fixedpoint.Zero,
},
"USDT": {
Currency: "USDT",
Available: fixedpoint.MustNewFromString("0.68360342"),
Locked: fixedpoint.MustNewFromString("9.08096000"),
Borrowed: fixedpoint.Zero,
Interest: fixedpoint.Zero,
NetAsset: fixedpoint.Zero,
MaxWithdrawAmount: fixedpoint.Zero,
},
}
)
expAccount.UpdateBalances(balances)
t.Run("succeeds", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/get_account_assets_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Len(query, 1)
assert.Contains(query, "limit")
assert.Equal(query["limit"], []string{string(v2.AssetTypeHoldOnly)})
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
})
acct, err := ex.QueryAccount(context.Background())
assert.NoError(err)
assert.Equal(expAccount, acct)
})
t.Run("error", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
})
_, err = ex.QueryAccount(context.Background())
assert.ErrorContains(err, "Invalid IP")
})
}
func TestExchange_QueryAccountBalances(t *testing.T) {
var (
assert = assert.New(t)
ex = New("key", "secret", "passphrase")
url = "/api/v2/spot/account/assets"
expBalancesMap = types.BalanceMap{
"BTC": {
Currency: "BTC",
Available: fixedpoint.MustNewFromString("0.00000690"),
Locked: fixedpoint.Zero,
Borrowed: fixedpoint.Zero,
Interest: fixedpoint.Zero,
NetAsset: fixedpoint.Zero,
MaxWithdrawAmount: fixedpoint.Zero,
},
"USDT": {
Currency: "USDT",
Available: fixedpoint.MustNewFromString("0.68360342"),
Locked: fixedpoint.MustNewFromString("9.08096000"),
Borrowed: fixedpoint.Zero,
Interest: fixedpoint.Zero,
NetAsset: fixedpoint.Zero,
MaxWithdrawAmount: fixedpoint.Zero,
},
}
)
t.Run("succeeds", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/get_account_assets_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Len(query, 1)
assert.Contains(query, "limit")
assert.Equal(query["limit"], []string{string(v2.AssetTypeHoldOnly)})
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
})
acct, err := ex.QueryAccountBalances(context.Background())
assert.NoError(err)
assert.Equal(expBalancesMap, acct)
})
t.Run("error", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
})
_, err = ex.QueryAccountBalances(context.Background())
assert.ErrorContains(err, "Invalid IP")
})
}
func TestExchange_SubmitOrder(t *testing.T) {
var (
assert = assert.New(t)
ex = New("key", "secret", "passphrase")
placeOrderUrl = "/api/v2/spot/trade/place-order"
tickerUrl = "/api/v2/spot/market/tickers"
clientOrderId = "684a79df-f931-474f-a9a5-f1deab1cd770"
expBtcSymbol = "BTCUSDT"
mkt = types.Market{
Symbol: expBtcSymbol,
LocalSymbol: expBtcSymbol,
PricePrecision: fixedpoint.MustNewFromString("2").Int(),
VolumePrecision: fixedpoint.MustNewFromString("6").Int(),
StepSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(6)),
TickSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(2)),
}
expOrder = &types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: clientOrderId,
Symbol: expBtcSymbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.MustNewFromString("0.00009"),
Price: fixedpoint.MustNewFromString("66000"),
TimeInForce: types.TimeInForceGTC,
Market: mkt,
},
Exchange: types.ExchangeBitget,
OrderID: 1148903850645331968,
UUID: "1148903850645331968",
Status: types.OrderStatusNew,
ExecutedQuantity: fixedpoint.Zero,
IsWorking: true,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
}
reqLimitOrder = types.SubmitOrder{
ClientOrderID: clientOrderId,
Symbol: expBtcSymbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.MustNewFromString("0.00009"),
Price: fixedpoint.MustNewFromString("66000"),
Market: mkt,
TimeInForce: types.TimeInForceGTC,
}
)
type NewOrder struct {
ClientOid string `json:"clientOid"`
Force string `json:"force"`
OrderType string `json:"orderType"`
Price string `json:"price"`
Side string `json:"side"`
Size string `json:"size"`
Symbol string `json:"symbol"`
}
t.Run("Limit order", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
assert.NoError(err)
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
raw, err := io.ReadAll(req.Body)
assert.NoError(err)
reqq := &NewOrder{}
err = json.Unmarshal(raw, &reqq)
assert.NoError(err)
assert.Equal(&NewOrder{
ClientOid: expOrder.ClientOrderID,
Force: string(v2.OrderForceGTC),
OrderType: string(v2.OrderTypeLimit),
Price: "66000.00",
Side: string(v2.SideTypeBuy),
Size: "0.000090",
Symbol: expBtcSymbol,
}, reqq)
return httptesting.BuildResponseString(http.StatusOK, string(placeOrderFile)), nil
})
acct, err := ex.SubmitOrder(context.Background(), reqLimitOrder)
assert.NoError(err)
expOrder.CreationTime = acct.CreationTime
expOrder.UpdateTime = acct.UpdateTime
assert.Equal(expOrder, acct)
})
t.Run("Limit Maker order", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
assert.NoError(err)
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
raw, err := io.ReadAll(req.Body)
assert.NoError(err)
reqq := &NewOrder{}
err = json.Unmarshal(raw, &reqq)
assert.NoError(err)
assert.Equal(&NewOrder{
ClientOid: expOrder.ClientOrderID,
Force: string(v2.OrderForcePostOnly),
OrderType: string(v2.OrderTypeLimit),
Price: "66000.00",
Side: string(v2.SideTypeBuy),
Size: "0.000090",
Symbol: expBtcSymbol,
}, reqq)
return httptesting.BuildResponseString(http.StatusOK, string(placeOrderFile)), nil
})
reqLimitOrder2 := reqLimitOrder
reqLimitOrder2.Type = types.OrderTypeLimitMaker
acct, err := ex.SubmitOrder(context.Background(), reqLimitOrder2)
assert.NoError(err)
expOrder2 := *expOrder
expOrder2.Status = types.OrderStatusNew
expOrder2.IsWorking = true
expOrder2.Type = types.OrderTypeLimitMaker
expOrder2.SubmitOrder = reqLimitOrder2
acct.CreationTime = expOrder2.CreationTime
acct.UpdateTime = expOrder2.UpdateTime
assert.Equal(&expOrder2, acct)
})
t.Run("Market order", func(t *testing.T) {
t.Run("Buy", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
// get ticker to calculate btc amount
tickerFile, err := os.ReadFile("bitgetapi/v2/testdata/get_ticker_request.json")
assert.NoError(err)
transport.GET(tickerUrl, func(req *http.Request) (*http.Response, error) {
assert.Contains(req.URL.Query(), "symbol")
assert.Equal(req.URL.Query()["symbol"], []string{expBtcSymbol})
return httptesting.BuildResponseString(http.StatusOK, string(tickerFile)), nil
})
// place order
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
assert.NoError(err)
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
raw, err := io.ReadAll(req.Body)
assert.NoError(err)
reqq := &NewOrder{}
err = json.Unmarshal(raw, &reqq)
assert.NoError(err)
assert.Equal(&NewOrder{
ClientOid: expOrder.ClientOrderID,
Force: string(v2.OrderForceGTC),
OrderType: string(v2.OrderTypeMarket),
Price: "",
Side: string(v2.SideTypeBuy),
Size: reqLimitOrder.Market.FormatQuantity(fixedpoint.MustNewFromString("66554").Mul(fixedpoint.MustNewFromString("0.00009"))), // ticker: 66554, size: 0.00009
Symbol: expBtcSymbol,
}, reqq)
return httptesting.BuildResponseString(http.StatusOK, string(placeOrderFile)), nil
})
reqMarketOrder := reqLimitOrder
reqMarketOrder.Side = types.SideTypeBuy
reqMarketOrder.Type = types.OrderTypeMarket
acct, err := ex.SubmitOrder(context.Background(), reqMarketOrder)
assert.NoError(err)
expOrder2 := *expOrder
expOrder2.Side = types.SideTypeBuy
expOrder2.Type = types.OrderTypeMarket
expOrder2.CreationTime = acct.CreationTime
expOrder2.UpdateTime = acct.UpdateTime
assert.Equal(&expOrder2, acct)
})
t.Run("Sell", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
// get ticker to calculate btc amount
tickerFile, err := os.ReadFile("bitgetapi/v2/testdata/get_ticker_request.json")
assert.NoError(err)
transport.GET(tickerUrl, func(req *http.Request) (*http.Response, error) {
assert.Contains(req.URL.Query(), "symbol")
assert.Equal(req.URL.Query()["symbol"], []string{expBtcSymbol})
return httptesting.BuildResponseString(http.StatusOK, string(tickerFile)), nil
})
// place order
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
assert.NoError(err)
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
raw, err := io.ReadAll(req.Body)
assert.NoError(err)
reqq := &NewOrder{}
err = json.Unmarshal(raw, &reqq)
assert.NoError(err)
assert.Equal(&NewOrder{
ClientOid: expOrder.ClientOrderID,
Force: string(v2.OrderForceGTC),
OrderType: string(v2.OrderTypeMarket),
Price: "",
Side: string(v2.SideTypeSell),
Size: "0.000090", // size: 0.00009
Symbol: expBtcSymbol,
}, reqq)
return httptesting.BuildResponseString(http.StatusOK, string(placeOrderFile)), nil
})
reqMarketOrder := reqLimitOrder
reqMarketOrder.Side = types.SideTypeSell
reqMarketOrder.Type = types.OrderTypeMarket
acct, err := ex.SubmitOrder(context.Background(), reqMarketOrder)
assert.NoError(err)
expOrder2 := *expOrder
expOrder2.Side = types.SideTypeSell
expOrder2.Type = types.OrderTypeMarket
expOrder2.CreationTime = acct.CreationTime
expOrder2.UpdateTime = acct.UpdateTime
assert.Equal(&expOrder2, acct)
})
t.Run("failed to get ticker on buy", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
// get ticker to calculate btc amount
requestErrFile, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
assert.NoError(err)
transport.GET(tickerUrl, func(req *http.Request) (*http.Response, error) {
assert.Contains(req.URL.Query(), "symbol")
assert.Equal(req.URL.Query()["symbol"], []string{expBtcSymbol})
return httptesting.BuildResponseString(http.StatusBadRequest, string(requestErrFile)), nil
})
reqMarketOrder := reqLimitOrder
reqMarketOrder.Side = types.SideTypeBuy
reqMarketOrder.Type = types.OrderTypeMarket
_, err = ex.SubmitOrder(context.Background(), reqMarketOrder)
assert.ErrorContains(err, "Invalid IP")
})
})
t.Run("unexpected client order id", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
assert.NoError(err)
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
raw, err := io.ReadAll(req.Body)
assert.NoError(err)
reqq := &NewOrder{}
err = json.Unmarshal(raw, &reqq)
assert.NoError(err)
assert.Equal(&NewOrder{
ClientOid: expOrder.ClientOrderID,
Force: string(v2.OrderForceGTC),
OrderType: string(v2.OrderTypeLimit),
Price: "66000.00",
Side: string(v2.SideTypeBuy),
Size: "0.000090",
Symbol: expBtcSymbol,
}, reqq)
apiResp := &v2.APIResponse{}
err = json.Unmarshal(placeOrderFile, &apiResp)
assert.NoError(err)
placeOrderResp := &v2.PlaceOrderResponse{}
err = json.Unmarshal(apiResp.Data, &placeOrderResp)
assert.NoError(err)
// remove the client order id to test
placeOrderResp.ClientOrderId = "unexpected client order id"
raw, err = json.Marshal(placeOrderResp)
assert.NoError(err)
apiResp.Data = raw
raw, err = json.Marshal(apiResp)
assert.NoError(err)
return httptesting.BuildResponseString(http.StatusOK, string(raw)), nil
})
_, err = ex.SubmitOrder(context.Background(), reqLimitOrder)
assert.ErrorContains(err, "unexpected order id")
})
t.Run("failed to place order", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
assert.NoError(err)
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
raw, err := io.ReadAll(req.Body)
assert.NoError(err)
reqq := &NewOrder{}
err = json.Unmarshal(raw, &reqq)
assert.NoError(err)
assert.Equal(&NewOrder{
ClientOid: expOrder.ClientOrderID,
Force: string(v2.OrderForceGTC),
OrderType: string(v2.OrderTypeLimit),
Price: "66000.00",
Side: string(v2.SideTypeBuy),
Size: "0.000090",
Symbol: expBtcSymbol,
}, reqq)
return httptesting.BuildResponseString(http.StatusBadRequest, string(placeOrderFile)), nil
})
_, err = ex.SubmitOrder(context.Background(), reqLimitOrder)
assert.ErrorContains(err, "failed to place order")
})
t.Run("unexpected client order id", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
reqOrder2 := reqLimitOrder
reqOrder2.ClientOrderID = strings.Repeat("s", maxOrderIdLen+1)
_, err := ex.SubmitOrder(context.Background(), reqOrder2)
assert.ErrorContains(err, "unexpected length of client order id")
})
t.Run("time-in-force unsupported", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
reqOrder2 := reqLimitOrder
reqOrder2.TimeInForce = types.TimeInForceIOC
_, err := ex.SubmitOrder(context.Background(), reqOrder2)
assert.ErrorContains(err, "not supported")
reqOrder2.TimeInForce = types.TimeInForceFOK
_, err = ex.SubmitOrder(context.Background(), reqOrder2)
assert.ErrorContains(err, "not supported")
})
t.Run("unexpected side", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
reqOrder2 := reqLimitOrder
reqOrder2.Side = "GG"
_, err := ex.SubmitOrder(context.Background(), reqOrder2)
assert.ErrorContains(err, "not supported")
})
t.Run("unexpected side", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
reqOrder2 := reqLimitOrder
reqOrder2.Type = "GG"
_, err := ex.SubmitOrder(context.Background(), reqOrder2)
assert.ErrorContains(err, "not supported")
})
}
func TestExchange_QueryOpenOrders(t *testing.T) {
var (
assert = assert.New(t)
ex = New("key", "secret", "passphrase")
expBtcSymbol = "BTCUSDT"
url = "/api/v2/spot/trade/unfilled-orders"
)
t.Run("succeeds", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/get_unfilled_orders_request_limit_order.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Len(query, 2)
assert.Contains(query, "symbol")
assert.Equal(query["symbol"], []string{expBtcSymbol})
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
})
orders, err := ex.QueryOpenOrders(context.Background(), expBtcSymbol)
assert.NoError(err)
expOrder := []types.Order{
{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "684a79df-f931-474f-a9a5-f1deab1cd770",
Symbol: expBtcSymbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.MustNewFromString("0.00009"),
Price: fixedpoint.MustNewFromString("66000"),
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: 1148903850645331968,
UUID: "1148903850645331968",
Status: types.OrderStatusNew,
ExecutedQuantity: fixedpoint.Zero,
IsWorking: true,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
},
}
assert.Equal(expOrder, orders)
})
t.Run("succeeds on pagination with mock limit + 1", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
dataTemplate := `{
"userId":"8672173294",
"symbol":"BTCUSDT",
"orderId":"%d",
"clientOid":"684a79df-f931-474f-a9a5-f1deab1cd770",
"priceAvg":"0",
"size":"0.00009",
"orderType":"market",
"side":"sell",
"status":"live",
"basePrice":"0",
"baseVolume":"0",
"quoteVolume":"0",
"enterPointSource":"API",
"orderSource":"market",
"cTime":"1709645944272",
"uTime":"1709645944272"
}`
openOrdersStr := make([]string, 0, queryLimit+1)
expOrders := make([]types.Order, 0, queryLimit+1)
for i := 0; i < queryLimit+1; i++ {
dataStr := fmt.Sprintf(dataTemplate, i)
openOrdersStr = append(openOrdersStr, dataStr)
unfilledOdr := &v2.UnfilledOrder{}
err := json.Unmarshal([]byte(dataStr), &unfilledOdr)
assert.NoError(err)
gOdr, err := unfilledOrderToGlobalOrder(*unfilledOdr)
assert.NoError(err)
expOrders = append(expOrders, *gOdr)
}
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Contains(query, "symbol")
assert.Equal(query["symbol"], []string{expBtcSymbol})
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
if len(query) == 2 {
// first time query
resp := &v2.APIResponse{
Code: "00000",
Data: []byte("[" + strings.Join(openOrdersStr[0:queryLimit], ",") + "]"),
}
respRaw, err := json.Marshal(resp)
assert.NoError(err)
return httptesting.BuildResponseString(http.StatusOK, string(respRaw)), nil
}
// second time query
// last order id, so need to -1
assert.Equal(query["idLessThan"], []string{strconv.FormatInt(queryLimit-1, 10)})
resp := &v2.APIResponse{
Code: "00000",
Data: []byte("[" + strings.Join(openOrdersStr[queryLimit:queryLimit+1], ",") + "]"),
}
respRaw, err := json.Marshal(resp)
assert.NoError(err)
return httptesting.BuildResponseString(http.StatusOK, string(respRaw)), nil
})
orders, err := ex.QueryOpenOrders(context.Background(), expBtcSymbol)
assert.NoError(err)
assert.Equal(expOrders, orders)
})
t.Run("succeeds on pagination with mock limit + 1", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
dataTemplate := `{
"userId":"8672173294",
"symbol":"BTCUSDT",
"orderId":"%d",
"clientOid":"684a79df-f931-474f-a9a5-f1deab1cd770",
"priceAvg":"0",
"size":"0.00009",
"orderType":"market",
"side":"sell",
"status":"live",
"basePrice":"0",
"baseVolume":"0",
"quoteVolume":"0",
"enterPointSource":"API",
"orderSource":"market",
"cTime":"1709645944272",
"uTime":"1709645944272"
}`
openOrdersStr := make([]string, 0, queryLimit+1)
for i := 0; i < queryLimit+1; i++ {
dataStr := fmt.Sprintf(dataTemplate, i)
openOrdersStr = append(openOrdersStr, dataStr)
}
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Contains(query, "symbol")
assert.Equal(query["symbol"], []string{expBtcSymbol})
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
// first time query
resp := &v2.APIResponse{
Code: "00000",
Data: []byte("[" + strings.Join(openOrdersStr, ",") + "]"),
}
respRaw, err := json.Marshal(resp)
assert.NoError(err)
return httptesting.BuildResponseString(http.StatusOK, string(respRaw)), nil
})
_, err := ex.QueryOpenOrders(context.Background(), expBtcSymbol)
assert.ErrorContains(err, "unexpected open orders length")
})
t.Run("error", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
})
_, err = ex.QueryOpenOrders(context.Background(), "BTCUSDT")
assert.ErrorContains(err, "Invalid IP")
})
}
func TestExchange_QueryClosedOrders(t *testing.T) {
var (
assert = assert.New(t)
ex = New("key", "secret", "passphrase")
expBtcSymbol = "BTCUSDT"
since = types.NewMillisecondTimestampFromInt(1709645944272).Time()
until = since.Add(time.Hour)
lastOrderId = uint64(0)
url = "/api/v2/spot/trade/history-orders"
)
t.Run("succeeds on market buy", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
// order history
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/get_history_orders_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Len(query, 4)
assert.Contains(query, "startTime")
assert.Contains(query, "endTime")
assert.Contains(query, "limit")
assert.Contains(query, "symbol")
assert.Equal(query["startTime"], []string{strconv.FormatInt(since.UnixNano()/int64(time.Millisecond), 10)})
assert.Equal(query["endTime"], []string{strconv.FormatInt(until.UnixNano()/int64(time.Millisecond), 10)})
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
assert.Equal(query["symbol"], []string{expBtcSymbol})
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
})
orders, err := ex.QueryClosedOrders(context.Background(), expBtcSymbol, since, until, lastOrderId)
assert.NoError(err)
expOrder := []types.Order{
{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "684a79df-f931-474f-a9a5-f1deab1cd770",
Symbol: expBtcSymbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.MustNewFromString("0.00009"),
Price: fixedpoint.MustNewFromString("66000"),
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: 1148903850645331968,
UUID: "1148903850645331968",
Status: types.OrderStatusCanceled,
ExecutedQuantity: fixedpoint.MustNewFromString("0"),
IsWorking: false,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709648518713).Time()),
},
{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "bf3ba805-66bc-4ef6-bf34-d63d79dc2e4c",
Symbol: expBtcSymbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeMarket,
Quantity: fixedpoint.MustNewFromString("0.000089"),
Price: fixedpoint.MustNewFromString("67360.87"),
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: 1148914989018062853,
UUID: "1148914989018062853",
Status: types.OrderStatusFilled,
ExecutedQuantity: fixedpoint.MustNewFromString("0.000089"),
IsWorking: false,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709648599867).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709648600016).Time()),
},
}
assert.Equal(expOrder, orders)
})
t.Run("adjust time range since unexpected since and until", func(t *testing.T) {
timeNow := time.Now().Truncate(time.Second)
ex.timeNowFn = func() time.Time {
return timeNow
}
defer func() { ex.timeNowFn = func() time.Time { return time.Now() } }()
newSince := timeNow.Add(-maxHistoricalDataQueryPeriod * 2)
expNewSince := timeNow.Add(-maxHistoricalDataQueryPeriod)
newUntil := timeNow.Add(-maxHistoricalDataQueryPeriod)
expNewUntil := timeNow
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
// order history
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/get_history_orders_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Len(query, 4)
assert.Contains(query, "startTime")
assert.Contains(query, "endTime")
assert.Contains(query, "limit")
assert.Contains(query, "symbol")
assert.Equal(query["startTime"], []string{strconv.FormatInt(expNewSince.UnixNano()/int64(time.Millisecond), 10)})
assert.Equal(query["endTime"], []string{strconv.FormatInt(expNewUntil.UnixNano()/int64(time.Millisecond), 10)})
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
assert.Equal(query["symbol"], []string{expBtcSymbol})
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
})
orders, err := ex.QueryClosedOrders(context.Background(), expBtcSymbol, newSince, newUntil, lastOrderId)
assert.NoError(err)
expOrder := []types.Order{
{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "684a79df-f931-474f-a9a5-f1deab1cd770",
Symbol: expBtcSymbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.MustNewFromString("0.00009"),
Price: fixedpoint.MustNewFromString("66000"),
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: 1148903850645331968,
UUID: "1148903850645331968",
Status: types.OrderStatusCanceled,
ExecutedQuantity: fixedpoint.MustNewFromString("0"),
IsWorking: false,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709648518713).Time()),
},
{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "bf3ba805-66bc-4ef6-bf34-d63d79dc2e4c",
Symbol: expBtcSymbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeMarket,
Quantity: fixedpoint.MustNewFromString("0.000089"),
Price: fixedpoint.MustNewFromString("67360.87"),
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: 1148914989018062853,
UUID: "1148914989018062853",
Status: types.OrderStatusFilled,
ExecutedQuantity: fixedpoint.MustNewFromString("0.000089"),
IsWorking: false,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709648599867).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709648600016).Time()),
},
}
assert.Equal(expOrder, orders)
})
t.Run("error", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
})
_, err = ex.QueryClosedOrders(context.Background(), expBtcSymbol, since, until, lastOrderId)
assert.ErrorContains(err, "Invalid IP")
})
}
func TestExchange_CancelOrders(t *testing.T) {
var (
assert = assert.New(t)
ex = New("key", "secret", "passphrase")
cancelOrderUrl = "/api/v2/spot/trade/cancel-order"
order = types.Order{
OrderID: 1149899973610643488,
SubmitOrder: types.SubmitOrder{
ClientOrderID: "9471cf38-33c2-4aee-a2fb-fcf71629ffb7",
},
}
)
t.Run("order id first, either orderId or clientOid is required", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
// order history
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/cancel_order_request.json")
assert.NoError(err)
transport.POST(cancelOrderUrl, func(req *http.Request) (*http.Response, error) {
raw, err := io.ReadAll(req.Body)
assert.NoError(err)
type cancelOrder struct {
OrderId string `json:"orderId"`
ClientOrderId string `json:"clientOrderId"`
}
reqq := &cancelOrder{}
err = json.Unmarshal(raw, &reqq)
assert.NoError(err)
assert.Equal(strconv.FormatUint(order.OrderID, 10), reqq.OrderId)
assert.Equal("", reqq.ClientOrderId)
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
})
err = ex.CancelOrders(context.Background(), order)
assert.NoError(err)
})
t.Run("unexpected order id and client order id", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
transport.POST(cancelOrderUrl, func(req *http.Request) (*http.Response, error) {
raw, err := io.ReadAll(req.Body)
assert.NoError(err)
type cancelOrder struct {
OrderId string `json:"orderId"`
ClientOrderId string `json:"clientOrderId"`
}
reqq := &cancelOrder{}
err = json.Unmarshal(raw, &reqq)
assert.NoError(err)
assert.Equal(strconv.FormatUint(order.OrderID, 10), reqq.OrderId)
assert.Equal("", reqq.ClientOrderId)
reqq.OrderId = "123456789"
reqq.ClientOrderId = "test wrong order client id"
raw, err = json.Marshal(reqq)
assert.NoError(err)
apiResp := v2.APIResponse{Code: "00000", Data: raw}
raw, err = json.Marshal(apiResp)
assert.NoError(err)
return httptesting.BuildResponseString(http.StatusOK, string(raw)), nil
})
err := ex.CancelOrders(context.Background(), order)
assert.ErrorContains(err, "order id mismatch")
})
t.Run("client order id", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
// order history
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/cancel_order_request.json")
assert.NoError(err)
transport.POST(cancelOrderUrl, func(req *http.Request) (*http.Response, error) {
raw, err := io.ReadAll(req.Body)
assert.NoError(err)
type cancelOrder struct {
OrderId string `json:"orderId"`
ClientOrderId string `json:"clientOid"`
}
reqq := &cancelOrder{}
err = json.Unmarshal(raw, &reqq)
assert.NoError(err)
assert.Equal("", reqq.OrderId)
assert.Equal(order.ClientOrderID, reqq.ClientOrderId)
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
})
newOrder := order
newOrder.OrderID = 0
err = ex.CancelOrders(context.Background(), newOrder)
assert.NoError(err)
})
t.Run("empty order id and client order id", func(t *testing.T) {
newOrder := order
newOrder.OrderID = 0
newOrder.ClientOrderID = ""
err := ex.CancelOrders(context.Background(), newOrder)
assert.ErrorContains(err, "the order uuid and client order id are empty")
})
t.Run("error", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
assert.NoError(err)
transport.POST(cancelOrderUrl, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
})
err = ex.CancelOrders(context.Background(), order)
assert.ErrorContains(err, "Invalid IP")
})
}
func TestExchange_QueryTrades(t *testing.T) {
var (
assert = assert.New(t)
ex = New("key", "secret", "passphrase")
expApeSymbol = "APEUSDT"
since = types.NewMillisecondTimestampFromInt(1709645944272).Time()
until = since.Add(time.Hour)
options = &types.TradeQueryOptions{
StartTime: &since,
EndTime: &until,
Limit: queryLimit,
LastTradeID: 0,
}
url = "/api/v2/spot/trade/fills"
expOrder = []types.Trade{
{
ID: 1149103068190019665,
OrderID: 1149103067745689603,
Exchange: types.ExchangeBitget,
Price: fixedpoint.MustNewFromString("1.9959"),
Quantity: fixedpoint.MustNewFromString("2.98"),
QuoteQuantity: fixedpoint.MustNewFromString("5.947782"),
Symbol: expApeSymbol,
Side: types.SideTypeSell,
IsBuyer: false,
IsMaker: false,
Time: types.Time(types.NewMillisecondTimestampFromInt(1709693441436).Time()),
Fee: fixedpoint.MustNewFromString("0.005947782"),
FeeCurrency: "USDT",
FeeDiscounted: false,
},
{
ID: 1149101368775479371,
OrderID: 1149101366691176462,
Exchange: types.ExchangeBitget,
Price: fixedpoint.MustNewFromString("2.01"),
Quantity: fixedpoint.MustNewFromString("0.0013"),
QuoteQuantity: fixedpoint.MustNewFromString("0.002613"),
Symbol: expApeSymbol,
Side: types.SideTypeBuy,
IsBuyer: true,
IsMaker: true,
Time: types.Time(types.NewMillisecondTimestampFromInt(1709693036264).Time()),
Fee: fixedpoint.MustNewFromString("0.0000013"),
FeeCurrency: "APE",
FeeDiscounted: false,
},
{
ID: 1149098107964166145,
OrderID: 1149098107519836161,
Exchange: types.ExchangeBitget,
Price: fixedpoint.MustNewFromString("2.0087"),
Quantity: fixedpoint.MustNewFromString("2.987"),
QuoteQuantity: fixedpoint.MustNewFromString("5.9999869"),
Symbol: expApeSymbol,
Side: types.SideTypeBuy,
IsBuyer: true,
IsMaker: false,
Time: types.Time(types.NewMillisecondTimestampFromInt(1709692258826).Time()),
Fee: fixedpoint.MustNewFromString("0.002987"),
FeeCurrency: "APE",
FeeDiscounted: false,
},
{
ID: 1149096769322684417,
OrderID: 1149096768878354435,
Exchange: types.ExchangeBitget,
Price: fixedpoint.MustNewFromString("2.0068"),
Quantity: fixedpoint.MustNewFromString("2.9603"),
QuoteQuantity: fixedpoint.MustNewFromString("5.94073004"),
Symbol: expApeSymbol,
Side: types.SideTypeSell,
IsBuyer: false,
IsMaker: false,
Time: types.Time(types.NewMillisecondTimestampFromInt(1709691939669).Time()),
Fee: fixedpoint.MustNewFromString("0.00594073004"),
FeeCurrency: "USDT",
FeeDiscounted: false,
},
}
)
t.Run("succeeds", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
// order history
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/get_trade_fills_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Len(query, 4)
assert.Contains(query, "startTime")
assert.Contains(query, "endTime")
assert.Contains(query, "limit")
assert.Contains(query, "symbol")
assert.Equal(query["startTime"], []string{strconv.FormatInt(since.UnixNano()/int64(time.Millisecond), 10)})
assert.Equal(query["endTime"], []string{strconv.FormatInt(until.UnixNano()/int64(time.Millisecond), 10)})
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
assert.Equal(query["symbol"], []string{expApeSymbol})
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
})
orders, err := ex.QueryTrades(context.Background(), expApeSymbol, options)
assert.NoError(err)
assert.Equal(expOrder, orders)
})
t.Run("succeeds with lastTradeId (not supported) and limit 0", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
// order history
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/get_trade_fills_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Len(query, 4)
assert.Contains(query, "startTime")
assert.Contains(query, "endTime")
assert.Contains(query, "limit")
assert.Contains(query, "symbol")
assert.Equal(query["startTime"], []string{strconv.FormatInt(since.UnixNano()/int64(time.Millisecond), 10)})
assert.Equal(query["endTime"], []string{strconv.FormatInt(until.UnixNano()/int64(time.Millisecond), 10)})
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
assert.Equal(query["symbol"], []string{expApeSymbol})
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
})
newOpts := *options
newOpts.LastTradeID = 50
newOpts.Limit = 0
orders, err := ex.QueryTrades(context.Background(), expApeSymbol, &newOpts)
assert.NoError(err)
assert.Equal(expOrder, orders)
})
t.Run("adjust time range since unexpected since and until", func(t *testing.T) {
timeNow := time.Now().Truncate(time.Second)
ex.timeNowFn = func() time.Time {
return timeNow
}
defer func() { ex.timeNowFn = func() time.Time { return time.Now() } }()
newSince := timeNow.Add(-maxHistoricalDataQueryPeriod * 2)
expNewSince := timeNow.Add(-maxHistoricalDataQueryPeriod)
newUntil := timeNow.Add(-maxHistoricalDataQueryPeriod + 24*time.Hour)
newOpts := *options
newOpts.StartTime = &newSince
newOpts.EndTime = &newUntil
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
// order history
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/get_trade_fills_request.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
query := req.URL.Query()
assert.Len(query, 4)
assert.Contains(query, "startTime")
assert.Contains(query, "endTime")
assert.Contains(query, "limit")
assert.Contains(query, "symbol")
assert.Equal(query["startTime"], []string{strconv.FormatInt(expNewSince.UnixNano()/int64(time.Millisecond), 10)})
assert.Equal(query["endTime"], []string{strconv.FormatInt(newUntil.UnixNano()/int64(time.Millisecond), 10)})
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
assert.Equal(query["symbol"], []string{expApeSymbol})
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
})
orders, err := ex.QueryTrades(context.Background(), expApeSymbol, &newOpts)
assert.NoError(err)
assert.Equal(expOrder, orders)
})
t.Run("failed due to empty since", func(t *testing.T) {
timeNow := time.Now().Truncate(time.Second)
ex.timeNowFn = func() time.Time {
return timeNow
}
defer func() { ex.timeNowFn = func() time.Time { return time.Now() } }()
newSince := timeNow.Add(-maxHistoricalDataQueryPeriod * 2)
newUntil := timeNow.Add(-maxHistoricalDataQueryPeriod - time.Second)
newOpts := *options
newOpts.StartTime = &newSince
newOpts.EndTime = &newUntil
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
_, err := ex.QueryTrades(context.Background(), expApeSymbol, &newOpts)
assert.ErrorContains(err, "before start")
})
t.Run("failed due to empty since", func(t *testing.T) {
newOpts := *options
newOpts.StartTime = nil
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
_, err := ex.QueryTrades(context.Background(), expApeSymbol, &newOpts)
assert.ErrorContains(err, "start time is required")
})
t.Run("error", func(t *testing.T) {
transport := &httptesting.MockTransport{}
ex.client.HttpClient.Transport = transport
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
assert.NoError(err)
transport.GET(url, func(req *http.Request) (*http.Response, error) {
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
})
_, err = ex.QueryTrades(context.Background(), expApeSymbol, options)
assert.ErrorContains(err, "Invalid IP")
})
}
Reference in New Issue View Git Blame Copy Permalink