mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 08:11:08 +00:00
83 lines
2.3 KiB
Python
83 lines
2.3 KiB
Python
from decimal import Decimal
|
|
|
|
import bbgo_pb2
|
|
from bbgo.data import Balance
|
|
from bbgo.data import ErrorMessage
|
|
from bbgo.data import KLine
|
|
from bbgo.utils import parse_time
|
|
|
|
|
|
def test_balance_from_pb():
|
|
exchange = 'max'
|
|
currency = 'BTCUSDT'
|
|
available = '3.1415926'
|
|
locked = '2.7182818'
|
|
borrowed = '0.1234567'
|
|
|
|
balance_pb = bbgo_pb2.Balance(
|
|
exchange=exchange,
|
|
currency=currency,
|
|
available=available,
|
|
locked=locked,
|
|
borrowed=borrowed,
|
|
)
|
|
|
|
balance = Balance.from_pb(balance_pb)
|
|
|
|
assert balance.exchange == exchange
|
|
assert balance.currency == currency
|
|
assert balance.available == Decimal(available)
|
|
assert balance.locked == Decimal(locked)
|
|
assert balance.borrowed == Decimal(borrowed)
|
|
|
|
|
|
def test_kline_from_pb():
|
|
exchange = "binance"
|
|
symbol = "BTCUSDT"
|
|
open = "39919.31"
|
|
high = "39919.32"
|
|
low = "39919.31"
|
|
close = "39919.31"
|
|
volume = "0.27697"
|
|
quote_volume = "11056.4530226"
|
|
start_time = 1649833260000
|
|
end_time = 1649833319999
|
|
closed = True
|
|
|
|
kline_pb = bbgo_pb2.KLine(exchange=exchange,
|
|
symbol=symbol,
|
|
open=open,
|
|
high=high,
|
|
low=low,
|
|
close=close,
|
|
volume=volume,
|
|
quote_volume=quote_volume,
|
|
start_time=start_time,
|
|
end_time=end_time,
|
|
closed=closed)
|
|
|
|
kline = KLine.from_pb(kline_pb)
|
|
|
|
assert kline.exchange == exchange
|
|
assert kline.symbol == symbol
|
|
assert kline.open == Decimal(open)
|
|
assert kline.high == Decimal(high)
|
|
assert kline.low == Decimal(low)
|
|
assert kline.close == Decimal(close)
|
|
assert kline.volume == Decimal(volume)
|
|
assert kline.quote_volume == Decimal(quote_volume)
|
|
assert kline.start_time == parse_time(start_time)
|
|
assert kline.end_time == parse_time(end_time)
|
|
assert closed == closed
|
|
|
|
|
|
def test_order_from_pb():
|
|
error_code = 123
|
|
error_message = "error message 123"
|
|
|
|
error_pb = bbgo_pb2.Error(error_code=error_code, error_message=error_message)
|
|
error = ErrorMessage.from_pb(error_pb)
|
|
|
|
assert error.code == error_code
|
|
assert error.message == error_message
|