bbgo_origin/pkg/exchange/ftx/websocket_messages_test.go
2021-03-06 19:23:44 +08:00

173 lines
5.4 KiB
Go

package ftx
import (
"encoding/json"
"io/ioutil"
"testing"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
func Test_rawResponse_toSubscribedResp(t *testing.T) {
input := `{"type": "subscribed", "channel": "orderbook", "market": "BTC/USDT"}`
var m rawResponse
assert.NoError(t, json.Unmarshal([]byte(input), &m))
r := m.toSubscribedResp()
assert.Equal(t, subscribedRespType, r.Type)
assert.Equal(t, orderbook, r.Channel)
assert.Equal(t, "BTC/USDT", r.Market)
}
func Test_rawResponse_toDataResponse(t *testing.T) {
f, err := ioutil.ReadFile("./orderbook_snapshot.json")
assert.NoError(t, err)
var m rawResponse
assert.NoError(t, json.Unmarshal(f, &m))
r, err := m.toOrderBookResponse()
assert.NoError(t, err)
assert.Equal(t, partialRespType, r.Type)
assert.Equal(t, orderbook, r.Channel)
assert.Equal(t, "BTC/USDT", r.Market)
assert.Equal(t, int64(1614520368), r.Timestamp.Unix())
assert.Equal(t, uint32(2150525410), r.Checksum)
assert.Len(t, r.Bids, 100)
assert.Equal(t, []json.Number{"44555.0", "3.3968"}, r.Bids[0])
assert.Equal(t, []json.Number{"44554.0", "0.0561"}, r.Bids[1])
assert.Len(t, r.Asks, 100)
assert.Equal(t, []json.Number{"44574.0", "0.4591"}, r.Asks[0])
assert.Equal(t, []json.Number{"44579.0", "0.15"}, r.Asks[1])
}
func Test_orderBookResponse_toGlobalOrderBook(t *testing.T) {
f, err := ioutil.ReadFile("./orderbook_snapshot.json")
assert.NoError(t, err)
var m rawResponse
assert.NoError(t, json.Unmarshal(f, &m))
r, err := m.toOrderBookResponse()
assert.NoError(t, err)
b, err := toGlobalOrderBook(r)
assert.NoError(t, err)
assert.Equal(t, "BTC/USDT", b.Symbol)
isValid, err := b.IsValid()
assert.True(t, isValid)
assert.NoError(t, err)
assert.Len(t, b.Bids, 100)
assert.Equal(t, types.PriceVolume{
Price: fixedpoint.MustNewFromString("44555.0"),
Volume: fixedpoint.MustNewFromString("3.3968"),
}, b.Bids[0])
assert.Equal(t, types.PriceVolume{
Price: fixedpoint.MustNewFromString("44222.0"),
Volume: fixedpoint.MustNewFromString("0.0002"),
}, b.Bids[99])
assert.Len(t, b.Asks, 100)
assert.Equal(t, types.PriceVolume{
Price: fixedpoint.MustNewFromString("44574.0"),
Volume: fixedpoint.MustNewFromString("0.4591"),
}, b.Asks[0])
assert.Equal(t, types.PriceVolume{
Price: fixedpoint.MustNewFromString("45010.0"),
Volume: fixedpoint.MustNewFromString("0.0003"),
}, b.Asks[99])
}
func Test_checksumString(t *testing.T) {
type args struct {
bids [][]json.Number
asks [][]json.Number
}
tests := []struct {
name string
args args
want string
}{
{
name: "more bids",
args: args{
bids: [][]json.Number{{"5000.5", "10"}, {"4995.0", "5"}},
asks: [][]json.Number{{"5001.0", "6"}},
},
want: "5000.5:10:5001.0:6:4995.0:5",
},
{
name: "lengths of bids and asks are the same",
args: args{
bids: [][]json.Number{{"5000.5", "10"}, {"4995.0", "5"}},
asks: [][]json.Number{{"5001.0", "6"}, {"5002.0", "7"}},
},
want: "5000.5:10:5001.0:6:4995.0:5:5002.0:7",
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
if got := checksumString(tt.args.bids, tt.args.asks); got != tt.want {
t.Errorf("checksumString() = %v, want %v", got, tt.want)
}
})
}
}
func Test_orderBookResponse_verifyChecksum(t *testing.T) {
for _, file := range []string{"./orderbook_snapshot.json"} {
f, err := ioutil.ReadFile(file)
assert.NoError(t, err)
var m rawResponse
assert.NoError(t, json.Unmarshal(f, &m))
r, err := m.toOrderBookResponse()
assert.NoError(t, err)
assert.NoError(t, r.verifyChecksum(), "filename: "+file)
}
}
func Test_removePrice(t *testing.T) {
pairs := [][]json.Number{{"123.99", "2.0"}, {"2234.12", "3.1"}}
assert.Equal(t, pairs, removePrice(pairs, "99333"))
pairs = removePrice(pairs, "2234.12")
assert.Equal(t, [][]json.Number{{"123.99", "2.0"}}, pairs)
assert.Equal(t, [][]json.Number{}, removePrice(pairs, "123.99"))
}
func Test_orderBookResponse_update(t *testing.T) {
ob := &orderBookResponse{Bids: nil, Asks: nil}
ob.update(orderBookResponse{
Bids: [][]json.Number{{"1.0", "0"}, {"10.0", "1"}, {"11.0", "1"}},
Asks: [][]json.Number{{"1.0", "1"}},
})
assert.Equal(t, [][]json.Number{{"11.0", "1"}, {"10.0", "1"}}, ob.Bids)
assert.Equal(t, [][]json.Number{{"1.0", "1"}}, ob.Asks)
ob.update(orderBookResponse{
Bids: [][]json.Number{{"9.0", "1"}, {"12.0", "1"}, {"10.5", "1"}},
Asks: [][]json.Number{{"1.0", "0"}},
})
assert.Equal(t, [][]json.Number{{"12.0", "1"}, {"11.0", "1"}, {"10.5", "1"}, {"10.0", "1"}, {"9.0", "1"}}, ob.Bids)
assert.Equal(t, [][]json.Number{}, ob.Asks)
// remove them
ob.update(orderBookResponse{
Bids: [][]json.Number{{"9.0", "0"}, {"12.0", "0"}, {"10.5", "0"}},
Asks: [][]json.Number{{"9.0", "1"}, {"12.0", "1"}, {"10.5", "1"}},
})
assert.Equal(t, [][]json.Number{{"11.0", "1"}, {"10.0", "1"}}, ob.Bids)
assert.Equal(t, [][]json.Number{{"9.0", "1"}, {"10.5", "1"}, {"12.0", "1"}}, ob.Asks)
}
func Test_insertAt(t *testing.T) {
r := insertAt([][]json.Number{{"1.2", "2"}, {"1.4", "2"}}, 1, []json.Number{"1.3", "2"})
assert.Equal(t, [][]json.Number{{"1.2", "2"}, {"1.3", "2"}, {"1.4", "2"}}, r)
r = insertAt([][]json.Number{{"1.2", "2"}, {"1.4", "2"}}, 0, []json.Number{"1.1", "2"})
assert.Equal(t, [][]json.Number{{"1.1", "2"}, {"1.2", "2"}, {"1.4", "2"}}, r)
r = insertAt([][]json.Number{{"1.2", "2"}, {"1.4", "2"}}, 2, []json.Number{"1.5", "2"})
assert.Equal(t, [][]json.Number{{"1.2", "2"}, {"1.4", "2"}, {"1.5", "2"}}, r)
}