mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 23:05:15 +00:00
516 lines
11 KiB
Go
516 lines
11 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()
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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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"BTCUSDT",
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"ETHUSDT",
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"DOTUSDT",
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"ADAUSDT",
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"AAVEUSDT",
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"APTUSDT",
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"ATOMUSDT",
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"AXSUSDT",
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"BNBUSDT",
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"SOLUSDT",
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"DOGEUSDT",
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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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}
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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":"sp",
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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: instSp,
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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":"sp",
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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: instSp,
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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":"sp",
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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: instSp,
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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":"sp",
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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":"sp",
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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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"1697697791663",
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"28303.43",
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"0.0452",
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"sell"
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],
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[
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"1697697794663",
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"28345.67",
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"0.1234",
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"sell"
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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(1697697791663),
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Price: fixedpoint.NewFromFloat(28303.43),
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Size: fixedpoint.NewFromFloat(0.0452),
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Side: "sell",
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},
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{
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Ts: types.NewMillisecondTimestampFromInt(1697697794663),
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Price: fixedpoint.NewFromFloat(28345.67),
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Size: fixedpoint.NewFromFloat(0.1234),
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Side: "sell",
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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 length of market trade", 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":"sp",
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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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"1697697791663",
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"28303.43",
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"28303.43",
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"0.0452",
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"sell"
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]
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],
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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, "unexpected trades length")
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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":"sp",
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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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"TIMESTAMP",
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"28303.43",
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"0.0452",
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"sell"
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]
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],
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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, "timestamp")
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})
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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":"sp",
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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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"1697697791663",
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"1p",
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"0.0452",
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"sell"
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]
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],
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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, "price")
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})
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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":"sp",
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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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"1697697791663",
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"28303.43",
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"2v",
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"sell"
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]
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],
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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, "size")
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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":"sp",
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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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"1697697791663",
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"28303.43",
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"0.0452",
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12345
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]
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],
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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, "side")
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})
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}
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func Test_convertSubscription(t *testing.T) {
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t.Run("BookChannel.ChannelOrderBook5", func(t *testing.T) {
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res, err := convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.BookChannel,
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Options: types.SubscribeOptions{
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Depth: types.DepthLevel5,
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},
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})
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assert.NoError(t, err)
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assert.Equal(t, WsArg{
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InstType: instSp,
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Channel: ChannelOrderBook5,
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InstId: "BTCUSDT",
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}, res)
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})
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t.Run("BookChannel.DepthLevel15", func(t *testing.T) {
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res, err := convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.BookChannel,
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Options: types.SubscribeOptions{
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Depth: types.DepthLevel15,
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},
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})
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assert.NoError(t, err)
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assert.Equal(t, WsArg{
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InstType: instSp,
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Channel: ChannelOrderBook15,
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InstId: "BTCUSDT",
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}, res)
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})
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t.Run("BookChannel.DepthLevel200", func(t *testing.T) {
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res, err := convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.BookChannel,
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Options: types.SubscribeOptions{
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Depth: types.DepthLevel200,
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},
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})
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assert.NoError(t, err)
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assert.Equal(t, WsArg{
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InstType: instSp,
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Channel: ChannelOrderBook,
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InstId: "BTCUSDT",
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}, res)
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})
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t.Run("TradeChannel", func(t *testing.T) {
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res, err := convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.MarketTradeChannel,
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Options: types.SubscribeOptions{},
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})
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assert.NoError(t, err)
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assert.Equal(t, WsArg{
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InstType: instSp,
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Channel: ChannelTrade,
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InstId: "BTCUSDT",
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}, res)
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})
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}
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