mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-21 00:31:10 +00:00
62 lines
2.3 KiB
Go
62 lines
2.3 KiB
Go
package binance
|
|
|
|
import (
|
|
"regexp"
|
|
"testing"
|
|
|
|
"github.com/stretchr/testify/assert"
|
|
)
|
|
|
|
var jsCommentTrimmer = regexp.MustCompile("(?m)//.*$")
|
|
|
|
func TestParseOrderUpdate(t *testing.T) {
|
|
payload := `{
|
|
"e": "executionReport", // Event type
|
|
"E": 1499405658658, // Event time
|
|
"s": "ETHBTC", // Symbol
|
|
"c": "mUvoqJxFIILMdfAW5iGSOW", // Client order ID
|
|
"S": "BUY", // Side
|
|
"o": "LIMIT", // Order type
|
|
"f": "GTC", // Time in force
|
|
"q": "1.00000000", // Order quantity
|
|
"p": "0.10264410", // Order price
|
|
"P": "0.00000000", // Stop price
|
|
"F": "0.00000000", // Iceberg quantity
|
|
"g": -1, // OrderListId
|
|
"C": null, // Original client order ID; This is the ID of the order being canceled
|
|
"x": "NEW", // Current execution type
|
|
"X": "NEW", // Current order status
|
|
"r": "NONE", // Order reject reason; will be an error code.
|
|
"i": 4293153, // Order ID
|
|
"l": "0.00000000", // Last executed quantity
|
|
"z": "0.00000000", // Cumulative filled quantity
|
|
"L": "0.00000000", // Last executed price
|
|
"n": "0", // Commission amount
|
|
"N": null, // Commission asset
|
|
"T": 1499405658657, // Transaction time
|
|
"t": -1, // Trade ID
|
|
"I": 8641984, // Ignore
|
|
"w": true, // Is the order on the book?
|
|
"m": false, // Is this trade the maker side?
|
|
"M": false, // Ignore
|
|
"O": 1499405658657, // Order creation time
|
|
"Z": "0.00000000", // Cumulative quote asset transacted quantity
|
|
"Y": "0.00000000", // Last quote asset transacted quantity (i.e. lastPrice * lastQty)
|
|
"Q": "0.00000000" // Quote Order Qty
|
|
}`
|
|
|
|
payload = jsCommentTrimmer.ReplaceAllLiteralString(payload, "")
|
|
|
|
event, err := ParseEvent(payload)
|
|
assert.NoError(t, err)
|
|
assert.NotNil(t, event)
|
|
|
|
executionReport, ok := event.(*ExecutionReportEvent)
|
|
assert.True(t, ok)
|
|
assert.NotNil(t, executionReport)
|
|
|
|
orderUpdate, err := executionReport.Order()
|
|
assert.NoError(t, err)
|
|
assert.NotNil(t, orderUpdate)
|
|
}
|