Files
gocryptotrader/exchanges/binance/binance_test.go
Scott 48434dfd46 Feature: Candle conversion & Candle validation (#716)
* Remove old concept. Introduce new job types and candle scaling

* Adds extra processing, commands

* new concept for queued jobs. Jobs can pause. New commands to manage status

* =End of day commit designing tables and implementing prerequisites further.

* Adds postgres data history relations

* Fixes table design for sqlite. Fixes all issues from merge

* Fixes craziness of database design. Adds some functions to get related jobs

* Fixes errors

* Updates some documentation, manages prerequisite jobs a little better, adds rpc funcs

* Fixes database design and adjust repo functions

* Tests database relationship

* Test coverage of new job functions

* Finishes coverage of new functions

* Commands and RPC coverage

* New database modifications for new job types

* Adds db support of new columns. Adds conversion validation. lint

* command blurb changes

* Allows websocket test to pass consistently

* Fixes merge issue preventing datahistorymanager from starting via config

* Minor fixes for different job type processing

* Fixes rangeholder issue, fixes validation, does not address jobs not starting or wrong status

* Fixes database tests, but at what cost. Fixes dhm tests

* Fixes dhj completion issue. Adds prerequisite by nickname

* Fixes validation processing. Adds db tests and validation

* Fixes validation job processing range

* Fixes trade sql. Reduces defaults. Validation processing and errors

* Updates cli job commands. adds validation decimal. fix job validation

* Expands run job handling and tests

* Validation work

* Fixes validation processing

* candle relations. new job type. updating database design

* Adds secondary exchange support. Sets stage for candle override

* Re adds accidentally deleted relationship

* Updates loading and saving candles to have relationship data when relevant

* Now validates and replaces candle data appropriately

* Fixes getting and setting datahistory data. Neatens DHM

* Test coverage

* Updates proto for new db types. New test coverage. Secondary exchange work

* Investigation into never-ending validation jobs. Now that intervals are ruled out, now need to complete the job....

* Fixes issues with validation job completion. Fixes validation volume issue for secondary exchange

* Adds candle warning support to the backtester

* Fixes warnings

* lint and begin docs

* Documentation updates. Final testing changes

* Minor fixes

* docs, prerequisite checks, more testing

* Fixes binance trade test. Rename err

* Documentation fixes. Figure fixes

* documentation update

* Fixes remote PSQL tests

* Fix binance mock test

* Remove unnecessary JSON

* regen proto

* Some minor nit fixes

* Var usage, query sorting, log improving, sql mirroring

* Extra coverage

* Experimental removal of m.jobs and mutex. Fix messaging

* Fixes error

* Lint fixes, command description improvements. More isRunning gates

* description improvements

* Lint

* BUFF regenerate

* Rough concept to fix insertions taking up long periods of time

* New calculation for trade data. Adds batch saving

This also adds an experimental request feature to shut down lingering requests. However, its uncertain whether or not this is having any impact. Initially thought it was the trades that was taking time and not SQL. Will investigate further

* Removes experimental requester. Adds documentation. Fixes typo

* rm unused error

* re-adds more forgotten contributors

* Now with proper commit count
2021-08-05 10:27:27 +10:00

2540 lines
66 KiB
Go

package binance
import (
"encoding/json"
"errors"
"fmt"
"reflect"
"sync"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/core"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// Please supply your own keys here for due diligence testing
const (
apiKey = ""
apiSecret = ""
canManipulateRealOrders = false
)
var b Binance
// this lock guards against orderbook tests race
var binanceOrderBookLock = &sync.Mutex{}
func areTestAPIKeysSet() bool {
return b.ValidateAPICredentials()
}
func setFeeBuilder() *exchange.FeeBuilder {
return &exchange.FeeBuilder{
Amount: 1,
FeeType: exchange.CryptocurrencyTradeFee,
Pair: currency.NewPair(currency.BTC, currency.LTC),
PurchasePrice: 1,
}
}
func TestUServerTime(t *testing.T) {
t.Parallel()
_, err := b.UServerTime()
if err != nil {
t.Error(err)
}
}
func TestUpdateTicker(t *testing.T) {
t.Parallel()
spotPairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
t.Error(err)
}
if len(spotPairs) == 0 {
t.Error("no tradable pairs")
}
spotCP, err := currency.NewPairFromString(spotPairs[0])
if err != nil {
t.Error(err)
}
_, err = b.UpdateTicker(spotCP, asset.Spot)
if err != nil {
t.Error(err)
}
tradablePairs, err := b.FetchTradablePairs(asset.CoinMarginedFutures)
if err != nil {
t.Error(err)
}
if len(tradablePairs) == 0 {
t.Fatal("no tradable pairs")
}
cp, err := currency.NewPairFromString(tradablePairs[0])
if err != nil {
t.Error(err)
}
_, err = b.UpdateTicker(cp, asset.CoinMarginedFutures)
if err != nil {
t.Error(err)
}
usdtMarginedPairs, err := b.FetchTradablePairs(asset.USDTMarginedFutures)
if err != nil {
t.Error(err)
}
if len(usdtMarginedPairs) == 0 {
t.Errorf("no pairs are enabled")
}
ucp, err := currency.NewPairFromString(usdtMarginedPairs[0])
if err != nil {
t.Error(err)
}
_, err = b.UpdateTicker(ucp, asset.USDTMarginedFutures)
if err != nil {
t.Error(err)
}
}
func TestUpdateOrderbook(t *testing.T) {
t.Parallel()
cp, err := currency.NewPairFromString("BTCUSDT")
if err != nil {
t.Error(err)
}
_, err = b.UpdateOrderbook(cp, asset.Spot)
if err != nil {
t.Error(err)
}
_, err = b.UpdateOrderbook(cp, asset.Margin)
if err != nil {
t.Error(err)
}
_, err = b.UpdateOrderbook(cp, asset.USDTMarginedFutures)
if err != nil {
t.Error(err)
}
cp2, err := currency.NewPairFromString("BTCUSD_PERP")
if err != nil {
t.Error(err)
}
_, err = b.UpdateOrderbook(cp2, asset.CoinMarginedFutures)
if err != nil {
t.Error(err)
}
}
// USDT Margined Futures
func TestUExchangeInfo(t *testing.T) {
t.Parallel()
_, err := b.UExchangeInfo()
if err != nil {
t.Error(err)
}
}
func TestUFuturesOrderbook(t *testing.T) {
t.Parallel()
_, err := b.UFuturesOrderbook(currency.Pair{Delimiter: "_", Base: currency.BTC, Quote: currency.USDT}, 1000)
if err != nil {
t.Error(err)
}
}
func TestURecentTrades(t *testing.T) {
t.Parallel()
_, err := b.URecentTrades(currency.NewPair(currency.BTC, currency.USDT), "", 5)
if err != nil {
t.Error(err)
}
}
func TestUCompressedTrades(t *testing.T) {
t.Parallel()
_, err := b.UCompressedTrades(currency.NewPair(currency.BTC, currency.USDT), "", 5, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.UCompressedTrades(currency.NewPair(currency.LTC, currency.USDT), "", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestUKlineData(t *testing.T) {
t.Parallel()
_, err := b.UKlineData(currency.NewPair(currency.BTC, currency.USDT), "1d", 5, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.UKlineData(currency.NewPair(currency.LTC, currency.USDT), "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestUGetMarkPrice(t *testing.T) {
t.Parallel()
_, err := b.UGetMarkPrice(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error(err)
}
_, err = b.UGetMarkPrice(currency.Pair{})
if err != nil {
t.Error(err)
}
}
func TestUGetFundingHistory(t *testing.T) {
t.Parallel()
_, err := b.UGetFundingHistory(currency.NewPair(currency.BTC, currency.USDT), 1, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.UGetFundingHistory(currency.NewPair(currency.LTC, currency.USDT), 1, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestU24HTickerPriceChangeStats(t *testing.T) {
t.Parallel()
_, err := b.U24HTickerPriceChangeStats(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error(err)
}
_, err = b.U24HTickerPriceChangeStats(currency.Pair{})
if err != nil {
t.Error(err)
}
}
func TestUSymbolPriceTicker(t *testing.T) {
t.Parallel()
_, err := b.USymbolPriceTicker(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error(err)
}
_, err = b.USymbolPriceTicker(currency.Pair{})
if err != nil {
t.Error(err)
}
}
func TestUSymbolOrderbookTicker(t *testing.T) {
t.Parallel()
_, err := b.USymbolOrderbookTicker(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error(err)
}
_, err = b.USymbolOrderbookTicker(currency.Pair{})
if err != nil {
t.Error(err)
}
}
func TestULiquidationOrders(t *testing.T) {
t.Parallel()
_, err := b.ULiquidationOrders(currency.NewPair(currency.BTC, currency.USDT), 0, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.ULiquidationOrders(currency.NewPair(currency.LTC, currency.USDT), 5, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestUOpenInterest(t *testing.T) {
t.Parallel()
_, err := b.UOpenInterest(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error(err)
}
}
func TestUOpenInterestStats(t *testing.T) {
t.Parallel()
_, err := b.UOpenInterestStats(currency.NewPair(currency.BTC, currency.USDT), "5m", 1, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.UOpenInterestStats(currency.NewPair(currency.LTC, currency.USDT), "1d", 10, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestUTopAcccountsLongShortRatio(t *testing.T) {
t.Parallel()
_, err := b.UTopAcccountsLongShortRatio(currency.NewPair(currency.BTC, currency.USDT), "5m", 2, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.UTopAcccountsLongShortRatio(currency.NewPair(currency.BTC, currency.USDT), "5m", 2, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestUTopPostionsLongShortRatio(t *testing.T) {
t.Parallel()
_, err := b.UTopPostionsLongShortRatio(currency.NewPair(currency.BTC, currency.USDT), "5m", 3, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.UTopPostionsLongShortRatio(currency.NewPair(currency.BTC, currency.USDT), "1d", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestUGlobalLongShortRatio(t *testing.T) {
t.Parallel()
_, err := b.UGlobalLongShortRatio(currency.NewPair(currency.BTC, currency.USDT), "5m", 3, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.UGlobalLongShortRatio(currency.NewPair(currency.BTC, currency.USDT), "4h", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestUTakerBuySellVol(t *testing.T) {
t.Parallel()
_, err := b.UTakerBuySellVol(currency.NewPair(currency.BTC, currency.USDT), "5m", 10, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestUCompositeIndexInfo(t *testing.T) {
t.Parallel()
cp, err := currency.NewPairFromString("DEFI-USDT")
if err != nil {
t.Error(err)
}
_, err = b.UCompositeIndexInfo(cp)
if err != nil {
t.Error(err)
}
_, err = b.UCompositeIndexInfo(currency.Pair{})
if err != nil {
t.Error(err)
}
}
func TestUFuturesNewOrder(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.UFuturesNewOrder(currency.NewPair(currency.BTC, currency.USDT), "BUY", "", "LIMIT", "GTC", "", "", "", "", 1, 1, 0, 0, 0, false)
if err != nil {
t.Error(err)
}
}
func TestUPlaceBatchOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
var data []PlaceBatchOrderData
var tempData PlaceBatchOrderData
tempData.Symbol = "BTCUSDT"
tempData.Side = "BUY"
tempData.OrderType = "LIMIT"
tempData.Quantity = 4
tempData.Price = 1
tempData.TimeInForce = "GTC"
data = append(data, tempData)
_, err := b.UPlaceBatchOrders(data)
if err != nil {
t.Error(err)
}
}
func TestUGetOrderData(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UGetOrderData(currency.NewPair(currency.BTC, currency.USDT), "123", "")
if err != nil {
t.Error(err)
}
}
func TestUCancelOrder(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.UCancelOrder(currency.NewPair(currency.BTC, currency.USDT), "123", "")
if err != nil {
t.Error(err)
}
}
func TestUCancelAllOpenOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.UCancelAllOpenOrders(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error(err)
}
}
func TestUCancelBatchOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.UCancelBatchOrders(currency.NewPair(currency.BTC, currency.USDT), []string{"123"}, []string{})
if err != nil {
t.Error(err)
}
}
func TestUAutoCancelAllOpenOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.UAutoCancelAllOpenOrders(currency.NewPair(currency.BTC, currency.USDT), 30)
if err != nil {
t.Error(err)
}
}
func TestUFetchOpenOrder(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UFetchOpenOrder(currency.NewPair(currency.BTC, currency.USDT), "123", "")
if err != nil {
t.Error(err)
}
}
func TestUAllAccountOpenOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UAllAccountOpenOrders(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error(err)
}
}
func TestUAllAccountOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UAllAccountOrders(currency.Pair{}, 0, 0, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.UAllAccountOrders(currency.NewPair(currency.BTC, currency.USDT), 0, 5, time.Now().Add(-time.Hour*4), time.Now())
if err != nil {
t.Error(err)
}
}
func TestUAccountBalanceV2(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UAccountBalanceV2()
if err != nil {
t.Error(err)
}
}
func TestUAccountInformationV2(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UAccountInformationV2()
if err != nil {
t.Error(err)
}
}
func TestUChangeInitialLeverageRequest(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.UChangeInitialLeverageRequest(currency.NewPair(currency.BTC, currency.USDT), 2)
if err != nil {
t.Error(err)
}
}
func TestUChangeInitialMarginType(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
err := b.UChangeInitialMarginType(currency.NewPair(currency.BTC, currency.USDT), "ISOLATED")
if err != nil {
t.Error(err)
}
}
func TestUModifyIsolatedPositionMarginReq(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.UModifyIsolatedPositionMarginReq(currency.NewPair(currency.BTC, currency.USDT), "LONG", "add", 5)
if err != nil {
t.Error(err)
}
}
func TestUPositionMarginChangeHistory(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UPositionMarginChangeHistory(currency.NewPair(currency.BTC, currency.USDT), "add", 5, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
}
func TestUPositionsInfoV2(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UPositionsInfoV2(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error(err)
}
}
func TestUAccountTradesHistory(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UAccountTradesHistory(currency.NewPair(currency.BTC, currency.USDT), "", 5, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
}
func TestUAccountIncomeHistory(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UAccountIncomeHistory(currency.Pair{}, "", 5, time.Now().Add(-time.Hour*48), time.Now())
if err != nil {
t.Error(err)
}
}
func TestUGetNotionalAndLeverageBrackets(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UGetNotionalAndLeverageBrackets(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error(err)
}
}
func TestUPositionsADLEstimate(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UPositionsADLEstimate(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error(err)
}
}
func TestUAccountForcedOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.UAccountForcedOrders(currency.NewPair(currency.BTC, currency.USDT), "ADL", 5, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
}
// Coin Margined Futures
func TestGetFuturesExchangeInfo(t *testing.T) {
t.Parallel()
_, err := b.FuturesExchangeInfo()
if err != nil {
t.Error(err)
}
}
func TestGetInterestHistory(t *testing.T) {
t.Parallel()
_, err := b.GetInterestHistory()
if err != nil {
t.Error(err)
}
}
func TestGetCrossMarginInterestHistory(t *testing.T) {
t.Parallel()
_, err := b.GetCrossMarginInterestHistory()
if err != nil {
t.Error(err)
}
}
func TestGetFundingRates(t *testing.T) {
t.Parallel()
_, err := b.GetFundingRates(currency.NewPair(currency.BTC, currency.USDT), "", time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetFundingRates(currency.NewPair(currency.BTC, currency.USDT), "2", time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestGetFuturesOrderbook(t *testing.T) {
t.Parallel()
_, err := b.GetFuturesOrderbook(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), 1000)
if err != nil {
t.Error(err)
}
}
func TestGetFuturesPublicTrades(t *testing.T) {
t.Parallel()
_, err := b.GetFuturesPublicTrades(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), 5)
if err != nil {
t.Error(err)
}
}
func TestGetPastPublicTrades(t *testing.T) {
t.Parallel()
_, err := b.GetPastPublicTrades(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), 5, 0)
if err != nil {
t.Error(err)
}
}
func TestGetAggregatedTradesList(t *testing.T) {
t.Parallel()
_, err := b.GetFuturesAggregatedTradesList(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), 0, 5, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
}
func TestGetPerpsExchangeInfo(t *testing.T) {
t.Parallel()
_, err := b.GetPerpMarkets()
if err != nil {
t.Error(err)
}
}
func TestGetIndexAndMarkPrice(t *testing.T) {
t.Parallel()
_, err := b.GetIndexAndMarkPrice("", "BTCUSD")
if err != nil {
t.Error(err)
}
}
func TestGetFuturesKlineData(t *testing.T) {
t.Parallel()
_, err := b.GetFuturesKlineData(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "1M", 5, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetFuturesKlineData(currency.NewPairWithDelimiter("LTCUSD", "PERP", "_"), "5m", 5, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestGetContinuousKlineData(t *testing.T) {
t.Parallel()
_, err := b.GetContinuousKlineData("BTCUSD", "CURRENT_QUARTER", "1M", 5, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetContinuousKlineData("BTCUSD", "CURRENT_QUARTER", "1M", 5, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestGetIndexPriceKlines(t *testing.T) {
t.Parallel()
_, err := b.GetIndexPriceKlines("BTCUSD", "1M", 5, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetIndexPriceKlines("BTCUSD", "1M", 5, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestGetFuturesSwapTickerChangeStats(t *testing.T) {
t.Parallel()
_, err := b.GetFuturesSwapTickerChangeStats(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "")
if err != nil {
t.Error(err)
}
_, err = b.GetFuturesSwapTickerChangeStats(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "")
if err != nil {
t.Error(err)
}
_, err = b.GetFuturesSwapTickerChangeStats(currency.Pair{}, "")
if err != nil {
t.Error(err)
}
}
func TestFuturesGetFundingHistory(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys")
}
_, err := b.FuturesGetFundingHistory(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), 5, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.FuturesGetFundingHistory(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), 50, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestGetFuturesHistoricalTrades(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.GetFuturesHistoricalTrades(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "", 5)
if err != nil {
t.Error(err)
}
_, err = b.GetFuturesHistoricalTrades(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "", 0)
if err != nil {
t.Error(err)
}
}
func TestGetFuturesSymbolPriceTicker(t *testing.T) {
t.Parallel()
_, err := b.GetFuturesSymbolPriceTicker(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "")
if err != nil {
t.Error(err)
}
}
func TestGetFuturesOrderbookTicker(t *testing.T) {
t.Parallel()
_, err := b.GetFuturesOrderbookTicker(currency.Pair{}, "")
if err != nil {
t.Error(err)
}
_, err = b.GetFuturesOrderbookTicker(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "")
if err != nil {
t.Error(err)
}
}
func TestGetFuturesLiquidationOrders(t *testing.T) {
t.Parallel()
_, err := b.GetFuturesLiquidationOrders(currency.Pair{}, "", 0, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetFuturesLiquidationOrders(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestGetOpenInterest(t *testing.T) {
t.Parallel()
_, err := b.GetOpenInterest(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"))
if err != nil {
t.Error(err)
}
}
func TestGetOpenInterestStats(t *testing.T) {
t.Parallel()
_, err := b.GetOpenInterestStats("BTCUSD", "CURRENT_QUARTER", "5m", 0, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetOpenInterestStats("BTCUSD", "CURRENT_QUARTER", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestGetTraderFuturesAccountRatio(t *testing.T) {
t.Parallel()
_, err := b.GetTraderFuturesAccountRatio("BTCUSD", "5m", 0, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetTraderFuturesAccountRatio("BTCUSD", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestGetTraderFuturesPositionsRatio(t *testing.T) {
t.Parallel()
_, err := b.GetTraderFuturesPositionsRatio("BTCUSD", "5m", 0, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetTraderFuturesPositionsRatio("BTCUSD", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestGetMarketRatio(t *testing.T) {
t.Parallel()
_, err := b.GetMarketRatio("BTCUSD", "5m", 0, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetMarketRatio("BTCUSD", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestGetFuturesTakerVolume(t *testing.T) {
t.Parallel()
_, err := b.GetFuturesTakerVolume("BTCUSD", "ALL", "5m", 0, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetFuturesTakerVolume("BTCUSD", "ALL", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestFuturesBasisData(t *testing.T) {
t.Parallel()
_, err := b.GetFuturesBasisData("BTCUSD", "CURRENT_QUARTER", "5m", 0, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetFuturesBasisData("BTCUSD", "CURRENT_QUARTER", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestFuturesNewOrder(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.FuturesNewOrder(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "BUY", "", "LIMIT", "GTC", "", "", "", "", 1, 1, 0, 0, 0, false)
if err != nil {
t.Error(err)
}
}
func TestFuturesBatchOrder(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
var data []PlaceBatchOrderData
var tempData PlaceBatchOrderData
tempData.Symbol = "BTCUSD_PERP"
tempData.Side = "BUY"
tempData.OrderType = "LIMIT"
tempData.Quantity = 1
tempData.Price = 1
tempData.TimeInForce = "GTC"
data = append(data, tempData)
_, err := b.FuturesBatchOrder(data)
if err != nil {
t.Error(err)
}
}
func TestFuturesBatchCancelOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.FuturesBatchCancelOrders(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), []string{"123"}, []string{})
if err != nil {
t.Error(err)
}
}
func TestFuturesGetOrderData(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.FuturesGetOrderData(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "123", "")
if err != nil {
t.Error(err)
}
}
func TestCancelAllOpenOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.FuturesCancelAllOpenOrders(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"))
if err != nil {
t.Error(err)
}
}
func TestAutoCancelAllOpenOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.AutoCancelAllOpenOrders(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), 30000)
if err != nil {
t.Error(err)
}
}
func TestFuturesOpenOrderData(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.FuturesOpenOrderData(currency.NewPair(currency.BTC, currency.USDT), "", "")
if err != nil {
t.Error(err)
}
}
func TestGetFuturesAllOpenOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.GetFuturesAllOpenOrders(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "")
if err != nil {
t.Error(err)
}
}
func TestGetAllFuturesOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.GetAllFuturesOrders(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "", time.Time{}, time.Time{}, 0, 2)
if err != nil {
t.Error(err)
}
}
func TestFuturesChangeMarginType(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.FuturesChangeMarginType(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "ISOLATED")
if err != nil {
t.Error(err)
}
}
func TestGetFuturesAccountBalance(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.GetFuturesAccountBalance()
if err != nil {
t.Error(err)
}
}
func TestGetFuturesAccountInfo(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.GetFuturesAccountInfo()
if err != nil {
t.Error(err)
}
}
func TestFuturesChangeInitialLeverage(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.FuturesChangeInitialLeverage(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), 5)
if err != nil {
t.Error(err)
}
}
func TestModifyIsolatedPositionMargin(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
_, err := b.ModifyIsolatedPositionMargin(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "BOTH", "add", 5)
if err != nil {
t.Error(err)
}
}
func TestFuturesMarginChangeHistory(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.FuturesMarginChangeHistory(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "add", time.Time{}, time.Time{}, 10)
if err != nil {
t.Error(err)
}
}
func TestFuturesPositionsInfo(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.FuturesPositionsInfo("BTCUSD_PERP", "")
if err != nil {
t.Error(err)
}
}
func TestFuturesTradeHistory(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.FuturesTradeHistory(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "", time.Time{}, time.Time{}, 5, 0)
if err != nil {
t.Error(err)
}
}
func TestFuturesIncomeHistory(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.FuturesIncomeHistory(currency.Pair{}, "TRANSFER", time.Time{}, time.Time{}, 5)
if err != nil {
t.Error(err)
}
}
func TestFuturesForceOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.FuturesForceOrders(currency.Pair{}, "ADL", time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
}
func TestUGetNotionalLeverage(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.FuturesNotionalBracket("BTCUSD")
if err != nil {
t.Error(err)
}
_, err = b.FuturesNotionalBracket("")
if err != nil {
t.Error(err)
}
}
func TestFuturesPositionsADLEstimate(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
_, err := b.FuturesPositionsADLEstimate(currency.Pair{})
if err != nil {
t.Error(err)
}
}
func TestGetMarkPriceKline(t *testing.T) {
t.Parallel()
_, err := b.GetMarkPriceKline(currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "1M", 5, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
}
func TestGetMarginExchangeInfo(t *testing.T) {
t.Parallel()
_, err := b.GetMarginMarkets()
if err != nil {
t.Error(err)
}
}
func TestGetExchangeInfo(t *testing.T) {
t.Parallel()
info, err := b.GetExchangeInfo()
if err != nil {
t.Error(err)
}
if mockTests {
serverTime := time.Date(2021, 1, 27, 2, 43, 18, int(593*time.Millisecond), time.UTC)
if !info.Servertime.Equal(serverTime) {
t.Errorf("Expected %v, got %v", serverTime, info.Servertime)
}
}
}
func TestFetchTradablePairs(t *testing.T) {
t.Parallel()
_, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
t.Error("Binance FetchTradablePairs(asset asets.AssetType) error", err)
}
_, err = b.FetchTradablePairs(asset.CoinMarginedFutures)
if err != nil {
t.Error(err)
}
_, err = b.FetchTradablePairs(asset.USDTMarginedFutures)
if err != nil {
t.Error(err)
}
}
func TestGetOrderBook(t *testing.T) {
t.Parallel()
_, err := b.GetOrderBook(OrderBookDataRequestParams{
Symbol: currency.NewPair(currency.BTC, currency.USDT),
Limit: 1000,
})
if err != nil {
t.Error("Binance GetOrderBook() error", err)
}
}
func TestGetMostRecentTrades(t *testing.T) {
t.Parallel()
_, err := b.GetMostRecentTrades(RecentTradeRequestParams{
Symbol: currency.NewPair(currency.BTC, currency.USDT),
Limit: 15,
})
if err != nil {
t.Error("Binance GetMostRecentTrades() error", err)
}
}
func TestGetHistoricalTrades(t *testing.T) {
t.Parallel()
_, err := b.GetHistoricalTrades("BTCUSDT", 5, -1)
if err != nil {
t.Errorf("Binance GetHistoricalTrades() error: %v", err)
}
}
func TestGetAggregatedTrades(t *testing.T) {
t.Parallel()
_, err := b.GetAggregatedTrades(&AggregatedTradeRequestParams{
Symbol: currency.NewPair(currency.BTC, currency.USDT),
Limit: 5,
})
if err != nil {
t.Error("Binance GetAggregatedTrades() error", err)
}
}
func TestGetSpotKline(t *testing.T) {
t.Parallel()
_, err := b.GetSpotKline(&KlinesRequestParams{
Symbol: currency.NewPair(currency.BTC, currency.USDT),
Interval: kline.FiveMin.Short(),
Limit: 24,
StartTime: time.Unix(1577836800, 0),
EndTime: time.Unix(1580515200, 0),
})
if err != nil {
t.Error("Binance GetSpotKline() error", err)
}
}
func TestGetAveragePrice(t *testing.T) {
t.Parallel()
_, err := b.GetAveragePrice(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error("Binance GetAveragePrice() error", err)
}
}
func TestGetPriceChangeStats(t *testing.T) {
t.Parallel()
_, err := b.GetPriceChangeStats(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error("Binance GetPriceChangeStats() error", err)
}
}
func TestGetTickers(t *testing.T) {
t.Parallel()
_, err := b.GetTickers()
if err != nil {
t.Error("Binance TestGetTickers error", err)
}
}
func TestGetLatestSpotPrice(t *testing.T) {
t.Parallel()
_, err := b.GetLatestSpotPrice(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error("Binance GetLatestSpotPrice() error", err)
}
}
func TestGetBestPrice(t *testing.T) {
t.Parallel()
_, err := b.GetBestPrice(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Error("Binance GetBestPrice() error", err)
}
}
func TestQueryOrder(t *testing.T) {
t.Parallel()
_, err := b.QueryOrder(currency.NewPair(currency.BTC, currency.USDT), "", 1337)
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("QueryOrder() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("QueryOrder() expecting an error when no keys are set")
case mockTests && err != nil:
t.Error("Mock QueryOrder() error", err)
}
}
func TestOpenOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip()
}
_, err := b.OpenOrders(currency.Pair{})
if err != nil {
t.Error(err)
}
p := currency.NewPair(currency.BTC, currency.USDT)
_, err = b.OpenOrders(p)
if err != nil {
t.Error(err)
}
}
func TestAllOrders(t *testing.T) {
t.Parallel()
_, err := b.AllOrders(currency.NewPair(currency.BTC, currency.USDT), "", "")
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("AllOrders() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("AllOrders() expecting an error when no keys are set")
case mockTests && err != nil:
t.Error("Mock AllOrders() error", err)
}
}
// TestGetFeeByTypeOfflineTradeFee logic test
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
t.Parallel()
var feeBuilder = setFeeBuilder()
b.GetFeeByType(feeBuilder)
if !areTestAPIKeysSet() || mockTests {
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()
if areTestAPIKeysSet() && mockTests {
// CryptocurrencyTradeFee Basic
if _, err := b.GetFee(feeBuilder); err != nil {
t.Error(err)
}
// CryptocurrencyTradeFee High quantity
feeBuilder = setFeeBuilder()
feeBuilder.Amount = 1000
feeBuilder.PurchasePrice = 1000
if _, err := b.GetFee(feeBuilder); err != nil {
t.Error(err)
}
// CryptocurrencyTradeFee IsMaker
feeBuilder = setFeeBuilder()
feeBuilder.IsMaker = true
if _, err := b.GetFee(feeBuilder); err != nil {
t.Error(err)
}
// CryptocurrencyTradeFee Negative purchase price
feeBuilder = setFeeBuilder()
feeBuilder.PurchasePrice = -1000
if _, err := b.GetFee(feeBuilder); err != nil {
t.Error(err)
}
}
// CryptocurrencyWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if _, err := b.GetFee(feeBuilder); err != nil {
t.Error(err)
}
// CryptocurrencyDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CryptocurrencyDepositFee
if _, err := b.GetFee(feeBuilder); err != nil {
t.Error(err)
}
// InternationalBankDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankDepositFee
feeBuilder.FiatCurrency = currency.HKD
if _, err := b.GetFee(feeBuilder); err != nil {
t.Error(err)
}
// InternationalBankWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.FiatCurrency = currency.HKD
if _, err := b.GetFee(feeBuilder); err != nil {
t.Error(err)
}
}
func TestFormatWithdrawPermissions(t *testing.T) {
t.Parallel()
expectedResult := exchange.AutoWithdrawCryptoText + " & " + exchange.NoFiatWithdrawalsText
withdrawPermissions := b.FormatWithdrawPermissions()
if withdrawPermissions != expectedResult {
t.Errorf("Expected: %s, Received: %s", expectedResult, withdrawPermissions)
}
}
func TestGetActiveOrders(t *testing.T) {
t.Parallel()
pair, err := currency.NewPairFromString("BTC_USDT")
if err != nil {
t.Error(err)
}
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
Pairs: currency.Pairs{pair},
AssetType: asset.Spot,
}
_, err = b.GetActiveOrders(&getOrdersRequest)
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("GetActiveOrders() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("GetActiveOrders() expecting an error when no keys are set")
case mockTests && err != nil:
t.Error("Mock GetActiveOrders() error", err)
}
}
func TestGetOrderHistory(t *testing.T) {
t.Parallel()
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
AssetType: asset.Spot,
}
_, err := b.GetOrderHistory(&getOrdersRequest)
if err == nil {
t.Error("Expected: 'At least one currency is required to fetch order history'. received nil")
}
getOrdersRequest.Pairs = []currency.Pair{
currency.NewPair(currency.LTC,
currency.BTC)}
_, err = b.GetOrderHistory(&getOrdersRequest)
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("GetOrderHistory() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("GetOrderHistory() expecting an error when no keys are set")
case mockTests && err != nil:
t.Error("Mock GetOrderHistory() error", err)
}
}
func TestNewOrderTest(t *testing.T) {
t.Parallel()
req := &NewOrderRequest{
Symbol: currency.NewPair(currency.LTC, currency.BTC),
Side: order.Buy.String(),
TradeType: BinanceRequestParamsOrderLimit,
Price: 0.0025,
Quantity: 100000,
TimeInForce: BinanceRequestParamsTimeGTC,
}
err := b.NewOrderTest(req)
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("NewOrderTest() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("NewOrderTest() expecting an error when no keys are set")
case mockTests && err != nil:
t.Error("Mock NewOrderTest() error", err)
}
req = &NewOrderRequest{
Symbol: currency.NewPair(currency.LTC, currency.BTC),
Side: order.Sell.String(),
TradeType: BinanceRequestParamsOrderMarket,
Price: 0.0045,
QuoteOrderQty: 10,
}
err = b.NewOrderTest(req)
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("NewOrderTest() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("NewOrderTest() expecting an error when no keys are set")
case mockTests && err != nil:
t.Error("Mock NewOrderTest() error", err)
}
}
func TestGetHistoricTrades(t *testing.T) {
t.Parallel()
currencyPair, err := currency.NewPairFromString("BTCUSDT")
if err != nil {
t.Fatal(err)
}
start, err := time.Parse(time.RFC3339, "2020-01-02T15:04:05Z")
if err != nil {
t.Fatal(err)
}
result, err := b.GetHistoricTrades(currencyPair, asset.Spot, start, start.Add(15*time.Minute))
if err != nil {
t.Error(err)
}
var expected int
if mockTests {
expected = 5
} else {
expected = 2134
}
if len(result) != expected {
t.Errorf("GetHistoricTrades() expected %v entries, got %v", expected, len(result))
}
}
func TestGetAggregatedTradesBatched(t *testing.T) {
t.Parallel()
currencyPair, err := currency.NewPairFromString("BTCUSDT")
if err != nil {
t.Fatal(err)
}
start, err := time.Parse(time.RFC3339, "2020-01-02T15:04:05Z")
if err != nil {
t.Fatal(err)
}
expectTime, err := time.Parse(time.RFC3339Nano, "2020-01-02T16:19:04.831Z")
if err != nil {
t.Fatal(err)
}
tests := []struct {
name string
// mock test or live test
mock bool
args *AggregatedTradeRequestParams
numExpected int
lastExpected time.Time
}{
{
name: "mock batch with timerange",
mock: true,
args: &AggregatedTradeRequestParams{
Symbol: currencyPair,
StartTime: start,
EndTime: start.Add(75 * time.Minute),
},
numExpected: 1012,
lastExpected: time.Date(2020, 1, 2, 16, 18, 31, int(919*time.Millisecond), time.UTC),
},
{
name: "batch with timerange",
args: &AggregatedTradeRequestParams{
Symbol: currencyPair,
StartTime: start,
EndTime: start.Add(75 * time.Minute),
},
numExpected: 12130,
lastExpected: expectTime,
},
{
name: "mock custom limit with start time set, no end time",
mock: true,
args: &AggregatedTradeRequestParams{
Symbol: currency.NewPair(currency.BTC, currency.USDT),
StartTime: start,
Limit: 1001,
},
numExpected: 1001,
lastExpected: time.Date(2020, 1, 2, 15, 18, 39, int(226*time.Millisecond), time.UTC),
},
{
name: "custom limit with start time set, no end time",
args: &AggregatedTradeRequestParams{
Symbol: currency.NewPair(currency.BTC, currency.USDT),
StartTime: time.Date(2020, 11, 18, 23, 0, 28, 921, time.UTC),
Limit: 1001,
},
numExpected: 1001,
lastExpected: time.Date(2020, 11, 18, 23, 1, 33, int(62*time.Millisecond*10), time.UTC),
},
{
name: "mock recent trades",
mock: true,
args: &AggregatedTradeRequestParams{
Symbol: currency.NewPair(currency.BTC, currency.USDT),
Limit: 3,
},
numExpected: 3,
lastExpected: time.Date(2020, 1, 2, 16, 19, 5, int(200*time.Millisecond), time.UTC),
},
}
for _, tt := range tests {
tt := tt
t.Run(tt.name, func(t *testing.T) {
if tt.mock != mockTests {
t.Skip()
}
result, err := b.GetAggregatedTrades(tt.args)
if err != nil {
t.Error(err)
}
if len(result) != tt.numExpected {
t.Errorf("GetAggregatedTradesBatched() expected %v entries, got %v", tt.numExpected, len(result))
}
lastTradeTime := result[len(result)-1].TimeStamp
if !lastTradeTime.Equal(tt.lastExpected) {
t.Errorf("last trade expected %v, got %v", tt.lastExpected.UTC(), lastTradeTime.UTC())
}
})
}
}
func TestGetAggregatedTradesErrors(t *testing.T) {
t.Parallel()
start, err := time.Parse(time.RFC3339, "2020-01-02T15:04:05Z")
if err != nil {
t.Fatal(err)
}
tests := []struct {
name string
args *AggregatedTradeRequestParams
}{
{
name: "get recent trades does not support custom limit",
args: &AggregatedTradeRequestParams{
Symbol: currency.NewPair(currency.BTC, currency.USDT),
Limit: 1001,
},
},
{
name: "start time and fromId cannot be both set",
args: &AggregatedTradeRequestParams{
Symbol: currency.NewPair(currency.BTC, currency.USDT),
StartTime: start,
EndTime: start.Add(75 * time.Minute),
FromID: 2,
},
},
{
name: "can't get most recent 5000 (more than 1000 not allowed)",
args: &AggregatedTradeRequestParams{
Symbol: currency.NewPair(currency.BTC, currency.USDT),
Limit: 5000,
},
},
}
for _, tt := range tests {
tt := tt
t.Run(tt.name, func(t *testing.T) {
_, err := b.GetAggregatedTrades(tt.args)
if err == nil {
t.Errorf("Binance.GetAggregatedTrades() error = %v, wantErr true", err)
return
}
})
}
}
// Any tests below this line have the ability to impact your orders on the exchange. Enable canManipulateRealOrders to run them
// -----------------------------------------------------------------------------------------------------------------------------
func TestSubmitOrder(t *testing.T) {
t.Parallel()
if areTestAPIKeysSet() && !canManipulateRealOrders && !mockTests {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var orderSubmission = &order.Submit{
Pair: currency.Pair{
Delimiter: "_",
Base: currency.LTC,
Quote: currency.BTC,
},
Side: order.Buy,
Type: order.Limit,
Price: 1,
Amount: 1000000000,
ClientID: "meowOrder",
AssetType: asset.Spot,
}
_, err := b.SubmitOrder(orderSubmission)
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("SubmitOrder() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("SubmitOrder() expecting an error when no keys are set")
case mockTests && err != nil:
t.Error("Mock SubmitOrder() error", err)
}
}
func TestCancelExchangeOrder(t *testing.T) {
t.Parallel()
if areTestAPIKeysSet() && !canManipulateRealOrders && !mockTests {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var orderCancellation = &order.Cancel{
ID: "1",
WalletAddress: core.BitcoinDonationAddress,
AccountID: "1",
Pair: currency.NewPair(currency.LTC, currency.BTC),
AssetType: asset.Spot,
}
err := b.CancelOrder(orderCancellation)
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("CancelExchangeOrder() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("CancelExchangeOrder() expecting an error when no keys are set")
case mockTests && err != nil:
t.Error("Mock CancelExchangeOrder() error", err)
}
}
func TestCancelAllExchangeOrders(t *testing.T) {
t.Parallel()
if areTestAPIKeysSet() && !canManipulateRealOrders && !mockTests {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var orderCancellation = &order.Cancel{
ID: "1",
WalletAddress: core.BitcoinDonationAddress,
AccountID: "1",
Pair: currency.NewPair(currency.LTC, currency.BTC),
AssetType: asset.Spot,
}
_, err := b.CancelAllOrders(orderCancellation)
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("CancelAllExchangeOrders() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("CancelAllExchangeOrders() expecting an error when no keys are set")
case mockTests && err != nil:
t.Error("Mock CancelAllExchangeOrders() error", err)
}
}
func TestGetAccountInfo(t *testing.T) {
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
t.Parallel()
items := asset.Items{
asset.CoinMarginedFutures,
asset.USDTMarginedFutures,
asset.Spot,
asset.Margin,
}
for i := range items {
assetType := items[i]
t.Run(fmt.Sprintf("Update info of account [%s]", assetType.String()), func(t *testing.T) {
_, err := b.UpdateAccountInfo(assetType)
if err != nil {
t.Error(err)
}
})
}
}
func TestWrapperGetActiveOrders(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
p, err := currency.NewPairFromString("EOS-USDT")
if err != nil {
t.Error(err)
}
_, err = b.GetActiveOrders(&order.GetOrdersRequest{
Type: order.AnyType,
Side: order.AnySide,
Pairs: currency.Pairs{p},
AssetType: asset.CoinMarginedFutures,
})
if err != nil {
t.Error(err)
}
p2, err := currency.NewPairFromString("BTCUSDT")
if err != nil {
t.Error(err)
}
_, err = b.GetActiveOrders(&order.GetOrdersRequest{
Type: order.AnyType,
Side: order.AnySide,
Pairs: currency.Pairs{p2},
AssetType: asset.USDTMarginedFutures,
})
if err != nil {
t.Error(err)
}
}
func TestWrapperGetOrderHistory(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
p, err := currency.NewPairFromString("EOSUSD_PERP")
if err != nil {
t.Error(err)
}
_, err = b.GetOrderHistory(&order.GetOrdersRequest{
Type: order.AnyType,
Side: order.AnySide,
OrderID: "123",
Pairs: currency.Pairs{p},
AssetType: asset.CoinMarginedFutures,
})
if err != nil {
t.Error(err)
}
p2, err := currency.NewPairFromString("BTCUSDT")
if err != nil {
t.Error(err)
}
_, err = b.GetOrderHistory(&order.GetOrdersRequest{
Type: order.AnyType,
Side: order.AnySide,
OrderID: "123",
Pairs: currency.Pairs{p2},
AssetType: asset.USDTMarginedFutures,
})
if err != nil {
t.Error(err)
}
_, err = b.GetOrderHistory(&order.GetOrdersRequest{
AssetType: asset.USDTMarginedFutures,
})
if err == nil {
t.Errorf("expecting an error since invalid param combination is given. Got err: %v", err)
}
}
func TestCancelOrder(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test: api keys not set or canManipulateRealOrders set to false")
}
p, err := currency.NewPairFromString("EOS-USDT")
if err != nil {
t.Error(err)
}
fpair, err := b.FormatExchangeCurrency(p, asset.CoinMarginedFutures)
if err != nil {
t.Error(err)
}
err = b.CancelOrder(&order.Cancel{
AssetType: asset.CoinMarginedFutures,
Pair: fpair,
ID: "1234",
})
if err != nil {
t.Error(err)
}
p2, err := currency.NewPairFromString("BTC-USDT")
if err != nil {
t.Error(err)
}
fpair2, err := b.FormatExchangeCurrency(p2, asset.USDTMarginedFutures)
if err != nil {
t.Error(err)
}
err = b.CancelOrder(&order.Cancel{
AssetType: asset.USDTMarginedFutures,
Pair: fpair2,
ID: "1234",
})
if err != nil {
t.Error(err)
}
}
func TestGetOrderInfo(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
tradablePairs, err := b.FetchTradablePairs(asset.CoinMarginedFutures)
if err != nil {
t.Error(err)
}
if len(tradablePairs) == 0 {
t.Fatal("no tradable pairs")
}
cp, err := currency.NewPairFromString(tradablePairs[0])
if err != nil {
t.Error(err)
}
_, err = b.GetOrderInfo("123", cp, asset.CoinMarginedFutures)
if err != nil {
t.Error(err)
}
}
func TestModifyOrder(t *testing.T) {
t.Parallel()
_, err := b.ModifyOrder(&order.Modify{AssetType: asset.Spot})
if err == nil {
t.Error("ModifyOrder() error cannot be nil")
}
}
func TestWithdraw(t *testing.T) {
t.Parallel()
if areTestAPIKeysSet() && !canManipulateRealOrders && !mockTests {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
withdrawCryptoRequest := withdraw.Request{
Exchange: b.Name,
Amount: 0.00001337,
Currency: currency.BTC,
Description: "WITHDRAW IT ALL",
Crypto: withdraw.CryptoRequest{
Address: core.BitcoinDonationAddress,
},
}
_, err := b.WithdrawCryptocurrencyFunds(&withdrawCryptoRequest)
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("Withdraw() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("Withdraw() expecting an error when no keys are set")
case mockTests && err != nil:
t.Error(err)
}
}
func TestWithdrawHistory(t *testing.T) {
t.Parallel()
if areTestAPIKeysSet() && !canManipulateRealOrders && !mockTests {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
_, err := b.GetWithdrawalsHistory(currency.XBT)
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("GetWithdrawalsHistory() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("GetWithdrawalsHistory() expecting an error when no keys are set")
}
}
func TestWithdrawFiat(t *testing.T) {
t.Parallel()
_, err := b.WithdrawFiatFunds(&withdraw.Request{})
if err != common.ErrFunctionNotSupported {
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
}
}
func TestWithdrawInternationalBank(t *testing.T) {
t.Parallel()
_, err := b.WithdrawFiatFundsToInternationalBank(&withdraw.Request{})
if err != common.ErrFunctionNotSupported {
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
}
}
func TestGetDepositAddress(t *testing.T) {
t.Parallel()
_, err := b.GetDepositAddress(currency.BTC, "")
switch {
case areTestAPIKeysSet() && err != nil:
t.Error("GetDepositAddress() error", err)
case !areTestAPIKeysSet() && err == nil && !mockTests:
t.Error("GetDepositAddress() error cannot be nil")
case mockTests && err != nil:
t.Error("Mock GetDepositAddress() error", err)
}
}
func TestWSSubscriptionHandling(t *testing.T) {
t.Parallel()
pressXToJSON := []byte(`{
"method": "SUBSCRIBE",
"params": [
"btcusdt@aggTrade",
"btcusdt@depth"
],
"id": 1
}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWSUnsubscriptionHandling(t *testing.T) {
pressXToJSON := []byte(`{
"method": "UNSUBSCRIBE",
"params": [
"btcusdt@depth"
],
"id": 312
}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWsTickerUpdate(t *testing.T) {
t.Parallel()
pressXToJSON := []byte(`{"stream":"btcusdt@ticker","data":{"e":"24hrTicker","E":1580254809477,"s":"BTCUSDT","p":"420.97000000","P":"4.720","w":"9058.27981278","x":"8917.98000000","c":"9338.96000000","Q":"0.17246300","b":"9338.03000000","B":"0.18234600","a":"9339.70000000","A":"0.14097600","o":"8917.99000000","h":"9373.19000000","l":"8862.40000000","v":"72229.53692000","q":"654275356.16896672","O":1580168409456,"C":1580254809456,"F":235294268,"L":235894703,"n":600436}}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWsKlineUpdate(t *testing.T) {
t.Parallel()
pressXToJSON := []byte(`{"stream":"btcusdt@kline_1m","data":{
"e": "kline",
"E": 123456789,
"s": "BNBBTC",
"k": {
"t": 123400000,
"T": 123460000,
"s": "BNBBTC",
"i": "1m",
"f": 100,
"L": 200,
"o": "0.0010",
"c": "0.0020",
"h": "0.0025",
"l": "0.0015",
"v": "1000",
"n": 100,
"x": false,
"q": "1.0000",
"V": "500",
"Q": "0.500",
"B": "123456"
}
}}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWsTradeUpdate(t *testing.T) {
t.Parallel()
pressXToJSON := []byte(`{"stream":"btcusdt@trade","data":{
"e": "trade",
"E": 123456789,
"s": "BNBBTC",
"t": 12345,
"p": "0.001",
"q": "100",
"b": 88,
"a": 50,
"T": 123456785,
"m": true,
"M": true
}}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWsDepthUpdate(t *testing.T) {
binanceOrderBookLock.Lock()
defer binanceOrderBookLock.Unlock()
b.setupOrderbookManager()
seedLastUpdateID := int64(161)
book := OrderBook{
Asks: []OrderbookItem{
{Price: 6621.80000000, Quantity: 0.00198100},
{Price: 6622.14000000, Quantity: 4.00000000},
{Price: 6622.46000000, Quantity: 2.30000000},
{Price: 6622.47000000, Quantity: 1.18633300},
{Price: 6622.64000000, Quantity: 4.00000000},
{Price: 6622.73000000, Quantity: 0.02900000},
{Price: 6622.76000000, Quantity: 0.12557700},
{Price: 6622.81000000, Quantity: 2.08994200},
{Price: 6622.82000000, Quantity: 0.01500000},
{Price: 6623.17000000, Quantity: 0.16831300},
},
Bids: []OrderbookItem{
{Price: 6621.55000000, Quantity: 0.16356700},
{Price: 6621.45000000, Quantity: 0.16352600},
{Price: 6621.41000000, Quantity: 0.86091200},
{Price: 6621.25000000, Quantity: 0.16914100},
{Price: 6621.23000000, Quantity: 0.09193600},
{Price: 6621.22000000, Quantity: 0.00755100},
{Price: 6621.13000000, Quantity: 0.08432000},
{Price: 6621.03000000, Quantity: 0.00172000},
{Price: 6620.94000000, Quantity: 0.30506700},
{Price: 6620.93000000, Quantity: 0.00200000},
},
LastUpdateID: seedLastUpdateID,
}
update1 := []byte(`{"stream":"btcusdt@depth","data":{
"e": "depthUpdate",
"E": 123456788,
"s": "BTCUSDT",
"U": 157,
"u": 160,
"b": [
["6621.45", "0.3"]
],
"a": [
["6622.46", "1.5"]
]
}}`)
p := currency.NewPairWithDelimiter("BTC", "USDT", "-")
if err := b.SeedLocalCacheWithBook(p, &book); err != nil {
t.Error(err)
}
if err := b.wsHandleData(update1); err != nil {
t.Error(err)
}
ob, err := b.Websocket.Orderbook.GetOrderbook(p, asset.Spot)
if err != nil {
t.Fatal(err)
}
if exp, got := seedLastUpdateID, ob.LastUpdateID; got != exp {
t.Fatalf("Unexpected Last update id of orderbook for old update. Exp: %d, got: %d", exp, got)
}
if exp, got := 2.3, ob.Asks[2].Amount; got != exp {
t.Fatalf("Ask altered by outdated update. Exp: %f, got %f", exp, got)
}
if exp, got := 0.163526, ob.Bids[1].Amount; got != exp {
t.Fatalf("Bid altered by outdated update. Exp: %f, got %f", exp, got)
}
update2 := []byte(`{"stream":"btcusdt@depth","data":{
"e": "depthUpdate",
"E": 123456789,
"s": "BTCUSDT",
"U": 161,
"u": 165,
"b": [
["6621.45", "0.163526"]
],
"a": [
["6622.46", "2.3"],
["6622.47", "1.9"]
]
}}`)
if err = b.wsHandleData(update2); err != nil {
t.Error(err)
}
ob, err = b.Websocket.Orderbook.GetOrderbook(p, asset.Spot)
if err != nil {
t.Fatal(err)
}
if exp, got := int64(165), ob.LastUpdateID; got != exp {
t.Fatalf("Unexpected Last update id of orderbook for new update. Exp: %d, got: %d", exp, got)
}
if exp, got := 2.3, ob.Asks[2].Amount; got != exp {
t.Fatalf("Unexpected Ask amount. Exp: %f, got %f", exp, got)
}
if exp, got := 1.9, ob.Asks[3].Amount; got != exp {
t.Fatalf("Unexpected Ask amount. Exp: %f, got %f", exp, got)
}
if exp, got := 0.163526, ob.Bids[1].Amount; got != exp {
t.Fatalf("Unexpected Bid amount. Exp: %f, got %f", exp, got)
}
// reset order book sync status
b.obm.state[currency.BTC][currency.USDT][asset.Spot].lastUpdateID = 0
}
func TestWsBalanceUpdate(t *testing.T) {
t.Parallel()
pressXToJSON := []byte(`{"stream":"jTfvpakT2yT0hVIo5gYWVihZhdM2PrBgJUZ5PyfZ4EVpCkx4Uoxk5timcrQc","data":{
"e": "balanceUpdate",
"E": 1573200697110,
"a": "BTC",
"d": "100.00000000",
"T": 1573200697068
}}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWsOCO(t *testing.T) {
t.Parallel()
pressXToJSON := []byte(`{"stream":"jTfvpakT2yT0hVIo5gYWVihZhdM2PrBgJUZ5PyfZ4EVpCkx4Uoxk5timcrQc","data":{
"e": "listStatus",
"E": 1564035303637,
"s": "ETHBTC",
"g": 2,
"c": "OCO",
"l": "EXEC_STARTED",
"L": "EXECUTING",
"r": "NONE",
"C": "F4QN4G8DlFATFlIUQ0cjdD",
"T": 1564035303625,
"O": [
{
"s": "ETHBTC",
"i": 17,
"c": "AJYsMjErWJesZvqlJCTUgL"
},
{
"s": "ETHBTC",
"i": 18,
"c": "bfYPSQdLoqAJeNrOr9adzq"
}
]
}}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestGetWsAuthStreamKey(t *testing.T) {
key, err := b.GetWsAuthStreamKey()
switch {
case mockTests && err != nil,
!mockTests && areTestAPIKeysSet() && err != nil:
t.Fatal(err)
case !mockTests && !areTestAPIKeysSet() && err == nil:
t.Fatal("Expected error")
}
if key == "" && (areTestAPIKeysSet() || mockTests) {
t.Error("Expected key")
}
}
func TestMaintainWsAuthStreamKey(t *testing.T) {
err := b.MaintainWsAuthStreamKey()
switch {
case mockTests && err != nil,
!mockTests && areTestAPIKeysSet() && err != nil:
t.Fatal(err)
case !mockTests && !areTestAPIKeysSet() && err == nil:
t.Fatal("Expected error")
}
}
func TestExecutionTypeToOrderStatus(t *testing.T) {
type TestCases struct {
Case string
Result order.Status
}
testCases := []TestCases{
{Case: "NEW", Result: order.New},
{Case: "CANCELED", Result: order.Cancelled},
{Case: "REJECTED", Result: order.Rejected},
{Case: "TRADE", Result: order.PartiallyFilled},
{Case: "EXPIRED", Result: order.Expired},
{Case: "LOL", Result: order.UnknownStatus},
}
for i := range testCases {
result, _ := stringToOrderStatus(testCases[i].Case)
if result != testCases[i].Result {
t.Errorf("Exepcted: %v, received: %v", testCases[i].Result, result)
}
}
}
func TestGetHistoricCandles(t *testing.T) {
currencyPair, err := currency.NewPairFromString("BTC-USDT")
if err != nil {
t.Fatal(err)
}
startTime := time.Unix(1546300800, 0)
end := time.Unix(1577836799, 0)
_, err = b.GetHistoricCandles(currencyPair, asset.Spot, startTime, end, kline.OneDay)
if err != nil {
t.Error(err)
}
_, err = b.GetHistoricCandles(currencyPair, asset.Spot, startTime, end, kline.Interval(time.Hour*7))
if err == nil {
t.Fatal("unexpected result")
}
}
func TestGetHistoricCandlesExtended(t *testing.T) {
currencyPair, err := currency.NewPairFromString("BTC-USDT")
if err != nil {
t.Fatal(err)
}
startTime := time.Date(2020, 9, 1, 0, 0, 0, 0, time.UTC)
end := time.Date(2021, 2, 15, 0, 0, 0, 0, time.UTC)
_, err = b.GetHistoricCandlesExtended(currencyPair, asset.Spot, startTime, end, kline.OneDay)
if err != nil {
t.Error(err)
}
_, err = b.GetHistoricCandlesExtended(currencyPair, asset.Spot, startTime, end, kline.Interval(time.Hour*7))
if err == nil {
t.Error("unexpected result")
}
}
func TestBinance_FormatExchangeKlineInterval(t *testing.T) {
testCases := []struct {
name string
interval kline.Interval
output string
}{
{
"OneMin",
kline.OneMin,
"1m",
},
{
"OneDay",
kline.OneDay,
"1d",
},
{
"OneWeek",
kline.OneWeek,
"1w",
},
{
"OneMonth",
kline.OneMonth,
"1M",
},
}
for x := range testCases {
test := testCases[x]
t.Run(test.name, func(t *testing.T) {
ret := b.FormatExchangeKlineInterval(test.interval)
if ret != test.output {
t.Fatalf("unexpected result return expected: %v received: %v", test.output, ret)
}
})
}
}
func TestGetRecentTrades(t *testing.T) {
t.Parallel()
currencyPair, err := currency.NewPairFromString("BTCUSDT")
if err != nil {
t.Fatal(err)
}
_, err = b.GetRecentTrades(currencyPair, asset.Spot)
if err != nil {
t.Error(err)
}
}
func TestSeedLocalCache(t *testing.T) {
t.Parallel()
err := b.SeedLocalCache(currency.NewPair(currency.BTC, currency.USDT))
if err != nil {
t.Fatal(err)
}
}
func TestGenerateSubscriptions(t *testing.T) {
t.Parallel()
subs, err := b.GenerateSubscriptions()
if err != nil {
t.Fatal(err)
}
if len(subs) != 4 {
t.Fatal("unexpected subscription length")
}
}
var websocketDepthUpdate = []byte(`{"E":1608001030784,"U":7145637266,"a":[["19455.19000000","0.59490200"],["19455.37000000","0.00000000"],["19456.11000000","0.00000000"],["19456.16000000","0.00000000"],["19458.67000000","0.06400000"],["19460.73000000","0.05139800"],["19461.43000000","0.00000000"],["19464.59000000","0.00000000"],["19466.03000000","0.45000000"],["19466.36000000","0.00000000"],["19508.67000000","0.00000000"],["19572.96000000","0.00217200"],["24386.00000000","0.00256600"]],"b":[["19455.18000000","2.94649200"],["19453.15000000","0.01233600"],["19451.18000000","0.00000000"],["19446.85000000","0.11427900"],["19446.74000000","0.00000000"],["19446.73000000","0.00000000"],["19444.45000000","0.14937800"],["19426.75000000","0.00000000"],["19416.36000000","0.36052100"]],"e":"depthUpdate","s":"BTCUSDT","u":7145637297}`)
func TestProcessUpdate(t *testing.T) {
t.Parallel()
binanceOrderBookLock.Lock()
defer binanceOrderBookLock.Unlock()
p := currency.NewPair(currency.BTC, currency.USDT)
var depth WebsocketDepthStream
err := json.Unmarshal(websocketDepthUpdate, &depth)
if err != nil {
t.Fatal(err)
}
err = b.obm.stageWsUpdate(&depth, p, asset.Spot)
if err != nil {
t.Fatal(err)
}
err = b.obm.fetchBookViaREST(p)
if err != nil {
t.Fatal(err)
}
err = b.obm.cleanup(p)
if err != nil {
t.Fatal(err)
}
// reset order book sync status
b.obm.state[currency.BTC][currency.USDT][asset.Spot].lastUpdateID = 0
}
func TestUFuturesHistoricalTrades(t *testing.T) {
t.Parallel()
if !areTestAPIKeysSet() {
t.Skip("skipping test: api keys not set")
}
cp, err := currency.NewPairFromString("BTCUSDT")
if err != nil {
t.Error(err)
}
_, err = b.UFuturesHistoricalTrades(cp, "", 5)
if err != nil {
t.Error(err)
}
_, err = b.UFuturesHistoricalTrades(cp, "", 0)
if err != nil {
t.Error(err)
}
}
func TestSetExchangeOrderExecutionLimits(t *testing.T) {
t.Parallel()
err := b.UpdateOrderExecutionLimits(asset.Spot)
if err != nil {
t.Fatal(err)
}
err = b.UpdateOrderExecutionLimits(asset.CoinMarginedFutures)
if err != nil {
t.Fatal(err)
}
err = b.UpdateOrderExecutionLimits(asset.USDTMarginedFutures)
if err != nil {
t.Fatal(err)
}
err = b.UpdateOrderExecutionLimits(asset.Binary)
if err == nil {
t.Fatal("expected unhandled case")
}
cmfCP, err := currency.NewPairFromStrings("BTCUSD", "PERP")
if err != nil {
t.Fatal(err)
}
limit, err := b.GetOrderExecutionLimits(asset.CoinMarginedFutures, cmfCP)
if err != nil {
t.Fatal(err)
}
if limit == nil {
t.Fatal("exchange limit should be loaded")
}
err = limit.Conforms(0.000001, 0.1, order.Limit)
if !errors.Is(err, order.ErrAmountBelowMin) {
t.Fatalf("expected %v, but received %v", order.ErrAmountBelowMin, err)
}
err = limit.Conforms(0.01, 1, order.Limit)
if !errors.Is(err, order.ErrPriceBelowMin) {
t.Fatalf("expected %v, but received %v", order.ErrPriceBelowMin, err)
}
}
func TestWsOrderExecutionReport(t *testing.T) {
// cannot run in parallel due to inspecting the DataHandler result
payload := []byte(`{"stream":"jTfvpakT2yT0hVIo5gYWVihZhdM2PrBgJUZ5PyfZ4EVpCkx4Uoxk5timcrQc","data":{"e":"executionReport","E":1616627567900,"s":"BTCUSDT","c":"c4wyKsIhoAaittTYlIVLqk","S":"BUY","o":"LIMIT","f":"GTC","q":"0.00028400","p":"52789.10000000","P":"0.00000000","F":"0.00000000","g":-1,"C":"","x":"NEW","X":"NEW","r":"NONE","i":5340845958,"l":"0.00000000","z":"0.00000000","L":"0.00000000","n":"0","N":null,"T":1616627567900,"t":-1,"I":11388173160,"w":true,"m":false,"M":false,"O":1616627567900,"Z":"0.00000000","Y":"0.00000000","Q":"0.00000000"}}`)
expRes := order.Detail{
Price: 52789.1,
Amount: 0.00028400,
Exchange: "Binance",
ID: "5340845958",
ClientOrderID: "c4wyKsIhoAaittTYlIVLqk",
Side: order.Buy,
Type: order.Limit,
Status: order.New,
AssetType: asset.Spot,
Pair: currency.NewPair(currency.BTC, currency.USDT),
RemainingAmount: 0.000284,
Date: time.Unix(0, 1616627567900*int64(time.Millisecond)),
}
// empty the channel. otherwise mock_test will fail
for len(b.Websocket.DataHandler) > 0 {
<-b.Websocket.DataHandler
}
err := b.wsHandleData(payload)
if err != nil {
t.Fatal(err)
}
res := <-b.Websocket.DataHandler
switch r := res.(type) {
case *order.Detail:
if !reflect.DeepEqual(expRes, *r) {
t.Errorf("Results do not match:\nexpected: %v\nreceived: %v", expRes, *r)
}
default:
t.Fatalf("expected type order.Detail, found %T", res)
}
payload = []byte(`{"stream":"jTfvpakT2yT0hVIo5gYWVihZhdM2PrBgJUZ5PyfZ4EVpCkx4Uoxk5timcrQc","data":{"e":"executionReport","E":1616633041556,"s":"BTCUSDT","c":"YeULctvPAnHj5HXCQo9Mob","S":"BUY","o":"LIMIT","f":"GTC","q":"0.00028600","p":"52436.85000000","P":"0.00000000","F":"0.00000000","g":-1,"C":"","x":"TRADE","X":"FILLED","r":"NONE","i":5341783271,"l":"0.00028600","z":"0.00028600","L":"52436.85000000","n":"0.00000029","N":"BTC","T":1616633041555,"t":726946523,"I":11390206312,"w":false,"m":false,"M":true,"O":1616633041555,"Z":"14.99693910","Y":"14.99693910","Q":"0.00000000"}}`)
err = b.wsHandleData(payload)
if err != nil {
t.Fatal(err)
}
}
func TestWsOutboundAccountPosition(t *testing.T) {
t.Parallel()
payload := []byte(`{"stream":"jTfvpakT2yT0hVIo5gYWVihZhdM2PrBgJUZ5PyfZ4EVpCkx4Uoxk5timcrQc","data":{"e":"outboundAccountPosition","E":1616628815745,"u":1616628815745,"B":[{"a":"BTC","f":"0.00225109","l":"0.00123000"},{"a":"BNB","f":"0.00000000","l":"0.00000000"},{"a":"USDT","f":"54.43390661","l":"0.00000000"}]}}`)
err := b.wsHandleData(payload)
if err != nil {
t.Fatal(err)
}
}