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63 lines
2.0 KiB
Go
63 lines
2.0 KiB
Go
package bybit
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import (
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"math"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
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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 TestToGlobalMarket(t *testing.T) {
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inst := bybitapi.Instrument{
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Symbol: "BTCUSDT",
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BaseCoin: "BTC",
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QuoteCoin: "USDT",
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Innovation: "0",
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Status: bybitapi.StatusTrading,
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MarginTrading: "both",
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LotSizeFilter: struct {
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BasePrecision fixedpoint.Value `json:"basePrecision"`
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QuotePrecision fixedpoint.Value `json:"quotePrecision"`
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MinOrderQty fixedpoint.Value `json:"minOrderQty"`
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MaxOrderQty fixedpoint.Value `json:"maxOrderQty"`
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MinOrderAmt fixedpoint.Value `json:"minOrderAmt"`
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MaxOrderAmt fixedpoint.Value `json:"maxOrderAmt"`
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}{
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BasePrecision: fixedpoint.NewFromFloat(0.000001),
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QuotePrecision: fixedpoint.NewFromFloat(0.00000001),
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MinOrderQty: fixedpoint.NewFromFloat(0.000048),
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MaxOrderQty: fixedpoint.NewFromFloat(71.73956243),
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MinOrderAmt: fixedpoint.NewFromInt(1),
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MaxOrderAmt: fixedpoint.NewFromInt(2000000),
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},
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PriceFilter: struct {
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TickSize fixedpoint.Value `json:"tickSize"`
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}{
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TickSize: fixedpoint.NewFromFloat(0.01),
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},
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}
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exp := types.Market{
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Symbol: inst.Symbol,
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LocalSymbol: inst.Symbol,
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PricePrecision: int(math.Log10(inst.LotSizeFilter.QuotePrecision.Float64())),
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VolumePrecision: int(math.Log10(inst.LotSizeFilter.BasePrecision.Float64())),
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QuoteCurrency: inst.QuoteCoin,
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BaseCurrency: inst.BaseCoin,
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MinNotional: inst.LotSizeFilter.MinOrderAmt,
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MinAmount: inst.LotSizeFilter.MinOrderAmt,
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MinQuantity: inst.LotSizeFilter.MinOrderQty,
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MaxQuantity: inst.LotSizeFilter.MaxOrderQty,
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StepSize: inst.LotSizeFilter.BasePrecision,
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MinPrice: inst.LotSizeFilter.MinOrderAmt,
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MaxPrice: inst.LotSizeFilter.MaxOrderAmt,
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TickSize: inst.PriceFilter.TickSize,
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}
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assert.Equal(t, toGlobalMarket(inst), exp)
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}
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