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Kucoin: Fix unmarshalling of FuturesTicker resp (#1414)
* Kucoin: Fix unmarshalling of FuturesTicker resp * Fix several string float64 fields not unmarshalling * Fix time field misnamed; Make a time.Time * Use order.Side for sides * Add tests This change opts to expose float64 instead of StringToFloat64 because there's no wrapper to convert the type over, and it's not a websocket. Essentially choosing to not expose internal convert types for methods called directly. Possible we'll eventually harmonise this with a types.Number or something. * Kucoin: FuturesRealTimeTicker => FuturesTicker Kucoin only call it RealTime in the first sentence of their docs. None of the API names, endpoints or any thing mention RealTime. This is just a ticker * Tests: Improve clarity of failed push data * Kucoin: Move PushData to a fixture file This avoids both the linter errors, and the bloat. Loses the name of the "test", but I think that's okay
This commit is contained in:
Gareth Kirwan
GitHub
@@ -24,7 +24,7 @@ const (
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// Public market endpoints
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kucoinFuturesOpenContracts = "/v1/contracts/active"
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kucoinFuturesContract = "/v1/contracts/"
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kucoinFuturesRealTimeTicker = "/v1/ticker"
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kucoinFuturesTicker = "/v1/ticker"
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kucoinFuturesFullOrderbook = "/v1/level2/snapshot"
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kucoinFuturesPartOrderbook20 = "/v1/level2/depth20"
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kucoinFuturesPartOrderbook100 = "/v1/level2/depth100"
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@@ -86,15 +86,15 @@ func (ku *Kucoin) GetFuturesContract(ctx context.Context, symbol string) (*Contr
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return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, kucoinFuturesContract+symbol, &resp)
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}
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// GetFuturesRealTimeTicker get real time ticker
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func (ku *Kucoin) GetFuturesRealTimeTicker(ctx context.Context, symbol string) (*FuturesTicker, error) {
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// GetFuturesTicker get real time ticker
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func (ku *Kucoin) GetFuturesTicker(ctx context.Context, symbol string) (*FuturesTicker, error) {
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if symbol == "" {
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return nil, errors.New("symbol can't be empty")
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}
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params := url.Values{}
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params.Set("symbol", symbol)
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var resp *FuturesTicker
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return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, common.EncodeURLValues(kucoinFuturesRealTimeTicker, params), &resp)
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return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, common.EncodeURLValues(kucoinFuturesTicker, params), &resp)
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}
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// GetFuturesOrderbook gets full orderbook for a specified symbol
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@@ -4,6 +4,7 @@ import (
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"time"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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)
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var (
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@@ -73,17 +74,17 @@ type Contract struct {
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// FuturesTicker stores ticker data
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type FuturesTicker struct {
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Sequence int64 `json:"sequence"`
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Symbol string `json:"symbol"`
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Side string `json:"side"`
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Size float64 `json:"size"`
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Price float64 `json:"price"`
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BestBidSize float64 `json:"bestBidSize"`
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BestBidPrice float64 `json:"bestBidPrice"`
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BestAskSize float64 `json:"bestAskSize"`
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BestAskPrice float64 `json:"bestAskPrice"`
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TradeID string `json:"tradeId"`
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FilledTime convert.ExchangeTime `json:"time"`
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Sequence int64 `json:"sequence"`
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Symbol string `json:"symbol"`
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Side order.Side `json:"side"`
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Size float64 `json:"size"`
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Price convert.StringToFloat64 `json:"price"`
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BestBidSize float64 `json:"bestBidSize"`
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BestBidPrice convert.StringToFloat64 `json:"bestBidPrice"`
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BestAskSize float64 `json:"bestAskSize"`
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BestAskPrice convert.StringToFloat64 `json:"bestAskPrice"`
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TradeID string `json:"tradeId"`
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FilledTime convert.ExchangeTime `json:"ts"`
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}
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type futuresOrderbookResponse struct {
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@@ -1156,11 +1156,21 @@ func TestGetFuturesContract(t *testing.T) {
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}
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}
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func TestGetFuturesRealTimeTicker(t *testing.T) {
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func TestGetFuturesTicker(t *testing.T) {
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t.Parallel()
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_, err := ku.GetFuturesRealTimeTicker(context.Background(), "XBTUSDTM")
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if err != nil {
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t.Error("GetFuturesRealTimeTicker() error", err)
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tick, err := ku.GetFuturesTicker(context.Background(), "XBTUSDTM")
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if assert.NoError(t, err, "GetFuturesTicker should not error") {
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assert.Positive(t, tick.Sequence, "Sequence should be positive")
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assert.Equal(t, "XBTUSDTM", tick.Symbol, "Symbol should be correct")
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assert.Contains(t, []order.Side{order.Buy, order.Sell}, tick.Side, "Side should be a side")
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assert.Positive(t, tick.Size, "Size should be positive")
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assert.Positive(t, tick.Price.Float64(), "Price should be positive")
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assert.Positive(t, tick.BestBidPrice.Float64(), "BestBidPrice should be positive")
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assert.Positive(t, tick.BestBidSize, "BestBidSize should be positive")
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assert.Positive(t, tick.BestAskPrice.Float64(), "BestAskPrice should be positive")
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assert.Positive(t, tick.BestAskSize, "BestAskSize should be positive")
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assert.NotEmpty(t, tick.TradeID, "TradeID should not be empty")
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assert.WithinRange(t, tick.FilledTime.Time(), time.Now().Add(time.Hour*-24), time.Now(), "FilledTime should be within last 24 hours")
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}
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}
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@@ -1961,57 +1971,9 @@ func TestGetAuthenticatedServersInstances(t *testing.T) {
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}
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}
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var websocketPushDatas = map[string]string{
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"SymbolTickerPushDataJSON": `{"type": "message","topic": "/market/ticker:FET-BTC","subject": "trade.ticker","data": {"bestAsk": "0.000018679","bestAskSize": "258.4609","bestBid": "0.000018622","bestBidSize": "68.5961","price": "0.000018628","sequence": "38509148","size": "8.943","time": 1677321643926}}`,
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"AllSymbolsTickerPushDataJSON": `{"type": "message","topic": "/market/ticker:all","subject": "FTM-ETH","data": {"bestAsk": "0.0002901","bestAskSize": "3514.4978","bestBid": "0.0002894","bestBidSize": "65.536","price": "0.0002894","sequence": "186911324","size": "150","time": 1677320967673}}`,
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"MarketTradeSnapshotPushDataJSON": `{"type": "message","topic": "/market/snapshot:BTC","subject": "trade.snapshot","data": {"sequence": "5701753771","data": {"averagePrice": 21736.73225440,"baseCurrency": "BTC","board": 1,"buy": 21423,"changePrice": -556.80000000000000000000,"changeRate": -0.0253,"close": 21423.1,"datetime": 1676310802092,"high": 22030.70000000000000000000,"lastTradedPrice": 21423.1,"low": 21407.00000000000000000000,"makerCoefficient": 1.000000,"makerFeeRate": 0.001,"marginTrade": true,"mark": 0,"market": "USDS","markets": ["USDS"],"open": 21979.90000000000000000000,"quoteCurrency": "USDT","sell": 21423.1,"sort": 100,"symbol": "BTC-USDT","symbolCode": "BTC-USDT","takerCoefficient": 1.000000,"takerFeeRate": 0.001,"trading": true,"vol": 6179.80570155000000000000,"volValue": 133988049.45570351500000000000}}}`,
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"Orderbook Level 2 PushDataJSON": `{"type": "message","topic": "/spotMarket/level2Depth5:ETH-USDT","subject": "level2","data": {"asks": [[ "21612.7", "0.32307467"],[ "21613.1", "0.1581911"],[ "21613.2", "1.37156153"],[ "21613.3", "2.58327302"],[ "21613.4", "0.00302088"]],"bids": [[ "21612.6", "2.34316818"],[ "21612.3", "0.5771615"],[ "21612.2", "0.21605964"],[ "21612.1", "0.22894841"],[ "21611.6", "0.29251003"]],"timestamp": 1676319909635}}`,
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"TradeCandlesUpdatePushDataJSON": `{"type":"message","topic":"/market/candles:BTC-USDT_1hour","subject":"trade.candles.update","data":{"symbol":"BTC-USDT","candles":["1589968800","9786.9","9740.8","9806.1","9732","27.45649579","268280.09830877"],"time":1589970010253893337}}`,
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"SymbolSnapshotPushDataJSON": `{"type": "message","topic": "/market/snapshot:KCS-BTC","subject": "trade.snapshot","data": {"sequence": "1545896669291","data": {"trading": true,"symbol": "KCS-BTC","buy": 0.00011,"sell": 0.00012, "sort": 100, "volValue": 3.13851792584, "baseCurrency": "KCS", "market": "BTC", "quoteCurrency": "BTC", "symbolCode": "KCS-BTC", "datetime": 1548388122031, "high": 0.00013, "vol": 27514.34842, "low": 0.0001, "changePrice": -1.0e-5, "changeRate": -0.0769, "lastTradedPrice": 0.00012, "board": 0, "mark": 0 } }}`,
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"MatchExecutionPushDataJSON": `{"type":"message","topic":"/market/match:BTC-USDT","subject":"trade.l3match","data":{"sequence":"1545896669145","type":"match","symbol":"BTC-USDT","side":"buy","price":"0.08200000000000000000","size":"0.01022222000000000000","tradeId":"5c24c5da03aa673885cd67aa","takerOrderId":"5c24c5d903aa6772d55b371e","makerOrderId":"5c2187d003aa677bd09d5c93","time":"1545913818099033203"}}`,
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"IndexPricePushDataJSON": `{"id":"","type":"message","topic":"/indicator/index:USDT-BTC","subject":"tick","data":{"symbol": "USDT-BTC","granularity": 5000,"timestamp": 1551770400000,"value": 0.0001092}}`,
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"MarkPricePushDataJSON": `{"type":"message","topic":"/indicator/markPrice:USDT-BTC","subject":"tick","data":{"symbol": "USDT-BTC","granularity": 5000,"timestamp": 1551770400000,"value": 0.0001093}}`,
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"Orderbook ChangePushDataJSON": `{"type":"message","topic":"/margin/fundingBook:USDT","subject":"funding.update","data":{"annualIntRate":0.0547,"currency":"USDT","dailyIntRate":0.00015,"sequence":87611418,"side":"lend","size":25040,"term":7,"ts":1671005721087508735}}`,
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"Order ChangeStateOpenPushDataJSON": `{"type":"message","topic":"/spotMarket/tradeOrders","subject":"orderChange","channelType":"private","data":{"symbol":"KCS-USDT","orderType":"limit","side":"buy","orderId":"5efab07953bdea00089965d2","type":"open","orderTime":1593487481683297666,"size":"0.1","filledSize":"0","price":"0.937","clientOid":"1593487481000906","remainSize":"0.1","status":"open","ts":1593487481683297666}}`,
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"Order ChangeStateMatchPushDataJSON": `{"type":"message","topic":"/spotMarket/tradeOrders","subject":"orderChange","channelType":"private","data":{"symbol":"KCS-USDT","orderType":"limit","side":"sell","orderId":"5efab07953bdea00089965fa","liquidity":"taker","type":"match","orderTime":1593487482038606180,"size":"0.1","filledSize":"0.1","price":"0.938","matchPrice":"0.96738","matchSize":"0.1","tradeId":"5efab07a4ee4c7000a82d6d9","clientOid":"1593487481000313","remainSize":"0","status":"match","ts":1593487482038606180}}`,
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"Order ChangeStateFilledPushDataJSON": `{"type":"message","topic":"/spotMarket/tradeOrders","subject":"orderChange","channelType":"private","data":{"symbol":"KCS-USDT","orderType":"limit","side":"sell","orderId":"5efab07953bdea00089965fa","type":"filled","orderTime":1593487482038606180,"size":"0.1","filledSize":"0.1","price":"0.938","clientOid":"1593487481000313","remainSize":"0","status":"done","ts":1593487482038606180}}`,
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"Order ChangeStateCancelledPushDataJSON": `{"type":"message","topic":"/spotMarket/tradeOrders","subject":"orderChange","channelType":"private","data":{"symbol":"KCS-USDT","orderType":"limit","side":"buy","orderId":"5efab07953bdea00089965d2","type":"canceled","orderTime":1593487481683297666,"size":"0.1","filledSize":"0","price":"0.937","clientOid":"1593487481000906","remainSize":"0","status":"done","ts":1593487481893140844}}`,
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"Order ChangeStateUpdatePushDataJSON": `{"type":"message","topic":"/spotMarket/tradeOrders","subject":"orderChange","channelType":"private","data":{"symbol":"KCS-USDT","orderType":"limit","side":"buy","orderId":"5efab13f53bdea00089971df","type":"update","oldSize":"0.1","orderTime":1593487679693183319,"size":"0.06","filledSize":"0","price":"0.937","clientOid":"1593487679000249","remainSize":"0.06","status":"open","ts":1593487682916117521}}`,
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"AccountBalanceNoticePushDataJSON": `{"type": "message","topic": "/account/balance","subject": "account.balance","channelType":"private","data": {"total": "88","available": "88","availableChange": "88","currency": "KCS","hold": "0","holdChange": "0","relationEvent": "trade.hold","relationEventId": "5c21e80303aa677bd09d7dff","relationContext": {"symbol":"BTC-USDT","tradeId":"5e6a5dca9e16882a7d83b7a4","orderId":"5ea10479415e2f0009949d54"},"time": "1545743136994"}}`,
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"DebtRatioChangePushDataJSON": `{"type":"message","topic":"/margin/position","subject":"debt.ratio","channelType":"private","data": {"debtRatio": 0.7505,"totalDebt": "21.7505","debtList": {"BTC": "1.21","USDT": "2121.2121","EOS": "0"},"timestamp": 1553846081210}}`,
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"PositionStatusChangeEventPushDataJSON": `{"type":"message","topic":"/margin/position","subject":"position.status","channelType":"private","data": {"type": "FROZEN_FL","timestamp": 1553846081210}}`,
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"MarginTradeOrderEntersEventPushDataJSON": `{"type": "message","topic": "/margin/loan:BTC","subject": "order.open","channelType":"private","data": { "currency": "BTC", "orderId": "ac928c66ca53498f9c13a127a60e8", "dailyIntRate": 0.0001, "term": 7, "size": 1, "side": "lend", "ts": 1553846081210004941}}`,
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"MarginTradeOrderUpdateEventPushDataJSON": `{"type": "message","topic": "/margin/loan:BTC","subject": "order.update","channelType":"private","data": { "currency": "BTC", "orderId": "ac928c66ca53498f9c13a127a60e8", "dailyIntRate": 0.0001, "term": 7, "size": 1, "lentSize": 0.5, "side": "lend", "ts": 1553846081210004941}}`,
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"MarginTradeOrderDoneEventPushDataJSON": `{"type": "message","topic": "/margin/loan:BTC","subject": "order.done","channelType":"private","data": { "currency": "BTC", "orderId": "ac928c66ca53498f9c13a127a60e8", "reason": "filled", "side": "lend", "ts": 1553846081210004941 }}`,
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"StopOrderEventPushDataJSON": `{"type":"message","topic":"/spotMarket/advancedOrders","subject":"stopOrder","channelType":"private","data":{"createdAt":1589789942337,"orderId":"5ec244f6a8a75e0009958237","orderPrice":"0.00062","orderType":"stop","side":"sell","size":"1","stop":"entry","stopPrice":"0.00062","symbol":"KCS-BTC","tradeType":"TRADE","triggerSuccess":true,"ts":1589790121382281286,"type":"triggered"}}`,
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"Public Futures TickerPushDataJSON": `{"subject": "tickerV2","topic": "/contractMarket/tickerV2:ETHUSDCM","data": {"symbol": "ETHUSDCM","bestBidSize": 795,"bestBidPrice": 3200.00,"bestAskPrice": 3600.00,"bestAskSize": 284,"ts": 1553846081210004941}}`,
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"Public Futures TickerV1PushDataJSON": `{"subject": "ticker","topic": "/contractMarket/ticker:ETHUSDCM","data": {"symbol": "ETHUSDCM","sequence": 45,"side": "sell","price": 3600.00,"size": 16,"tradeId": "5c9dcf4170744d6f5a3d32fb","bestBidSize": 795,"bestBidPrice": 3200.00,"bestAskPrice": 3600.00,"bestAskSize": 284,"ts": 1553846081210004941}}`,
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"Public Futures Level2OrderbookPushDataJSON": `{"subject": "level2", "topic": "/contractMarket/level2:ETHUSDCM", "type": "message", "data": { "sequence": 18, "change": "5000.0,sell,83","timestamp": 1551770400000}}`,
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"Public Futures ExecutionDataJSON": `{"type": "message","topic": "/contractMarket/execution:ETHUSDCM","subject": "match","data": {"makerUserId": "6287c3015c27f000017d0c2f","symbol": "ETHUSDCM","sequence": 31443494,"side": "buy","size": 35,"price": 23083.00000000,"takerOrderId": "63f94040839d00000193264b","makerOrderId": "63f94036839d0000019310c3","takerUserId": "6133f817230d8d000607b941","tradeId": "63f940400000650065f4996f","ts": 1677279296134648869}}`,
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"PublicFuturesOrderbookWithDepth5PushDataJSON": `{ "type": "message", "topic": "/contractMarket/level2Depth5:ETHUSDCM", "subject": "level2", "data": { "sequence": 1672332328701, "asks": [[ 23149, 13703],[ 23150, 1460],[ 23151.00000000, 941],[ 23152, 4591],[ 23153, 4107] ], "bids": [[ 23148.00000000, 22801],[23147.0,4766],[ 23146, 1388],[ 23145.00000000, 2593],[ 23144.00000000, 6286] ], "ts": 1677280435684, "timestamp": 1677280435684 }}`,
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"Private PositionSettlementPushDataJSON": `{"userId": "xbc453tg732eba53a88ggyt8c","topic": "/contract/position:ETHUSDCM","subject": "position.settlement","data": {"fundingTime": 1551770400000,"qty": 100,"markPrice": 3610.85,"fundingRate": -0.002966,"fundingFee": -296,"ts": 1547697294838004923,"settleCurrency": "XBT"}}`,
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"Futures PositionChangePushDataJSON": `{ "userId": "5cd3f1a7b7ebc19ae9558591","topic": "/contract/position:ETHUSDCM", "subject": "position.change", "data": {"markPrice": 7947.83,"markValue": 0.00251640,"maintMargin": 0.00252044,"realLeverage": 10.06,"unrealisedPnl": -0.00014735,"unrealisedRoePcnt": -0.0553,"unrealisedPnlPcnt": -0.0553,"delevPercentage": 0.52,"currentTimestamp": 1558087175068,"settleCurrency": "XBT"}}`,
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"Futures PositionChangeWithChangeReasonPushDataJSON": `{ "type": "message","userId": "5c32d69203aa676ce4b543c7","channelType": "private","topic": "/contract/position:ETHUSDCM", "subject": "position.change", "data": {"realisedGrossPnl": 0E-8,"symbol":"ETHUSDCM","crossMode": false,"liquidationPrice": 1000000.0,"posLoss": 0E-8,"avgEntryPrice": 7508.22,"unrealisedPnl": -0.00014735,"markPrice": 7947.83,"posMargin": 0.00266779,"autoDeposit": false,"riskLimit": 100000,"unrealisedCost": 0.00266375,"posComm": 0.00000392,"posMaint": 0.00001724,"posCost": 0.00266375,"maintMarginReq": 0.005,"bankruptPrice": 1000000.0,"realisedCost": 0.00000271,"markValue": 0.00251640,"posInit": 0.00266375,"realisedPnl": -0.00000253,"maintMargin": 0.00252044,"realLeverage": 1.06,"changeReason": "positionChange","currentCost": 0.00266375,"openingTimestamp": 1558433191000,"currentQty": -20,"delevPercentage": 0.52,"currentComm": 0.00000271,"realisedGrossCost": 0E-8,"isOpen": true,"posCross": 1.2E-7,"currentTimestamp": 1558506060394,"unrealisedRoePcnt": -0.0553,"unrealisedPnlPcnt": -0.0553,"settleCurrency": "XBT"}}`,
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"Futures WithdrawalAmountTransferOutAmountEventPushDataJSON": `{ "userId": "xbc453tg732eba53a88ggyt8c","topic": "/contractAccount/wallet","subject": "withdrawHold.change","data": {"withdrawHold": 5923,"currency":"USDT","timestamp": 1553842862614}}`,
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"Futures AvailableBalanceChangePushData": `{ "userId": "xbc453tg732eba53a88ggyt8c","topic": "/contractAccount/wallet","subject": "availableBalance.change","data": {"availableBalance": 5923,"holdBalance": 2312,"currency":"USDT","timestamp": 1553842862614}}`,
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"Futures OrderMarginChangePushDataJSON": `{ "userId": "xbc453tg732eba53a88ggyt8c","topic": "/contractAccount/wallet","subject": "orderMargin.change","data": {"orderMargin": 5923,"currency":"USDT","timestamp": 1553842862614}}`,
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"Futures StopOrderPushDataJSON": `{"userId": "5cd3f1a7b7ebc19ae9558591","topic": "/contractMarket/advancedOrders", "subject": "stopOrder","data": {"orderId": "5cdfc138b21023a909e5ad55","symbol": "ETHUSDCM","type": "open","orderType":"stop","side":"buy","size":"1000","orderPrice":"9000","stop":"up","stopPrice":"9100","stopPriceType":"TP","triggerSuccess": true,"error": "error.createOrder.accountBalanceInsufficient","createdAt": 1558074652423,"ts":1558074652423004000}}`,
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"Futures TradeOrdersPushDataJSON": `{"type": "message","topic": "/contractMarket/tradeOrders","subject": "orderChange","channelType": "private","data": {"orderId": "5cdfc138b21023a909e5ad55","symbol": "ETHUSDCM","type": "match","status": "open","matchSize": "","matchPrice": "","orderType": "limit","side": "buy","price": "3600","size": "20000","remainSize": "20001","filledSize":"20000","canceledSize": "0","tradeId": "5ce24c16b210233c36eexxxx","clientOid": "5ce24c16b210233c36ee321d","orderTime": 1545914149935808589,"oldSize ": "15000","liquidity": "maker","ts": 1545914149935808589}}`,
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"TransactionStaticsPushDataJSON": `{ "topic": "/contractMarket/snapshot:ETHUSDCM","subject": "snapshot.24h","data": {"volume": 30449670, "turnover": 845169919063,"lastPrice": 3551, "priceChgPct": 0.0043, "ts": 1547697294838004923} }`,
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"Futures EndFundingFeeSettlementPushDataJSON": `{ "type":"message","topic": "/contract/announcement","subject": "funding.end","data": {"symbol": "ETHUSDCM", "fundingTime": 1551770400000,"fundingRate": -0.002966, "timestamp": 1551770410000 }}`,
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"Futures StartFundingFeeSettlementPushDataJSON": `{ "topic": "/contract/announcement","subject": "funding.begin","data": {"symbol": "ETHUSDCM","fundingTime": 1551770400000,"fundingRate": -0.002966,"timestamp": 1551770400000}}`,
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"Futures FundingRatePushDataJSON": `{ "topic": "/contract/instrument:ETHUSDCM","subject": "funding.rate","data": {"granularity": 60000,"fundingRate": -0.002966,"timestamp": 1551770400000}}`,
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"Futures MarkIndexPricePushDataJSON": `{ "topic": "/contract/instrument:ETHUSDCM","subject": "mark.index.price","data": {"granularity": 1000,"indexPrice": 4000.23,"markPrice": 4010.52,"timestamp": 1551770400000}}`,
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"Orderbook Market Level2": `{ "type": "message", "topic": "/market/level2:BTC-USDT", "subject": "trade.l2update", "data": { "changes": { "asks": [ [ "18906", "0.00331", "14103845" ], [ "18907.3", "0.58751503", "14103844" ] ], "bids": [ [ "18891.9", "0.15688", "14103847" ] ] }, "sequenceEnd": 14103847, "sequenceStart": 14103844, "symbol": "BTC-USDT", "time": 1663747970273 } }`,
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}
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func TestPushData(t *testing.T) {
|
||||
for key, val := range websocketPushDatas {
|
||||
err := ku.wsHandleData([]byte(val))
|
||||
if err != nil {
|
||||
t.Errorf("%s: %v", key, err)
|
||||
}
|
||||
}
|
||||
n := new(Kucoin)
|
||||
sharedtestvalues.TestFixtureToDataHandler(t, ku, n, "testdata/wsHandleData.json", ku.wsHandleData)
|
||||
}
|
||||
|
||||
func TestGenerateDefaultSubscriptions(t *testing.T) {
|
||||
|
||||
41
exchanges/kucoin/testdata/wsHandleData.json
vendored
Normal file
41
exchanges/kucoin/testdata/wsHandleData.json
vendored
Normal file
@@ -0,0 +1,41 @@
|
||||
{"type":"message","topic":"/market/ticker:FET-BTC","subject":"trade.ticker","data":{"bestAsk":"0.000018679","bestAskSize":"258.4609","bestBid":"0.000018622","bestBidSize":"68.5961","price":"0.000018628","sequence":"38509148","size":"8.943","time":1677321643926}}
|
||||
{"type":"message","topic":"/market/ticker:all","subject":"FTM-ETH","data":{"bestAsk":"0.0002901","bestAskSize":"3514.4978","bestBid":"0.0002894","bestBidSize":"65.536","price":"0.0002894","sequence":"186911324","size":"150","time":1677320967673}}
|
||||
{"type":"message","topic":"/market/snapshot:BTC","subject":"trade.snapshot","data":{"sequence":"5701753771","data":{"averagePrice":21736.7322544,"baseCurrency":"BTC","board":1,"buy":21423,"changePrice":-556.8,"changeRate":-0.0253,"close":21423.1,"datetime":1676310802092,"high":22030.7,"lastTradedPrice":21423.1,"low":21407,"makerCoefficient":1,"makerFeeRate":0.001,"marginTrade":true,"mark":0,"market":"USDS","markets":["USDS"],"open":21979.9,"quoteCurrency":"USDT","sell":21423.1,"sort":100,"symbol":"BTC-USDT","symbolCode":"BTC-USDT","takerCoefficient":1,"takerFeeRate":0.001,"trading":true,"vol":6179.80570155,"volValue":133988049.45570351}}}
|
||||
{"type":"message","topic":"/spotMarket/level2Depth5:ETH-USDT","subject":"level2","data":{"asks":[["21612.7","0.32307467"],["21613.1","0.1581911"],["21613.2","1.37156153"],["21613.3","2.58327302"],["21613.4","0.00302088"]],"bids":[["21612.6","2.34316818"],["21612.3","0.5771615"],["21612.2","0.21605964"],["21612.1","0.22894841"],["21611.6","0.29251003"]],"timestamp":1676319909635}}
|
||||
{"type":"message","topic":"/market/candles:BTC-USDT_1hour","subject":"trade.candles.update","data":{"symbol":"BTC-USDT","candles":["1589968800","9786.9","9740.8","9806.1","9732","27.45649579","268280.09830877"],"time":1589970010253893400}}
|
||||
{"type":"message","topic":"/market/snapshot:KCS-BTC","subject":"trade.snapshot","data":{"sequence":"1545896669291","data":{"trading":true,"symbol":"KCS-BTC","buy":0.00011,"sell":0.00012,"sort":100,"volValue":3.13851792584,"baseCurrency":"KCS","market":"BTC","quoteCurrency":"BTC","symbolCode":"KCS-BTC","datetime":1548388122031,"high":0.00013,"vol":27514.34842,"low":0.0001,"changePrice":-1e-05,"changeRate":-0.0769,"lastTradedPrice":0.00012,"board":0,"mark":0}}}
|
||||
{"type":"message","topic":"/market/match:BTC-USDT","subject":"trade.l3match","data":{"sequence":"1545896669145","type":"match","symbol":"BTC-USDT","side":"buy","price":"0.08200000000000000000","size":"0.01022222000000000000","tradeId":"5c24c5da03aa673885cd67aa","takerOrderId":"5c24c5d903aa6772d55b371e","makerOrderId":"5c2187d003aa677bd09d5c93","time":"1545913818099033203"}}
|
||||
{"id":"","type":"message","topic":"/indicator/index:USDT-BTC","subject":"tick","data":{"symbol":"USDT-BTC","granularity":5000,"timestamp":1551770400000,"value":0.0001092}}
|
||||
{"type":"message","topic":"/indicator/markPrice:USDT-BTC","subject":"tick","data":{"symbol":"USDT-BTC","granularity":5000,"timestamp":1551770400000,"value":0.0001093}}
|
||||
{"type":"message","topic":"/margin/fundingBook:USDT","subject":"funding.update","data":{"annualIntRate":0.0547,"currency":"USDT","dailyIntRate":0.00015,"sequence":87611418,"side":"lend","size":25040,"term":7,"ts":1671005721087508700}}
|
||||
{"type":"message","topic":"/spotMarket/tradeOrders","subject":"orderChange","channelType":"private","data":{"symbol":"KCS-USDT","orderType":"limit","side":"buy","orderId":"5efab07953bdea00089965d2","type":"open","orderTime":1593487481683297800,"size":"0.1","filledSize":"0","price":"0.937","clientOid":"1593487481000906","remainSize":"0.1","status":"open","ts":1593487481683297800}}
|
||||
{"type":"message","topic":"/spotMarket/tradeOrders","subject":"orderChange","channelType":"private","data":{"symbol":"KCS-USDT","orderType":"limit","side":"sell","orderId":"5efab07953bdea00089965fa","liquidity":"taker","type":"match","orderTime":1593487482038606000,"size":"0.1","filledSize":"0.1","price":"0.938","matchPrice":"0.96738","matchSize":"0.1","tradeId":"5efab07a4ee4c7000a82d6d9","clientOid":"1593487481000313","remainSize":"0","status":"match","ts":1593487482038606000}}
|
||||
{"type":"message","topic":"/spotMarket/tradeOrders","subject":"orderChange","channelType":"private","data":{"symbol":"KCS-USDT","orderType":"limit","side":"sell","orderId":"5efab07953bdea00089965fa","type":"filled","orderTime":1593487482038606000,"size":"0.1","filledSize":"0.1","price":"0.938","clientOid":"1593487481000313","remainSize":"0","status":"done","ts":1593487482038606000}}
|
||||
{"type":"message","topic":"/spotMarket/tradeOrders","subject":"orderChange","channelType":"private","data":{"symbol":"KCS-USDT","orderType":"limit","side":"buy","orderId":"5efab07953bdea00089965d2","type":"canceled","orderTime":1593487481683297800,"size":"0.1","filledSize":"0","price":"0.937","clientOid":"1593487481000906","remainSize":"0","status":"done","ts":1593487481893140700}}
|
||||
{"type":"message","topic":"/spotMarket/tradeOrders","subject":"orderChange","channelType":"private","data":{"symbol":"KCS-USDT","orderType":"limit","side":"buy","orderId":"5efab13f53bdea00089971df","type":"update","oldSize":"0.1","orderTime":1593487679693183200,"size":"0.06","filledSize":"0","price":"0.937","clientOid":"1593487679000249","remainSize":"0.06","status":"open","ts":1593487682916117500}}
|
||||
{"type":"message","topic":"/account/balance","subject":"account.balance","channelType":"private","data":{"total":"88","available":"88","availableChange":"88","currency":"KCS","hold":"0","holdChange":"0","relationEvent":"trade.hold","relationEventId":"5c21e80303aa677bd09d7dff","relationContext":{"symbol":"BTC-USDT","tradeId":"5e6a5dca9e16882a7d83b7a4","orderId":"5ea10479415e2f0009949d54"},"time":"1545743136994"}}
|
||||
{"type":"message","topic":"/margin/position","subject":"debt.ratio","channelType":"private","data":{"debtRatio":0.7505,"totalDebt":"21.7505","debtList":{"BTC":"1.21","USDT":"2121.2121","EOS":"0"},"timestamp":1553846081210}}
|
||||
{"type":"message","topic":"/margin/position","subject":"position.status","channelType":"private","data":{"type":"FROZEN_FL","timestamp":1553846081210}}
|
||||
{"type":"message","topic":"/margin/loan:BTC","subject":"order.open","channelType":"private","data":{"currency":"BTC","orderId":"ac928c66ca53498f9c13a127a60e8","dailyIntRate":0.0001,"term":7,"size":1,"side":"lend","ts":1553846081210005000}}
|
||||
{"type":"message","topic":"/margin/loan:BTC","subject":"order.update","channelType":"private","data":{"currency":"BTC","orderId":"ac928c66ca53498f9c13a127a60e8","dailyIntRate":0.0001,"term":7,"size":1,"lentSize":0.5,"side":"lend","ts":1553846081210005000}}
|
||||
{"type":"message","topic":"/margin/loan:BTC","subject":"order.done","channelType":"private","data":{"currency":"BTC","orderId":"ac928c66ca53498f9c13a127a60e8","reason":"filled","side":"lend","ts":1553846081210005000}}
|
||||
{"type":"message","topic":"/spotMarket/advancedOrders","subject":"stopOrder","channelType":"private","data":{"createdAt":1589789942337,"orderId":"5ec244f6a8a75e0009958237","orderPrice":"0.00062","orderType":"stop","side":"sell","size":"1","stop":"entry","stopPrice":"0.00062","symbol":"KCS-BTC","tradeType":"TRADE","triggerSuccess":true,"ts":1589790121382281200,"type":"triggered"}}
|
||||
{"subject":"tickerV2","topic":"/contractMarket/tickerV2:ETHUSDCM","data":{"symbol":"ETHUSDCM","bestBidSize":795,"bestBidPrice":3200,"bestAskPrice":3600,"bestAskSize":284,"ts":1553846081210005000}}
|
||||
{"subject":"ticker","topic":"/contractMarket/ticker:ETHUSDCM","data":{"symbol":"ETHUSDCM","sequence":45,"side":"sell","price":3600,"size":16,"tradeId":"5c9dcf4170744d6f5a3d32fb","bestBidSize":795,"bestBidPrice":3200,"bestAskPrice":3600,"bestAskSize":284,"ts":1553846081210005000}}
|
||||
{"subject":"level2","topic":"/contractMarket/level2:ETHUSDCM","type":"message","data":{"sequence":18,"change":"5000.0,sell,83","timestamp":1551770400000}}
|
||||
{"type":"message","topic":"/contractMarket/execution:ETHUSDCM","subject":"match","data":{"makerUserId":"6287c3015c27f000017d0c2f","symbol":"ETHUSDCM","sequence":31443494,"side":"buy","size":35,"price":23083,"takerOrderId":"63f94040839d00000193264b","makerOrderId":"63f94036839d0000019310c3","takerUserId":"6133f817230d8d000607b941","tradeId":"63f940400000650065f4996f","ts":1677279296134648800}}
|
||||
{"type":"message","topic":"/contractMarket/level2Depth5:ETHUSDCM","subject":"level2","data":{"sequence":1672332328701,"asks":[[23149,13703],[23150,1460],[23151,941],[23152,4591],[23153,4107]],"bids":[[23148,22801],[23147,4766],[23146,1388],[23145,2593],[23144,6286]],"ts":1677280435684,"timestamp":1677280435684}}
|
||||
{"userId":"xbc453tg732eba53a88ggyt8c","topic":"/contract/position:ETHUSDCM","subject":"position.settlement","data":{"fundingTime":1551770400000,"qty":100,"markPrice":3610.85,"fundingRate":-0.002966,"fundingFee":-296,"ts":1547697294838005000,"settleCurrency":"XBT"}}
|
||||
{"userId":"5cd3f1a7b7ebc19ae9558591","topic":"/contract/position:ETHUSDCM","subject":"position.change","data":{"markPrice":7947.83,"markValue":0.0025164,"maintMargin":0.00252044,"realLeverage":10.06,"unrealisedPnl":-0.00014735,"unrealisedRoePcnt":-0.0553,"unrealisedPnlPcnt":-0.0553,"delevPercentage":0.52,"currentTimestamp":1558087175068,"settleCurrency":"XBT"}}
|
||||
{"type":"message","userId":"5c32d69203aa676ce4b543c7","channelType":"private","topic":"/contract/position:ETHUSDCM","subject":"position.change","data":{"realisedGrossPnl":0,"symbol":"ETHUSDCM","crossMode":false,"liquidationPrice":1000000,"posLoss":0,"avgEntryPrice":7508.22,"unrealisedPnl":-0.00014735,"markPrice":7947.83,"posMargin":0.00266779,"autoDeposit":false,"riskLimit":100000,"unrealisedCost":0.00266375,"posComm":3.92e-06,"posMaint":1.724e-05,"posCost":0.00266375,"maintMarginReq":0.005,"bankruptPrice":1000000,"realisedCost":2.71e-06,"markValue":0.0025164,"posInit":0.00266375,"realisedPnl":-2.53e-06,"maintMargin":0.00252044,"realLeverage":1.06,"changeReason":"positionChange","currentCost":0.00266375,"openingTimestamp":1558433191000,"currentQty":-20,"delevPercentage":0.52,"currentComm":2.71e-06,"realisedGrossCost":0,"isOpen":true,"posCross":1.2e-07,"currentTimestamp":1558506060394,"unrealisedRoePcnt":-0.0553,"unrealisedPnlPcnt":-0.0553,"settleCurrency":"XBT"}}
|
||||
{"userId":"xbc453tg732eba53a88ggyt8c","topic":"/contractAccount/wallet","subject":"withdrawHold.change","data":{"withdrawHold":5923,"currency":"USDT","timestamp":1553842862614}}
|
||||
{"userId":"xbc453tg732eba53a88ggyt8c","topic":"/contractAccount/wallet","subject":"availableBalance.change","data":{"availableBalance":5923,"holdBalance":2312,"currency":"USDT","timestamp":1553842862614}}
|
||||
{"userId":"xbc453tg732eba53a88ggyt8c","topic":"/contractAccount/wallet","subject":"orderMargin.change","data":{"orderMargin":5923,"currency":"USDT","timestamp":1553842862614}}
|
||||
{"userId":"5cd3f1a7b7ebc19ae9558591","topic":"/contractMarket/advancedOrders","subject":"stopOrder","data":{"orderId":"5cdfc138b21023a909e5ad55","symbol":"ETHUSDCM","type":"open","orderType":"stop","side":"buy","size":"1000","orderPrice":"9000","stop":"up","stopPrice":"9100","stopPriceType":"TP","triggerSuccess":true,"error":"error.createOrder.accountBalanceInsufficient","createdAt":1558074652423,"ts":1558074652423004000}}
|
||||
{"type":"message","topic":"/contractMarket/tradeOrders","subject":"orderChange","channelType":"private","data":{"orderId":"5cdfc138b21023a909e5ad55","symbol":"ETHUSDCM","type":"match","status":"open","matchSize":"","matchPrice":"","orderType":"limit","side":"buy","price":"3600","size":"20000","remainSize":"20001","filledSize":"20000","canceledSize":"0","tradeId":"5ce24c16b210233c36eexxxx","clientOid":"5ce24c16b210233c36ee321d","orderTime":1545914149935808500,"oldSize ":"15000","liquidity":"maker","ts":1545914149935808500}}
|
||||
{"topic":"/contractMarket/snapshot:ETHUSDCM","subject":"snapshot.24h","data":{"volume":30449670,"turnover":845169919063,"lastPrice":3551,"priceChgPct":0.0043,"ts":1547697294838005000}}
|
||||
{"type":"message","topic":"/contract/announcement","subject":"funding.end","data":{"symbol":"ETHUSDCM","fundingTime":1551770400000,"fundingRate":-0.002966,"timestamp":1551770410000}}
|
||||
{"topic":"/contract/announcement","subject":"funding.begin","data":{"symbol":"ETHUSDCM","fundingTime":1551770400000,"fundingRate":-0.002966,"timestamp":1551770400000}}
|
||||
{"topic":"/contract/instrument:ETHUSDCM","subject":"funding.rate","data":{"granularity":60000,"fundingRate":-0.002966,"timestamp":1551770400000}}
|
||||
{"topic":"/contract/instrument:ETHUSDCM","subject":"mark.index.price","data":{"granularity":1000,"indexPrice":4000.23,"markPrice":4010.52,"timestamp":1551770400000}}
|
||||
{"type":"message","topic":"/market/level2:BTC-USDT","subject":"trade.l2update","data":{"changes":{"asks":[["18906","0.00331","14103845"],["18907.3","0.58751503","14103844"]],"bids":[["18891.9","0.15688","14103847"]]},"sequenceEnd":14103847,"sequenceStart":14103844,"symbol":"BTC-USDT","time":1663747970273}}
|
||||
@@ -177,9 +177,8 @@ func TestFixtureToDataHandler(t *testing.T, seed, e exchange.IBotExchange, fixtu
|
||||
s := bufio.NewScanner(fixture)
|
||||
for s.Scan() {
|
||||
msg := s.Bytes()
|
||||
if err := reader(msg); err != nil {
|
||||
t.Errorf("%v from message: %s", err, msg)
|
||||
}
|
||||
err := reader(msg)
|
||||
assert.NoErrorf(t, err, "Fixture message should not error:\n%s", msg)
|
||||
}
|
||||
assert.NoError(t, s.Err(), "Fixture Scanner should not error")
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user