Files
gocryptotrader/exchanges/gemini/gemini_test.go
Scott 0fbf8b172a Websocket orderbook buffering (#333)
* Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process.

* Moves namespaces again

* Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests

* Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps

* Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests

* Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic

* Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation

* Implements orderbook update for okgroup, but forgets about the orderbook hash checking

* Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests.

* Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains

* Fixes Gemini rate limit and parsing. Removes comments and fixes typos

* Fixes bitfinex orderbook processing

* Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage

* Adds surprise LakeBTC websocket support

* Fixes data race

* Fixes rebasing issues due to namespace movements

* Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments

* Adds poloniex orderook sorting support

* Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting

* Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well

* Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines

* Fixes test with exchange name output change

* Fixes issues where copy and paste and replace all were used poorly
2019-08-13 09:32:59 +10:00

591 lines
16 KiB
Go

package gemini
import (
"net/url"
"testing"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
)
// Please enter sandbox API keys & assigned roles for better testing procedures
const (
apiKey1 = ""
apiSecret1 = ""
apiKeyRole1 = ""
sessionHeartBeat1 = false
apiKey2 = ""
apiSecret2 = ""
apiKeyRole2 = ""
sessionHeartBeat2 = false
canManipulateRealOrders = false
)
func TestAddSession(t *testing.T) {
var g1 Gemini
if Session[1] == nil {
err := AddSession(&g1, 1, apiKey1, apiSecret1, apiKeyRole1, true, true)
if err != nil {
t.Error("Test failed - AddSession() error", err)
}
err = AddSession(&g1, 1, apiKey1, apiSecret1, apiKeyRole1, true, true)
if err == nil {
t.Error("Test failed - AddSession() error", err)
}
}
if len(Session) <= 1 {
var g2 Gemini
err := AddSession(&g2, 2, apiKey2, apiSecret2, apiKeyRole2, false, true)
if err != nil {
t.Error("Test failed - AddSession() error", err)
}
}
}
func TestSetDefaults(t *testing.T) {
Session[1].SetDefaults()
Session[2].SetDefaults()
}
func TestSetup(t *testing.T) {
cfg := config.GetConfig()
cfg.LoadConfig("../../testdata/configtest.json")
geminiConfig, err := cfg.GetExchangeConfig("Gemini")
if err != nil {
t.Error("Test Failed - Gemini Setup() init error")
}
geminiConfig.AuthenticatedWebsocketAPISupport = true
geminiConfig.AuthenticatedAPISupport = true
geminiConfig.Websocket = true
Session[1].Setup(&geminiConfig)
Session[2].Setup(&geminiConfig)
Session[1].APIKey = apiKey1
Session[1].APISecret = apiSecret1
Session[2].APIKey = apiKey2
Session[2].APISecret = apiSecret2
Session[1].APIUrl = geminiSandboxAPIURL
Session[2].APIUrl = geminiSandboxAPIURL
}
func TestGetSymbols(t *testing.T) {
t.Parallel()
_, err := Session[1].GetSymbols()
if err != nil {
t.Error("Test Failed - GetSymbols() error", err)
}
}
func TestGetTicker(t *testing.T) {
t.Parallel()
_, err := Session[2].GetTicker("BTCUSD")
if err != nil {
t.Error("Test Failed - GetTicker() error", err)
}
_, err = Session[1].GetTicker("bla")
if err == nil {
t.Error("Test Failed - GetTicker() error", err)
}
}
func TestGetOrderbook(t *testing.T) {
t.Parallel()
_, err := Session[1].GetOrderbook("btcusd", url.Values{})
if err != nil {
t.Error("Test Failed - GetOrderbook() error", err)
}
}
func TestGetTrades(t *testing.T) {
t.Parallel()
_, err := Session[2].GetTrades("btcusd", url.Values{})
if err != nil {
t.Error("Test Failed - GetTrades() error", err)
}
}
func TestGetNotionalVolume(t *testing.T) {
if apiKey2 != "" && apiSecret2 != "" {
t.Parallel()
_, err := Session[2].GetNotionalVolume()
if err != nil {
t.Error("Test Failed - GetNotionalVolume() error", err)
}
}
}
func TestGetAuction(t *testing.T) {
t.Parallel()
_, err := Session[1].GetAuction("btcusd")
if err != nil {
t.Error("Test Failed - GetAuction() error", err)
}
}
func TestGetAuctionHistory(t *testing.T) {
t.Parallel()
_, err := Session[2].GetAuctionHistory("btcusd", url.Values{})
if err != nil {
t.Error("Test Failed - GetAuctionHistory() error", err)
}
}
func TestNewOrder(t *testing.T) {
t.Parallel()
_, err := Session[1].NewOrder("btcusd", 1, 4500, "buy", "exchange limit")
if err == nil {
t.Error("Test Failed - NewOrder() error", err)
}
_, err = Session[2].NewOrder("btcusd", 1, 4500, "buy", "exchange limit")
if err == nil {
t.Error("Test Failed - NewOrder() error", err)
}
}
func TestCancelExistingOrder(t *testing.T) {
t.Parallel()
_, err := Session[1].CancelExistingOrder(1337)
if err == nil {
t.Error("Test Failed - CancelExistingOrder() error", err)
}
}
func TestCancelExistingOrders(t *testing.T) {
t.Parallel()
_, err := Session[1].CancelExistingOrders(false)
if err == nil {
t.Error("Test Failed - CancelExistingOrders() error", err)
}
_, err = Session[2].CancelExistingOrders(true)
if err == nil {
t.Error("Test Failed - CancelExistingOrders() error", err)
}
}
func TestGetOrderStatus(t *testing.T) {
t.Parallel()
_, err := Session[2].GetOrderStatus(1337)
if err == nil {
t.Error("Test Failed - GetOrderStatus() error", err)
}
}
func TestGetOrders(t *testing.T) {
t.Parallel()
_, err := Session[1].GetOrders()
if err == nil {
t.Error("Test Failed - GetOrders() error", err)
}
}
func TestGetTradeHistory(t *testing.T) {
t.Parallel()
_, err := Session[1].GetTradeHistory("btcusd", 0)
if err == nil {
t.Error("Test Failed - GetTradeHistory() error", err)
}
}
func TestGetTradeVolume(t *testing.T) {
t.Parallel()
_, err := Session[2].GetTradeVolume()
if err == nil {
t.Error("Test Failed - GetTradeVolume() error", err)
}
}
func TestGetBalances(t *testing.T) {
t.Parallel()
_, err := Session[1].GetBalances()
if err == nil {
t.Error("Test Failed - GetBalances() error", err)
}
}
func TestGetCryptoDepositAddress(t *testing.T) {
t.Parallel()
_, err := Session[1].GetCryptoDepositAddress("LOL123", "btc")
if err == nil {
t.Error("Test Failed - GetCryptoDepositAddress() error", err)
}
}
func TestWithdrawCrypto(t *testing.T) {
t.Parallel()
_, err := Session[1].WithdrawCrypto("LOL123", "btc", 1)
if err == nil {
t.Error("Test Failed - WithdrawCrypto() error", err)
}
}
func TestPostHeartbeat(t *testing.T) {
t.Parallel()
_, err := Session[2].PostHeartbeat()
if err == nil {
t.Error("Test Failed - PostHeartbeat() error", err)
}
}
func setFeeBuilder() *exchange.FeeBuilder {
return &exchange.FeeBuilder{
Amount: 1,
FeeType: exchange.CryptocurrencyTradeFee,
Pair: currency.NewPairWithDelimiter(currency.BTC.String(),
currency.LTC.String(),
"_"),
PurchasePrice: 1,
FiatCurrency: currency.USD,
BankTransactionType: exchange.WireTransfer,
}
}
// TestGetFeeByTypeOfflineTradeFee logic test
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
TestAddSession(t)
TestSetDefaults(t)
TestSetup(t)
var feeBuilder = setFeeBuilder()
Session[1].GetFeeByType(feeBuilder)
if apiKey1 == "" || apiSecret1 == "" {
if feeBuilder.FeeType != exchange.OfflineTradeFee {
t.Errorf("Expected %v, received %v", exchange.OfflineTradeFee, feeBuilder.FeeType)
}
} else {
if feeBuilder.FeeType != exchange.CryptocurrencyTradeFee {
t.Errorf("Expected %v, received %v", exchange.CryptocurrencyTradeFee, feeBuilder.FeeType)
}
}
}
func TestGetFee(t *testing.T) {
var feeBuilder = setFeeBuilder()
if apiKey1 != "" && apiSecret1 != "" {
// CryptocurrencyTradeFee Basic
if resp, err := Session[1].GetFee(feeBuilder); resp != float64(0.01) || err != nil {
t.Error(err)
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.01), resp)
}
// CryptocurrencyTradeFee High quantity
feeBuilder = setFeeBuilder()
feeBuilder.Amount = 1000
feeBuilder.PurchasePrice = 1000
if resp, err := Session[1].GetFee(feeBuilder); resp != float64(100) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(100), resp)
t.Error(err)
}
// CryptocurrencyTradeFee IsMaker
feeBuilder = setFeeBuilder()
feeBuilder.IsMaker = true
if resp, err := Session[1].GetFee(feeBuilder); resp != float64(0.01) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.01), resp)
t.Error(err)
}
// CryptocurrencyTradeFee Negative purchase price
feeBuilder = setFeeBuilder()
feeBuilder.PurchasePrice = -1000
if resp, err := Session[1].GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
}
// CryptocurrencyWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := Session[1].GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// CryptocurrencyWithdrawalFee Invalid currency
feeBuilder = setFeeBuilder()
feeBuilder.Pair.Base = currency.NewCode("hello")
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := Session[1].GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// CyptocurrencyDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CyptocurrencyDepositFee
if resp, err := Session[1].GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// InternationalBankDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankDepositFee
if resp, err := Session[1].GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// InternationalBankWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.FiatCurrency = currency.USD
if resp, err := Session[1].GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
}
func TestFormatWithdrawPermissions(t *testing.T) {
TestAddSession(t)
TestSetDefaults(t)
TestSetup(t)
expectedResult := exchange.AutoWithdrawCryptoWithAPIPermissionText + " & " + exchange.AutoWithdrawCryptoWithSetupText + " & " + exchange.WithdrawFiatViaWebsiteOnlyText
withdrawPermissions := Session[1].FormatWithdrawPermissions()
if withdrawPermissions != expectedResult {
t.Errorf("Expected: %s, Received: %s", expectedResult, withdrawPermissions)
}
}
func TestGetActiveOrders(t *testing.T) {
TestAddSession(t)
TestSetDefaults(t)
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
Currencies: []currency.Pair{currency.NewPair(currency.LTC, currency.BTC)},
}
_, err := Session[1].GetActiveOrders(&getOrdersRequest)
if areTestAPIKeysSet() && err != nil {
t.Errorf("Could not get open orders: %s", err)
} else if !areTestAPIKeysSet() && err == nil {
t.Error("Expecting an error when no keys are set")
}
}
func TestGetOrderHistory(t *testing.T) {
TestAddSession(t)
TestSetDefaults(t)
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
Currencies: []currency.Pair{currency.NewPair(currency.LTC, currency.BTC)},
}
_, err := Session[1].GetOrderHistory(&getOrdersRequest)
if areTestAPIKeysSet() && err != nil {
t.Errorf("Could not get order history: %s", err)
} else if !areTestAPIKeysSet() && err == nil {
t.Error("Expecting an error when no keys are set")
}
}
// Any tests below this line have the ability to impact your orders on the exchange. Enable canManipulateRealOrders to run them
// ----------------------------------------------------------------------------------------------------------------------------
func areTestAPIKeysSet() bool {
if Session[1].APIKey != "" && Session[1].APIKey != "Key" &&
Session[1].APISecret != "" && Session[1].APISecret != "Secret" {
return true
}
return false
}
func TestSubmitOrder(t *testing.T) {
TestAddSession(t)
TestSetDefaults(t)
TestSetup(t)
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var p = currency.Pair{
Delimiter: "_",
Base: currency.LTC,
Quote: currency.BTC,
}
response, err := Session[1].SubmitOrder(p, exchange.BuyOrderSide, exchange.MarketOrderType, 1, 10, "1234234")
if areTestAPIKeysSet() && (err != nil || !response.IsOrderPlaced) {
t.Errorf("Order failed to be placed: %v", err)
} else if !areTestAPIKeysSet() && err == nil {
t.Error("Expecting an error when no keys are set")
}
}
func TestCancelExchangeOrder(t *testing.T) {
TestAddSession(t)
TestSetDefaults(t)
TestSetup(t)
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = &exchange.OrderCancellation{
OrderID: "1",
WalletAddress: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
AccountID: "1",
CurrencyPair: currencyPair,
}
err := Session[1].CancelOrder(orderCancellation)
if !areTestAPIKeysSet() && err == nil {
t.Error("Expecting an error when no keys are set")
}
if areTestAPIKeysSet() && err != nil {
t.Errorf("Could not cancel orders: %v", err)
}
}
func TestCancelAllExchangeOrders(t *testing.T) {
TestAddSession(t)
TestSetDefaults(t)
TestSetup(t)
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = &exchange.OrderCancellation{
OrderID: "1",
WalletAddress: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
AccountID: "1",
CurrencyPair: currencyPair,
}
resp, err := Session[1].CancelAllOrders(orderCancellation)
if !areTestAPIKeysSet() && err == nil {
t.Error("Expecting an error when no keys are set")
}
if areTestAPIKeysSet() && err != nil {
t.Errorf("Could not cancel orders: %v", err)
}
if len(resp.OrderStatus) > 0 {
t.Errorf("%v orders failed to cancel", len(resp.OrderStatus))
}
}
func TestModifyOrder(t *testing.T) {
_, err := Session[1].ModifyOrder(&exchange.ModifyOrder{})
if err == nil {
t.Error("Test failed - ModifyOrder() error")
}
}
func TestWithdraw(t *testing.T) {
TestAddSession(t)
TestSetDefaults(t)
TestSetup(t)
var withdrawCryptoRequest = exchange.WithdrawRequest{
Amount: 100,
Currency: currency.BTC,
Address: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
Description: "WITHDRAW IT ALL",
}
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
_, err := Session[1].WithdrawCryptocurrencyFunds(&withdrawCryptoRequest)
if !areTestAPIKeysSet() && err == nil {
t.Error("Expecting an error when no keys are set")
}
if areTestAPIKeysSet() && err != nil {
t.Errorf("Withdraw failed to be placed: %v", err)
}
}
func TestWithdrawFiat(t *testing.T) {
TestAddSession(t)
TestSetDefaults(t)
TestSetup(t)
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var withdrawFiatRequest = exchange.WithdrawRequest{}
_, err := Session[1].WithdrawFiatFunds(&withdrawFiatRequest)
if err != common.ErrFunctionNotSupported {
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
}
}
func TestWithdrawInternationalBank(t *testing.T) {
TestAddSession(t)
TestSetDefaults(t)
TestSetup(t)
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var withdrawFiatRequest = exchange.WithdrawRequest{}
_, err := Session[1].WithdrawFiatFundsToInternationalBank(&withdrawFiatRequest)
if err != common.ErrFunctionNotSupported {
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
}
}
func TestGetDepositAddress(t *testing.T) {
_, err := Session[1].GetDepositAddress(currency.BTC, "")
if err == nil {
t.Error("Test Failed - GetDepositAddress error cannot be nil")
}
}
// TestWsAuth dials websocket, sends login request.
func TestWsAuth(t *testing.T) {
TestAddSession(t)
TestSetDefaults(t)
TestSetup(t)
g := Session[1]
g.WebsocketURL = geminiWebsocketSandboxEndpoint
if !g.Websocket.IsEnabled() && !g.AuthenticatedWebsocketAPISupport || !areTestAPIKeysSet() {
t.Skip(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
go g.WsHandleData()
err := g.WsSecureSubscribe(&dialer, geminiWsOrderEvents)
if err != nil {
t.Error(err)
}
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {
case resp := <-g.Websocket.DataHandler:
if resp.(WsSubscriptionAcknowledgementResponse).Type != "subscription_ack" {
t.Error("Login failed")
}
case <-timer.C:
t.Error("Expected response")
}
timer.Stop()
}