Files
gocryptotrader/exchanges/bitmex/bitmex_test.go
Andrew 4a736fb335 (Exchange) Add GetHistoricCandles() & GetHistoricCandlesEx() support to exchanges (#479)
* implemented binance and bitfinex GetHistoricCandles wrapper methods)

* coinbene supported added

* after and before clean up

* gateio wrapper completed

* merged upstream/master

* Added bsaic KlineIntervalSupported() method

* Converted binance fixed test

* WIP

* new KlineConvertToExchangeStandardString method added

* end of day WIP

* WIP

* end of day WIP started migration of trade history

* added kline support to hitbtc huobi lbank

* added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method

* end of day WIP

* removed unused ta and misc changes to flag ready for review

* yobit cleanup

* revert coinbase changES

* general code clean up and added zb support

* poloniex support added

* renamed method to FormatExchangeKlineInterval other misc fixes

* linter fixes

* linter fixes

* removed verbose

* fixed poloniex test coverage

* revert poloniex mock data

* regenerated poloniex mock data

* a very verbose clean up

* binance mock clean up

* removed unneeded t.Log()

* setting verbose to true to debug CI issue

* first pass changes addressed

* common.ErrNotYetImplemented implemented :D

* comments added

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* increased test coverage added kraken support

* OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history

* convert zb ratelimits

* gofmt run on okcoin

* increased delay on rate limit

* gofmt package

* fixed panic with coinbene and bithumb if conversion fails

* very broken end of day WIP

* added support for GetHistoricCandlesEx to coinbase and binance

* gofmt package

* coinbase, btcmarkets, zb ex wrapper function added

* added all exchange support for ex regenerated mock data

* update bithumb to return wrapper method

* gofmt package

* end of day started work on changes

* reworked test coverage added okgroup support general fixes/change requests addressed

* Added OneMonth

* limit checks on supportedexchanges

* reverted getexchangehistory

* reworked binance tesT

* added workaround for kraken panic

* renamed command to extended removed interval check on non-implemented commands

* added wrapperconfig back

* increased test coverage for FormatExchangeKlineInterval

* WIP

* increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi

* linter fixes

* zb kraken lbank coinbene btcmarkets support added

* removed verbose

* OK group support for other asset types added

* swapped margin to use spot endpoint

* index support added test coverage added for asset types

* added asset type to okcoin test

* gofmt

* add asset to extended method

* removed verbose

* add support for coinbene swap increase test coverage

* removed verbose

* small clean up of okgroup wrapper functions

* verbose to troubleshoot CI issues

* removed verbose

* added error check reverted coinbasechanges

* readme updated

* removed unused start/finish started work on decoupling api requests from kline package

* restructured coinbene, bithumb methods, added bitstamp support

* kraken time fix

* BTCMarkets restructure

* typo fix

* removed test for futures due to contact changing

* added start/end date to extended method over range

* converted to assettranslator

* removed verbose

* removed invalid char

* reverted incorrectly removed return

* added import

* further template updates

* macos hates my keyboard :D

* misc canges

* x -> i

* removed verbose

* updated fixCasing to allocate var before checks

* removed time conversion

* sort all outgoing kline candles

* fixCasing fix

* after/before checks added

* added parallel to test

* logic check on BTCmarkets

* removed unused param, used correct iterator

* converted HitBTC to use time.Time

* add iszero false check to candle times

* updated resultlimit to 5000

* new line added

* added comment to exported const

* use configured ratelimit

* fixed pair for test

* panic fixed WIP on fixCasing

* fixCasing rework, started work on readme docs

* enable rate limiter for wrapper issues tool

* docs updated

* removed err from return and formatted currency

* updated Yobit supported status

* Updated HitBTC to use onehour candles due to test exeuction times

* added further details to gctcli output

* added link to docs

* added link to tempalte

* disable FTX websocket in config_example

* fix poloneix

* regenerated poloniex mock data

* removed recording flag
2020-07-08 10:51:54 +10:00

938 lines
32 KiB
Go

package bitmex
import (
"log"
"net/http"
"os"
"sync"
"testing"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"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/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// Please supply your own keys here for due diligence testing
const (
apiKey = ""
apiSecret = ""
canManipulateRealOrders = false
)
var b Bitmex
func TestMain(m *testing.M) {
b.SetDefaults()
cfg := config.GetConfig()
err := cfg.LoadConfig("../../testdata/configtest.json", true)
if err != nil {
log.Fatal("Bitmex load config error", err)
}
bitmexConfig, err := cfg.GetExchangeConfig("Bitmex")
if err != nil {
log.Fatal("Bitmex Setup() init error")
}
bitmexConfig.API.AuthenticatedSupport = true
bitmexConfig.API.AuthenticatedWebsocketSupport = true
bitmexConfig.API.Credentials.Key = apiKey
bitmexConfig.API.Credentials.Secret = apiSecret
err = b.Setup(bitmexConfig)
if err != nil {
log.Fatal("Bitmex setup error", err)
}
b.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
b.Websocket.TrafficAlert = sharedtestvalues.GetWebsocketStructChannelOverride()
os.Exit(m.Run())
}
func TestStart(t *testing.T) {
var testWg sync.WaitGroup
b.Start(&testWg)
testWg.Wait()
}
func TestGetUrgentAnnouncement(t *testing.T) {
_, err := b.GetUrgentAnnouncement()
if err == nil {
t.Error("GetUrgentAnnouncement() Expected error")
}
}
func TestGetAPIKeys(t *testing.T) {
_, err := b.GetAPIKeys()
if err == nil {
t.Error("GetAPIKeys() Expected error")
}
}
func TestRemoveAPIKey(t *testing.T) {
_, err := b.RemoveAPIKey(APIKeyParams{APIKeyID: "1337"})
if err == nil {
t.Error("RemoveAPIKey() Expected error")
}
}
func TestDisableAPIKey(t *testing.T) {
_, err := b.DisableAPIKey(APIKeyParams{APIKeyID: "1337"})
if err == nil {
t.Error("DisableAPIKey() Expected error")
}
}
func TestEnableAPIKey(t *testing.T) {
_, err := b.EnableAPIKey(APIKeyParams{APIKeyID: "1337"})
if err == nil {
t.Error("EnableAPIKey() Expected error")
}
}
func TestGetTrollboxMessages(t *testing.T) {
_, err := b.GetTrollboxMessages(ChatGetParams{Count: 5})
if err != nil {
t.Error("GetTrollboxMessages() error", err)
}
}
func TestSendTrollboxMessage(t *testing.T) {
_, err := b.SendTrollboxMessage(ChatSendParams{
ChannelID: 1337,
Message: "Hello,World!"})
if err == nil {
t.Error("SendTrollboxMessage() Expected error")
}
}
func TestGetTrollboxChannels(t *testing.T) {
_, err := b.GetTrollboxChannels()
if err != nil {
t.Error("GetTrollboxChannels() error", err)
}
}
func TestGetTrollboxConnectedUsers(t *testing.T) {
_, err := b.GetTrollboxConnectedUsers()
if err == nil {
t.Error("GetTrollboxConnectedUsers() Expected error")
}
}
func TestGetAccountExecutions(t *testing.T) {
_, err := b.GetAccountExecutions(&GenericRequestParams{})
if err == nil {
t.Error("GetAccountExecutions() Expected error")
}
}
func TestGetAccountExecutionTradeHistory(t *testing.T) {
_, err := b.GetAccountExecutionTradeHistory(&GenericRequestParams{})
if err == nil {
t.Error("GetAccountExecutionTradeHistory() Expected error")
}
}
func TestGetFundingHistory(t *testing.T) {
_, err := b.GetFundingHistory()
if err == nil {
t.Error("GetFundingHistory() Expected error")
}
}
func TestGetInstruments(t *testing.T) {
_, err := b.GetInstruments(&GenericRequestParams{})
if err != nil {
t.Error("GetInstruments() error", err)
}
}
func TestGetActiveInstruments(t *testing.T) {
_, err := b.GetActiveInstruments(&GenericRequestParams{})
if err != nil {
t.Error("GetActiveInstruments() error", err)
}
}
func TestGetActiveAndIndexInstruments(t *testing.T) {
_, err := b.GetActiveAndIndexInstruments()
if err != nil {
t.Error("GetActiveAndIndexInstruments() error", err)
}
}
func TestGetActiveIntervals(t *testing.T) {
_, err := b.GetActiveIntervals()
if err == nil {
t.Error("GetActiveIntervals() Expected error")
}
}
func TestGetCompositeIndex(t *testing.T) {
_, err := b.GetCompositeIndex(&GenericRequestParams{})
if err == nil {
t.Error("GetCompositeIndex() Expected error")
}
}
func TestGetIndices(t *testing.T) {
_, err := b.GetIndices()
if err != nil {
t.Error("GetIndices() error", err)
}
}
func TestGetInsuranceFundHistory(t *testing.T) {
_, err := b.GetInsuranceFundHistory(&GenericRequestParams{})
if err != nil {
t.Error("GetInsuranceFundHistory() error", err)
}
}
func TestGetLeaderboard(t *testing.T) {
_, err := b.GetLeaderboard(LeaderboardGetParams{})
if err != nil {
t.Error("GetLeaderboard() error", err)
}
}
func TestGetAliasOnLeaderboard(t *testing.T) {
_, err := b.GetAliasOnLeaderboard()
if err == nil {
t.Error("GetAliasOnLeaderboard() Expected error")
}
}
func TestGetLiquidationOrders(t *testing.T) {
_, err := b.GetLiquidationOrders(&GenericRequestParams{})
if err != nil {
t.Error("GetLiquidationOrders() error", err)
}
}
func TestGetCurrentNotifications(t *testing.T) {
_, err := b.GetCurrentNotifications()
if err == nil {
t.Error("GetCurrentNotifications() Expected error")
}
}
func TestAmendOrder(t *testing.T) {
_, err := b.AmendOrder(&OrderAmendParams{})
if err == nil {
t.Error("AmendOrder() Expected error")
}
}
func TestCreateOrder(t *testing.T) {
_, err := b.CreateOrder(&OrderNewParams{Symbol: "XBTM15",
Price: 219.0,
ClientOrderID: "mm_bitmex_1a/oemUeQ4CAJZgP3fjHsA",
OrderQuantity: 98})
if err == nil {
t.Error("CreateOrder() Expected error")
}
}
func TestCancelOrders(t *testing.T) {
_, err := b.CancelOrders(&OrderCancelParams{})
if err == nil {
t.Error("CancelOrders() Expected error")
}
}
func TestCancelAllOrders(t *testing.T) {
_, err := b.CancelAllExistingOrders(OrderCancelAllParams{})
if err == nil {
t.Error("CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error)", err)
}
}
func TestAmendBulkOrders(t *testing.T) {
_, err := b.AmendBulkOrders(OrderAmendBulkParams{})
if err == nil {
t.Error("AmendBulkOrders() Expected error")
}
}
func TestCreateBulkOrders(t *testing.T) {
_, err := b.CreateBulkOrders(OrderNewBulkParams{})
if err == nil {
t.Error("CreateBulkOrders() Expected error")
}
}
func TestCancelAllOrdersAfterTime(t *testing.T) {
_, err := b.CancelAllOrdersAfterTime(OrderCancelAllAfterParams{})
if err == nil {
t.Error("CancelAllOrdersAfterTime() Expected error")
}
}
func TestClosePosition(t *testing.T) {
_, err := b.ClosePosition(OrderClosePositionParams{})
if err == nil {
t.Error("ClosePosition() Expected error")
}
}
func TestGetOrderbook(t *testing.T) {
_, err := b.GetOrderbook(OrderBookGetL2Params{Symbol: "XBT"})
if err != nil {
t.Error("GetOrderbook() error", err)
}
}
func TestGetPositions(t *testing.T) {
_, err := b.GetPositions(PositionGetParams{})
if err == nil {
t.Error("GetPositions() Expected error")
}
}
func TestIsolatePosition(t *testing.T) {
_, err := b.IsolatePosition(PositionIsolateMarginParams{Symbol: "XBT"})
if err == nil {
t.Error("IsolatePosition() Expected error")
}
}
func TestLeveragePosition(t *testing.T) {
_, err := b.LeveragePosition(PositionUpdateLeverageParams{})
if err == nil {
t.Error("LeveragePosition() Expected error")
}
}
func TestUpdateRiskLimit(t *testing.T) {
_, err := b.UpdateRiskLimit(PositionUpdateRiskLimitParams{})
if err == nil {
t.Error("UpdateRiskLimit() Expected error")
}
}
func TestTransferMargin(t *testing.T) {
_, err := b.TransferMargin(PositionTransferIsolatedMarginParams{})
if err == nil {
t.Error("TransferMargin() Expected error")
}
}
func TestGetQuotesByBuckets(t *testing.T) {
_, err := b.GetQuotesByBuckets(&QuoteGetBucketedParams{})
if err == nil {
t.Error("GetQuotesByBuckets() Expected error")
}
}
func TestGetSettlementHistory(t *testing.T) {
_, err := b.GetSettlementHistory(&GenericRequestParams{})
if err != nil {
t.Error("GetSettlementHistory() error", err)
}
}
func TestGetStats(t *testing.T) {
_, err := b.GetStats()
if err != nil {
t.Error("GetStats() error", err)
}
}
func TestGetStatsHistorical(t *testing.T) {
_, err := b.GetStatsHistorical()
if err != nil {
t.Error("GetStatsHistorical() error", err)
}
}
func TestGetStatSummary(t *testing.T) {
_, err := b.GetStatSummary()
if err != nil {
t.Error("GetStatSummary() error", err)
}
}
func TestGetTrade(t *testing.T) {
_, err := b.GetTrade(&GenericRequestParams{
Symbol: "ETHUSD",
StartTime: time.Now().Format(time.RFC3339),
Reverse: true})
if err != nil {
t.Error("GetTrade() error", err)
}
}
func TestGetPreviousTrades(t *testing.T) {
_, err := b.GetPreviousTrades(&TradeGetBucketedParams{
Symbol: "XBTBTC",
Start: int32(time.Now().Add(-time.Hour * 24).Unix()),
Columns: "open,high,low,close,volume",
})
if err == nil {
t.Error("GetPreviousTrades() Expected error")
}
}
func setFeeBuilder() *exchange.FeeBuilder {
return &exchange.FeeBuilder{
Amount: 1,
FeeType: exchange.CryptocurrencyTradeFee,
Pair: currency.NewPair(currency.BTC, currency.LTC),
PurchasePrice: 1,
}
}
// TestGetFeeByTypeOfflineTradeFee logic test
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
var feeBuilder = setFeeBuilder()
b.GetFeeByType(feeBuilder)
if !areTestAPIKeysSet() {
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()
// CryptocurrencyTradeFee Basic
if resp, err := b.GetFee(feeBuilder); resp != float64(0.00075) || err != nil {
t.Error(err)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0.00075), resp)
}
// CryptocurrencyTradeFee High quantity
feeBuilder = setFeeBuilder()
feeBuilder.Amount = 1000
feeBuilder.PurchasePrice = 1000
if resp, err := b.GetFee(feeBuilder); resp != float64(750) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(750), resp)
t.Error(err)
}
// CryptocurrencyTradeFee IsMaker
feeBuilder = setFeeBuilder()
feeBuilder.IsMaker = true
if resp, err := b.GetFee(feeBuilder); resp != float64(0.0005) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0.0005), resp)
t.Error(err)
}
// CryptocurrencyTradeFee Negative purchase price
feeBuilder = setFeeBuilder()
feeBuilder.PurchasePrice = -1000
if resp, err := b.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// CryptocurrencyWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := b.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// CyptocurrencyDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CyptocurrencyDepositFee
if resp, err := b.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// InternationalBankDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankDepositFee
feeBuilder.FiatCurrency = currency.HKD
if resp, err := b.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// InternationalBankWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.FiatCurrency = currency.HKD
if resp, err := b.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
}
func TestFormatWithdrawPermissions(t *testing.T) {
expectedResult := exchange.AutoWithdrawCryptoWithAPIPermissionText + " & " + exchange.WithdrawCryptoWith2FAText +
" & " + exchange.WithdrawCryptoWithEmailText + " & " + exchange.NoFiatWithdrawalsText
withdrawPermissions := b.FormatWithdrawPermissions()
if withdrawPermissions != expectedResult {
t.Errorf("Expected: %s, Received: %s", expectedResult, withdrawPermissions)
}
}
func TestGetActiveOrders(t *testing.T) {
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
}
_, err := b.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) {
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
Pairs: []currency.Pair{currency.NewPair(currency.LTC,
currency.BTC)},
}
_, err := b.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 {
return b.ValidateAPICredentials()
}
func TestSubmitOrder(t *testing.T) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var orderSubmission = &order.Submit{
Pair: currency.Pair{
Base: currency.XBT,
Quote: currency.USD,
},
Side: order.Buy,
Type: order.Limit,
Price: 1,
Amount: 1,
ClientID: "meowOrder",
}
response, err := b.SubmitOrder(orderSubmission)
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) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = &order.Cancel{
ID: "123456789012345678901234567890123456",
WalletAddress: core.BitcoinDonationAddress,
AccountID: "1",
Pair: currencyPair,
}
err := b.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) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = &order.Cancel{
ID: "123456789012345678901234567890123456",
WalletAddress: core.BitcoinDonationAddress,
AccountID: "1",
Pair: currencyPair,
}
resp, err := b.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.Status) > 0 {
t.Errorf("%v orders failed to cancel", len(resp.Status))
}
}
func TestGetAccountInfo(t *testing.T) {
if areTestAPIKeysSet() {
_, err := b.UpdateAccountInfo()
if err != nil {
t.Error("GetAccountInfo() error", err)
}
} else {
_, err := b.UpdateAccountInfo()
if err == nil {
t.Error("GetAccountInfo() error")
}
}
}
func TestModifyOrder(t *testing.T) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
_, err := b.ModifyOrder(&order.Modify{ID: "1337"})
if err == nil {
t.Error("ModifyOrder() error")
}
}
func TestWithdraw(t *testing.T) {
withdrawCryptoRequest := withdraw.Request{
Crypto: &withdraw.CryptoRequest{
Address: core.BitcoinDonationAddress,
},
Amount: -1,
Currency: currency.BTC,
Description: "WITHDRAW IT ALL",
OneTimePassword: 000000,
}
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
_, err := b.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) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var withdrawFiatRequest = withdraw.Request{}
_, err := b.WithdrawFiatFunds(&withdrawFiatRequest)
if err != common.ErrFunctionNotSupported {
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
}
}
func TestWithdrawInternationalBank(t *testing.T) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var withdrawFiatRequest = withdraw.Request{}
_, err := b.WithdrawFiatFundsToInternationalBank(&withdrawFiatRequest)
if err != common.ErrFunctionNotSupported {
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
}
}
func TestGetDepositAddress(t *testing.T) {
if areTestAPIKeysSet() {
_, err := b.GetDepositAddress(currency.BTC, "")
if err != nil {
t.Error("GetDepositAddress() error", err)
}
} else {
_, err := b.GetDepositAddress(currency.BTC, "")
if err == nil {
t.Error("GetDepositAddress() error cannot be nil")
}
}
}
// TestWsAuth dials websocket, sends login request.
func TestWsAuth(t *testing.T) {
if !b.Websocket.IsEnabled() && !b.API.AuthenticatedWebsocketSupport || !areTestAPIKeysSet() {
t.Skip(wshandler.WebsocketNotEnabled)
}
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
Verbose: b.Verbose,
ResponseMaxLimit: exchange.DefaultWebsocketResponseMaxLimit,
ResponseCheckTimeout: exchange.DefaultWebsocketResponseCheckTimeout,
}
var dialer websocket.Dialer
err := b.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
t.Fatal(err)
}
go b.wsReadData()
err = b.websocketSendAuth()
if err != nil {
t.Fatal(err)
}
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {
case resp := <-b.Websocket.DataHandler:
if !resp.(WebsocketSubscribeResp).Success {
t.Error("Expected successful subscription")
}
case <-timer.C:
t.Error("Have not received a response")
}
timer.Stop()
}
func TestWsPositionUpdate(t *testing.T) {
pressXToJSON := []byte(`{"table":"position",
"action":"update",
"data":[{
"account":2,"symbol":"ETHUSD","currency":"XBt",
"currentTimestamp":"2017-04-04T22:07:42.442Z", "currentQty":1,"markPrice":1136.88,"markValue":-87960,
"riskValue":87960,"homeNotional":0.0008796,"posState":"Liquidation","maintMargin":263,
"unrealisedGrossPnl":-677,"unrealisedPnl":-677,"unrealisedPnlPcnt":-0.0078,"unrealisedRoePcnt":-0.7756,
"simpleQty":0.001,"liquidationPrice":1140.1, "timestamp":"2017-04-04T22:07:45.442Z"
}]}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWsInsertExectuionUpdate(t *testing.T) {
pressXToJSON := []byte(`{"table":"execution",
"action":"insert",
"data":[{
"execID":"0193e879-cb6f-2891-d099-2c4eb40fee21",
"orderID":"00000000-0000-0000-0000-000000000000","clOrdID":"","clOrdLinkID":"","account":2,"symbol":"ETHUSD",
"side":"Sell","lastQty":1,"lastPx":1134.37,"underlyingLastPx":null,"lastMkt":"XBME",
"lastLiquidityInd":"RemovedLiquidity", "simpleOrderQty":null,"orderQty":1,"price":1134.37,"displayQty":null,
"stopPx":null,"pegOffsetValue":null,"pegPriceType":"","currency":"USD","settlCurrency":"XBt",
"execType":"Trade","ordType":"Limit","timeInForce":"ImmediateOrCancel","execInst":"",
"contingencyType":"","exDestination":"XBME","ordStatus":"Filled","triggered":"","workingIndicator":false,
"ordRejReason":"","simpleLeavesQty":0,"leavesQty":0,"simpleCumQty":0.001,"cumQty":1,"avgPx":1134.37,
"commission":0.00075,"tradePublishIndicator":"DoNotPublishTrade","multiLegReportingType":"SingleSecurity",
"text":"Liquidation","trdMatchID":"7f4ab7f6-0006-3234-76f4-ae1385aad00f","execCost":88155,"execComm":66,
"homeNotional":-0.00088155,"foreignNotional":1,"transactTime":"2017-04-04T22:07:46.035Z",
"timestamp":"2017-04-04T22:07:46.035Z"
}]}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWSConnectionHandling(t *testing.T) {
pressXToJSON := []byte(`{"info":"Welcome to the BitMEX Realtime API.","version":"1.1.0",
"timestamp":"2015-01-18T10:14:06.802Z","docs":"https://www.bitmex.com/app/wsAPI","heartbeatEnabled":false}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWSSubscriptionHandling(t *testing.T) {
pressXToJSON := []byte(`{"success":true,"subscribe":"trade:ETHUSD",
"request":{"op":"subscribe","args":["trade:ETHUSD","instrument:ETHUSD"]}}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWSPositionUpdateHandling(t *testing.T) {
pressXToJSON := []byte(`{"table":"position",
"action":"update",
"data":[{
"account":2,"symbol":"ETHUSD","currency":"XBt","currentQty":1,
"markPrice":1136.88,"posState":"Liquidated","simpleQty":0.001,"liquidationPrice":1140.1,"bankruptPrice":1134.37,
"timestamp":"2017-04-04T22:07:46.019Z"
}]}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
pressXToJSON = []byte(`{"table":"position",
"action":"update",
"data":[{
"account":2,"symbol":"ETHUSD","currency":"XBt",
"deleveragePercentile":null,"rebalancedPnl":1003,"prevRealisedPnl":-1003,"execSellQty":1,
"execSellCost":88155,"execQty":0,"execCost":872,"execComm":131,"currentTimestamp":"2017-04-04T22:07:46.140Z",
"currentQty":0,"currentCost":872,"currentComm":131,"realisedCost":872,"unrealisedCost":0,"grossExecCost":0,
"isOpen":false,"markPrice":null,"markValue":0,"riskValue":0,"homeNotional":0,"foreignNotional":0,"posState":"",
"posCost":0,"posCost2":0,"posInit":0,"posComm":0,"posMargin":0,"posMaint":0,"maintMargin":0,
"realisedGrossPnl":-872,"realisedPnl":-1003,"unrealisedGrossPnl":0,"unrealisedPnl":0,
"unrealisedPnlPcnt":0,"unrealisedRoePcnt":0,"simpleQty":0,"simpleCost":0,"simpleValue":0,"avgCostPrice":null,
"avgEntryPrice":null,"breakEvenPrice":null,"marginCallPrice":null,"liquidationPrice":null,"bankruptPrice":null,
"timestamp":"2017-04-04T22:07:46.140Z"
}]}`)
err = b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWSOrderbookHandling(t *testing.T) {
b.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
pressXToJSON := []byte(`{
"table":"orderBookL2_25",
"keys":["symbol","id","side"],
"types":{"id":"long","price":"float","side":"symbol","size":"long","symbol":"symbol"},
"foreignKeys":{"side":"side","symbol":"instrument"},
"attributes":{"id":"sorted","symbol":"grouped"},
"action":"partial",
"data":[
{"symbol":"ETHUSD","id":17999992000,"side":"Sell","size":100,"price":80},
{"symbol":"ETHUSD","id":17999993000,"side":"Sell","size":20,"price":70},
{"symbol":"ETHUSD","id":17999994000,"side":"Sell","size":10,"price":60},
{"symbol":"ETHUSD","id":17999995000,"side":"Buy","size":10,"price":50},
{"symbol":"ETHUSD","id":17999996000,"side":"Buy","size":20,"price":40},
{"symbol":"ETHUSD","id":17999997000,"side":"Buy","size":100,"price":30}
]
}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
pressXToJSON = []byte(`{
"table":"orderBookL2_25",
"action":"update",
"data":[
{"symbol":"ETHUSD","id":17999995000,"side":"Buy","size":5}
]
}`)
err = b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
pressXToJSON = []byte(`{
"table":"orderBookL2_25",
"action":"update",
"data":[
]
}`)
err = b.wsHandleData(pressXToJSON)
if err == nil {
t.Error("Expected error")
}
pressXToJSON = []byte(`{
"table":"orderBookL2_25",
"action":"delete",
"data":[
{"symbol":"ETHUSD","id":17999995000,"side":"Buy"}
]
}`)
err = b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
pressXToJSON = []byte(`{
"table":"orderBookL2_25",
"action":"delete",
"data":[
{"symbol":"ETHUSD","id":17999995000,"side":"Buy"}
]
}`)
err = b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWSDeleveragePositionUpdateHandling(t *testing.T) {
b.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
pressXToJSON := []byte(`{"table":"position",
"action":"update",
"data":[{
"account":2,"symbol":"ETHUSD","currency":"XBt","currentQty":2000,
"markPrice":1160.72,"posState":"Deleverage","simpleQty":1.746,"liquidationPrice":1140.1,
"timestamp":"2017-04-04T22:16:38.460Z"
}]}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
pressXToJSON = []byte(`{"table":"position",
"action":"update",
"data":[{
"account":2,"symbol":"ETHUSD","currency":"XBt",
"deleveragePercentile":null,"rebalancedPnl":-2171150,"prevRealisedPnl":2172153,"execSellQty":2001,
"execSellCost":172394155,"execQty":0,"execCost":-2259128,"execComm":87978,
"currentTimestamp":"2017-04-04T22:16:38.547Z","currentQty":0,"currentCost":-2259128,
"currentComm":87978,"realisedCost":-2259128,"unrealisedCost":0,"grossExecCost":0,"isOpen":false,
"markPrice":null,"markValue":0,"riskValue":0,"homeNotional":0,"foreignNotional":0,"posState":"","posCost":0,
"posCost2":0,"posInit":0,"posComm":0,"posMargin":0,"posMaint":0,"maintMargin":0,"realisedGrossPnl":2259128,
"realisedPnl":2171150,"unrealisedGrossPnl":0,"unrealisedPnl":0,"unrealisedPnlPcnt":0,"unrealisedRoePcnt":0,
"simpleQty":0,"simpleCost":0,"simpleValue":0,"simplePnl":0,"simplePnlPcnt":0,"avgCostPrice":null,
"avgEntryPrice":null,"breakEvenPrice":null,"marginCallPrice":null,"liquidationPrice":null,"bankruptPrice":null,
"timestamp":"2017-04-04T22:16:38.547Z"
}]}`)
err = b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWSDeleverageExecutionInsertHandling(t *testing.T) {
pressXToJSON := []byte(`{"table":"execution",
"action":"insert",
"data":[{
"execID":"20ad1ff4-c110-a4f2-dd31-f94eaa0701fd",
"orderID":"00000000-0000-0000-0000-000000000000","clOrdID":"","clOrdLinkID":"","account":2,"symbol":"ETHUSD",
"side":"Sell","lastQty":2000,"lastPx":1160.72,"underlyingLastPx":null,"lastMkt":"XBME",
"lastLiquidityInd":"AddedLiquidity","simpleOrderQty":null,"orderQty":2000,"price":1160.72,"displayQty":null,
"stopPx":null,"pegOffsetValue":null,"pegPriceType":"","currency":"USD","settlCurrency":"XBt","execType":"Trade",
"ordType":"Limit","timeInForce":"GoodTillCancel","execInst":"","contingencyType":"","exDestination":"XBME",
"ordStatus":"Filled","triggered":"","workingIndicator":false,"ordRejReason":"",
"simpleLeavesQty":0,"leavesQty":0,"simpleCumQty":1.746,"cumQty":2000,"avgPx":1160.72,"commission":-0.00025,
"tradePublishIndicator":"PublishTrade","multiLegReportingType":"SingleSecurity","text":"Deleverage",
"trdMatchID":"1e849b8a-7e88-3c67-a93f-cc654d40e8ba","execCost":172306000,"execComm":-43077,
"homeNotional":-1.72306,"foreignNotional":2000,"transactTime":"2017-04-04T22:16:38.472Z",
"timestamp":"2017-04-04T22:16:38.472Z"
}]}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}
func TestWsTrades(t *testing.T) {
pressXToJSON := []byte(`{"table":"trade","action":"insert","data":[{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.3,"tickDirection":"MinusTick","trdMatchID":"c427f7a0-6b26-1e10-5c4e-1bd74daf2a73","grossValue":2583000,"homeNotional":0.9904912836767037,"foreignNotional":255.84389857369254},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.3,"tickDirection":"ZeroMinusTick","trdMatchID":"95eb9155-b58c-70e9-44b7-34efe50302e0","grossValue":2583000,"homeNotional":0.9904912836767037,"foreignNotional":255.84389857369254},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.3,"tickDirection":"ZeroMinusTick","trdMatchID":"e607c187-f25c-86bc-cb39-8afff7aaf2d9","grossValue":2583000,"homeNotional":0.9904912836767037,"foreignNotional":255.84389857369254},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":17,"price":258.3,"tickDirection":"ZeroMinusTick","trdMatchID":"0f076814-a57d-9a59-8063-ad6b823a80ac","grossValue":439110,"homeNotional":0.1683835182250396,"foreignNotional":43.49346275752773},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.25,"tickDirection":"MinusTick","trdMatchID":"f4ef3dfd-51c4-538f-37c1-e5071ba1c75d","grossValue":2582500,"homeNotional":0.9904912836767037,"foreignNotional":255.79437400950872},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"81ef136b-8f4a-b1cf-78a8-fffbfa89bf40","grossValue":2582500,"homeNotional":0.9904912836767037,"foreignNotional":255.79437400950872},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"65a87e8c-7563-34a4-d040-94e8513c5401","grossValue":2582500,"homeNotional":0.9904912836767037,"foreignNotional":255.79437400950872},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":15,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"1d11a74e-a157-3f33-036d-35a101fba50b","grossValue":387375,"homeNotional":0.14857369255150554,"foreignNotional":38.369156101426306},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":1,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"40d49df1-f018-f66f-4ca5-31d4997641d7","grossValue":25825,"homeNotional":0.009904912836767036,"foreignNotional":2.5579437400950873},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.2,"tickDirection":"MinusTick","trdMatchID":"36135b51-73e5-c007-362b-a55be5830c6b","grossValue":2582000,"homeNotional":0.9904912836767037,"foreignNotional":255.7448494453249},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"6ee19edb-99aa-3030-ba63-933ffb347ade","grossValue":2582000,"homeNotional":0.9904912836767037,"foreignNotional":255.7448494453249},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"d44be603-cdb8-d676-e3e2-f91fb12b2a70","grossValue":2582000,"homeNotional":0.9904912836767037,"foreignNotional":255.7448494453249},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":5,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"a14b43b3-50b4-c075-c54d-dfb0165de33d","grossValue":129100,"homeNotional":0.04952456418383518,"foreignNotional":12.787242472266245},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":8,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"3c30e175-5194-320c-8f8c-01636c2f4a32","grossValue":206560,"homeNotional":0.07923930269413629,"foreignNotional":20.45958795562599},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":50,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"5b803378-760b-4919-21fc-bfb275d39ace","grossValue":1291000,"homeNotional":0.49524564183835185,"foreignNotional":127.87242472266244},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":244,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"cf57fec1-c444-b9e5-5e2d-4fb643f4fdb7","grossValue":6300080,"homeNotional":2.416798732171157,"foreignNotional":624.0174326465927}]}`)
err := b.wsHandleData(pressXToJSON)
if err != nil {
t.Error(err)
}
}