mirror of
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bybit: enable multiconnection handling across websocket endpoints (#1670)
* glorious: whooops * gk: nits * Leak issue and edge case * Websocket: Add SendMessageReturnResponses * whooooooopsie * gk: nitssssss * Update exchanges/stream/stream_match.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/stream/stream_match_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * linter: appease the linter gods * gk: nits * gk: drain brain * started * more changes before merge match pr * gateio: still building out * gateio: finish spot * fix up tests in gateio * Add tests for stream package * rm unused field * glorious: nits * rn files, specifically set function names to asset and offload routing to websocket type. * linter: fix * Add futures websocket request support * gateio: integrate with IBOTExchange (cherry pick my nose) * linter: fix * glorious: nits * add counter and update gateio * fix collision issue * Update exchanges/stream/websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * add tests * linter: fix * After merge * Add error connection info * upgrade to upstream merge * Fix edge case where it does not reconnect made by an already closed connection * stream coverage * glorious: nits * glorious: nits removed asset error handling in stream package * linter: fix * rm block * Add basic readme * fix asset enabled flush cycle for multi connection * spella: fix * linter: fix * Add glorious suggestions, fix some race thing * reinstate name before any routine gets spawned * stop on error in mock tests * glorious: nits * Set correct price * glorious: nits found in CI build * Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant. * mutex across shutdown and connect for protection * lint: fix * test time withoffset, reinstate stop * fix whoops * const trafficCheckInterval; rm testmain * y * fix lint * bump time check window * stream: fix intermittant test failures while testing routines and remove code that is not needed. * spells * cant do what I did * protect race due to routine. * update testURL * use mock websocket connection instead of test URL's * linter: fix * remove url because its throwing errors on CI builds * connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side. * remove another superfluous url thats not really set up for this * spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly * linter: fixerino uperino * fix ID bug, why I do this, I don't know. * glorious: panix * linter: things * whoops * dont need to make consecutive Unix() calls * websocket: fix potential panic on error and no responses and adding waitForResponses * bybit: enable multiconnection handling across websocket endpoints * rm debug lines * rm json parser and handle in json package instead * in favour of json package unmarshalling * fix processing issues with tickers * linter: fix * linter: fix again * * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections. * change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections. * drop outbound field map for improved performance just using a range and field check (less complex as well) * change field name connections to connectionToWrapper for better clarity * spells and magic and wands * merge: fixup * linter: fix * spelling: fix * glorious: nits * comparable check for signature * mv err var * glorious: nits and stuff * attempt to fix race * linter: fix * fix tests * types/time: strict usage of time type for usage with unix timestamps * fix tests etc * glorious: nits * gk: nits; engine log cleanup * gk: nits; OCD * gk: nits; move function change file names * gk: nits; 🚀 * gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call * gk: nits; continued * gk: engine nits; rm loaded exchange * gk: nits; drop WebsocketLoginResponse * stream: Add match method EnsureMatchWithData * gk: nits; rn Inspect to IsFinal * gk: nits; rn to MessageFilter * linter: fix * gateio: update rate limit definitions (cherry-pick) * Add test and missing * Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit * integrate rate limits for websocket trading spot * bybit: split public and private processing to dedicated handler add supporting function and tests * use correct handler for private inbound connection * conform to match upstream changes * standardise names to upstream style * fix wrapper standards test when sending a auth request through a websocket connection * whoops * Update exchanges/gateio/gateio_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * linter: fix * linter: overload * whoops * spelling fixes on recent merge * glorious: nits * linter: fix? * glorious: nits * gk: assert errors touched * gk: unexport derive functions * gk: nitssssssss * fix test * gk: nitters v1 * gk: http status * gk/nits: Add getAssetFromFuturesPair * gk: nits single response when submitting * gk: new pair with delimiter in tests * gk: param update slice to slice of pointers * gk: add asset type in params, includes t.Context() for tests * linter: fix * linter: fix * fix merge whoopsie * glorious: nits * gk: nit * linter: fix * glorious: nits * linter/misc: fix and remove meows * okx: update requestID gen func without func wrapping * RM: functions not needed * Update docs/ADD_NEW_EXCHANGE.md Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nitsssssss * linter: fix * Update exchanges/bybit/bybit_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nit words * cranktakular: nits * linter: fix * cranktakular: nits and expand coverage * linter: fix? * misc fix * cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy * cranktakular: nits * cranktakular: purge DCP ref/handling and add another TODO * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * fix test * fix alignment issue and rm println * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: fix * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update common/common.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update common/common_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits * gk: nit with test --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
GitHub
@@ -1,10 +1,12 @@
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package bybit
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import (
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"bytes"
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"context"
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"errors"
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"fmt"
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"maps"
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"net/http"
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"slices"
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"testing"
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"time"
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@@ -19,18 +21,20 @@ import (
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"github.com/thrasher-corp/gocryptotrader/encoding/json"
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"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fill"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
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"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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testexch "github.com/thrasher-corp/gocryptotrader/internal/testing/exchange"
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testsubs "github.com/thrasher-corp/gocryptotrader/internal/testing/subscriptions"
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testws "github.com/thrasher-corp/gocryptotrader/internal/testing/websocket"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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"github.com/thrasher-corp/gocryptotrader/types"
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)
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@@ -1623,78 +1627,78 @@ func TestGetWalletBalance(t *testing.T) {
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if mockTests {
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require.Len(t, r.List, 1, "GetWalletBalance must return a single list result")
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assert.Equal(t, types.Number(0.1997), r.List[0].AccountIMRate, "AccountIMRate should match")
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assert.Equal(t, types.Number(0.4996), r.List[0].AccountLTV, "AccountLTV should match")
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assert.Equal(t, types.Number(0.0399), r.List[0].AccountMMRate, "AccountMMRate should match")
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assert.Equal(t, "UNIFIED", r.List[0].AccountType, "AccountType should match")
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assert.Equal(t, types.Number(24616.49915805), r.List[0].TotalAvailableBalance, "TotalAvailableBalance should match")
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assert.Equal(t, types.Number(41445.9203332), r.List[0].TotalEquity, "TotalEquity should match")
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assert.Equal(t, types.Number(6144.46796478), r.List[0].TotalInitialMargin, "TotalInitialMargin should match")
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assert.Equal(t, types.Number(1228.89359295), r.List[0].TotalMaintenanceMargin, "TotalMaintenanceMargin should match")
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assert.Equal(t, types.Number(30760.96712284), r.List[0].TotalMarginBalance, "TotalMarginBalance should match")
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assert.Equal(t, types.Number(0.0), r.List[0].TotalPerpUPL, "TotalPerpUPL should match")
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assert.Equal(t, types.Number(30760.96712284), r.List[0].TotalWalletBalance, "TotalWalletBalance should match")
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assert.Equal(t, types.Number(0.1997), r.List[0].AccountIMRate, "AccountIMRate should be correct")
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assert.Equal(t, types.Number(0.4996), r.List[0].AccountLTV, "AccountLTV should be correct")
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assert.Equal(t, types.Number(0.0399), r.List[0].AccountMMRate, "AccountMMRate should be correct")
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assert.Equal(t, "UNIFIED", r.List[0].AccountType, "AccountType should be correct")
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assert.Equal(t, types.Number(24616.49915805), r.List[0].TotalAvailableBalance, "TotalAvailableBalance should be correct")
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assert.Equal(t, types.Number(41445.9203332), r.List[0].TotalEquity, "TotalEquity should be correct")
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assert.Equal(t, types.Number(6144.46796478), r.List[0].TotalInitialMargin, "TotalInitialMargin should be correct")
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assert.Equal(t, types.Number(1228.89359295), r.List[0].TotalMaintenanceMargin, "TotalMaintenanceMargin should be correct")
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assert.Equal(t, types.Number(30760.96712284), r.List[0].TotalMarginBalance, "TotalMarginBalance should be correct")
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assert.Equal(t, types.Number(0.0), r.List[0].TotalPerpUPL, "TotalPerpUPL should be correct")
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assert.Equal(t, types.Number(30760.96712284), r.List[0].TotalWalletBalance, "TotalWalletBalance should be correct")
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require.Len(t, r.List[0].Coin, 3, "GetWalletBalance must return 3 coins")
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for x := range r.List[0].Coin {
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switch x {
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case 0:
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assert.Equal(t, types.Number(0.21976631), r.List[0].Coin[x].AccruedInterest, "AccruedInterest should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AvailableToBorrow, "AvailableToBorrow should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AvailableToWithdraw, "AvailableToWithdraw should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Bonus, "Bonus should match")
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assert.Equal(t, types.Number(30723.630216383711792744), r.List[0].Coin[x].BorrowAmount, "BorrowAmount should match")
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assert.Equal(t, currency.USDC, r.List[0].Coin[x].Coin, "Coin should match")
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assert.Equal(t, types.Number(0.21976631), r.List[0].Coin[x].AccruedInterest, "AccruedInterest should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AvailableToBorrow, "AvailableToBorrow should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AvailableToWithdraw, "AvailableToWithdraw should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Bonus, "Bonus should be correct")
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assert.Equal(t, types.Number(30723.630216383711792744), r.List[0].Coin[x].BorrowAmount, "BorrowAmount should be correct")
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assert.Equal(t, currency.USDC, r.List[0].Coin[x].Coin, "Coin should be correct")
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assert.True(t, r.List[0].Coin[x].CollateralSwitch, "CollateralSwitch should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].CumulativeRealisedPNL, "CumulativeRealisedPNL should match")
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assert.Equal(t, types.Number(-30723.63021638), r.List[0].Coin[x].Equity, "Equity should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Locked, "Locked should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].CumulativeRealisedPNL, "CumulativeRealisedPNL should be correct")
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assert.Equal(t, types.Number(-30723.63021638), r.List[0].Coin[x].Equity, "Equity should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Locked, "Locked should be correct")
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assert.True(t, r.List[0].Coin[x].MarginCollateral, "MarginCollateral should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].SpotHedgingQuantity, "SpotHedgingQuantity should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalOrderIM, "TotalOrderIM should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionIM, "TotalPositionIM should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionMM, "TotalPositionMM should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].UnrealisedPNL, "UnrealisedPNL should match")
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assert.Equal(t, types.Number(-30722.33982391), r.List[0].Coin[x].USDValue, "USDValue should match")
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assert.Equal(t, types.Number(-30723.63021638), r.List[0].Coin[x].WalletBalance, "WalletBalance should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].SpotHedgingQuantity, "SpotHedgingQuantity should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalOrderIM, "TotalOrderIM should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionIM, "TotalPositionIM should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionMM, "TotalPositionMM should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].UnrealisedPNL, "UnrealisedPNL should be correct")
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assert.Equal(t, types.Number(-30722.33982391), r.List[0].Coin[x].USDValue, "USDValue should be correct")
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assert.Equal(t, types.Number(-30723.63021638), r.List[0].Coin[x].WalletBalance, "WalletBalance should be correct")
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case 1:
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AccruedInterest, "AccruedInterest should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AvailableToBorrow, "AvailableToBorrow should match")
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assert.Equal(t, types.Number(1005.79191187), r.List[0].Coin[x].AvailableToWithdraw, "AvailableToWithdraw should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Bonus, "Bonus should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].BorrowAmount, "BorrowAmount should match")
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assert.Equal(t, currency.AVAX, r.List[0].Coin[x].Coin, "Coin should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AccruedInterest, "AccruedInterest should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AvailableToBorrow, "AvailableToBorrow should be correct")
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assert.Equal(t, types.Number(1005.79191187), r.List[0].Coin[x].AvailableToWithdraw, "AvailableToWithdraw should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Bonus, "Bonus should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].BorrowAmount, "BorrowAmount should be correct")
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assert.Equal(t, currency.AVAX, r.List[0].Coin[x].Coin, "Coin should be correct")
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assert.True(t, r.List[0].Coin[x].CollateralSwitch, "CollateralSwitch should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].CumulativeRealisedPNL, "CumulativeRealisedPNL should match")
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assert.Equal(t, types.Number(2473.9), r.List[0].Coin[x].Equity, "Equity should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Locked, "Locked should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].CumulativeRealisedPNL, "CumulativeRealisedPNL should be correct")
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assert.Equal(t, types.Number(2473.9), r.List[0].Coin[x].Equity, "Equity should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Locked, "Locked should be correct")
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assert.True(t, r.List[0].Coin[x].MarginCollateral, "MarginCollateral should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].SpotHedgingQuantity, "SpotHedgingQuantity should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalOrderIM, "TotalOrderIM should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionIM, "TotalPositionIM should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionMM, "TotalPositionMM should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].UnrealisedPNL, "UnrealisedPNL should match")
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assert.Equal(t, types.Number(71233.0214024), r.List[0].Coin[x].USDValue, "USDValue should match")
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assert.Equal(t, types.Number(2473.9), r.List[0].Coin[x].WalletBalance, "WalletBalance should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].SpotHedgingQuantity, "SpotHedgingQuantity should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalOrderIM, "TotalOrderIM should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionIM, "TotalPositionIM should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionMM, "TotalPositionMM should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].UnrealisedPNL, "UnrealisedPNL should be correct")
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assert.Equal(t, types.Number(71233.0214024), r.List[0].Coin[x].USDValue, "USDValue should be correct")
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assert.Equal(t, types.Number(2473.9), r.List[0].Coin[x].WalletBalance, "WalletBalance should be correct")
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case 2:
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AccruedInterest, "AccruedInterest should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AvailableToBorrow, "AvailableToBorrow should match")
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assert.Equal(t, types.Number(935.1415), r.List[0].Coin[x].AvailableToWithdraw, "AvailableToWithdraw should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Bonus, "Bonus should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].BorrowAmount, "BorrowAmount should match")
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assert.Equal(t, currency.USDT, r.List[0].Coin[x].Coin, "Coin should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AccruedInterest, "AccruedInterest should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].AvailableToBorrow, "AvailableToBorrow should be correct")
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assert.Equal(t, types.Number(935.1415), r.List[0].Coin[x].AvailableToWithdraw, "AvailableToWithdraw should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Bonus, "Bonus should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].BorrowAmount, "BorrowAmount should be correct")
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assert.Equal(t, currency.USDT, r.List[0].Coin[x].Coin, "Coin should be correct")
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assert.True(t, r.List[0].Coin[x].CollateralSwitch, "CollateralSwitch should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].CumulativeRealisedPNL, "CumulativeRealisedPNL should match")
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assert.Equal(t, types.Number(935.1415), r.List[0].Coin[x].Equity, "Equity should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Locked, "Locked should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].CumulativeRealisedPNL, "CumulativeRealisedPNL should be correct")
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assert.Equal(t, types.Number(935.1415), r.List[0].Coin[x].Equity, "Equity should be correct")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].Locked, "Locked should be correct")
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assert.True(t, r.List[0].Coin[x].MarginCollateral, "MarginCollateral should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].SpotHedgingQuantity, "SpotHedgingQuantity should match")
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assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalOrderIM, "TotalOrderIM should match")
|
||||
assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionIM, "TotalPositionIM should match")
|
||||
assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionMM, "TotalPositionMM should match")
|
||||
assert.Equal(t, types.Number(0), r.List[0].Coin[x].UnrealisedPNL, "UnrealisedPNL should match")
|
||||
assert.Equal(t, types.Number(935.23875471), r.List[0].Coin[x].USDValue, "USDValue should match")
|
||||
assert.Equal(t, types.Number(935.1415), r.List[0].Coin[x].WalletBalance, "WalletBalance should match")
|
||||
assert.Equal(t, types.Number(0), r.List[0].Coin[x].SpotHedgingQuantity, "SpotHedgingQuantity should be correct")
|
||||
assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalOrderIM, "TotalOrderIM should be correct")
|
||||
assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionIM, "TotalPositionIM should be correct")
|
||||
assert.Equal(t, types.Number(0), r.List[0].Coin[x].TotalPositionMM, "TotalPositionMM should be correct")
|
||||
assert.Equal(t, types.Number(0), r.List[0].Coin[x].UnrealisedPNL, "UnrealisedPNL should be correct")
|
||||
assert.Equal(t, types.Number(935.23875471), r.List[0].Coin[x].USDValue, "USDValue should be correct")
|
||||
assert.Equal(t, types.Number(935.1415), r.List[0].Coin[x].WalletBalance, "WalletBalance should be correct")
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -2885,22 +2889,22 @@ func TestUpdateAccountInfo(t *testing.T) {
|
||||
switch x {
|
||||
case 0:
|
||||
assert.Equal(t, currency.USDC, r.Accounts[0].Currencies[x].Currency, "Currency should be USDC")
|
||||
assert.Equal(t, -30723.63021638, r.Accounts[0].Currencies[x].Total, "Total amount should match")
|
||||
assert.Equal(t, -30723.63021638, r.Accounts[0].Currencies[x].Hold, "Hold amount should match")
|
||||
assert.Equal(t, 30723.630216383714, r.Accounts[0].Currencies[x].Borrowed, "Borrowed amount should match")
|
||||
assert.Equal(t, 0.0, r.Accounts[0].Currencies[x].Free, "Free amount should match")
|
||||
assert.Equal(t, -30723.63021638, r.Accounts[0].Currencies[x].Total, "Total amount should be correct")
|
||||
assert.Equal(t, -30723.63021638, r.Accounts[0].Currencies[x].Hold, "Hold amount should be correct")
|
||||
assert.Equal(t, 30723.630216383714, r.Accounts[0].Currencies[x].Borrowed, "Borrowed amount should be correct")
|
||||
assert.Equal(t, 0.0, r.Accounts[0].Currencies[x].Free, "Free amount should be correct")
|
||||
case 1:
|
||||
assert.Equal(t, currency.AVAX, r.Accounts[0].Currencies[x].Currency, "Currency should be AVAX")
|
||||
assert.Equal(t, 2473.9, r.Accounts[0].Currencies[x].Total, "Total amount should match")
|
||||
assert.Equal(t, 1468.10808813, r.Accounts[0].Currencies[x].Hold, "Hold amount should match")
|
||||
assert.Equal(t, 0.0, r.Accounts[0].Currencies[x].Borrowed, "Borrowed amount should match")
|
||||
assert.Equal(t, 1005.79191187, r.Accounts[0].Currencies[x].Free, "Free amount should match")
|
||||
assert.Equal(t, 2473.9, r.Accounts[0].Currencies[x].Total, "Total amount should be correct")
|
||||
assert.Equal(t, 1468.10808813, r.Accounts[0].Currencies[x].Hold, "Hold amount should be correct")
|
||||
assert.Equal(t, 0.0, r.Accounts[0].Currencies[x].Borrowed, "Borrowed amount should be correct")
|
||||
assert.Equal(t, 1005.79191187, r.Accounts[0].Currencies[x].Free, "Free amount should be correct")
|
||||
case 2:
|
||||
assert.Equal(t, currency.USDT, r.Accounts[0].Currencies[x].Currency, "Currency should be USDT")
|
||||
assert.Equal(t, 935.1415, r.Accounts[0].Currencies[x].Total, "Total amount should match")
|
||||
assert.Equal(t, 0.0, r.Accounts[0].Currencies[x].Borrowed, "Borrowed amount should match")
|
||||
assert.Equal(t, 0.0, r.Accounts[0].Currencies[x].Hold, "Hold amount should match")
|
||||
assert.Equal(t, 935.1415, r.Accounts[0].Currencies[x].Free, "Free amount should match")
|
||||
assert.Equal(t, 935.1415, r.Accounts[0].Currencies[x].Total, "Total amount should be correct")
|
||||
assert.Equal(t, 0.0, r.Accounts[0].Currencies[x].Borrowed, "Borrowed amount should be correct")
|
||||
assert.Equal(t, 0.0, r.Accounts[0].Currencies[x].Hold, "Hold amount should be correct")
|
||||
assert.Equal(t, 935.1415, r.Accounts[0].Currencies[x].Free, "Free amount should be correct")
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -3015,42 +3019,39 @@ func TestCancelBatchOrders(t *testing.T) {
|
||||
}
|
||||
}
|
||||
|
||||
type FixtureConnection struct {
|
||||
dialError error
|
||||
sendMessageReturnResponseOverride []byte
|
||||
match websocket.Match
|
||||
websocket.Connection
|
||||
}
|
||||
|
||||
func (d *FixtureConnection) GenerateMessageID(bool) int64 { return 1337 }
|
||||
func (d *FixtureConnection) SetupPingHandler(request.EndpointLimit, websocket.PingHandler) {}
|
||||
func (d *FixtureConnection) Dial(context.Context, *gws.Dialer, http.Header) error { return d.dialError }
|
||||
|
||||
func (d *FixtureConnection) SendMessageReturnResponse(context.Context, request.EndpointLimit, any, any) ([]byte, error) {
|
||||
if d.sendMessageReturnResponseOverride != nil {
|
||||
return d.sendMessageReturnResponseOverride, nil
|
||||
}
|
||||
return []byte(`{"success":true,"ret_msg":"subscribe","conn_id":"5758770c-8152-4545-a84f-dae089e56499","req_id":"1","op":"subscribe"}`), nil
|
||||
}
|
||||
|
||||
func (d *FixtureConnection) SendJSONMessage(context.Context, request.EndpointLimit, any) error {
|
||||
return nil
|
||||
}
|
||||
|
||||
func (d *FixtureConnection) RequireMatchWithData(signature any, data []byte) error {
|
||||
return d.match.RequireMatchWithData(signature, data)
|
||||
}
|
||||
|
||||
func TestWsConnect(t *testing.T) {
|
||||
t.Parallel()
|
||||
if mockTests {
|
||||
t.Skip(skippingWebsocketFunctionsForMockTesting)
|
||||
}
|
||||
err := e.WsConnect()
|
||||
if err != nil {
|
||||
t.Error(err)
|
||||
}
|
||||
}
|
||||
|
||||
func TestWsLinearConnect(t *testing.T) {
|
||||
t.Parallel()
|
||||
if mockTests {
|
||||
t.Skip(skippingWebsocketFunctionsForMockTesting)
|
||||
}
|
||||
err := e.WsLinearConnect()
|
||||
assert.Truef(t, errors.Is(err, websocket.ErrWebsocketNotEnabled) || err == nil, "WsLinerConnect should not error: %s", err)
|
||||
}
|
||||
|
||||
func TestWsInverseConnect(t *testing.T) {
|
||||
t.Parallel()
|
||||
if mockTests {
|
||||
t.Skip(skippingWebsocketFunctionsForMockTesting)
|
||||
}
|
||||
err := e.WsInverseConnect()
|
||||
assert.Truef(t, errors.Is(err, websocket.ErrWebsocketNotEnabled) || err == nil, "WsInverseConnect should not error: %s", err)
|
||||
}
|
||||
|
||||
func TestWsOptionsConnect(t *testing.T) {
|
||||
t.Parallel()
|
||||
if mockTests {
|
||||
t.Skip(skippingWebsocketFunctionsForMockTesting)
|
||||
}
|
||||
err := e.WsOptionsConnect()
|
||||
assert.Truef(t, errors.Is(err, websocket.ErrWebsocketNotEnabled) || err == nil, "WsOptionsConnect should not error: %s", err)
|
||||
err := e.WsConnect(t.Context(), &FixtureConnection{dialError: nil})
|
||||
require.NoError(t, err)
|
||||
exp := errors.New("dial error")
|
||||
err = e.WsConnect(t.Context(), &FixtureConnection{dialError: exp})
|
||||
require.ErrorIs(t, err, exp)
|
||||
}
|
||||
|
||||
var pushDataMap = map[string]string{
|
||||
@@ -3062,22 +3063,195 @@ var pushDataMap = map[string]string{
|
||||
"Public LT Kline": `{ "type": "snapshot", "topic": "kline_lt.5.BTCUSDT", "data": [ { "start": 1672325100000, "end": 1672325399999, "interval": "5", "open": "0.416039541212402799", "close": "0.41477848043290448", "high": "0.416039541212402799", "low": "0.409734237314911206", "confirm": false, "timestamp": 1672325322393} ], "ts": 1672325322393}`,
|
||||
"Public LT Ticker": `{ "topic": "tickers_lt.BTCUSDT", "ts": 1672325446847, "type": "snapshot", "data": { "symbol": "BTCUSDT", "lastPrice": "0.41477848043290448", "highPrice24h": "0.435285472510871305", "lowPrice24h": "0.394601507960931382", "prevPrice24h": "0.431502290172376349", "price24hPcnt": "-0.0388" } }`,
|
||||
"Public LT Navigation": `{ "topic": "lt.EOS3LUSDT", "ts": 1672325564669, "type": "snapshot", "data": { "symbol": "BTCUSDT", "time": 1672325564554, "nav": "0.413517419653406162", "basketPosition": "1.261060779498318641", "leverage": "2.656197506416192150", "basketLoan": "-0.684866519289629374", "circulation": "72767.309468460367138199", "basket": "91764.000000292013277472" } }`,
|
||||
"Private Position": `{"id": "59232430b58efe-5fc5-4470-9337-4ce293b68edd", "topic": "position", "creationTime": 1672364174455, "data": [ { "positionIdx": 0, "tradeMode": 0, "riskId": 41, "riskLimitValue": "200000", "symbol": "XRPUSDT", "side": "Buy", "size": "75", "entryPrice": "0.3615", "leverage": "10", "positionValue": "27.1125", "positionBalance": "0", "markPrice": "0.3374", "positionIM": "2.72589075", "positionMM": "0.28576575", "takeProfit": "0", "stopLoss": "0", "trailingStop": "0", "unrealisedPnl": "-1.8075", "cumRealisedPnl": "0.64782276", "createdTime": "1672121182216", "updatedTime": "1672364174449", "tpslMode": "Full", "liqPrice": "", "bustPrice": "", "category": "linear","positionStatus":"Normal","adlRankIndicator":2}]}`,
|
||||
"Private Order": `{ "id": "5923240c6880ab-c59f-420b-9adb-3639adc9dd90", "topic": "order", "creationTime": 1672364262474, "data": [ { "symbol": "BTCUSDT", "orderId": "5cf98598-39a7-459e-97bf-76ca765ee020", "side": "Sell", "orderType": "Market", "cancelType": "UNKNOWN", "price": "72.5", "qty": "1", "orderIv": "", "timeInForce": "IOC", "orderStatus": "Filled", "orderLinkId": "", "lastPriceOnCreated": "", "reduceOnly": false, "leavesQty": "", "leavesValue": "", "cumExecQty": "1", "cumExecValue": "75", "avgPrice": "75", "blockTradeId": "", "positionIdx": 0, "cumExecFee": "0.358635", "createdTime": "1672364262444", "updatedTime": "1672364262457", "rejectReason": "EC_NoError", "stopOrderType": "", "tpslMode": "", "triggerPrice": "", "takeProfit": "", "stopLoss": "", "tpTriggerBy": "", "slTriggerBy": "", "tpLimitPrice": "", "slLimitPrice": "", "triggerDirection": 0, "triggerBy": "", "closeOnTrigger": false, "category": "option", "placeType": "price", "smpType": "None", "smpGroup": 0, "smpOrderId": "" } ] }`,
|
||||
"Private Wallet": `{ "id": "5923242c464be9-25ca-483d-a743-c60101fc656f", "topic": "wallet", "creationTime": 1672364262482, "data": [ { "accountIMRate": "0.016", "accountMMRate": "0.003", "totalEquity": "12837.78330098", "totalWalletBalance": "12840.4045924", "totalMarginBalance": "12837.78330188", "totalAvailableBalance": "12632.05767702", "totalPerpUPL": "-2.62129051", "totalInitialMargin": "205.72562486", "totalMaintenanceMargin": "39.42876721", "coin": [ { "coin": "USDC", "equity": "200.62572554", "usdValue": "200.62572554", "walletBalance": "201.34882644", "availableToWithdraw": "0", "availableToBorrow": "1500000", "borrowAmount": "0", "accruedInterest": "0", "totalOrderIM": "0", "totalPositionIM": "202.99874213", "totalPositionMM": "39.14289747", "unrealisedPnl": "74.2768991", "cumRealisedPnl": "-209.1544627", "bonus": "0" }, { "coin": "BTC", "equity": "0.06488393", "usdValue": "1023.08402268", "walletBalance": "0.06488393", "availableToWithdraw": "0.06488393", "availableToBorrow": "2.5", "borrowAmount": "0", "accruedInterest": "0", "totalOrderIM": "0", "totalPositionIM": "0", "totalPositionMM": "0", "unrealisedPnl": "0", "cumRealisedPnl": "0", "bonus": "0" }, { "coin": "ETH", "equity": "0", "usdValue": "0", "walletBalance": "0", "availableToWithdraw": "0", "availableToBorrow": "26", "borrowAmount": "0", "accruedInterest": "0", "totalOrderIM": "0", "totalPositionIM": "0", "totalPositionMM": "0", "unrealisedPnl": "0", "cumRealisedPnl": "0", "bonus": "0" }, { "coin": "USDT", "equity": "11726.64664904", "usdValue": "11613.58597018", "walletBalance": "11728.54414904", "availableToWithdraw": "11723.92075829", "availableToBorrow": "2500000", "borrowAmount": "0", "accruedInterest": "0", "totalOrderIM": "0", "totalPositionIM": "2.72589075", "totalPositionMM": "0.28576575", "unrealisedPnl": "-1.8975", "cumRealisedPnl": "0.64782276", "bonus": "0" }, { "coin": "EOS3L", "equity": "215.0570412", "usdValue": "0", "walletBalance": "215.0570412", "availableToWithdraw": "215.0570412", "availableToBorrow": "0", "borrowAmount": "0", "accruedInterest": "", "totalOrderIM": "0", "totalPositionIM": "0", "totalPositionMM": "0", "unrealisedPnl": "0", "cumRealisedPnl": "0", "bonus": "0" }, { "coin": "BIT", "equity": "1.82", "usdValue": "0.48758257", "walletBalance": "1.82", "availableToWithdraw": "1.82", "availableToBorrow": "0", "borrowAmount": "0", "accruedInterest": "", "totalOrderIM": "0", "totalPositionIM": "0", "totalPositionMM": "0", "unrealisedPnl": "0", "cumRealisedPnl": "0", "bonus": "0" } ], "accountType": "UNIFIED", "accountLTV": "0.017" } ] }`,
|
||||
"Private Greek": `{ "id": "592324fa945a30-2603-49a5-b865-21668c29f2a6", "topic": "greeks", "creationTime": 1672364262482, "data": [ { "baseCoin": "ETH", "totalDelta": "0.06999986", "totalGamma": "-0.00000001", "totalVega": "-0.00000024", "totalTheta": "0.00001314" } ] }`,
|
||||
"Execution": `{"id": "592324803b2785-26fa-4214-9963-bdd4727f07be", "topic": "execution", "creationTime": 1672364174455, "data": [ { "category": "linear", "symbol": "XRPUSDT", "execFee": "0.005061", "execId": "7e2ae69c-4edf-5800-a352-893d52b446aa", "execPrice": "0.3374", "execQty": "25", "execType": "Trade", "execValue": "8.435", "isMaker": false, "feeRate": "0.0006", "tradeIv": "", "markIv": "", "blockTradeId": "", "markPrice": "0.3391", "indexPrice": "", "underlyingPrice": "", "leavesQty": "0", "orderId": "f6e324ff-99c2-4e89-9739-3086e47f9381", "orderLinkId": "", "orderPrice": "0.3207", "orderQty":"25","orderType":"Market","stopOrderType":"UNKNOWN","side":"Sell","execTime":"1672364174443","isLeverage": "0","closedSize": "","seq":4688002127}]}`,
|
||||
"pong": `{"op":"pong","args":["1753340040127"],"conn_id":"d157a7favkf4mm3ibuvg-14toog"}`,
|
||||
"unhandled": `{"topic": "unhandled"}`,
|
||||
}
|
||||
|
||||
func TestPushData(t *testing.T) {
|
||||
func TestPushDataPublic(t *testing.T) {
|
||||
t.Parallel()
|
||||
|
||||
keys := slices.Collect(maps.Keys(pushDataMap))
|
||||
slices.Sort(keys)
|
||||
|
||||
for x := range keys {
|
||||
err := e.wsHandleData(t.Context(), asset.Spot, []byte(pushDataMap[keys[x]]))
|
||||
assert.NoError(t, err, "wsHandleData should not error")
|
||||
err := e.wsHandleData(nil, asset.Spot, []byte(pushDataMap[keys[x]]))
|
||||
if keys[x] == "unhandled" {
|
||||
assert.ErrorIs(t, err, errUnhandledStreamData, "wsHandleData should error correctly for unhandled topics")
|
||||
} else {
|
||||
assert.NoError(t, err, "wsHandleData should not error")
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
func TestWSHandleAuthenticatedData(t *testing.T) {
|
||||
t.Parallel()
|
||||
|
||||
err := e.wsHandleAuthenticatedData(t.Context(), nil, []byte(`{"op":"pong","args":["1753340040127"],"conn_id":"d157a7favkf4mm3ibuvg-14toog"}`))
|
||||
require.NoError(t, err, "wsHandleAuthenticatedData must not error for pong message")
|
||||
|
||||
err = e.wsHandleAuthenticatedData(t.Context(), nil, []byte(`{"topic": "unhandled"}`))
|
||||
require.ErrorIs(t, err, errUnhandledStreamData, "wsHandleAuthenticatedData must error for unhandled stream data")
|
||||
|
||||
e := new(Exchange) //nolint:govet // Intentional shadow
|
||||
require.NoError(t, testexch.Setup(e), "Test instance Setup must not error")
|
||||
e.API.AuthenticatedSupport = true
|
||||
e.API.AuthenticatedWebsocketSupport = true
|
||||
e.SetCredentials("test", "test", "", "", "", "")
|
||||
testexch.FixtureToDataHandler(t, "testdata/wsAuth.json", func(ctx context.Context, r []byte) error {
|
||||
if bytes.Contains(r, []byte("%s")) {
|
||||
r = fmt.Appendf(nil, string(r), optionsTradablePair.String())
|
||||
}
|
||||
return e.wsHandleAuthenticatedData(ctx, nil, r)
|
||||
})
|
||||
close(e.Websocket.DataHandler)
|
||||
require.Len(t, e.Websocket.DataHandler, 6, "Should see correct number of messages")
|
||||
|
||||
i := 0
|
||||
for data := range e.Websocket.DataHandler {
|
||||
i++
|
||||
switch v := data.(type) {
|
||||
case WsPositions:
|
||||
require.Len(t, v, 1, "must see 1 position")
|
||||
assert.Zero(t, v[0].PositionIdx, "PositionIdx should be 0")
|
||||
assert.Zero(t, v[0].TradeMode, "TradeMode should be 0")
|
||||
assert.Equal(t, int64(41), v[0].RiskID, "RiskID should be correct")
|
||||
assert.Equal(t, 200000.0, v[0].RiskLimitValue.Float64(), "RiskLimitValue should be correct")
|
||||
assert.Equal(t, "XRPUSDT", v[0].Symbol, "Symbol should be correct")
|
||||
assert.Equal(t, "Buy", v[0].Side, "Side should be correct")
|
||||
assert.Equal(t, 75.0, v[0].Size.Float64(), "Size should be correct")
|
||||
assert.Equal(t, 0.3615, v[0].EntryPrice.Float64(), "Entry price should be correct")
|
||||
assert.Equal(t, 10.0, v[0].Leverage.Float64(), "Leverage should be correct")
|
||||
assert.Equal(t, 27.1125, v[0].PositionValue.Float64(), "Position value should be correct")
|
||||
assert.Zero(t, v[0].PositionBalance.Float64(), "Position balance should be 0")
|
||||
assert.Equal(t, 0.3374, v[0].MarkPrice.Float64(), "Mark price should be correct")
|
||||
assert.Equal(t, 2.72589075, v[0].PositionIM.Float64(), "Position IM should be correct")
|
||||
assert.Equal(t, 0.28576575, v[0].PositionMM.Float64(), "Position MM should be correct")
|
||||
assert.Zero(t, v[0].TakeProfit.Float64(), "Take profit should be 0")
|
||||
assert.Zero(t, v[0].StopLoss.Float64(), "Stop loss should be 0")
|
||||
assert.Zero(t, v[0].TrailingStop.Float64(), "Trailing stop should be 0")
|
||||
assert.Equal(t, -1.8075, v[0].UnrealisedPnl.Float64(), "Unrealised PnL should be correct")
|
||||
assert.Equal(t, 0.64782276, v[0].CumRealisedPnl.Float64(), "Cum realised PnL should be correct")
|
||||
assert.Equal(t, time.UnixMilli(1672121182216), v[0].CreatedTime.Time(), "Creation time should be correct")
|
||||
assert.Equal(t, time.UnixMilli(1672364174449), v[0].UpdatedTime.Time(), "Updated time should be correct")
|
||||
assert.Equal(t, "Full", v[0].TpslMode, "TPSL mode should be correct")
|
||||
assert.Zero(t, v[0].LiqPrice.Float64(), "Liq price should be 0")
|
||||
assert.Zero(t, v[0].BustPrice.Float64(), "Bust price should be 0")
|
||||
assert.Equal(t, "linear", v[0].Category, "Category should be correct")
|
||||
assert.Equal(t, "Normal", v[0].PositionStatus, "Position status should be correct")
|
||||
assert.Equal(t, int64(2), v[0].AdlRankIndicator, "ADL Rank Indicator should be correct")
|
||||
case []order.Detail:
|
||||
if i == 6 {
|
||||
require.Len(t, v, 1)
|
||||
assert.Equal(t, "c1956690-b731-4191-97c0-94b00422231b", v[0].OrderID)
|
||||
assert.Equal(t, "BTC_USDT", v[0].Pair.String())
|
||||
assert.Equal(t, order.Sell, v[0].Side)
|
||||
assert.Equal(t, order.Filled, v[0].Status)
|
||||
assert.Equal(t, 1.7, v[0].Amount)
|
||||
assert.Equal(t, 4.033, v[0].Price)
|
||||
assert.Equal(t, 4.24, v[0].AverageExecutedPrice)
|
||||
assert.Equal(t, 0.0, v[0].RemainingAmount)
|
||||
assert.Equal(t, asset.USDTMarginedFutures, v[0].AssetType)
|
||||
continue
|
||||
}
|
||||
require.Len(t, v, 1, "must see 1 order")
|
||||
assert.True(t, optionsTradablePair.Equal(v[0].Pair), "Pair should match")
|
||||
assert.Equal(t, "5cf98598-39a7-459e-97bf-76ca765ee020", v[0].OrderID, "Order ID should be correct")
|
||||
assert.Equal(t, order.Sell, v[0].Side, "Side should be correct")
|
||||
assert.Equal(t, order.Market, v[0].Type, "Order type should be correct")
|
||||
assert.Equal(t, 72.5, v[0].Price, "Price should be correct")
|
||||
assert.Equal(t, 1.0, v[0].Amount, "Amount should be correct")
|
||||
assert.Equal(t, order.ImmediateOrCancel, v[0].TimeInForce, "Time in force should be correct")
|
||||
assert.Equal(t, order.Filled, v[0].Status, "Order status should be correct")
|
||||
assert.Empty(t, v[0].ClientOrderID, "client order ID should be empty")
|
||||
assert.False(t, v[0].ReduceOnly, "Reduce only should be false")
|
||||
assert.Equal(t, 1.0, v[0].ExecutedAmount, "executed amount should be correct")
|
||||
assert.Equal(t, 75.0, v[0].AverageExecutedPrice, "Avg price should be correct")
|
||||
assert.Equal(t, 0.358635, v[0].Fee, "fee should be correct")
|
||||
assert.Equal(t, time.UnixMilli(1672364262444), v[0].Date, "Created time should be correct")
|
||||
assert.Equal(t, time.UnixMilli(1672364262457), v[0].LastUpdated, "Updated time should be correct")
|
||||
case []account.Change:
|
||||
require.Len(t, v, 6, "must see 6 items")
|
||||
for i, change := range v {
|
||||
assert.Empty(t, change.Account, "Account type should be empty")
|
||||
assert.Equal(t, asset.Spot, change.AssetType, "Asset type should be Spot")
|
||||
require.NotNil(t, change.Balance, "balance must not be nil")
|
||||
switch i {
|
||||
case 0:
|
||||
assert.True(t, currency.USDC.Equal(change.Balance.Currency), "currency should match")
|
||||
assert.Zero(t, change.Balance.AvailableWithoutBorrow, "AvailableWithoutBorrow should zero")
|
||||
assert.Zero(t, change.Balance.Borrowed, "Borrowed should be 0")
|
||||
assert.Equal(t, 201.34882644, change.Balance.Free, "Free should be correct")
|
||||
assert.Zero(t, change.Balance.Hold, "Hold should be 0")
|
||||
assert.Equal(t, 201.34882644, change.Balance.Total, "Total should be correct")
|
||||
assert.Equal(t, time.UnixMilli(1672364262482), change.Balance.UpdatedAt, "Last updated should be correct")
|
||||
case 1:
|
||||
assert.True(t, currency.BTC.Equal(change.Balance.Currency), "currency should match")
|
||||
assert.Equal(t, 0.06488393, change.Balance.Free, "Free should be correct")
|
||||
assert.Zero(t, change.Balance.AvailableWithoutBorrow, "AvailableWithoutBorrow should zero")
|
||||
assert.Zero(t, change.Balance.Borrowed, "Borrowed should be 0")
|
||||
assert.Zero(t, change.Balance.Hold, "Hold should be 0")
|
||||
assert.Equal(t, 0.06488393, change.Balance.Total, "Total should be correct")
|
||||
assert.Equal(t, time.UnixMilli(1672364262482), change.Balance.UpdatedAt, "Last updated should be correct")
|
||||
case 2:
|
||||
assert.True(t, currency.ETH.Equal(change.Balance.Currency), "currency should match")
|
||||
assert.Zero(t, change.Balance.Free, "Free should be 0")
|
||||
assert.Zero(t, change.Balance.AvailableWithoutBorrow, "AvailableWithoutBorrow should zero")
|
||||
assert.Zero(t, change.Balance.Borrowed, "Borrowed should be 0")
|
||||
assert.Zero(t, change.Balance.Hold, "Hold should be 0")
|
||||
assert.Zero(t, change.Balance.Total, "Total should be 0")
|
||||
assert.Equal(t, time.UnixMilli(1672364262482), change.Balance.UpdatedAt, "Last updated should be correct")
|
||||
case 3:
|
||||
assert.True(t, currency.USDT.Equal(change.Balance.Currency), "currency should match")
|
||||
assert.Equal(t, 11728.54414904, change.Balance.Free, "Free should be correct")
|
||||
assert.Zero(t, change.Balance.AvailableWithoutBorrow, "AvailableWithoutBorrow should be 0")
|
||||
assert.Zero(t, change.Balance.Borrowed, "Borrowed should be 0")
|
||||
assert.Zero(t, change.Balance.Hold, "Hold should be 0")
|
||||
assert.Equal(t, 11728.54414904, change.Balance.Total, "Total should be correct")
|
||||
assert.Equal(t, time.UnixMilli(1672364262482), change.Balance.UpdatedAt, "Last updated should be correct")
|
||||
case 4:
|
||||
assert.True(t, currency.NewCode("EOS3L").Equal(change.Balance.Currency), "currency should match")
|
||||
assert.Equal(t, 215.0570412, change.Balance.Free, "Free should be correct")
|
||||
assert.Zero(t, change.Balance.AvailableWithoutBorrow, "AvailableWithoutBorrow should be 0")
|
||||
assert.Zero(t, change.Balance.Borrowed, "Borrowed should be 0")
|
||||
assert.Zero(t, change.Balance.Hold, "Hold should be 0")
|
||||
assert.Equal(t, 215.0570412, change.Balance.Total, "Total should be correct")
|
||||
assert.Equal(t, time.UnixMilli(1672364262482), change.Balance.UpdatedAt, "Last updated should be correct")
|
||||
case 5:
|
||||
assert.True(t, currency.BIT.Equal(change.Balance.Currency), "currency should match")
|
||||
assert.Equal(t, 1.82, change.Balance.Free, "Free should be correct")
|
||||
assert.Zero(t, change.Balance.AvailableWithoutBorrow, "AvailableWithoutBorrow should be 0")
|
||||
assert.Zero(t, change.Balance.Borrowed, "Borrowed should be 0")
|
||||
assert.Zero(t, change.Balance.Hold, "Hold should be 0")
|
||||
assert.Equal(t, 1.82, change.Balance.Total, "Total should be correct")
|
||||
assert.Equal(t, time.UnixMilli(1672364262482), change.Balance.UpdatedAt, "Last updated should be correct")
|
||||
}
|
||||
}
|
||||
case *GreeksResponse:
|
||||
assert.Equal(t, "592324fa945a30-2603-49a5-b865-21668c29f2a6", v.ID, "ID should be correct")
|
||||
assert.Equal(t, "greeks", v.Topic, "Topic should be correct")
|
||||
assert.Equal(t, time.UnixMilli(1672364262482), v.CreationTime.Time(), "Creation time should be correct")
|
||||
require.Len(t, v.Data, 1, "must see 1 greek")
|
||||
assert.Equal(t, "ETH", v.Data[0].BaseCoin.String(), "Base coin should be correct")
|
||||
assert.Equal(t, 0.06999986, v.Data[0].TotalDelta.Float64(), "Total delta should be correct")
|
||||
assert.Equal(t, -0.00000001, v.Data[0].TotalGamma.Float64(), "Total gamma should be correct")
|
||||
assert.Equal(t, -0.00000024, v.Data[0].TotalVega.Float64(), "Total vega should be correct")
|
||||
assert.Equal(t, 0.00001314, v.Data[0].TotalTheta.Float64(), "Total theta should be correct")
|
||||
case []fill.Data:
|
||||
require.Len(t, v, 1, "must see 1 fill")
|
||||
assert.Equal(t, "7e2ae69c-4edf-5800-a352-893d52b446aa", v[0].ID, "ID should be correct")
|
||||
assert.Equal(t, time.UnixMilli(1672364174443), v[0].Timestamp, "time should be correct")
|
||||
assert.Equal(t, e.Name, v[0].Exchange, "Exchange name should be correct")
|
||||
assert.Equal(t, asset.USDTMarginedFutures, v[0].AssetType, "Asset type should be correct")
|
||||
assert.Equal(t, "XRP_USDT", v[0].CurrencyPair.String(), "Symbol should be correct")
|
||||
assert.Equal(t, order.Sell, v[0].Side, "Side should be correct")
|
||||
assert.Equal(t, "f6e324ff-99c2-4e89-9739-3086e47f9381", v[0].OrderID, "Order ID should be correct")
|
||||
assert.Empty(t, v[0].ClientOrderID, "Client order ID should be empty")
|
||||
assert.Empty(t, v[0].TradeID, "Trade ID should be empty")
|
||||
assert.Equal(t, 0.3374, v[0].Price, "price should be correct")
|
||||
assert.Equal(t, 25.0, v[0].Amount, "amount should be correct")
|
||||
default:
|
||||
t.Errorf("Unexpected data received: %v", v)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -3091,7 +3265,7 @@ func TestWsTicker(t *testing.T) {
|
||||
require.NoError(t, testexch.Setup(e), "Test instance Setup must not error")
|
||||
testexch.FixtureToDataHandler(t, "testdata/wsTicker.json", func(_ context.Context, r []byte) error {
|
||||
defer slices.Delete(assetRouting, 0, 1)
|
||||
return e.wsHandleData(t.Context(), assetRouting[0], r)
|
||||
return e.wsHandleData(nil, assetRouting[0], r)
|
||||
})
|
||||
close(e.Websocket.DataHandler)
|
||||
expected := 8
|
||||
@@ -3340,20 +3514,14 @@ func TestFetchTradablePairs(t *testing.T) {
|
||||
func TestDeltaUpdateOrderbook(t *testing.T) {
|
||||
t.Parallel()
|
||||
data := []byte(`{"topic":"orderbook.50.WEMIXUSDT","ts":1697573183768,"type":"snapshot","data":{"s":"WEMIXUSDT","b":[["0.9511","260.703"],["0.9677","0"]],"a":[],"u":3119516,"seq":14126848493},"cts":1728966699481}`)
|
||||
err := e.wsHandleData(t.Context(), asset.Spot, data)
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
err := e.wsHandleData(nil, asset.Spot, data)
|
||||
require.NoError(t, err, "wsHandleData must not error")
|
||||
update := []byte(`{"topic":"orderbook.50.WEMIXUSDT","ts":1697573183768,"type":"delta","data":{"s":"WEMIXUSDT","b":[["0.9511","260.703"],["0.9677","0"]],"a":[],"u":3119516,"seq":14126848493},"cts":1728966699481}`)
|
||||
var wsResponse WebsocketResponse
|
||||
err = json.Unmarshal(update, &wsResponse)
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
require.NoError(t, err, "Unmarshal must not error")
|
||||
err = e.wsProcessOrderbook(asset.Spot, &wsResponse)
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
require.NoError(t, err, "wsProcessOrderbook must not error")
|
||||
}
|
||||
|
||||
func TestGetLongShortRatio(t *testing.T) {
|
||||
@@ -3577,7 +3745,7 @@ func TestGetCurrencyTradeURL(t *testing.T) {
|
||||
func TestGenerateSubscriptions(t *testing.T) {
|
||||
t.Parallel()
|
||||
|
||||
e := new(Exchange)
|
||||
e := new(Exchange) //nolint:govet // Intentional shadow
|
||||
require.NoError(t, testexch.Setup(e), "Test instance Setup must not error")
|
||||
|
||||
e.Websocket.SetCanUseAuthenticatedEndpoints(true)
|
||||
@@ -3611,11 +3779,6 @@ func TestGenerateSubscriptions(t *testing.T) {
|
||||
} else {
|
||||
s.Pairs = pairs
|
||||
s.QualifiedChannel = channelName(s)
|
||||
categoryName := getCategoryName(a)
|
||||
if isCategorisedChannel(s.QualifiedChannel) && categoryName != "" {
|
||||
s.QualifiedChannel += "." + categoryName
|
||||
}
|
||||
|
||||
exp = append(exp, s)
|
||||
}
|
||||
}
|
||||
@@ -3623,48 +3786,43 @@ func TestGenerateSubscriptions(t *testing.T) {
|
||||
testsubs.EqualLists(t, exp, subs)
|
||||
}
|
||||
|
||||
func TestSubscribe(t *testing.T) {
|
||||
t.Parallel()
|
||||
e := new(Exchange)
|
||||
require.NoError(t, testexch.Setup(e), "Test instance Setup must not error")
|
||||
subs, err := e.Features.Subscriptions.ExpandTemplates(e)
|
||||
require.NoError(t, err, "ExpandTemplates must not error")
|
||||
e.Features.Subscriptions = subscription.List{}
|
||||
testexch.SetupWs(t, e)
|
||||
err = e.Subscribe(subs)
|
||||
require.NoError(t, err, "Subscribe must not error")
|
||||
}
|
||||
|
||||
func TestAuthSubscribe(t *testing.T) {
|
||||
t.Parallel()
|
||||
e := new(Exchange)
|
||||
|
||||
e := new(Exchange) //nolint:govet // Intentional shadow
|
||||
require.NoError(t, testexch.Setup(e), "Test instance Setup must not error")
|
||||
require.NoError(t, e.authSubscribe(t.Context(), &FixtureConnection{}, subscription.List{}))
|
||||
|
||||
authsubs, err := e.generateAuthSubscriptions()
|
||||
require.NoError(t, err, "generateAuthSubscriptions must not error")
|
||||
require.Empty(t, authsubs, "generateAuthSubscriptions must not return subs")
|
||||
|
||||
e.Websocket.SetCanUseAuthenticatedEndpoints(true)
|
||||
subs, err := e.Features.Subscriptions.ExpandTemplates(e)
|
||||
require.NoError(t, err, "ExpandTemplates must not error")
|
||||
e.Features.Subscriptions = subscription.List{}
|
||||
success := true
|
||||
mock := func(tb testing.TB, msg []byte, w *gws.Conn) error {
|
||||
tb.Helper()
|
||||
var req SubscriptionArgument
|
||||
require.NoError(tb, json.Unmarshal(msg, &req), "Unmarshal must not error")
|
||||
require.Equal(tb, "subscribe", req.Operation)
|
||||
msg, err = json.Marshal(SubscriptionResponse{
|
||||
Success: success,
|
||||
RetMsg: "Mock Resp Error",
|
||||
RequestID: req.RequestID,
|
||||
Operation: req.Operation,
|
||||
})
|
||||
require.NoError(tb, err, "Marshal must not error")
|
||||
return w.WriteMessage(gws.TextMessage, msg)
|
||||
}
|
||||
e = testexch.MockWsInstance[Exchange](t, testws.CurryWsMockUpgrader(t, mock))
|
||||
e.Websocket.AuthConn = e.Websocket.Conn
|
||||
err = e.Subscribe(subs)
|
||||
require.NoError(t, err, "Subscribe must not error")
|
||||
success = false
|
||||
err = e.Subscribe(subs)
|
||||
assert.ErrorContains(t, err, "Mock Resp Error", "Subscribe should error containing the returned RetMsg")
|
||||
authsubs, err = e.generateAuthSubscriptions()
|
||||
require.NoError(t, err, "generateAuthSubscriptions must not error")
|
||||
require.NotEmpty(t, authsubs, "generateAuthSubscriptions must return subs")
|
||||
|
||||
require.NoError(t, e.authSubscribe(t.Context(), &FixtureConnection{}, authsubs))
|
||||
require.NoError(t, e.authUnsubscribe(t.Context(), &FixtureConnection{}, authsubs))
|
||||
}
|
||||
|
||||
func TestWebsocketAuthenticateConnection(t *testing.T) {
|
||||
t.Parallel()
|
||||
|
||||
e := new(Exchange) //nolint:govet // Intentional shadow
|
||||
require.NoError(t, testexch.Setup(e))
|
||||
|
||||
err := e.WebsocketAuthenticateConnection(t.Context(), &FixtureConnection{})
|
||||
require.ErrorIs(t, err, exchange.ErrAuthenticationSupportNotEnabled)
|
||||
|
||||
e.API.AuthenticatedSupport = true
|
||||
e.API.AuthenticatedWebsocketSupport = true
|
||||
e.Websocket.SetCanUseAuthenticatedEndpoints(true)
|
||||
ctx := account.DeployCredentialsToContext(t.Context(), &account.Credentials{Key: "dummy", Secret: "dummy"})
|
||||
err = e.WebsocketAuthenticateConnection(ctx, &FixtureConnection{})
|
||||
require.NoError(t, err)
|
||||
err = e.WebsocketAuthenticateConnection(ctx, &FixtureConnection{sendMessageReturnResponseOverride: []byte(`{"success":false,"ret_msg":"failed auth","conn_id":"5758770c-8152-4545-a84f-dae089e56499","req_id":"1","op":"subscribe"}`)})
|
||||
require.Error(t, err)
|
||||
}
|
||||
|
||||
func TestTransformSymbol(t *testing.T) {
|
||||
@@ -3730,3 +3888,55 @@ func TestTransformSymbol(t *testing.T) {
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
func TestMatchPairAssetFromResponse(t *testing.T) {
|
||||
t.Parallel()
|
||||
|
||||
noDelim := currency.PairFormat{Uppercase: true}
|
||||
for _, tc := range []struct {
|
||||
pair string
|
||||
category string
|
||||
expectedAsset asset.Item
|
||||
expectedPair currency.Pair
|
||||
err error
|
||||
}{
|
||||
{pair: noDelim.Format(spotTradablePair), category: "spot", expectedAsset: asset.Spot, expectedPair: spotTradablePair},
|
||||
{pair: noDelim.Format(usdtMarginedTradablePair), category: "linear", expectedAsset: asset.USDTMarginedFutures, expectedPair: usdtMarginedTradablePair},
|
||||
{pair: noDelim.Format(usdcMarginedTradablePair), category: "linear", expectedAsset: asset.USDCMarginedFutures, expectedPair: usdcMarginedTradablePair},
|
||||
{pair: noDelim.Format(inverseTradablePair), category: "inverse", expectedAsset: asset.CoinMarginedFutures, expectedPair: inverseTradablePair},
|
||||
{pair: optionsTradablePair.String(), category: "option", expectedAsset: asset.Options, expectedPair: optionsTradablePair},
|
||||
{pair: optionsTradablePair.String(), category: "silly", err: errUnsupportedCategory, expectedAsset: 0},
|
||||
{pair: "bad pair", category: "spot", err: currency.ErrPairNotFound},
|
||||
} {
|
||||
t.Run(fmt.Sprintf("pair: %s, category: %s", tc.pair, tc.category), func(t *testing.T) {
|
||||
t.Parallel()
|
||||
p, a, err := e.matchPairAssetFromResponse(tc.category, tc.pair)
|
||||
require.ErrorIs(t, err, tc.err)
|
||||
assert.Equal(t, tc.expectedAsset, a)
|
||||
assert.True(t, tc.expectedPair.Equal(p))
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
func TestHandleNoTopicWebsocketResponse(t *testing.T) {
|
||||
t.Parallel()
|
||||
|
||||
for _, tc := range []struct {
|
||||
operation string
|
||||
requestID string
|
||||
error error
|
||||
}{
|
||||
{operation: "subscribe"},
|
||||
{operation: "unsubscribe"},
|
||||
{operation: "auth"},
|
||||
{operation: "auth", requestID: "noMatch", error: websocket.ErrSignatureNotMatched},
|
||||
{operation: "ping"},
|
||||
{operation: "pong"},
|
||||
} {
|
||||
t.Run(fmt.Sprintf("operation: %s, requestID: %s", tc.operation, tc.requestID), func(t *testing.T) {
|
||||
t.Parallel()
|
||||
err := e.handleNoTopicWebsocketResponse(&FixtureConnection{}, &WebsocketResponse{Operation: tc.operation, RequestID: tc.requestID}, nil)
|
||||
assert.ErrorIs(t, err, tc.error, "handleNoTopicWebsocketResponse should return expected error")
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user