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3e45035ab1
database: upgrade gosqllite3 version for increasing variable amount limit types: update kline starttime/endtime field to prevent sqlite3 time parsing issue. fix #215
90 lines
2.2 KiB
Go
90 lines
2.2 KiB
Go
package ftx
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import (
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"context"
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batch2 "github.com/c9s/bbgo/pkg/exchange/batch"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/stretchr/testify/assert"
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"os"
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"testing"
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"time"
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)
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func TestLastKline(t *testing.T) {
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key := os.Getenv("FTX_API_KEY")
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secret := os.Getenv("FTX_API_SECRET")
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subAccount := os.Getenv("FTX_SUBACCOUNT")
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if len(key) == 0 && len(secret) == 0 {
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t.Skip("api key/secret are not configured")
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}
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e := NewExchange(key, secret, subAccount)
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//stream := NewStream(key, secret, subAccount, e)
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ctx, cancel := context.WithCancel(context.Background())
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defer cancel()
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klines := getLastClosedKLine(e, ctx, "XRPUSD", types.Interval1m)
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assert.Equal(t, 1, len(klines))
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}
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func Test_Batch(t *testing.T) {
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key := os.Getenv("FTX_API_KEY")
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secret := os.Getenv("FTX_API_SECRET")
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subAccount := os.Getenv("FTX_SUBACCOUNT")
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if len(key) == 0 && len(secret) == 0 {
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t.Skip("api key/secret are not configured")
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}
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e := NewExchange(key, secret, subAccount)
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//stream := NewStream(key, secret, subAccount, e)
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batch := &batch2.KLineBatchQuery{Exchange: e}
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ctx, cancel := context.WithCancel(context.Background())
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defer cancel()
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// should use channel here
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starttime, err := time.Parse("2006-1-2 15:04", "2021-08-01 00:00")
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assert.NoError(t, err)
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endtime, err := time.Parse("2006-1-2 15:04", "2021-08-04 00:19")
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assert.NoError(t, err)
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klineC, errC := batch.Query(ctx, "XRPUSDT", types.Interval1d, starttime, endtime)
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if err := <-errC; err != nil {
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assert.NoError(t, err)
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}
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var lastmintime time.Time
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var lastmaxtime time.Time
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for klines := range klineC {
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assert.NotEmpty(t, klines)
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var nowMinTime = klines[0].StartTime
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var nowMaxTime = klines[0].StartTime
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for _, item := range klines {
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if nowMaxTime.Unix() < item.StartTime.Unix() {
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nowMaxTime = item.StartTime
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}
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if nowMinTime.Unix() > item.StartTime.Unix() {
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nowMinTime = item.StartTime
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}
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}
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if !lastmintime.IsZero() {
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assert.True(t, nowMinTime.Unix() <= nowMaxTime.Unix())
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assert.True(t, nowMinTime.Unix() > lastmaxtime.Unix())
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assert.True(t, nowMaxTime.Unix() > lastmaxtime.Unix())
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}
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lastmintime = nowMinTime.Time()
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lastmaxtime = nowMaxTime.Time()
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assert.True(t, lastmintime.Unix() <= lastmaxtime.Unix())
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}
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}
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