Files
gocryptotrader/exchanges/huobi/huobi_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

691 lines
18 KiB
Go

package huobi
import (
"crypto/ecdsa"
"crypto/rand"
"crypto/x509"
"encoding/pem"
"io/ioutil"
"strconv"
"strings"
"testing"
"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 supply you own test keys here for due diligence testing.
const (
apiKey = ""
apiSecret = ""
canManipulateRealOrders = false
testSymbol = "btcusdt"
)
var h HUOBI
var wsSetupRan bool
func TestSetDefaults(t *testing.T) {
h.SetDefaults()
}
func TestSetup(t *testing.T) {
cfg := config.GetConfig()
cfg.LoadConfig("../../testdata/configtest.json")
hConfig, err := cfg.GetExchangeConfig("Huobi")
if err != nil {
t.Error("Test Failed - Huobi Setup() init error")
}
hConfig.AuthenticatedAPISupport = true
hConfig.AuthenticatedWebsocketAPISupport = true
hConfig.APIKey = apiKey
hConfig.APISecret = apiSecret
h.Setup(&hConfig)
}
func setupWsTests(t *testing.T) {
if wsSetupRan {
return
}
TestSetDefaults(t)
TestSetup(t)
if !h.Websocket.IsEnabled() && !h.AuthenticatedWebsocketAPISupport || !areTestAPIKeysSet() {
t.Skip(wshandler.WebsocketNotEnabled)
}
comms = make(chan WsMessage, sharedtestvalues.WebsocketChannelOverrideCapacity)
h.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
h.Websocket.TrafficAlert = sharedtestvalues.GetWebsocketStructChannelOverride()
go h.WsHandleData()
h.AuthenticatedWebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: h.Name,
URL: wsAccountsOrdersURL,
Verbose: h.Verbose,
ResponseMaxLimit: exchange.DefaultWebsocketResponseMaxLimit,
ResponseCheckTimeout: exchange.DefaultWebsocketResponseCheckTimeout,
}
h.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: h.Name,
URL: wsMarketURL,
Verbose: h.Verbose,
ResponseMaxLimit: exchange.DefaultWebsocketResponseMaxLimit,
ResponseCheckTimeout: exchange.DefaultWebsocketResponseCheckTimeout,
}
var dialer websocket.Dialer
err := h.wsAuthenticatedDial(&dialer)
if err != nil {
t.Fatal(err)
}
err = h.wsLogin()
if err != nil {
t.Fatal(err)
}
wsSetupRan = true
}
func TestGetSpotKline(t *testing.T) {
t.Parallel()
_, err := h.GetSpotKline(KlinesRequestParams{
Symbol: testSymbol,
Period: TimeIntervalHour,
Size: 0,
})
if err != nil {
t.Errorf("Test failed - Huobi TestGetSpotKline: %s", err)
}
}
func TestGetMarketDetailMerged(t *testing.T) {
t.Parallel()
_, err := h.GetMarketDetailMerged(testSymbol)
if err != nil {
t.Errorf("Test failed - Huobi TestGetMarketDetailMerged: %s", err)
}
}
func TestGetDepth(t *testing.T) {
t.Parallel()
_, err := h.GetDepth(OrderBookDataRequestParams{
Symbol: testSymbol,
Type: OrderBookDataRequestParamsTypeStep1,
})
if err != nil {
t.Errorf("Test failed - Huobi TestGetDepth: %s", err)
}
}
func TestGetTrades(t *testing.T) {
t.Parallel()
_, err := h.GetTrades(testSymbol)
if err != nil {
t.Errorf("Test failed - Huobi TestGetTrades: %s", err)
}
}
func TestGetLatestSpotPrice(t *testing.T) {
t.Parallel()
_, err := h.GetLatestSpotPrice(testSymbol)
if err != nil {
t.Errorf("Test failed - Huobi GetLatestSpotPrice: %s", err)
}
}
func TestGetTradeHistory(t *testing.T) {
t.Parallel()
_, err := h.GetTradeHistory(testSymbol, "50")
if err != nil {
t.Errorf("Test failed - Huobi TestGetTradeHistory: %s", err)
}
}
func TestGetMarketDetail(t *testing.T) {
t.Parallel()
_, err := h.GetMarketDetail(testSymbol)
if err != nil {
t.Errorf("Test failed - Huobi TestGetTradeHistory: %s", err)
}
}
func TestGetSymbols(t *testing.T) {
t.Parallel()
_, err := h.GetSymbols()
if err != nil {
t.Errorf("Test failed - Huobi TestGetSymbols: %s", err)
}
}
func TestGetCurrencies(t *testing.T) {
t.Parallel()
_, err := h.GetCurrencies()
if err != nil {
t.Errorf("Test failed - Huobi TestGetCurrencies: %s", err)
}
}
func TestGetTimestamp(t *testing.T) {
t.Parallel()
_, err := h.GetTimestamp()
if err != nil {
t.Errorf("Test failed - Huobi TestGetTimestamp: %s", err)
}
}
func TestGetAccounts(t *testing.T) {
t.Parallel()
if h.APIKey == "" || h.APISecret == "" || h.APIAuthPEMKey == "" {
t.Skip()
}
_, err := h.GetAccounts()
if err != nil {
t.Errorf("Test failed - Huobi GetAccounts: %s", err)
}
}
func TestGetAccountBalance(t *testing.T) {
t.Parallel()
if h.APIKey == "" || h.APISecret == "" || h.APIAuthPEMKey == "" {
t.Skip()
}
result, err := h.GetAccounts()
if err != nil {
t.Errorf("Test failed - Huobi GetAccounts: %s", err)
}
userID := strconv.FormatInt(result[0].ID, 10)
_, err = h.GetAccountBalance(userID)
if err != nil {
t.Errorf("Test failed - Huobi GetAccountBalance: %s", err)
}
}
func TestGetAggregatedBalance(t *testing.T) {
t.Parallel()
if h.APIKey == "" || h.APISecret == "" || h.APIAuthPEMKey == "" {
t.Skip()
}
_, err := h.GetAggregatedBalance()
if err != nil {
t.Errorf("Test failed - Huobi GetAggregatedBalance: %s", err)
}
}
func TestSpotNewOrder(t *testing.T) {
t.Parallel()
if h.APIKey == "" || h.APISecret == "" || h.APIAuthPEMKey == "" {
t.Skip()
}
arg := SpotNewOrderRequestParams{
Symbol: testSymbol,
AccountID: 1,
Amount: 0.01,
Price: 10.1,
Type: SpotNewOrderRequestTypeBuyLimit,
}
_, err := h.SpotNewOrder(arg)
if err != nil {
t.Errorf("Test failed - Huobi SpotNewOrder: %s", err)
}
}
func TestCancelExistingOrder(t *testing.T) {
t.Parallel()
_, err := h.CancelExistingOrder(1337)
if err == nil {
t.Error("Test failed - Huobi TestCancelExistingOrder: Invalid orderID returned true")
}
}
func TestGetOrder(t *testing.T) {
t.Parallel()
_, err := h.GetOrder(1337)
if err == nil {
t.Error("Test failed - Huobi TestCancelOrder: Invalid orderID returned true")
}
}
func TestGetMarginLoanOrders(t *testing.T) {
t.Parallel()
if h.APIKey == "" || h.APISecret == "" || h.APIAuthPEMKey == "" {
t.Skip()
}
_, err := h.GetMarginLoanOrders(testSymbol, "", "", "", "", "", "", "")
if err != nil {
t.Errorf("Test failed - Huobi TestGetMarginLoanOrders: %s", err)
}
}
func TestGetMarginAccountBalance(t *testing.T) {
t.Parallel()
if h.APIKey == "" || h.APISecret == "" || h.APIAuthPEMKey == "" {
t.Skip()
}
_, err := h.GetMarginAccountBalance(testSymbol)
if err != nil {
t.Errorf("Test failed - Huobi TestGetMarginAccountBalance: %s", err)
}
}
func TestCancelWithdraw(t *testing.T) {
t.Parallel()
_, err := h.CancelWithdraw(1337)
if err == nil {
t.Error("Test failed - Huobi TestCancelWithdraw: Invalid withdraw-ID was valid")
}
}
func TestPEMLoadAndSign(t *testing.T) {
t.Parallel()
pemKey := strings.NewReader(h.APIAuthPEMKey)
pemBytes, err := ioutil.ReadAll(pemKey)
if err != nil {
t.Fatalf("Test Failed. TestPEMLoadAndSign Unable to ioutil.ReadAll PEM key: %s", err)
}
block, _ := pem.Decode(pemBytes)
if block == nil {
t.Fatalf("Test Failed. TestPEMLoadAndSign Block is nil")
}
x509Encoded := block.Bytes
privKey, err := x509.ParseECPrivateKey(x509Encoded)
if err != nil {
t.Fatalf("Test Failed. TestPEMLoadAndSign Unable to ParseECPrivKey: %s", err)
}
_, _, err = ecdsa.Sign(rand.Reader, privKey, common.GetSHA256([]byte("test")))
if err != nil {
t.Fatalf("Test Failed. TestPEMLoadAndSign Unable to sign: %s", 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) {
var feeBuilder = setFeeBuilder()
h.GetFeeByType(feeBuilder)
if apiKey == "" || apiSecret == "" {
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) {
t.Parallel()
var feeBuilder = setFeeBuilder()
// CryptocurrencyTradeFee Basic
if resp, err := h.GetFee(feeBuilder); resp != float64(0.002) || err != nil {
t.Error(err)
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.002), resp)
}
// CryptocurrencyTradeFee High quantity
feeBuilder = setFeeBuilder()
feeBuilder.Amount = 1000
feeBuilder.PurchasePrice = 1000
if resp, err := h.GetFee(feeBuilder); resp != float64(2000) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(2000), resp)
t.Error(err)
}
// CryptocurrencyTradeFee IsMaker
feeBuilder = setFeeBuilder()
feeBuilder.IsMaker = true
if resp, err := h.GetFee(feeBuilder); resp != float64(0.002) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.002), resp)
t.Error(err)
}
// CryptocurrencyTradeFee Negative purchase price
feeBuilder = setFeeBuilder()
feeBuilder.PurchasePrice = -1000
if resp, err := h.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 := h.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 := h.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 := h.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 := h.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 := h.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) {
h.SetDefaults()
expectedResult := exchange.AutoWithdrawCryptoWithSetupText + " & " + exchange.NoFiatWithdrawalsText
withdrawPermissions := h.FormatWithdrawPermissions()
if withdrawPermissions != expectedResult {
t.Errorf("Expected: %s, Received: %s", expectedResult, withdrawPermissions)
}
}
func TestGetActiveOrders(t *testing.T) {
h.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
Currencies: []currency.Pair{currency.NewPair(currency.BTC, currency.USDT)},
}
_, err := h.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) {
h.SetDefaults()
TestSetup(t)
var getOrdersRequest = exchange.GetOrdersRequest{
OrderType: exchange.AnyOrderType,
Currencies: []currency.Pair{currency.NewPair(currency.BTC, currency.USDT)},
}
_, err := h.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 h.APIKey != "" && h.APIKey != "Key" &&
h.APISecret != "" && h.APISecret != "Secret" {
return true
}
return false
}
func TestSubmitOrder(t *testing.T) {
h.SetDefaults()
TestSetup(t)
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
if (h.APIKey == "" || h.APIKey == "Key") &&
(h.APISecret == "" || h.APISecret == "Secret") {
t.Skip()
}
var p = currency.Pair{
Delimiter: "",
Base: currency.BTC,
Quote: currency.USDT,
}
accounts, err := h.GetAccounts()
if err != nil {
t.Errorf("Failed to get accounts. Err: %s", err)
}
response, err := h.SubmitOrder(p, exchange.BuyOrderSide, exchange.LimitOrderType, 1, 10, strconv.FormatInt(accounts[0].ID, 10))
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) {
h.SetDefaults()
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 := h.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) {
h.SetDefaults()
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 := h.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 TestGetAccountInfo(t *testing.T) {
if apiKey == "" || apiSecret == "" {
_, err := h.GetAccountInfo()
if err == nil {
t.Error("Test Failed - GetAccountInfo() error")
}
} else {
_, err := h.GetAccountInfo()
if err != nil {
t.Error("Test Failed - GetAccountInfo() error", err)
}
}
}
func TestModifyOrder(t *testing.T) {
_, err := h.ModifyOrder(&exchange.ModifyOrder{})
if err == nil {
t.Error("Test failed - ModifyOrder() error")
}
}
func TestWithdraw(t *testing.T) {
h.SetDefaults()
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 := h.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) {
h.SetDefaults()
TestSetup(t)
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var withdrawFiatRequest = exchange.WithdrawRequest{}
_, err := h.WithdrawFiatFunds(&withdrawFiatRequest)
if err != common.ErrFunctionNotSupported {
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
}
}
func TestWithdrawInternationalBank(t *testing.T) {
h.SetDefaults()
TestSetup(t)
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var withdrawFiatRequest = exchange.WithdrawRequest{}
_, err := h.WithdrawFiatFundsToInternationalBank(&withdrawFiatRequest)
if err != common.ErrFunctionNotSupported {
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
}
}
func TestGetDepositAddress(t *testing.T) {
_, err := h.GetDepositAddress(currency.BTC, "")
if err == nil {
t.Error("Test Failed - GetDepositAddress() error cannot be nil")
}
}
// TestWsGetAccountsList connects to WS, logs in, gets account list
func TestWsGetAccountsList(t *testing.T) {
setupWsTests(t)
resp, err := h.wsGetAccountsList(currency.NewPairFromString("ethbtc"))
if err != nil {
t.Fatal(err)
}
if resp.ErrorCode > 0 {
t.Error(resp.ErrorMessage)
}
}
// TestWsGetOrderList connects to WS, logs in, gets order list
func TestWsGetOrderList(t *testing.T) {
setupWsTests(t)
resp, err := h.wsGetOrdersList(1, currency.NewPairFromString("ethbtc"))
if err != nil {
t.Fatal(err)
}
if resp.ErrorCode > 0 {
t.Error(resp.ErrorMessage)
}
}
// TestWsGetOrderDetails connects to WS, logs in, gets order details
func TestWsGetOrderDetails(t *testing.T) {
setupWsTests(t)
orderID := "123"
resp, err := h.wsGetOrderDetails(orderID)
if err != nil {
t.Fatal(err)
}
if resp.ErrorCode > 0 && (orderID == "123" && resp.ErrorCode != 10022) {
t.Error(resp.ErrorMessage)
}
}