mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 23:05:15 +00:00
448 lines
11 KiB
Go
448 lines
11 KiB
Go
package bybit
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import (
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"context"
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"errors"
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"fmt"
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"os"
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"strconv"
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"testing"
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"github.com/golang/mock/gomock"
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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/exchange/bybit/mocks"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/testutil"
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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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key, secret, ok := testutil.IntegrationTestConfigured(t, "BYBIT")
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if !ok {
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t.Skip("BYBIT_* env vars are not configured")
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return nil
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}
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exchange, err := New(key, secret)
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assert.NoError(t, err)
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return NewStream(key, secret, exchange)
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}
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func TestStream(t *testing.T) {
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s := getTestClientOrSkip(t)
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t.Run("Auth test", func(t *testing.T) {
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s.Connect(context.Background())
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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", func(t *testing.T) {
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s.Subscribe(types.BookChannel, "BTCUSDT", types.SubscribeOptions{
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Depth: types.DepthLevel50,
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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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c := make(chan struct{})
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<-c
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})
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t.Run("wallet test", func(t *testing.T) {
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err := s.Connect(context.Background())
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assert.NoError(t, err)
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s.OnBalanceSnapshot(func(balances types.BalanceMap) {
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t.Log("got snapshot", balances)
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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("order test", func(t *testing.T) {
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err := s.Connect(context.Background())
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assert.NoError(t, err)
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s.OnOrderUpdate(func(order types.Order) {
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t.Log("got update", order)
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})
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c := make(chan struct{})
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<-c
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})
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t.Run("kline test", func(t *testing.T) {
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s.Subscribe(types.KLineChannel, "BTCUSDT", types.SubscribeOptions{
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Interval: types.Interval30m,
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Depth: "",
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Speed: "",
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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.OnKLine(func(kline types.KLine) {
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t.Log(kline)
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})
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c := make(chan struct{})
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<-c
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})
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t.Run("trade test", func(t *testing.T) {
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err := s.Connect(context.Background())
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assert.NoError(t, err)
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s.OnTradeUpdate(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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s := Stream{}
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t.Run("op", func(t *testing.T) {
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input := `{
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"success":true,
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"ret_msg":"subscribe",
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"conn_id":"a403c8e5-e2b6-4edd-a8f0-1a64fa7227a5",
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"op":"subscribe"
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}`
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res, err := s.parseWebSocketEvent([]byte(input))
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assert.NoError(t, err)
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opEvent, ok := res.(*WebSocketOpEvent)
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assert.True(t, ok)
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expSucceeds := true
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expRetMsg := "subscribe"
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assert.Equal(t, WebSocketOpEvent{
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Success: expSucceeds,
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RetMsg: expRetMsg,
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ReqId: "",
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ConnId: "a403c8e5-e2b6-4edd-a8f0-1a64fa7227a5",
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Op: WsOpTypeSubscribe,
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Args: nil,
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}, *opEvent)
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})
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t.Run("TopicTypeOrderBook with delta", func(t *testing.T) {
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input := `{
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"topic":"orderbook.50.BTCUSDT",
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"ts":1691130685111,
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"type":"delta",
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"data":{
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"s":"BTCUSDT",
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"b":[
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],
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"a":[
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[
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"29239.37",
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"0.082356"
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],
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[
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"29236.1",
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"0"
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]
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],
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"u":1854104,
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"seq":10559247733
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}
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}`
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res, err := s.parseWebSocketEvent([]byte(input))
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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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Symbol: "BTCUSDT",
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Bids: nil,
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Asks: types.PriceVolumeSlice{
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{
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fixedpoint.NewFromFloat(29239.37),
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fixedpoint.NewFromFloat(0.082356),
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},
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{
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fixedpoint.NewFromFloat(29236.1),
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fixedpoint.NewFromFloat(0),
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},
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},
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UpdateId: fixedpoint.NewFromFloat(1854104),
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SequenceId: fixedpoint.NewFromFloat(10559247733),
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Type: DataTypeDelta,
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}, *book)
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})
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t.Run("TopicTypeKLine with snapshot", func(t *testing.T) {
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input := `{
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"topic": "kline.5.BTCUSDT",
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"data": [
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{
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"start": 1672324800000,
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"end": 1672325099999,
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"interval": "5",
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"open": "16649.5",
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"close": "16677",
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"high": "16677",
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"low": "16608",
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"volume": "2.081",
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"turnover": "34666.4005",
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"confirm": false,
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"timestamp": 1672324988882
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}
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],
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"ts": 1672324988882,
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"type": "snapshot"
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}`
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res, err := s.parseWebSocketEvent([]byte(input))
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assert.NoError(t, err)
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book, ok := res.(*KLineEvent)
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assert.True(t, ok)
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assert.Equal(t, KLineEvent{
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Symbol: "BTCUSDT",
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Type: DataTypeSnapshot,
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KLines: []KLine{
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{
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StartTime: types.NewMillisecondTimestampFromInt(1672324800000),
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EndTime: types.NewMillisecondTimestampFromInt(1672325099999),
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Interval: "5",
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OpenPrice: fixedpoint.NewFromFloat(16649.5),
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ClosePrice: fixedpoint.NewFromFloat(16677),
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HighPrice: fixedpoint.NewFromFloat(16677),
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LowPrice: fixedpoint.NewFromFloat(16608),
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Volume: fixedpoint.NewFromFloat(2.081),
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Turnover: fixedpoint.NewFromFloat(34666.4005),
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Confirm: false,
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Timestamp: types.NewMillisecondTimestampFromInt(1672324988882),
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},
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},
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}, *book)
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})
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t.Run("TopicTypeKLine with invalid topic", func(t *testing.T) {
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input := `{
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"topic": "kline.5",
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"data": [
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{
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"start": 1672324800000,
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"end": 1672325099999,
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"interval": "5",
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"open": "16649.5",
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"close": "16677",
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"high": "16677",
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"low": "16608",
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"volume": "2.081",
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"turnover": "34666.4005",
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"confirm": false,
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"timestamp": 1672324988882
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}
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],
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"ts": 1672324988882,
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"type": "snapshot"
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}`
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res, err := s.parseWebSocketEvent([]byte(input))
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assert.Equal(t, errors.New("unexpected topic: kline.5"), err)
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assert.Nil(t, res)
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})
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t.Run("Parse fails", func(t *testing.T) {
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input := `{
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"topic":"orderbook.50.BTCUSDT",
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"ts":1691130685111,
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"type":"delta",
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"data":{
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"GG": "test",
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}
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}`
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res, err := s.parseWebSocketEvent([]byte(input))
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assert.Error(t, err)
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assert.Equal(t, nil, res)
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})
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}
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func Test_convertSubscription(t *testing.T) {
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s := Stream{}
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t.Run("BookChannel.DepthLevel1", func(t *testing.T) {
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res, err := s.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.DepthLevel1,
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},
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})
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assert.NoError(t, err)
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assert.Equal(t, genTopic(TopicTypeOrderBook, types.DepthLevel1, "BTCUSDT"), res)
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})
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t.Run("BookChannel. with default depth", func(t *testing.T) {
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res, err := s.convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: types.BookChannel,
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})
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assert.NoError(t, err)
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assert.Equal(t, genTopic(TopicTypeOrderBook, types.DepthLevel1, "BTCUSDT"), res)
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})
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t.Run("BookChannel.DepthLevel50", func(t *testing.T) {
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res, err := s.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.DepthLevel50,
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},
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})
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assert.NoError(t, err)
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assert.Equal(t, genTopic(TopicTypeOrderBook, types.DepthLevel50, "BTCUSDT"), res)
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})
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t.Run("BookChannel. not support depth, use default level 1", func(t *testing.T) {
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res, err := s.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: "20",
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},
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})
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assert.NoError(t, err)
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assert.Equal(t, genTopic(TopicTypeOrderBook, types.DepthLevel1, "BTCUSDT"), res)
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})
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t.Run("unsupported channel", func(t *testing.T) {
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res, err := s.convertSubscription(types.Subscription{
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Symbol: "BTCUSDT",
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Channel: "unsupported",
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})
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assert.Equal(t, fmt.Errorf("unsupported stream channel: %s", "unsupported"), err)
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assert.Equal(t, "", res)
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})
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}
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func TestStream_getFeeRate(t *testing.T) {
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mockCtrl := gomock.NewController(t)
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defer mockCtrl.Finish()
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unknownErr := errors.New("unknown err")
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t.Run("succeeds", func(t *testing.T) {
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mockMarketProvider := mocks.NewMockMarketInfoProvider(mockCtrl)
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s := &Stream{
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marketProvider: mockMarketProvider,
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}
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ctx := context.Background()
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feeRates := bybitapi.FeeRates{
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List: []bybitapi.FeeRate{
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{
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Symbol: "BTCUSDT",
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TakerFeeRate: fixedpoint.NewFromFloat(0.001),
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MakerFeeRate: fixedpoint.NewFromFloat(0.001),
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},
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{
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Symbol: "ETHUSDT",
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TakerFeeRate: fixedpoint.NewFromFloat(0.001),
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MakerFeeRate: fixedpoint.NewFromFloat(0.001),
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},
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{
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Symbol: "OPTIONCOIN",
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TakerFeeRate: fixedpoint.NewFromFloat(0.001),
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MakerFeeRate: fixedpoint.NewFromFloat(0.001),
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},
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},
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}
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mkts := types.MarketMap{
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"BTCUSDT": types.Market{
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Symbol: "BTCUSDT",
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QuoteCurrency: "USDT",
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BaseCurrency: "BTC",
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},
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"ETHUSDT": types.Market{
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Symbol: "ETHUSDT",
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QuoteCurrency: "USDT",
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BaseCurrency: "ETH",
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},
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}
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mockMarketProvider.EXPECT().GetAllFeeRates(ctx).Return(feeRates, nil).Times(1)
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mockMarketProvider.EXPECT().QueryMarkets(ctx).Return(mkts, nil).Times(1)
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expFeeRates := map[string]*symbolFeeDetail{
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"BTCUSDT": {
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FeeRate: feeRates.List[0],
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BaseCoin: "BTC",
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QuoteCoin: "USDT",
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},
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"ETHUSDT": {
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FeeRate: feeRates.List[1],
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BaseCoin: "ETH",
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QuoteCoin: "USDT",
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},
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}
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err := s.getAllFeeRates(ctx)
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assert.NoError(t, err)
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assert.Equal(t, expFeeRates, s.symbolFeeDetails)
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})
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t.Run("failed to query markets", func(t *testing.T) {
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mockMarketProvider := mocks.NewMockMarketInfoProvider(mockCtrl)
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s := &Stream{
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marketProvider: mockMarketProvider,
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}
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ctx := context.Background()
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feeRates := bybitapi.FeeRates{
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List: []bybitapi.FeeRate{
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{
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Symbol: "BTCUSDT",
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TakerFeeRate: fixedpoint.NewFromFloat(0.001),
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MakerFeeRate: fixedpoint.NewFromFloat(0.001),
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},
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{
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Symbol: "ETHUSDT",
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TakerFeeRate: fixedpoint.NewFromFloat(0.001),
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MakerFeeRate: fixedpoint.NewFromFloat(0.001),
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},
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{
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Symbol: "OPTIONCOIN",
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TakerFeeRate: fixedpoint.NewFromFloat(0.001),
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MakerFeeRate: fixedpoint.NewFromFloat(0.001),
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},
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},
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}
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mockMarketProvider.EXPECT().GetAllFeeRates(ctx).Return(feeRates, nil).Times(1)
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mockMarketProvider.EXPECT().QueryMarkets(ctx).Return(nil, unknownErr).Times(1)
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err := s.getAllFeeRates(ctx)
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assert.Equal(t, fmt.Errorf("failed to get markets: %w", unknownErr), err)
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assert.Equal(t, map[string]*symbolFeeDetail(nil), s.symbolFeeDetails)
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})
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t.Run("failed to get fee rates", func(t *testing.T) {
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mockMarketProvider := mocks.NewMockMarketInfoProvider(mockCtrl)
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s := &Stream{
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marketProvider: mockMarketProvider,
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}
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ctx := context.Background()
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mockMarketProvider.EXPECT().GetAllFeeRates(ctx).Return(bybitapi.FeeRates{}, unknownErr).Times(1)
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err := s.getAllFeeRates(ctx)
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assert.Equal(t, fmt.Errorf("failed to call get fee rates: %w", unknownErr), err)
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assert.Equal(t, map[string]*symbolFeeDetail(nil), s.symbolFeeDetails)
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})
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}
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