mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-24 15:55:14 +00:00
1638 lines
56 KiB
Go
1638 lines
56 KiB
Go
package bitget
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import (
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"context"
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"encoding/json"
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"fmt"
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"io"
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"math"
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"net/http"
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"os"
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"strconv"
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"strings"
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"testing"
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"time"
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"github.com/stretchr/testify/assert"
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v2 "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi/v2"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/testing/httptesting"
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"github.com/c9s/bbgo/pkg/types"
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)
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func TestExchange_QueryMarkets(t *testing.T) {
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ex := New("key", "secret", "passphrase")
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t.Run("succeeds", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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f, err := os.ReadFile("bitgetapi/v2/testdata/get_symbols_request.json")
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assert.NoError(t, err)
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transport.GET("/api/v2/spot/public/symbols", func(req *http.Request) (*http.Response, error) {
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return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
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})
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mkts, err := ex.QueryMarkets(context.Background())
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assert.NoError(t, err)
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expMkts := types.MarketMap{
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"ETHUSDT": types.Market{
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Exchange: types.ExchangeBitget,
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Symbol: "ETHUSDT",
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LocalSymbol: "ETHUSDT",
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PricePrecision: 2,
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VolumePrecision: 4,
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QuoteCurrency: "USDT",
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BaseCurrency: "ETH",
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MinNotional: fixedpoint.NewFromInt(5),
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MinAmount: fixedpoint.NewFromInt(5),
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MinQuantity: fixedpoint.NewFromInt(0),
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MaxQuantity: fixedpoint.NewFromInt(10000000000),
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StepSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(4)),
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TickSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(2)),
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MinPrice: fixedpoint.Zero,
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MaxPrice: fixedpoint.Zero,
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},
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"BTCUSDT": types.Market{
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Exchange: types.ExchangeBitget,
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Symbol: "BTCUSDT",
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LocalSymbol: "BTCUSDT",
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PricePrecision: 2,
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VolumePrecision: 6,
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QuoteCurrency: "USDT",
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BaseCurrency: "BTC",
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MinNotional: fixedpoint.NewFromInt(5),
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MinAmount: fixedpoint.NewFromInt(5),
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MinQuantity: fixedpoint.NewFromInt(0),
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MaxQuantity: fixedpoint.NewFromInt(10000000000),
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StepSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(6)),
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TickSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(2)),
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MinPrice: fixedpoint.Zero,
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MaxPrice: fixedpoint.Zero,
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},
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}
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assert.Equal(t, expMkts, mkts)
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})
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t.Run("error", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
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assert.NoError(t, err)
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transport.GET("/api/v2/spot/public/symbols", func(req *http.Request) (*http.Response, error) {
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return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
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})
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_, err = ex.QueryMarkets(context.Background())
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assert.ErrorContains(t, err, "Invalid IP")
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})
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}
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func TestExchange_QueryTicker(t *testing.T) {
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var (
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assert = assert.New(t)
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ex = New("key", "secret", "passphrase")
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url = "/api/v2/spot/market/tickers"
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)
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t.Run("succeeds", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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f, err := os.ReadFile("bitgetapi/v2/testdata/get_ticker_request.json")
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assert.NoError(err)
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
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})
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tickers, err := ex.QueryTicker(context.Background(), "BTCUSDT")
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assert.NoError(err)
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expTicker := &types.Ticker{
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Time: types.NewMillisecondTimestampFromInt(1709626631127).Time(),
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Volume: fixedpoint.MustNewFromString("29439.351448"),
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Last: fixedpoint.MustNewFromString("66554.03"),
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Open: fixedpoint.MustNewFromString("64654.54"),
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High: fixedpoint.MustNewFromString("68686.93"),
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Low: fixedpoint.MustNewFromString("64583.42"),
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Buy: fixedpoint.MustNewFromString("66554"),
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Sell: fixedpoint.MustNewFromString("66554.07"),
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}
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assert.Equal(expTicker, tickers)
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})
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t.Run("unexpected length", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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f, err := os.ReadFile("bitgetapi/v2/testdata/get_tickers_request.json")
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assert.NoError(err)
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
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})
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_, err = ex.QueryTicker(context.Background(), "BTCUSDT")
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assert.ErrorContains(err, "unexpected length of query")
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})
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t.Run("error", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
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assert.NoError(err)
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
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})
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_, err = ex.QueryTicker(context.Background(), "BTCUSDT")
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assert.ErrorContains(err, "Invalid IP")
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})
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}
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func TestExchange_QueryTickers(t *testing.T) {
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var (
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assert = assert.New(t)
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ex = New("key", "secret", "passphrase")
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url = "/api/v2/spot/market/tickers"
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expBtcSymbol = "BTCUSDT"
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expBtcTicker = types.Ticker{
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Time: types.NewMillisecondTimestampFromInt(1709626631127).Time(),
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Volume: fixedpoint.MustNewFromString("29439.351448"),
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Last: fixedpoint.MustNewFromString("66554.03"),
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Open: fixedpoint.MustNewFromString("64654.54"),
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High: fixedpoint.MustNewFromString("68686.93"),
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Low: fixedpoint.MustNewFromString("64583.42"),
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Buy: fixedpoint.MustNewFromString("66554"),
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Sell: fixedpoint.MustNewFromString("66554.07"),
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}
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)
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t.Run("succeeds", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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f, err := os.ReadFile("bitgetapi/v2/testdata/get_tickers_request.json")
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assert.NoError(err)
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
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})
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tickers, err := ex.QueryTickers(context.Background())
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assert.NoError(err)
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expTickers := map[string]types.Ticker{
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expBtcSymbol: expBtcTicker,
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"ETHUSDT": {
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Time: types.NewMillisecondTimestampFromInt(1709626631726).Time(),
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Volume: fixedpoint.MustNewFromString("243220.866"),
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Last: fixedpoint.MustNewFromString("3686.95"),
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Open: fixedpoint.MustNewFromString("3506.6"),
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High: fixedpoint.MustNewFromString("3740"),
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Low: fixedpoint.MustNewFromString("3461.17"),
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Buy: fixedpoint.MustNewFromString("3686.94"),
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Sell: fixedpoint.MustNewFromString("3686.98"),
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},
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}
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assert.Equal(expTickers, tickers)
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})
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t.Run("succeeds for query one markets", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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f, err := os.ReadFile("bitgetapi/v2/testdata/get_ticker_request.json")
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assert.NoError(err)
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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assert.Contains(req.URL.Query(), "symbol")
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assert.Equal(req.URL.Query()["symbol"], []string{expBtcSymbol})
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return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
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})
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tickers, err := ex.QueryTickers(context.Background(), expBtcSymbol)
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assert.NoError(err)
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expTickers := map[string]types.Ticker{
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expBtcSymbol: expBtcTicker,
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}
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assert.Equal(expTickers, tickers)
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})
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t.Run("error", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
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assert.NoError(err)
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
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})
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_, err = ex.QueryTicker(context.Background(), expBtcSymbol)
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assert.ErrorContains(err, "Invalid IP")
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})
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}
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func TestExchange_QueryKLines(t *testing.T) {
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var (
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assert = assert.New(t)
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ex = New("key", "secret", "passphrase")
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url = "/api/v2/spot/market/candles"
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expBtcSymbol = "BTCUSDT"
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interval = types.Interval4h
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expBtcKlines = []types.KLine{
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{
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Exchange: types.ExchangeBitget,
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Symbol: expBtcSymbol,
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StartTime: types.Time(types.NewMillisecondTimestampFromInt(1709352000000).Time()),
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EndTime: types.Time(types.NewMillisecondTimestampFromInt(1709352000000).Time().Add(interval.Duration() - time.Millisecond)),
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Interval: interval,
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Open: fixedpoint.MustNewFromString("62308.42"),
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Close: fixedpoint.MustNewFromString("62014.17"),
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High: fixedpoint.MustNewFromString("62308.43"),
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Low: fixedpoint.MustNewFromString("61760"),
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Volume: fixedpoint.MustNewFromString("987.377637"),
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QuoteVolume: fixedpoint.MustNewFromString("61283110.57046518"),
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Closed: false,
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},
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{
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Exchange: types.ExchangeBitget,
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Symbol: expBtcSymbol,
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StartTime: types.Time(types.NewMillisecondTimestampFromInt(1709366400000).Time()),
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EndTime: types.Time(types.NewMillisecondTimestampFromInt(1709366400000).Time().Add(interval.Duration() - time.Millisecond)),
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Interval: interval,
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Open: fixedpoint.MustNewFromString("62014.17"),
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Close: fixedpoint.MustNewFromString("61825.64"),
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High: fixedpoint.MustNewFromString("62122.8"),
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Low: fixedpoint.MustNewFromString("61648.26"),
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Volume: fixedpoint.MustNewFromString("1271.183413"),
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QuoteVolume: fixedpoint.MustNewFromString("78680550.55539777"),
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Closed: false,
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},
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}
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)
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t.Run("succeeds without time range", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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f, err := os.ReadFile("bitgetapi/v2/testdata/get_k_line_request.json")
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assert.NoError(err)
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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query := req.URL.Query()
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assert.Len(query, 3)
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assert.Contains(query, "symbol")
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assert.Contains(query, "granularity")
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assert.Contains(query, "limit")
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assert.Equal(query["symbol"], []string{expBtcSymbol})
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assert.Equal(query["granularity"], []string{interval.String()})
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assert.Equal(query["limit"], []string{strconv.Itoa(defaultKLineLimit)})
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return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
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})
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klines, err := ex.QueryKLines(context.Background(), expBtcSymbol, interval, types.KLineQueryOptions{})
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assert.NoError(err)
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assert.Equal(expBtcKlines, klines)
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})
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t.Run("succeeds with time range", func(t *testing.T) {
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var (
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transport = &httptesting.MockTransport{}
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limit = 50
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startTime = time.Now()
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endTime = startTime.Add(8 * time.Hour)
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startTimeMs = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
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endTimeMs = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
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)
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ex.client.HttpClient.Transport = transport
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f, err := os.ReadFile("bitgetapi/v2/testdata/get_k_line_request.json")
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assert.NoError(err)
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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query := req.URL.Query()
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assert.Len(query, 5)
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assert.Contains(query, "symbol")
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assert.Contains(query, "granularity")
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assert.Contains(query, "limit")
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assert.Contains(query, "startTime")
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assert.Contains(query, "endTime")
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assert.Equal(query["symbol"], []string{expBtcSymbol})
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assert.Equal(query["granularity"], []string{interval.String()})
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assert.Equal(query["limit"], []string{strconv.Itoa(limit)})
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assert.Equal(query["startTime"], []string{startTimeMs})
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assert.Equal(query["endTime"], []string{endTimeMs})
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return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
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})
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klines, err := ex.QueryKLines(context.Background(), expBtcSymbol, interval, types.KLineQueryOptions{
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Limit: limit,
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StartTime: &startTime,
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EndTime: &endTime,
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})
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assert.NoError(err)
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assert.Equal(expBtcKlines, klines)
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})
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t.Run("error", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
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assert.NoError(err)
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
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})
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_, err = ex.QueryKLines(context.Background(), expBtcSymbol, interval, types.KLineQueryOptions{})
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assert.ErrorContains(err, "Invalid IP")
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})
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t.Run("reach max duration", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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return httptesting.BuildResponse(http.StatusBadRequest, nil), nil
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})
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before31Days := time.Now().Add(-31 * 24 * time.Hour)
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_, err := ex.QueryKLines(context.Background(), expBtcSymbol, types.Interval1m, types.KLineQueryOptions{
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EndTime: &before31Days,
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})
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assert.ErrorContains(err, "are greater than max duration")
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})
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t.Run("end time before start time", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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return httptesting.BuildResponse(http.StatusBadRequest, nil), nil
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})
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startTime := time.Now()
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endTime := startTime.Add(-time.Hour)
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_, err := ex.QueryKLines(context.Background(), expBtcSymbol, types.Interval1m, types.KLineQueryOptions{
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StartTime: &startTime,
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EndTime: &endTime,
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})
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assert.ErrorContains(err, "before start time")
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})
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t.Run("unexpected duraiton", func(t *testing.T) {
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_, err := ex.QueryKLines(context.Background(), expBtcSymbol, "87h", types.KLineQueryOptions{})
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assert.ErrorContains(err, "not supported")
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})
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}
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func TestExchange_QueryAccount(t *testing.T) {
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var (
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assert = assert.New(t)
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ex = New("key", "secret", "passphrase")
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url = "/api/v2/spot/account/assets"
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expAccount = &types.Account{
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AccountType: "spot",
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FuturesInfo: nil,
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MarginInfo: nil,
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IsolatedMarginInfo: nil,
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MarginLevel: fixedpoint.Zero,
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MarginTolerance: fixedpoint.Zero,
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BorrowEnabled: false,
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TransferEnabled: false,
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MarginRatio: fixedpoint.Zero,
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LiquidationPrice: fixedpoint.Zero,
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LiquidationRate: fixedpoint.Zero,
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MakerFeeRate: fixedpoint.Zero,
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TakerFeeRate: fixedpoint.Zero,
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TotalAccountValue: fixedpoint.Zero,
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CanDeposit: false,
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CanTrade: false,
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CanWithdraw: false,
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}
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balances = types.BalanceMap{
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"BTC": {
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Currency: "BTC",
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Available: fixedpoint.MustNewFromString("0.00000690"),
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Locked: fixedpoint.Zero,
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Borrowed: fixedpoint.Zero,
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Interest: fixedpoint.Zero,
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NetAsset: fixedpoint.Zero,
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MaxWithdrawAmount: fixedpoint.Zero,
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},
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"USDT": {
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Currency: "USDT",
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Available: fixedpoint.MustNewFromString("0.68360342"),
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Locked: fixedpoint.MustNewFromString("9.08096000"),
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Borrowed: fixedpoint.Zero,
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Interest: fixedpoint.Zero,
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NetAsset: fixedpoint.Zero,
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MaxWithdrawAmount: fixedpoint.Zero,
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},
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}
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)
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expAccount.UpdateBalances(balances)
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|
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t.Run("succeeds", func(t *testing.T) {
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transport := &httptesting.MockTransport{}
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ex.client.HttpClient.Transport = transport
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|
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f, err := os.ReadFile("bitgetapi/v2/testdata/get_account_assets_request.json")
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assert.NoError(err)
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transport.GET(url, func(req *http.Request) (*http.Response, error) {
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query := req.URL.Query()
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assert.Len(query, 1)
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assert.Contains(query, "limit")
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assert.Equal(query["limit"], []string{string(v2.AssetTypeHoldOnly)})
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return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
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})
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acct, err := ex.QueryAccount(context.Background())
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assert.NoError(err)
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assert.Equal(expAccount, acct)
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})
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|
|
t.Run("error", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
|
|
})
|
|
|
|
_, err = ex.QueryAccount(context.Background())
|
|
assert.ErrorContains(err, "Invalid IP")
|
|
})
|
|
}
|
|
|
|
func TestExchange_QueryAccountBalances(t *testing.T) {
|
|
var (
|
|
assert = assert.New(t)
|
|
ex = New("key", "secret", "passphrase")
|
|
url = "/api/v2/spot/account/assets"
|
|
expBalancesMap = types.BalanceMap{
|
|
"BTC": {
|
|
Currency: "BTC",
|
|
Available: fixedpoint.MustNewFromString("0.00000690"),
|
|
Locked: fixedpoint.Zero,
|
|
Borrowed: fixedpoint.Zero,
|
|
Interest: fixedpoint.Zero,
|
|
NetAsset: fixedpoint.Zero,
|
|
MaxWithdrawAmount: fixedpoint.Zero,
|
|
},
|
|
"USDT": {
|
|
Currency: "USDT",
|
|
Available: fixedpoint.MustNewFromString("0.68360342"),
|
|
Locked: fixedpoint.MustNewFromString("9.08096000"),
|
|
Borrowed: fixedpoint.Zero,
|
|
Interest: fixedpoint.Zero,
|
|
NetAsset: fixedpoint.Zero,
|
|
MaxWithdrawAmount: fixedpoint.Zero,
|
|
},
|
|
}
|
|
)
|
|
|
|
t.Run("succeeds", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
f, err := os.ReadFile("bitgetapi/v2/testdata/get_account_assets_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
query := req.URL.Query()
|
|
assert.Len(query, 1)
|
|
assert.Contains(query, "limit")
|
|
assert.Equal(query["limit"], []string{string(v2.AssetTypeHoldOnly)})
|
|
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
|
|
})
|
|
|
|
acct, err := ex.QueryAccountBalances(context.Background())
|
|
assert.NoError(err)
|
|
assert.Equal(expBalancesMap, acct)
|
|
})
|
|
|
|
t.Run("error", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
|
|
})
|
|
|
|
_, err = ex.QueryAccountBalances(context.Background())
|
|
assert.ErrorContains(err, "Invalid IP")
|
|
})
|
|
}
|
|
|
|
func TestExchange_SubmitOrder(t *testing.T) {
|
|
var (
|
|
assert = assert.New(t)
|
|
ex = New("key", "secret", "passphrase")
|
|
placeOrderUrl = "/api/v2/spot/trade/place-order"
|
|
tickerUrl = "/api/v2/spot/market/tickers"
|
|
clientOrderId = "684a79df-f931-474f-a9a5-f1deab1cd770"
|
|
expBtcSymbol = "BTCUSDT"
|
|
mkt = types.Market{
|
|
Symbol: expBtcSymbol,
|
|
LocalSymbol: expBtcSymbol,
|
|
PricePrecision: fixedpoint.MustNewFromString("2").Int(),
|
|
VolumePrecision: fixedpoint.MustNewFromString("6").Int(),
|
|
StepSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(6)),
|
|
TickSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(2)),
|
|
}
|
|
expOrder = &types.Order{
|
|
SubmitOrder: types.SubmitOrder{
|
|
ClientOrderID: clientOrderId,
|
|
Symbol: expBtcSymbol,
|
|
Side: types.SideTypeBuy,
|
|
Type: types.OrderTypeLimit,
|
|
Quantity: fixedpoint.MustNewFromString("0.00009"),
|
|
Price: fixedpoint.MustNewFromString("66000"),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
Market: mkt,
|
|
},
|
|
Exchange: types.ExchangeBitget,
|
|
OrderID: 1148903850645331968,
|
|
UUID: "1148903850645331968",
|
|
Status: types.OrderStatusNew,
|
|
ExecutedQuantity: fixedpoint.Zero,
|
|
IsWorking: true,
|
|
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
|
|
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
|
|
}
|
|
reqLimitOrder = types.SubmitOrder{
|
|
ClientOrderID: clientOrderId,
|
|
Symbol: expBtcSymbol,
|
|
Side: types.SideTypeBuy,
|
|
Type: types.OrderTypeLimit,
|
|
Quantity: fixedpoint.MustNewFromString("0.00009"),
|
|
Price: fixedpoint.MustNewFromString("66000"),
|
|
Market: mkt,
|
|
TimeInForce: types.TimeInForceGTC,
|
|
}
|
|
)
|
|
|
|
type NewOrder struct {
|
|
ClientOid string `json:"clientOid"`
|
|
Force string `json:"force"`
|
|
OrderType string `json:"orderType"`
|
|
Price string `json:"price"`
|
|
Side string `json:"side"`
|
|
Size string `json:"size"`
|
|
Symbol string `json:"symbol"`
|
|
}
|
|
|
|
t.Run("Limit order", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
|
|
raw, err := io.ReadAll(req.Body)
|
|
assert.NoError(err)
|
|
|
|
reqq := &NewOrder{}
|
|
err = json.Unmarshal(raw, &reqq)
|
|
assert.NoError(err)
|
|
assert.Equal(&NewOrder{
|
|
ClientOid: expOrder.ClientOrderID,
|
|
Force: string(v2.OrderForceGTC),
|
|
OrderType: string(v2.OrderTypeLimit),
|
|
Price: "66000.00",
|
|
Side: string(v2.SideTypeBuy),
|
|
Size: "0.000090",
|
|
Symbol: expBtcSymbol,
|
|
}, reqq)
|
|
|
|
return httptesting.BuildResponseString(http.StatusOK, string(placeOrderFile)), nil
|
|
})
|
|
|
|
acct, err := ex.SubmitOrder(context.Background(), reqLimitOrder)
|
|
assert.NoError(err)
|
|
expOrder.CreationTime = acct.CreationTime
|
|
expOrder.UpdateTime = acct.UpdateTime
|
|
assert.Equal(expOrder, acct)
|
|
})
|
|
|
|
t.Run("Limit Maker order", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
|
|
raw, err := io.ReadAll(req.Body)
|
|
assert.NoError(err)
|
|
|
|
reqq := &NewOrder{}
|
|
err = json.Unmarshal(raw, &reqq)
|
|
assert.NoError(err)
|
|
assert.Equal(&NewOrder{
|
|
ClientOid: expOrder.ClientOrderID,
|
|
Force: string(v2.OrderForcePostOnly),
|
|
OrderType: string(v2.OrderTypeLimit),
|
|
Price: "66000.00",
|
|
Side: string(v2.SideTypeBuy),
|
|
Size: "0.000090",
|
|
Symbol: expBtcSymbol,
|
|
}, reqq)
|
|
|
|
return httptesting.BuildResponseString(http.StatusOK, string(placeOrderFile)), nil
|
|
})
|
|
|
|
reqLimitOrder2 := reqLimitOrder
|
|
reqLimitOrder2.Type = types.OrderTypeLimitMaker
|
|
acct, err := ex.SubmitOrder(context.Background(), reqLimitOrder2)
|
|
assert.NoError(err)
|
|
|
|
expOrder2 := *expOrder
|
|
expOrder2.Status = types.OrderStatusNew
|
|
expOrder2.IsWorking = true
|
|
expOrder2.Type = types.OrderTypeLimitMaker
|
|
expOrder2.SubmitOrder = reqLimitOrder2
|
|
acct.CreationTime = expOrder2.CreationTime
|
|
acct.UpdateTime = expOrder2.UpdateTime
|
|
assert.Equal(&expOrder2, acct)
|
|
})
|
|
|
|
t.Run("Market order", func(t *testing.T) {
|
|
t.Run("Buy", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
// get ticker to calculate btc amount
|
|
tickerFile, err := os.ReadFile("bitgetapi/v2/testdata/get_ticker_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(tickerUrl, func(req *http.Request) (*http.Response, error) {
|
|
assert.Contains(req.URL.Query(), "symbol")
|
|
assert.Equal(req.URL.Query()["symbol"], []string{expBtcSymbol})
|
|
return httptesting.BuildResponseString(http.StatusOK, string(tickerFile)), nil
|
|
})
|
|
|
|
// place order
|
|
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
|
|
raw, err := io.ReadAll(req.Body)
|
|
assert.NoError(err)
|
|
|
|
reqq := &NewOrder{}
|
|
err = json.Unmarshal(raw, &reqq)
|
|
assert.NoError(err)
|
|
assert.Equal(&NewOrder{
|
|
ClientOid: expOrder.ClientOrderID,
|
|
Force: string(v2.OrderForceGTC),
|
|
OrderType: string(v2.OrderTypeMarket),
|
|
Price: "",
|
|
Side: string(v2.SideTypeBuy),
|
|
Size: reqLimitOrder.Market.FormatQuantity(fixedpoint.MustNewFromString("66554").Mul(fixedpoint.MustNewFromString("0.00009"))), // ticker: 66554, size: 0.00009
|
|
Symbol: expBtcSymbol,
|
|
}, reqq)
|
|
|
|
return httptesting.BuildResponseString(http.StatusOK, string(placeOrderFile)), nil
|
|
})
|
|
|
|
reqMarketOrder := reqLimitOrder
|
|
reqMarketOrder.Side = types.SideTypeBuy
|
|
reqMarketOrder.Type = types.OrderTypeMarket
|
|
acct, err := ex.SubmitOrder(context.Background(), reqMarketOrder)
|
|
assert.NoError(err)
|
|
expOrder2 := *expOrder
|
|
expOrder2.Side = types.SideTypeBuy
|
|
expOrder2.Type = types.OrderTypeMarket
|
|
expOrder2.CreationTime = acct.CreationTime
|
|
expOrder2.UpdateTime = acct.UpdateTime
|
|
assert.Equal(&expOrder2, acct)
|
|
})
|
|
|
|
t.Run("Sell", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
// get ticker to calculate btc amount
|
|
tickerFile, err := os.ReadFile("bitgetapi/v2/testdata/get_ticker_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(tickerUrl, func(req *http.Request) (*http.Response, error) {
|
|
assert.Contains(req.URL.Query(), "symbol")
|
|
assert.Equal(req.URL.Query()["symbol"], []string{expBtcSymbol})
|
|
return httptesting.BuildResponseString(http.StatusOK, string(tickerFile)), nil
|
|
})
|
|
|
|
// place order
|
|
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
|
|
raw, err := io.ReadAll(req.Body)
|
|
assert.NoError(err)
|
|
|
|
reqq := &NewOrder{}
|
|
err = json.Unmarshal(raw, &reqq)
|
|
assert.NoError(err)
|
|
assert.Equal(&NewOrder{
|
|
ClientOid: expOrder.ClientOrderID,
|
|
Force: string(v2.OrderForceGTC),
|
|
OrderType: string(v2.OrderTypeMarket),
|
|
Price: "",
|
|
Side: string(v2.SideTypeSell),
|
|
Size: "0.000090", // size: 0.00009
|
|
Symbol: expBtcSymbol,
|
|
}, reqq)
|
|
|
|
return httptesting.BuildResponseString(http.StatusOK, string(placeOrderFile)), nil
|
|
})
|
|
|
|
reqMarketOrder := reqLimitOrder
|
|
reqMarketOrder.Side = types.SideTypeSell
|
|
reqMarketOrder.Type = types.OrderTypeMarket
|
|
acct, err := ex.SubmitOrder(context.Background(), reqMarketOrder)
|
|
assert.NoError(err)
|
|
expOrder2 := *expOrder
|
|
expOrder2.Side = types.SideTypeSell
|
|
expOrder2.Type = types.OrderTypeMarket
|
|
expOrder2.CreationTime = acct.CreationTime
|
|
expOrder2.UpdateTime = acct.UpdateTime
|
|
assert.Equal(&expOrder2, acct)
|
|
})
|
|
|
|
t.Run("failed to get ticker on buy", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
// get ticker to calculate btc amount
|
|
requestErrFile, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(tickerUrl, func(req *http.Request) (*http.Response, error) {
|
|
assert.Contains(req.URL.Query(), "symbol")
|
|
assert.Equal(req.URL.Query()["symbol"], []string{expBtcSymbol})
|
|
return httptesting.BuildResponseString(http.StatusBadRequest, string(requestErrFile)), nil
|
|
})
|
|
|
|
reqMarketOrder := reqLimitOrder
|
|
reqMarketOrder.Side = types.SideTypeBuy
|
|
reqMarketOrder.Type = types.OrderTypeMarket
|
|
_, err = ex.SubmitOrder(context.Background(), reqMarketOrder)
|
|
assert.ErrorContains(err, "Invalid IP")
|
|
})
|
|
})
|
|
|
|
t.Run("unexpected client order id", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
|
|
raw, err := io.ReadAll(req.Body)
|
|
assert.NoError(err)
|
|
|
|
reqq := &NewOrder{}
|
|
err = json.Unmarshal(raw, &reqq)
|
|
assert.NoError(err)
|
|
assert.Equal(&NewOrder{
|
|
ClientOid: expOrder.ClientOrderID,
|
|
Force: string(v2.OrderForceGTC),
|
|
OrderType: string(v2.OrderTypeLimit),
|
|
Price: "66000.00",
|
|
Side: string(v2.SideTypeBuy),
|
|
Size: "0.000090",
|
|
Symbol: expBtcSymbol,
|
|
}, reqq)
|
|
|
|
apiResp := &v2.APIResponse{}
|
|
err = json.Unmarshal(placeOrderFile, &apiResp)
|
|
assert.NoError(err)
|
|
placeOrderResp := &v2.PlaceOrderResponse{}
|
|
err = json.Unmarshal(apiResp.Data, &placeOrderResp)
|
|
assert.NoError(err)
|
|
// remove the client order id to test
|
|
placeOrderResp.ClientOrderId = "unexpected client order id"
|
|
|
|
raw, err = json.Marshal(placeOrderResp)
|
|
assert.NoError(err)
|
|
apiResp.Data = raw
|
|
raw, err = json.Marshal(apiResp)
|
|
assert.NoError(err)
|
|
|
|
return httptesting.BuildResponseString(http.StatusOK, string(raw)), nil
|
|
})
|
|
|
|
_, err = ex.SubmitOrder(context.Background(), reqLimitOrder)
|
|
assert.ErrorContains(err, "unexpected order id")
|
|
})
|
|
|
|
t.Run("failed to place order", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
placeOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/place_order_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.POST(placeOrderUrl, func(req *http.Request) (*http.Response, error) {
|
|
raw, err := io.ReadAll(req.Body)
|
|
assert.NoError(err)
|
|
|
|
reqq := &NewOrder{}
|
|
err = json.Unmarshal(raw, &reqq)
|
|
assert.NoError(err)
|
|
assert.Equal(&NewOrder{
|
|
ClientOid: expOrder.ClientOrderID,
|
|
Force: string(v2.OrderForceGTC),
|
|
OrderType: string(v2.OrderTypeLimit),
|
|
Price: "66000.00",
|
|
Side: string(v2.SideTypeBuy),
|
|
Size: "0.000090",
|
|
Symbol: expBtcSymbol,
|
|
}, reqq)
|
|
|
|
return httptesting.BuildResponseString(http.StatusBadRequest, string(placeOrderFile)), nil
|
|
})
|
|
|
|
_, err = ex.SubmitOrder(context.Background(), reqLimitOrder)
|
|
assert.ErrorContains(err, "failed to place order")
|
|
})
|
|
|
|
t.Run("unexpected client order id", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
reqOrder2 := reqLimitOrder
|
|
reqOrder2.ClientOrderID = strings.Repeat("s", maxOrderIdLen+1)
|
|
_, err := ex.SubmitOrder(context.Background(), reqOrder2)
|
|
assert.ErrorContains(err, "unexpected length of client order id")
|
|
})
|
|
|
|
t.Run("time-in-force unsupported", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
reqOrder2 := reqLimitOrder
|
|
reqOrder2.TimeInForce = types.TimeInForceIOC
|
|
_, err := ex.SubmitOrder(context.Background(), reqOrder2)
|
|
assert.ErrorContains(err, "not supported")
|
|
|
|
reqOrder2.TimeInForce = types.TimeInForceFOK
|
|
_, err = ex.SubmitOrder(context.Background(), reqOrder2)
|
|
assert.ErrorContains(err, "not supported")
|
|
})
|
|
|
|
t.Run("unexpected side", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
reqOrder2 := reqLimitOrder
|
|
reqOrder2.Side = "GG"
|
|
_, err := ex.SubmitOrder(context.Background(), reqOrder2)
|
|
assert.ErrorContains(err, "not supported")
|
|
})
|
|
|
|
t.Run("unexpected side", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
reqOrder2 := reqLimitOrder
|
|
reqOrder2.Type = "GG"
|
|
_, err := ex.SubmitOrder(context.Background(), reqOrder2)
|
|
assert.ErrorContains(err, "not supported")
|
|
})
|
|
}
|
|
|
|
func TestExchange_QueryOpenOrders(t *testing.T) {
|
|
var (
|
|
assert = assert.New(t)
|
|
ex = New("key", "secret", "passphrase")
|
|
expBtcSymbol = "BTCUSDT"
|
|
url = "/api/v2/spot/trade/unfilled-orders"
|
|
)
|
|
|
|
t.Run("succeeds", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
f, err := os.ReadFile("bitgetapi/v2/testdata/get_unfilled_orders_request_limit_order.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
query := req.URL.Query()
|
|
assert.Len(query, 2)
|
|
assert.Contains(query, "symbol")
|
|
assert.Equal(query["symbol"], []string{expBtcSymbol})
|
|
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
|
|
return httptesting.BuildResponseString(http.StatusOK, string(f)), nil
|
|
})
|
|
|
|
orders, err := ex.QueryOpenOrders(context.Background(), expBtcSymbol)
|
|
assert.NoError(err)
|
|
expOrder := []types.Order{
|
|
{
|
|
SubmitOrder: types.SubmitOrder{
|
|
ClientOrderID: "684a79df-f931-474f-a9a5-f1deab1cd770",
|
|
Symbol: expBtcSymbol,
|
|
Side: types.SideTypeBuy,
|
|
Type: types.OrderTypeLimit,
|
|
Quantity: fixedpoint.MustNewFromString("0.00009"),
|
|
Price: fixedpoint.MustNewFromString("66000"),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
},
|
|
Exchange: types.ExchangeBitget,
|
|
OrderID: 1148903850645331968,
|
|
UUID: "1148903850645331968",
|
|
Status: types.OrderStatusNew,
|
|
ExecutedQuantity: fixedpoint.Zero,
|
|
IsWorking: true,
|
|
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
|
|
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
|
|
},
|
|
}
|
|
assert.Equal(expOrder, orders)
|
|
})
|
|
|
|
t.Run("succeeds on pagination with mock limit + 1", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
dataTemplate := `{
|
|
"userId":"8672173294",
|
|
"symbol":"BTCUSDT",
|
|
"orderId":"%d",
|
|
"clientOid":"684a79df-f931-474f-a9a5-f1deab1cd770",
|
|
"priceAvg":"0",
|
|
"size":"0.00009",
|
|
"orderType":"market",
|
|
"side":"sell",
|
|
"status":"live",
|
|
"basePrice":"0",
|
|
"baseVolume":"0",
|
|
"quoteVolume":"0",
|
|
"enterPointSource":"API",
|
|
"orderSource":"market",
|
|
"cTime":"1709645944272",
|
|
"uTime":"1709645944272"
|
|
}`
|
|
|
|
openOrdersStr := make([]string, 0, queryLimit+1)
|
|
expOrders := make([]types.Order, 0, queryLimit+1)
|
|
for i := 0; i < queryLimit+1; i++ {
|
|
dataStr := fmt.Sprintf(dataTemplate, i)
|
|
openOrdersStr = append(openOrdersStr, dataStr)
|
|
|
|
unfilledOdr := &v2.UnfilledOrder{}
|
|
err := json.Unmarshal([]byte(dataStr), &unfilledOdr)
|
|
assert.NoError(err)
|
|
gOdr, err := unfilledOrderToGlobalOrder(*unfilledOdr)
|
|
assert.NoError(err)
|
|
expOrders = append(expOrders, *gOdr)
|
|
}
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
query := req.URL.Query()
|
|
assert.Contains(query, "symbol")
|
|
assert.Equal(query["symbol"], []string{expBtcSymbol})
|
|
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
|
|
if len(query) == 2 {
|
|
// first time query
|
|
resp := &v2.APIResponse{
|
|
Code: "00000",
|
|
Data: []byte("[" + strings.Join(openOrdersStr[0:queryLimit], ",") + "]"),
|
|
}
|
|
respRaw, err := json.Marshal(resp)
|
|
assert.NoError(err)
|
|
|
|
return httptesting.BuildResponseString(http.StatusOK, string(respRaw)), nil
|
|
}
|
|
// second time query
|
|
// last order id, so need to -1
|
|
assert.Equal(query["idLessThan"], []string{strconv.FormatInt(queryLimit-1, 10)})
|
|
|
|
resp := &v2.APIResponse{
|
|
Code: "00000",
|
|
Data: []byte("[" + strings.Join(openOrdersStr[queryLimit:queryLimit+1], ",") + "]"),
|
|
}
|
|
respRaw, err := json.Marshal(resp)
|
|
assert.NoError(err)
|
|
return httptesting.BuildResponseString(http.StatusOK, string(respRaw)), nil
|
|
})
|
|
|
|
orders, err := ex.QueryOpenOrders(context.Background(), expBtcSymbol)
|
|
assert.NoError(err)
|
|
assert.Equal(expOrders, orders)
|
|
})
|
|
|
|
t.Run("succeeds on pagination with mock limit + 1", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
dataTemplate := `{
|
|
"userId":"8672173294",
|
|
"symbol":"BTCUSDT",
|
|
"orderId":"%d",
|
|
"clientOid":"684a79df-f931-474f-a9a5-f1deab1cd770",
|
|
"priceAvg":"0",
|
|
"size":"0.00009",
|
|
"orderType":"market",
|
|
"side":"sell",
|
|
"status":"live",
|
|
"basePrice":"0",
|
|
"baseVolume":"0",
|
|
"quoteVolume":"0",
|
|
"enterPointSource":"API",
|
|
"orderSource":"market",
|
|
"cTime":"1709645944272",
|
|
"uTime":"1709645944272"
|
|
}`
|
|
|
|
openOrdersStr := make([]string, 0, queryLimit+1)
|
|
for i := 0; i < queryLimit+1; i++ {
|
|
dataStr := fmt.Sprintf(dataTemplate, i)
|
|
openOrdersStr = append(openOrdersStr, dataStr)
|
|
}
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
query := req.URL.Query()
|
|
assert.Contains(query, "symbol")
|
|
assert.Equal(query["symbol"], []string{expBtcSymbol})
|
|
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
|
|
// first time query
|
|
resp := &v2.APIResponse{
|
|
Code: "00000",
|
|
Data: []byte("[" + strings.Join(openOrdersStr, ",") + "]"),
|
|
}
|
|
respRaw, err := json.Marshal(resp)
|
|
assert.NoError(err)
|
|
|
|
return httptesting.BuildResponseString(http.StatusOK, string(respRaw)), nil
|
|
})
|
|
|
|
_, err := ex.QueryOpenOrders(context.Background(), expBtcSymbol)
|
|
assert.ErrorContains(err, "unexpected open orders length")
|
|
})
|
|
|
|
t.Run("error", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
|
|
})
|
|
|
|
_, err = ex.QueryOpenOrders(context.Background(), "BTCUSDT")
|
|
assert.ErrorContains(err, "Invalid IP")
|
|
})
|
|
}
|
|
|
|
func TestExchange_QueryClosedOrders(t *testing.T) {
|
|
var (
|
|
assert = assert.New(t)
|
|
ex = New("key", "secret", "passphrase")
|
|
expBtcSymbol = "BTCUSDT"
|
|
since = time.Now().Add(-24 * time.Hour)
|
|
until = since.Add(time.Hour)
|
|
lastOrderId = uint64(0)
|
|
url = "/api/v2/spot/trade/history-orders"
|
|
)
|
|
|
|
t.Run("succeeds on market buy", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
// order history
|
|
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/get_history_orders_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
query := req.URL.Query()
|
|
assert.Len(query, 4)
|
|
assert.Contains(query, "startTime")
|
|
assert.Contains(query, "endTime")
|
|
assert.Contains(query, "limit")
|
|
assert.Contains(query, "symbol")
|
|
assert.Equal(query["startTime"], []string{strconv.FormatInt(since.UnixNano()/int64(time.Millisecond), 10)})
|
|
assert.Equal(query["endTime"], []string{strconv.FormatInt(until.UnixNano()/int64(time.Millisecond), 10)})
|
|
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
|
|
assert.Equal(query["symbol"], []string{expBtcSymbol})
|
|
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
|
|
})
|
|
|
|
orders, err := ex.QueryClosedOrders(context.Background(), expBtcSymbol, since, until, lastOrderId)
|
|
assert.NoError(err)
|
|
expOrder := []types.Order{
|
|
{
|
|
SubmitOrder: types.SubmitOrder{
|
|
ClientOrderID: "684a79df-f931-474f-a9a5-f1deab1cd770",
|
|
Symbol: expBtcSymbol,
|
|
Side: types.SideTypeBuy,
|
|
Type: types.OrderTypeLimit,
|
|
Quantity: fixedpoint.MustNewFromString("0.00009"),
|
|
Price: fixedpoint.MustNewFromString("66000"),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
},
|
|
Exchange: types.ExchangeBitget,
|
|
OrderID: 1148903850645331968,
|
|
UUID: "1148903850645331968",
|
|
Status: types.OrderStatusCanceled,
|
|
ExecutedQuantity: fixedpoint.MustNewFromString("0"),
|
|
IsWorking: false,
|
|
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
|
|
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709648518713).Time()),
|
|
},
|
|
{
|
|
SubmitOrder: types.SubmitOrder{
|
|
ClientOrderID: "bf3ba805-66bc-4ef6-bf34-d63d79dc2e4c",
|
|
Symbol: expBtcSymbol,
|
|
Side: types.SideTypeBuy,
|
|
Type: types.OrderTypeMarket,
|
|
Quantity: fixedpoint.MustNewFromString("0.000089"),
|
|
Price: fixedpoint.MustNewFromString("67360.87"),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
},
|
|
Exchange: types.ExchangeBitget,
|
|
OrderID: 1148914989018062853,
|
|
UUID: "1148914989018062853",
|
|
Status: types.OrderStatusFilled,
|
|
ExecutedQuantity: fixedpoint.MustNewFromString("0.000089"),
|
|
IsWorking: false,
|
|
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709648599867).Time()),
|
|
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709648600016).Time()),
|
|
},
|
|
}
|
|
assert.Equal(expOrder, orders)
|
|
})
|
|
|
|
t.Run("adjust time range since unexpected since and until", func(t *testing.T) {
|
|
timeNow := time.Now().Truncate(time.Second)
|
|
ex.timeNowFn = func() time.Time {
|
|
return timeNow
|
|
}
|
|
defer func() { ex.timeNowFn = func() time.Time { return time.Now() } }()
|
|
newSince := timeNow.Add(-maxHistoricalDataQueryPeriod * 2)
|
|
expNewSince := timeNow.Add(-maxHistoricalDataQueryPeriod)
|
|
newUntil := timeNow.Add(-maxHistoricalDataQueryPeriod)
|
|
expNewUntil := timeNow
|
|
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
// order history
|
|
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/get_history_orders_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
query := req.URL.Query()
|
|
assert.Len(query, 4)
|
|
assert.Contains(query, "startTime")
|
|
assert.Contains(query, "endTime")
|
|
assert.Contains(query, "limit")
|
|
assert.Contains(query, "symbol")
|
|
assert.Equal(query["startTime"], []string{strconv.FormatInt(expNewSince.UnixNano()/int64(time.Millisecond), 10)})
|
|
assert.Equal(query["endTime"], []string{strconv.FormatInt(expNewUntil.UnixNano()/int64(time.Millisecond), 10)})
|
|
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
|
|
assert.Equal(query["symbol"], []string{expBtcSymbol})
|
|
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
|
|
})
|
|
|
|
orders, err := ex.QueryClosedOrders(context.Background(), expBtcSymbol, newSince, newUntil, lastOrderId)
|
|
assert.NoError(err)
|
|
expOrder := []types.Order{
|
|
{
|
|
SubmitOrder: types.SubmitOrder{
|
|
ClientOrderID: "684a79df-f931-474f-a9a5-f1deab1cd770",
|
|
Symbol: expBtcSymbol,
|
|
Side: types.SideTypeBuy,
|
|
Type: types.OrderTypeLimit,
|
|
Quantity: fixedpoint.MustNewFromString("0.00009"),
|
|
Price: fixedpoint.MustNewFromString("66000"),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
},
|
|
Exchange: types.ExchangeBitget,
|
|
OrderID: 1148903850645331968,
|
|
UUID: "1148903850645331968",
|
|
Status: types.OrderStatusCanceled,
|
|
ExecutedQuantity: fixedpoint.MustNewFromString("0"),
|
|
IsWorking: false,
|
|
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709645944272).Time()),
|
|
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709648518713).Time()),
|
|
},
|
|
{
|
|
SubmitOrder: types.SubmitOrder{
|
|
ClientOrderID: "bf3ba805-66bc-4ef6-bf34-d63d79dc2e4c",
|
|
Symbol: expBtcSymbol,
|
|
Side: types.SideTypeBuy,
|
|
Type: types.OrderTypeMarket,
|
|
Quantity: fixedpoint.MustNewFromString("0.000089"),
|
|
Price: fixedpoint.MustNewFromString("67360.87"),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
},
|
|
Exchange: types.ExchangeBitget,
|
|
OrderID: 1148914989018062853,
|
|
UUID: "1148914989018062853",
|
|
Status: types.OrderStatusFilled,
|
|
ExecutedQuantity: fixedpoint.MustNewFromString("0.000089"),
|
|
IsWorking: false,
|
|
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1709648599867).Time()),
|
|
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1709648600016).Time()),
|
|
},
|
|
}
|
|
assert.Equal(expOrder, orders)
|
|
})
|
|
|
|
t.Run("error", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
|
|
})
|
|
|
|
_, err = ex.QueryClosedOrders(context.Background(), expBtcSymbol, since, until, lastOrderId)
|
|
assert.ErrorContains(err, "Invalid IP")
|
|
})
|
|
}
|
|
|
|
func TestExchange_CancelOrders(t *testing.T) {
|
|
var (
|
|
assert = assert.New(t)
|
|
ex = New("key", "secret", "passphrase")
|
|
cancelOrderUrl = "/api/v2/spot/trade/cancel-order"
|
|
order = types.Order{
|
|
OrderID: 1149899973610643488,
|
|
SubmitOrder: types.SubmitOrder{
|
|
ClientOrderID: "9471cf38-33c2-4aee-a2fb-fcf71629ffb7",
|
|
},
|
|
}
|
|
)
|
|
|
|
t.Run("order id first, either orderId or clientOid is required", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
// order history
|
|
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/cancel_order_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.POST(cancelOrderUrl, func(req *http.Request) (*http.Response, error) {
|
|
raw, err := io.ReadAll(req.Body)
|
|
assert.NoError(err)
|
|
|
|
type cancelOrder struct {
|
|
OrderId string `json:"orderId"`
|
|
ClientOrderId string `json:"clientOrderId"`
|
|
}
|
|
reqq := &cancelOrder{}
|
|
err = json.Unmarshal(raw, &reqq)
|
|
assert.NoError(err)
|
|
|
|
assert.Equal(strconv.FormatUint(order.OrderID, 10), reqq.OrderId)
|
|
assert.Equal("", reqq.ClientOrderId)
|
|
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
|
|
})
|
|
|
|
err = ex.CancelOrders(context.Background(), order)
|
|
assert.NoError(err)
|
|
})
|
|
|
|
t.Run("unexpected order id and client order id", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
transport.POST(cancelOrderUrl, func(req *http.Request) (*http.Response, error) {
|
|
raw, err := io.ReadAll(req.Body)
|
|
assert.NoError(err)
|
|
|
|
type cancelOrder struct {
|
|
OrderId string `json:"orderId"`
|
|
ClientOrderId string `json:"clientOrderId"`
|
|
}
|
|
reqq := &cancelOrder{}
|
|
err = json.Unmarshal(raw, &reqq)
|
|
assert.NoError(err)
|
|
|
|
assert.Equal(strconv.FormatUint(order.OrderID, 10), reqq.OrderId)
|
|
assert.Equal("", reqq.ClientOrderId)
|
|
|
|
reqq.OrderId = "123456789"
|
|
reqq.ClientOrderId = "test wrong order client id"
|
|
raw, err = json.Marshal(reqq)
|
|
assert.NoError(err)
|
|
apiResp := v2.APIResponse{Code: "00000", Data: raw}
|
|
raw, err = json.Marshal(apiResp)
|
|
assert.NoError(err)
|
|
return httptesting.BuildResponseString(http.StatusOK, string(raw)), nil
|
|
})
|
|
|
|
err := ex.CancelOrders(context.Background(), order)
|
|
assert.ErrorContains(err, "order id mismatch")
|
|
})
|
|
|
|
t.Run("client order id", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
// order history
|
|
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/cancel_order_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.POST(cancelOrderUrl, func(req *http.Request) (*http.Response, error) {
|
|
raw, err := io.ReadAll(req.Body)
|
|
assert.NoError(err)
|
|
|
|
type cancelOrder struct {
|
|
OrderId string `json:"orderId"`
|
|
ClientOrderId string `json:"clientOid"`
|
|
}
|
|
reqq := &cancelOrder{}
|
|
err = json.Unmarshal(raw, &reqq)
|
|
assert.NoError(err)
|
|
|
|
assert.Equal("", reqq.OrderId)
|
|
assert.Equal(order.ClientOrderID, reqq.ClientOrderId)
|
|
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
|
|
})
|
|
|
|
newOrder := order
|
|
newOrder.OrderID = 0
|
|
err = ex.CancelOrders(context.Background(), newOrder)
|
|
assert.NoError(err)
|
|
})
|
|
|
|
t.Run("empty order id and client order id", func(t *testing.T) {
|
|
newOrder := order
|
|
newOrder.OrderID = 0
|
|
newOrder.ClientOrderID = ""
|
|
err := ex.CancelOrders(context.Background(), newOrder)
|
|
assert.ErrorContains(err, "the order uuid and client order id are empty")
|
|
})
|
|
|
|
t.Run("error", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
|
|
assert.NoError(err)
|
|
|
|
transport.POST(cancelOrderUrl, func(req *http.Request) (*http.Response, error) {
|
|
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
|
|
})
|
|
|
|
err = ex.CancelOrders(context.Background(), order)
|
|
assert.ErrorContains(err, "Invalid IP")
|
|
})
|
|
}
|
|
|
|
func TestExchange_QueryTrades(t *testing.T) {
|
|
var (
|
|
assert = assert.New(t)
|
|
ex = New("key", "secret", "passphrase")
|
|
expApeSymbol = "APEUSDT"
|
|
since = time.Now().Add(-24 * time.Hour)
|
|
until = since.Add(time.Hour)
|
|
options = &types.TradeQueryOptions{
|
|
StartTime: &since,
|
|
EndTime: &until,
|
|
Limit: queryLimit,
|
|
LastTradeID: 0,
|
|
}
|
|
url = "/api/v2/spot/trade/fills"
|
|
expOrder = []types.Trade{
|
|
{
|
|
ID: 1149103068190019665,
|
|
OrderID: 1149103067745689603,
|
|
Exchange: types.ExchangeBitget,
|
|
Price: fixedpoint.MustNewFromString("1.9959"),
|
|
Quantity: fixedpoint.MustNewFromString("2.98"),
|
|
QuoteQuantity: fixedpoint.MustNewFromString("5.947782"),
|
|
Symbol: expApeSymbol,
|
|
Side: types.SideTypeSell,
|
|
IsBuyer: false,
|
|
IsMaker: false,
|
|
Time: types.Time(types.NewMillisecondTimestampFromInt(1709693441436).Time()),
|
|
Fee: fixedpoint.MustNewFromString("0.005947782"),
|
|
FeeCurrency: "USDT",
|
|
FeeDiscounted: false,
|
|
},
|
|
{
|
|
ID: 1149101368775479371,
|
|
OrderID: 1149101366691176462,
|
|
Exchange: types.ExchangeBitget,
|
|
Price: fixedpoint.MustNewFromString("2.01"),
|
|
Quantity: fixedpoint.MustNewFromString("0.0013"),
|
|
QuoteQuantity: fixedpoint.MustNewFromString("0.002613"),
|
|
Symbol: expApeSymbol,
|
|
Side: types.SideTypeBuy,
|
|
IsBuyer: true,
|
|
IsMaker: true,
|
|
Time: types.Time(types.NewMillisecondTimestampFromInt(1709693036264).Time()),
|
|
Fee: fixedpoint.MustNewFromString("0.0000013"),
|
|
FeeCurrency: "APE",
|
|
FeeDiscounted: false,
|
|
},
|
|
{
|
|
ID: 1149098107964166145,
|
|
OrderID: 1149098107519836161,
|
|
Exchange: types.ExchangeBitget,
|
|
Price: fixedpoint.MustNewFromString("2.0087"),
|
|
Quantity: fixedpoint.MustNewFromString("2.987"),
|
|
QuoteQuantity: fixedpoint.MustNewFromString("5.9999869"),
|
|
Symbol: expApeSymbol,
|
|
Side: types.SideTypeBuy,
|
|
IsBuyer: true,
|
|
IsMaker: false,
|
|
Time: types.Time(types.NewMillisecondTimestampFromInt(1709692258826).Time()),
|
|
Fee: fixedpoint.MustNewFromString("0.002987"),
|
|
FeeCurrency: "APE",
|
|
FeeDiscounted: false,
|
|
},
|
|
{
|
|
ID: 1149096769322684417,
|
|
OrderID: 1149096768878354435,
|
|
Exchange: types.ExchangeBitget,
|
|
Price: fixedpoint.MustNewFromString("2.0068"),
|
|
Quantity: fixedpoint.MustNewFromString("2.9603"),
|
|
QuoteQuantity: fixedpoint.MustNewFromString("5.94073004"),
|
|
Symbol: expApeSymbol,
|
|
Side: types.SideTypeSell,
|
|
IsBuyer: false,
|
|
IsMaker: false,
|
|
Time: types.Time(types.NewMillisecondTimestampFromInt(1709691939669).Time()),
|
|
Fee: fixedpoint.MustNewFromString("0.00594073004"),
|
|
FeeCurrency: "USDT",
|
|
FeeDiscounted: false,
|
|
},
|
|
}
|
|
)
|
|
|
|
t.Run("succeeds", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
// order history
|
|
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/get_trade_fills_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
query := req.URL.Query()
|
|
assert.Len(query, 4)
|
|
assert.Contains(query, "startTime")
|
|
assert.Contains(query, "endTime")
|
|
assert.Contains(query, "limit")
|
|
assert.Contains(query, "symbol")
|
|
assert.Equal(query["startTime"], []string{strconv.FormatInt(since.UnixNano()/int64(time.Millisecond), 10)})
|
|
assert.Equal(query["endTime"], []string{strconv.FormatInt(until.UnixNano()/int64(time.Millisecond), 10)})
|
|
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
|
|
assert.Equal(query["symbol"], []string{expApeSymbol})
|
|
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
|
|
})
|
|
|
|
orders, err := ex.QueryTrades(context.Background(), expApeSymbol, options)
|
|
assert.NoError(err)
|
|
assert.Equal(expOrder, orders)
|
|
})
|
|
|
|
t.Run("succeeds with lastTradeId (not supported) and limit 0", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
// order history
|
|
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/get_trade_fills_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
query := req.URL.Query()
|
|
assert.Len(query, 4)
|
|
assert.Contains(query, "startTime")
|
|
assert.Contains(query, "endTime")
|
|
assert.Contains(query, "limit")
|
|
assert.Contains(query, "symbol")
|
|
assert.Equal(query["startTime"], []string{strconv.FormatInt(since.UnixNano()/int64(time.Millisecond), 10)})
|
|
assert.Equal(query["endTime"], []string{strconv.FormatInt(until.UnixNano()/int64(time.Millisecond), 10)})
|
|
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
|
|
assert.Equal(query["symbol"], []string{expApeSymbol})
|
|
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
|
|
})
|
|
|
|
newOpts := *options
|
|
newOpts.LastTradeID = 50
|
|
newOpts.Limit = 0
|
|
orders, err := ex.QueryTrades(context.Background(), expApeSymbol, &newOpts)
|
|
assert.NoError(err)
|
|
assert.Equal(expOrder, orders)
|
|
})
|
|
|
|
t.Run("adjust time range since unexpected since and until", func(t *testing.T) {
|
|
timeNow := time.Now().Truncate(time.Second)
|
|
ex.timeNowFn = func() time.Time {
|
|
return timeNow
|
|
}
|
|
defer func() { ex.timeNowFn = func() time.Time { return time.Now() } }()
|
|
newSince := timeNow.Add(-maxHistoricalDataQueryPeriod * 2)
|
|
expNewSince := timeNow.Add(-maxHistoricalDataQueryPeriod)
|
|
newUntil := timeNow.Add(-maxHistoricalDataQueryPeriod + 24*time.Hour)
|
|
newOpts := *options
|
|
newOpts.StartTime = &newSince
|
|
newOpts.EndTime = &newUntil
|
|
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
// order history
|
|
historyOrderFile, err := os.ReadFile("bitgetapi/v2/testdata/get_trade_fills_request.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
query := req.URL.Query()
|
|
assert.Len(query, 4)
|
|
assert.Contains(query, "startTime")
|
|
assert.Contains(query, "endTime")
|
|
assert.Contains(query, "limit")
|
|
assert.Contains(query, "symbol")
|
|
assert.Equal(query["startTime"], []string{strconv.FormatInt(expNewSince.UnixNano()/int64(time.Millisecond), 10)})
|
|
assert.Equal(query["endTime"], []string{strconv.FormatInt(newUntil.UnixNano()/int64(time.Millisecond), 10)})
|
|
assert.Equal(query["limit"], []string{strconv.FormatInt(queryLimit, 10)})
|
|
assert.Equal(query["symbol"], []string{expApeSymbol})
|
|
return httptesting.BuildResponseString(http.StatusOK, string(historyOrderFile)), nil
|
|
})
|
|
|
|
orders, err := ex.QueryTrades(context.Background(), expApeSymbol, &newOpts)
|
|
assert.NoError(err)
|
|
assert.Equal(expOrder, orders)
|
|
})
|
|
|
|
t.Run("failed due to empty since", func(t *testing.T) {
|
|
timeNow := time.Now().Truncate(time.Second)
|
|
ex.timeNowFn = func() time.Time {
|
|
return timeNow
|
|
}
|
|
defer func() { ex.timeNowFn = func() time.Time { return time.Now() } }()
|
|
newSince := timeNow.Add(-maxHistoricalDataQueryPeriod * 2)
|
|
newUntil := timeNow.Add(-maxHistoricalDataQueryPeriod - time.Second)
|
|
newOpts := *options
|
|
newOpts.StartTime = &newSince
|
|
newOpts.EndTime = &newUntil
|
|
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
_, err := ex.QueryTrades(context.Background(), expApeSymbol, &newOpts)
|
|
assert.ErrorContains(err, "before start")
|
|
})
|
|
|
|
t.Run("failed due to empty since", func(t *testing.T) {
|
|
newOpts := *options
|
|
newOpts.StartTime = nil
|
|
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
_, err := ex.QueryTrades(context.Background(), expApeSymbol, &newOpts)
|
|
assert.ErrorContains(err, "start time is required")
|
|
})
|
|
|
|
t.Run("error", func(t *testing.T) {
|
|
transport := &httptesting.MockTransport{}
|
|
ex.client.HttpClient.Transport = transport
|
|
|
|
f, err := os.ReadFile("bitgetapi/v2/testdata/request_error.json")
|
|
assert.NoError(err)
|
|
|
|
transport.GET(url, func(req *http.Request) (*http.Response, error) {
|
|
return httptesting.BuildResponseString(http.StatusBadRequest, string(f)), nil
|
|
})
|
|
|
|
_, err = ex.QueryTrades(context.Background(), expApeSymbol, options)
|
|
assert.ErrorContains(err, "Invalid IP")
|
|
})
|
|
}
|