mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-21 23:16:49 +00:00
* Exchanges: Allow empty batches in ParallelChanOp
In keeping with both common.Batch and "It's not my responsibility",
ParallelChanOp should just do nothing when given an empty list (and
implicitly an empty batch size.
Whatever it's going to do, it'll delegate to common.Batch,
and this allows us to just inline calls:
```
return common.AppendError(
b.ParallelChanOp(subs.Public(), func(l subscription.List) error { return b.manageSubs(wsSubscribeMethod, l, wsPublicStream) }, len(subs)),
b.ParallelChanOp(subs.Private(), func(l subscription.List) error { return b.manageSubs(wsSubscribeMethod, l, wsPrivateStream) }, len(subs)),
)
```
* Bitmex: Test config updates
* Bitmex: Sub Templating
* Bitmex: Enable websocket for tests
* Bitmex: Handle subscription errors
This switches to multiplexing so that we know which errors belong to
which stream, particularly for the auth attempt
* Bitmex: Fix ws order side err going to data stream
Shouldn't fall into classification error if it's actually a parsing
error
1376 lines
46 KiB
Go
1376 lines
46 KiB
Go
package bitmex
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import (
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"context"
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"errors"
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"log"
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"net/http"
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"os"
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"testing"
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"time"
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"github.com/gorilla/websocket"
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"github.com/stretchr/testify/assert"
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"github.com/stretchr/testify/require"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/key"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/core"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
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testexch "github.com/thrasher-corp/gocryptotrader/internal/testing/exchange"
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testsubs "github.com/thrasher-corp/gocryptotrader/internal/testing/subscriptions"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// Please supply your own keys here for due diligence testing
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const (
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apiKey = ""
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apiSecret = ""
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canManipulateRealOrders = false
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)
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var b = &Bitmex{}
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func TestMain(m *testing.M) {
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b.SetDefaults()
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cfg := config.GetConfig()
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err := cfg.LoadConfig("../../testdata/configtest.json", true)
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if err != nil {
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log.Fatal("Bitmex load config error", err)
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}
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bitmexConfig, err := cfg.GetExchangeConfig("Bitmex")
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if err != nil {
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log.Fatal("Bitmex Setup() init error")
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}
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bitmexConfig.API.AuthenticatedSupport = true
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bitmexConfig.API.AuthenticatedWebsocketSupport = true
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bitmexConfig.API.Credentials.Key = apiKey
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bitmexConfig.API.Credentials.Secret = apiSecret
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b.Websocket = sharedtestvalues.NewTestWebsocket()
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err = b.Setup(bitmexConfig)
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if err != nil {
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log.Fatal("Bitmex setup error", err)
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}
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os.Exit(m.Run())
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}
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func TestGetFullFundingHistory(t *testing.T) {
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t.Parallel()
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_, err := b.GetFullFundingHistory(context.Background(),
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"", "", "", "", "", true, time.Now().Add(-time.Minute), time.Now())
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if err != nil {
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t.Error(err)
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}
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_, err = b.GetFullFundingHistory(context.Background(),
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"LTCUSD", "1", "", "", "", true, time.Now().Add(-time.Minute), time.Now())
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if err != nil {
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t.Error(err)
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}
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}
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func TestGetUrgentAnnouncement(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.GetUrgentAnnouncement(context.Background())
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if err == nil {
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t.Error("GetUrgentAnnouncement() Expected error")
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}
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}
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func TestGetAPIKeys(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.GetAPIKeys(context.Background())
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if err == nil {
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t.Error("GetAPIKeys() Expected error")
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}
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}
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func TestRemoveAPIKey(t *testing.T) {
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t.Parallel()
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_, err := b.RemoveAPIKey(context.Background(), APIKeyParams{APIKeyID: "1337"})
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if err == nil {
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t.Error("RemoveAPIKey() Expected error")
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}
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}
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func TestDisableAPIKey(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.DisableAPIKey(context.Background(), APIKeyParams{APIKeyID: "1337"})
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if err == nil {
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t.Error("DisableAPIKey() Expected error")
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}
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}
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func TestEnableAPIKey(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.EnableAPIKey(context.Background(), APIKeyParams{APIKeyID: "1337"})
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if err == nil {
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t.Error("EnableAPIKey() Expected error")
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}
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}
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func TestGetTrollboxMessages(t *testing.T) {
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t.Parallel()
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_, err := b.GetTrollboxMessages(context.Background(), ChatGetParams{Count: 1})
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if err != nil {
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t.Error("GetTrollboxMessages() error", err)
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}
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}
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func TestSendTrollboxMessage(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.SendTrollboxMessage(context.Background(),
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ChatSendParams{
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ChannelID: 1337,
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Message: "Hello,World!"})
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if err == nil {
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t.Error("SendTrollboxMessage() Expected error")
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}
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}
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func TestGetTrollboxChannels(t *testing.T) {
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t.Parallel()
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_, err := b.GetTrollboxChannels(context.Background())
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if err != nil {
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t.Error("GetTrollboxChannels() error", err)
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}
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}
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func TestGetTrollboxConnectedUsers(t *testing.T) {
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t.Parallel()
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_, err := b.GetTrollboxConnectedUsers(context.Background())
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if err != nil {
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t.Error("GetTrollboxConnectedUsers() error", err)
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}
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}
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func TestGetAccountExecutions(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.GetAccountExecutions(context.Background(),
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&GenericRequestParams{})
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if err == nil {
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t.Error("GetAccountExecutions() Expected error")
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}
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}
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func TestGetAccountExecutionTradeHistory(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.GetAccountExecutionTradeHistory(context.Background(),
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&GenericRequestParams{})
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if err == nil {
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t.Error("GetAccountExecutionTradeHistory() Expected error")
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}
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}
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func TestGetFundingHistory(t *testing.T) {
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t.Parallel()
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_, err := b.GetAccountFundingHistory(context.Background())
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if err == nil {
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t.Error("GetAccountFundingHistory() Expected error")
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}
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}
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func TestGetInstruments(t *testing.T) {
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t.Parallel()
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_, err := b.GetInstruments(context.Background(),
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&GenericRequestParams{
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Symbol: "XRPUSD",
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})
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if err != nil {
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t.Error("GetInstruments() error", err)
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}
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}
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func TestGetActiveInstruments(t *testing.T) {
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t.Parallel()
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_, err := b.GetActiveInstruments(context.Background(),
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&GenericRequestParams{})
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if err != nil {
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t.Error("GetActiveInstruments() error", err)
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}
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}
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func TestGetActiveAndIndexInstruments(t *testing.T) {
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t.Parallel()
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_, err := b.GetActiveAndIndexInstruments(context.Background())
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if err != nil {
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t.Error("GetActiveAndIndexInstruments() error", err)
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}
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}
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func TestGetActiveIntervals(t *testing.T) {
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t.Parallel()
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_, err := b.GetActiveIntervals(context.Background())
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if err != nil {
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t.Error("GetActiveIntervals() error", err)
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}
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}
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func TestGetCompositeIndex(t *testing.T) {
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t.Parallel()
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_, err := b.GetCompositeIndex(context.Background(),
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".XBT", "", "", "", "", "", time.Time{}, time.Time{})
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if err != nil {
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t.Error("GetCompositeIndex() Expected error", err)
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}
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}
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func TestGetIndices(t *testing.T) {
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t.Parallel()
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_, err := b.GetIndices(context.Background())
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if err != nil {
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t.Error("GetIndices() error", err)
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}
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}
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func TestGetInsuranceFundHistory(t *testing.T) {
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t.Parallel()
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_, err := b.GetInsuranceFundHistory(context.Background(),
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&GenericRequestParams{})
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if err != nil {
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t.Error("GetInsuranceFundHistory() error", err)
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}
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}
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func TestGetLeaderboard(t *testing.T) {
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t.Parallel()
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_, err := b.GetLeaderboard(context.Background(), LeaderboardGetParams{})
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if err != nil {
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t.Error("GetLeaderboard() error", err)
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}
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}
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func TestGetAliasOnLeaderboard(t *testing.T) {
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t.Parallel()
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_, err := b.GetAliasOnLeaderboard(context.Background())
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if err == nil {
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t.Error("GetAliasOnLeaderboard() Expected error")
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}
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}
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func TestGetLiquidationOrders(t *testing.T) {
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t.Parallel()
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_, err := b.GetLiquidationOrders(context.Background(),
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&GenericRequestParams{})
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if err != nil {
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t.Error("GetLiquidationOrders() error", err)
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}
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}
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func TestGetCurrentNotifications(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.GetCurrentNotifications(context.Background())
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if err == nil {
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t.Error("GetCurrentNotifications() Expected error")
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}
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}
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func TestAmendOrder(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.AmendOrder(context.Background(), &OrderAmendParams{})
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if err == nil {
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t.Error("AmendOrder() Expected error")
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}
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}
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func TestCreateOrder(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.CreateOrder(context.Background(),
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&OrderNewParams{Symbol: "XBTM15",
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Price: 219.0,
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ClientOrderID: "mm_bitmex_1a/oemUeQ4CAJZgP3fjHsA",
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OrderQuantity: 98})
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if err == nil {
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t.Error("CreateOrder() Expected error")
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}
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}
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func TestCancelOrders(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.CancelOrders(context.Background(), &OrderCancelParams{})
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if err == nil {
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t.Error("CancelOrders() Expected error")
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}
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}
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func TestCancelAllOrders(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.CancelAllExistingOrders(context.Background(),
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OrderCancelAllParams{})
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if err == nil {
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t.Error("CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error)", err)
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}
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}
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func TestAmendBulkOrders(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.AmendBulkOrders(context.Background(), OrderAmendBulkParams{})
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if err == nil {
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t.Error("AmendBulkOrders() Expected error")
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}
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}
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func TestCreateBulkOrders(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.CreateBulkOrders(context.Background(), OrderNewBulkParams{})
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if err == nil {
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t.Error("CreateBulkOrders() Expected error")
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}
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}
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func TestCancelAllOrdersAfterTime(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
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_, err := b.CancelAllOrdersAfterTime(context.Background(),
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OrderCancelAllAfterParams{})
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if err == nil {
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t.Error("CancelAllOrdersAfterTime() Expected error")
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}
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}
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func TestClosePosition(t *testing.T) {
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t.Parallel()
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_, err := b.ClosePosition(context.Background(), OrderClosePositionParams{})
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if err == nil {
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t.Error("ClosePosition() Expected error")
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}
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}
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func TestGetOrderbook(t *testing.T) {
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t.Parallel()
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_, err := b.GetOrderbook(context.Background(),
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OrderBookGetL2Params{Symbol: "XBT"})
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if err != nil {
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t.Error("GetOrderbook() error", err)
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}
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}
|
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|
|
func TestGetPositions(t *testing.T) {
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t.Parallel()
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_, err := b.GetPositions(context.Background(), PositionGetParams{})
|
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if err == nil {
|
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t.Error("GetPositions() Expected error")
|
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}
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}
|
|
|
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func TestIsolatePosition(t *testing.T) {
|
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t.Parallel()
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_, err := b.IsolatePosition(context.Background(),
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PositionIsolateMarginParams{Symbol: "XBT"})
|
|
if err == nil {
|
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t.Error("IsolatePosition() Expected error")
|
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}
|
|
}
|
|
|
|
func TestLeveragePosition(t *testing.T) {
|
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t.Parallel()
|
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_, err := b.LeveragePosition(context.Background(),
|
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PositionUpdateLeverageParams{})
|
|
if err == nil {
|
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t.Error("LeveragePosition() Expected error")
|
|
}
|
|
}
|
|
|
|
func TestUpdateRiskLimit(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.UpdateRiskLimit(context.Background(),
|
|
PositionUpdateRiskLimitParams{})
|
|
if err == nil {
|
|
t.Error("UpdateRiskLimit() Expected error")
|
|
}
|
|
}
|
|
|
|
func TestTransferMargin(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.TransferMargin(context.Background(),
|
|
PositionTransferIsolatedMarginParams{})
|
|
if err == nil {
|
|
t.Error("TransferMargin() Expected error")
|
|
}
|
|
}
|
|
|
|
func TestGetQuotesByBuckets(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.GetQuotesByBuckets(context.Background(),
|
|
&QuoteGetBucketedParams{})
|
|
if err == nil {
|
|
t.Error("GetQuotesByBuckets() Expected error")
|
|
}
|
|
}
|
|
|
|
func TestGetSettlementHistory(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.GetSettlementHistory(context.Background(),
|
|
&GenericRequestParams{})
|
|
if err != nil {
|
|
t.Error("GetSettlementHistory() error", err)
|
|
}
|
|
}
|
|
|
|
func TestGetStats(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.GetStats(context.Background())
|
|
if err != nil {
|
|
t.Error("GetStats() error", err)
|
|
}
|
|
}
|
|
|
|
func TestGetStatsHistorical(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.GetStatsHistorical(context.Background())
|
|
if err != nil {
|
|
t.Error("GetStatsHistorical() error", err)
|
|
}
|
|
}
|
|
|
|
func TestGetStatSummary(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.GetStatSummary(context.Background())
|
|
if err != nil {
|
|
t.Error("GetStatSummary() error", err)
|
|
}
|
|
}
|
|
|
|
func TestGetTrade(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.GetTrade(context.Background(),
|
|
&GenericRequestParams{
|
|
Symbol: "XBT",
|
|
Reverse: false,
|
|
StartTime: time.Now().Add(-time.Minute).Format(time.RFC3339),
|
|
})
|
|
if err != nil {
|
|
t.Error("GetTrade() error", err)
|
|
}
|
|
}
|
|
|
|
func TestGetPreviousTrades(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.GetPreviousTrades(context.Background(),
|
|
&TradeGetBucketedParams{
|
|
Symbol: "XBTBTC",
|
|
Start: int32(time.Now().Add(-time.Hour).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) {
|
|
t.Parallel()
|
|
var feeBuilder = setFeeBuilder()
|
|
_, err := b.GetFeeByType(context.Background(), feeBuilder)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
if !sharedtestvalues.AreAPICredentialsSet(b) {
|
|
if feeBuilder.FeeType != exchange.OfflineTradeFee {
|
|
t.Errorf("Expected %v, received %v", exchange.OfflineTradeFee, feeBuilder.FeeType)
|
|
}
|
|
} else {
|
|
if feeBuilder.FeeType != exchange.CryptocurrencyTradeFee {
|
|
t.Errorf("Expected %v, received %v", exchange.CryptocurrencyTradeFee, feeBuilder.FeeType)
|
|
}
|
|
}
|
|
}
|
|
|
|
func TestGetFee(t *testing.T) {
|
|
t.Parallel()
|
|
var feeBuilder = setFeeBuilder()
|
|
// CryptocurrencyTradeFee Basic
|
|
if _, 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.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) {
|
|
t.Parallel()
|
|
var getOrdersRequest = order.MultiOrderRequest{
|
|
Type: order.AnyType,
|
|
AssetType: asset.Spot,
|
|
Side: order.AnySide,
|
|
}
|
|
|
|
_, err := b.GetActiveOrders(context.Background(), &getOrdersRequest)
|
|
if sharedtestvalues.AreAPICredentialsSet(b) && err != nil {
|
|
t.Errorf("Could not get open orders: %s", err)
|
|
} else if !sharedtestvalues.AreAPICredentialsSet(b) && err == nil {
|
|
t.Error("Expecting an error when no keys are set")
|
|
}
|
|
}
|
|
|
|
func TestGetOrderHistory(t *testing.T) {
|
|
t.Parallel()
|
|
var getOrdersRequest = order.MultiOrderRequest{
|
|
Type: order.AnyType,
|
|
Pairs: []currency.Pair{currency.NewPair(currency.LTC, currency.BTC)},
|
|
AssetType: asset.Spot,
|
|
Side: order.AnySide,
|
|
}
|
|
|
|
_, err := b.GetOrderHistory(context.Background(), &getOrdersRequest)
|
|
if sharedtestvalues.AreAPICredentialsSet(b) && err != nil {
|
|
t.Errorf("Could not get order history: %s", err)
|
|
} else if !sharedtestvalues.AreAPICredentialsSet(b) && 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 TestSubmitOrder(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
|
|
|
|
var orderSubmission = &order.Submit{
|
|
Exchange: b.Name,
|
|
Pair: currency.Pair{
|
|
Base: currency.XBT,
|
|
Quote: currency.USD,
|
|
},
|
|
Side: order.Buy,
|
|
Type: order.Limit,
|
|
Price: 1,
|
|
Amount: 1,
|
|
ClientID: "meowOrder",
|
|
AssetType: asset.Futures,
|
|
}
|
|
response, err := b.SubmitOrder(context.Background(), orderSubmission)
|
|
if sharedtestvalues.AreAPICredentialsSet(b) && (err != nil || response.Status != order.New) {
|
|
t.Errorf("Order failed to be placed: %v", err)
|
|
} else if !sharedtestvalues.AreAPICredentialsSet(b) && err == nil {
|
|
t.Error("Expecting an error when no keys are set")
|
|
}
|
|
}
|
|
|
|
func TestCancelExchangeOrder(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
|
|
|
|
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
|
|
var orderCancellation = &order.Cancel{
|
|
OrderID: "123456789012345678901234567890123456",
|
|
WalletAddress: core.BitcoinDonationAddress,
|
|
AccountID: "1",
|
|
Pair: currencyPair,
|
|
AssetType: asset.Futures,
|
|
}
|
|
|
|
err := b.CancelOrder(context.Background(), orderCancellation)
|
|
if !sharedtestvalues.AreAPICredentialsSet(b) && err == nil {
|
|
t.Error("Expecting an error when no keys are set")
|
|
}
|
|
if sharedtestvalues.AreAPICredentialsSet(b) && err != nil {
|
|
t.Errorf("Could not cancel orders: %v", err)
|
|
}
|
|
}
|
|
|
|
func TestCancelAllExchangeOrders(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
|
|
|
|
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
|
|
var orderCancellation = &order.Cancel{
|
|
OrderID: "123456789012345678901234567890123456",
|
|
WalletAddress: core.BitcoinDonationAddress,
|
|
AccountID: "1",
|
|
Pair: currencyPair,
|
|
AssetType: asset.Futures,
|
|
}
|
|
|
|
resp, err := b.CancelAllOrders(context.Background(), orderCancellation)
|
|
|
|
if !sharedtestvalues.AreAPICredentialsSet(b) && err == nil {
|
|
t.Error("Expecting an error when no keys are set")
|
|
}
|
|
if sharedtestvalues.AreAPICredentialsSet(b) && 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) {
|
|
t.Parallel()
|
|
if sharedtestvalues.AreAPICredentialsSet(b) {
|
|
_, err := b.UpdateAccountInfo(context.Background(), asset.Spot)
|
|
if err != nil {
|
|
t.Error("GetAccountInfo(spot) error", err)
|
|
}
|
|
|
|
_, err = b.UpdateAccountInfo(context.Background(), asset.Futures)
|
|
if err != nil {
|
|
t.Error("GetAccountInfo(futures) error", err)
|
|
}
|
|
} else {
|
|
_, err := b.UpdateAccountInfo(context.Background(), asset.Spot)
|
|
if err == nil {
|
|
t.Error("GetAccountInfo() error")
|
|
}
|
|
|
|
_, err = b.UpdateAccountInfo(context.Background(), asset.Futures)
|
|
if err == nil {
|
|
t.Error("GetAccountInfo(futures) error")
|
|
}
|
|
}
|
|
}
|
|
|
|
func TestModifyOrder(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
|
|
_, err := b.ModifyOrder(context.Background(),
|
|
&order.Modify{OrderID: "1337", AssetType: asset.Futures})
|
|
if err == nil {
|
|
t.Error("ModifyOrder() error")
|
|
}
|
|
}
|
|
|
|
func TestWithdraw(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
|
|
|
|
withdrawCryptoRequest := withdraw.Request{
|
|
Exchange: b.Name,
|
|
Crypto: withdraw.CryptoRequest{
|
|
Address: core.BitcoinDonationAddress,
|
|
},
|
|
Amount: -1,
|
|
Currency: currency.BTC,
|
|
Description: "WITHDRAW IT ALL",
|
|
OneTimePassword: 000000, //nolint // gocritic false positive
|
|
}
|
|
|
|
_, err := b.WithdrawCryptocurrencyFunds(context.Background(),
|
|
&withdrawCryptoRequest)
|
|
if !sharedtestvalues.AreAPICredentialsSet(b) && err == nil {
|
|
t.Error("Expecting an error when no keys are set")
|
|
}
|
|
if sharedtestvalues.AreAPICredentialsSet(b) && err != nil {
|
|
t.Errorf("Withdraw failed to be placed: %v", err)
|
|
}
|
|
}
|
|
|
|
func TestWithdrawFiat(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
|
|
|
|
var withdrawFiatRequest = withdraw.Request{}
|
|
_, err := b.WithdrawFiatFunds(context.Background(), &withdrawFiatRequest)
|
|
if err != common.ErrFunctionNotSupported {
|
|
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
|
|
}
|
|
}
|
|
|
|
func TestWithdrawInternationalBank(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
|
|
|
|
var withdrawFiatRequest = withdraw.Request{}
|
|
_, err := b.WithdrawFiatFundsToInternationalBank(context.Background(),
|
|
&withdrawFiatRequest)
|
|
if err != common.ErrFunctionNotSupported {
|
|
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
|
|
}
|
|
}
|
|
|
|
func TestGetDepositAddress(t *testing.T) {
|
|
t.Parallel()
|
|
if sharedtestvalues.AreAPICredentialsSet(b) {
|
|
_, err := b.GetDepositAddress(context.Background(), currency.BTC, "", "")
|
|
if err != nil {
|
|
t.Error("GetDepositAddress() error", err)
|
|
}
|
|
} else {
|
|
_, err := b.GetDepositAddress(context.Background(), currency.BTC, "", "")
|
|
if err == nil {
|
|
t.Error("GetDepositAddress() error cannot be nil")
|
|
}
|
|
}
|
|
}
|
|
|
|
// TestWsAuth dials websocket, sends login request.
|
|
func TestWsAuth(t *testing.T) {
|
|
t.Parallel()
|
|
if !b.Websocket.IsEnabled() && !b.API.AuthenticatedWebsocketSupport || !sharedtestvalues.AreAPICredentialsSet(b) {
|
|
t.Skip(stream.ErrWebsocketNotEnabled.Error())
|
|
}
|
|
var dialer websocket.Dialer
|
|
err := b.Websocket.Conn.Dial(&dialer, http.Header{})
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
go b.wsReadData()
|
|
err = b.websocketSendAuth(context.Background())
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
|
|
select {
|
|
case resp := <-b.Websocket.DataHandler:
|
|
sub, ok := resp.(WebsocketSubscribeResp)
|
|
if !ok {
|
|
t.Fatal("unable to type assert WebsocketSubscribeResp")
|
|
}
|
|
if !sub.Success {
|
|
t.Error("Expected successful subscription")
|
|
}
|
|
case <-timer.C:
|
|
t.Error("Have not received a response")
|
|
}
|
|
timer.Stop()
|
|
}
|
|
|
|
func TestUpdateTradablePairs(t *testing.T) {
|
|
t.Parallel()
|
|
err := b.UpdateTradablePairs(context.Background(), true)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
}
|
|
|
|
func TestWsPositionUpdate(t *testing.T) {
|
|
t.Parallel()
|
|
pressXToJSON := []byte(`[0, "public", "public", {"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) {
|
|
t.Parallel()
|
|
pressXToJSON := []byte(`[0, "public", "public", {"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 TestWSPositionUpdateHandling(t *testing.T) {
|
|
t.Parallel()
|
|
pressXToJSON := []byte(`[0, "public", "public", {"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(`[0, "public", "public", {"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) {
|
|
t.Parallel()
|
|
pressXToJSON := []byte(`[0, "public", "public", {
|
|
"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,"timestamp":"2017-04-04T22:16:38.461Z"},
|
|
{"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)
|
|
require.NoError(t, err)
|
|
|
|
pressXToJSON = []byte(`[0, "public", "public", {
|
|
"table":"orderBookL2_25",
|
|
"action":"update",
|
|
"data":[
|
|
{"symbol":"ETHUSD","id":17999995000,"side":"Buy","size":5,"timestamp":"2017-04-04T22:16:38.461Z"}
|
|
]}]`)
|
|
err = b.wsHandleData(pressXToJSON)
|
|
require.NoError(t, err)
|
|
|
|
pressXToJSON = []byte(`[0, "public", "public", {
|
|
"table":"orderBookL2_25",
|
|
"action":"update",
|
|
"data":[]}]`)
|
|
err = b.wsHandleData(pressXToJSON)
|
|
require.ErrorContains(t, err, "empty orderbook")
|
|
|
|
pressXToJSON = []byte(`[0, "public", "public", {
|
|
"table":"orderBookL2_25",
|
|
"action":"delete",
|
|
"data":[
|
|
{"symbol":"ETHUSD","id":17999995000,"side":"Buy","timestamp":"2017-04-04T22:16:38.461Z"}
|
|
]}]`)
|
|
err = b.wsHandleData(pressXToJSON)
|
|
require.NoError(t, err)
|
|
|
|
pressXToJSON = []byte(`[0, "public", "public", {
|
|
"table":"orderBookL2_25",
|
|
"action":"delete",
|
|
"data":[
|
|
{"symbol":"ETHUSD","id":17999995000,"side":"Buy","timestamp":"2017-04-04T22:16:38.461Z"}
|
|
]}]`)
|
|
err = b.wsHandleData(pressXToJSON)
|
|
assert.ErrorIs(t, err, orderbook.ErrOrderbookInvalid)
|
|
}
|
|
|
|
func TestWSDeleveragePositionUpdateHandling(t *testing.T) {
|
|
t.Parallel()
|
|
pressXToJSON := []byte(`[0, "public", "public", {"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(`[0, "public", "public", {"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) {
|
|
t.Parallel()
|
|
pressXToJSON := []byte(`[0, "public", "public", {"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) {
|
|
t.Parallel()
|
|
pressXToJSON := []byte(`[0, "public", "public", {"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)
|
|
}
|
|
}
|
|
|
|
func TestGetRecentTrades(t *testing.T) {
|
|
t.Parallel()
|
|
err := b.UpdateTradablePairs(context.Background(), false)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
currencyPair := b.CurrencyPairs.Pairs[asset.Futures].Available[0]
|
|
_, err = b.GetRecentTrades(context.Background(), currencyPair, asset.Futures)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
|
|
func TestGetHistoricTrades(t *testing.T) {
|
|
t.Parallel()
|
|
err := b.UpdateTradablePairs(context.Background(), false)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
currencyPair := b.CurrencyPairs.Pairs[asset.Futures].Available[0]
|
|
_, err = b.GetHistoricTrades(context.Background(), currencyPair, asset.Futures, time.Now().Add(-time.Minute), time.Now())
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
|
|
func TestUpdateTicker(t *testing.T) {
|
|
t.Parallel()
|
|
cp := currency.NewPair(currency.ETH, currency.USD)
|
|
_, err := b.UpdateTicker(context.Background(), cp, asset.PerpetualContract)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
}
|
|
|
|
func TestUpdateTickers(t *testing.T) {
|
|
t.Parallel()
|
|
err := b.UpdateTickers(context.Background(), asset.PerpetualContract)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
}
|
|
|
|
func TestCurrencyNormalization(t *testing.T) {
|
|
w := &WalletInfo{
|
|
Currency: "XBt",
|
|
Amount: 1e+08,
|
|
}
|
|
|
|
normalizeWalletInfo(w)
|
|
|
|
if w.Currency != "BTC" {
|
|
t.Errorf("currency mismatch, expected BTC, got %s", w.Currency)
|
|
}
|
|
|
|
if w.Amount != 1.0 {
|
|
t.Errorf("amount mismatch, expected 1.0, got %f", w.Amount)
|
|
}
|
|
}
|
|
|
|
func TestGetOrderType(t *testing.T) {
|
|
t.Parallel()
|
|
if _, err := b.getOrderType(0); !errors.Is(err, order.ErrTypeIsInvalid) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, order.ErrTypeIsInvalid)
|
|
}
|
|
|
|
o, err := b.getOrderType(1)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if o != order.Market {
|
|
t.Fatal("unexpected value")
|
|
}
|
|
}
|
|
|
|
func TestGetActionFromString(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.GetActionFromString("meow")
|
|
if !errors.Is(err, orderbook.ErrInvalidAction) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, orderbook.ErrInvalidAction)
|
|
}
|
|
|
|
action, err := b.GetActionFromString("update")
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if action != orderbook.Amend {
|
|
t.Fatalf("received: '%v' but expected: '%v'", action, orderbook.Amend)
|
|
}
|
|
|
|
action, err = b.GetActionFromString("delete")
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if action != orderbook.Delete {
|
|
t.Fatalf("received: '%v' but expected: '%v'", action, orderbook.Delete)
|
|
}
|
|
|
|
action, err = b.GetActionFromString("insert")
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if action != orderbook.Insert {
|
|
t.Fatalf("received: '%v' but expected: '%v'", action, orderbook.Insert)
|
|
}
|
|
|
|
action, err = b.GetActionFromString("update/insert")
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if action != orderbook.UpdateInsert {
|
|
t.Fatalf("received: '%v' but expected: '%v'", action, orderbook.UpdateInsert)
|
|
}
|
|
}
|
|
|
|
func TestGetAccountFundingHistory(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCredentialsUnset(t, b)
|
|
_, err := b.GetAccountFundingHistory(context.Background())
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
|
|
func TestGetWithdrawalsHistory(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCredentialsUnset(t, b)
|
|
|
|
_, err := b.GetWithdrawalsHistory(context.Background(), currency.BTC, asset.Spot)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
|
|
func TestGetOrderInfo(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCredentialsUnset(t, b)
|
|
|
|
_, err := b.GetOrderInfo(context.Background(), "1234", currency.NewPair(currency.BTC, currency.USD), asset.Spot)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
|
|
func TestCancelBatchOrders(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCredentialsUnset(t, b, canManipulateRealOrders)
|
|
_, err := b.CancelBatchOrders(context.Background(), []order.Cancel{
|
|
{
|
|
OrderID: "1234",
|
|
AssetType: asset.Spot,
|
|
Pair: currency.NewPair(currency.BTC, currency.USD),
|
|
},
|
|
})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
|
|
func TestGetFuturesContractDetails(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.GetFuturesContractDetails(context.Background(), asset.Spot)
|
|
if !errors.Is(err, futures.ErrNotFuturesAsset) {
|
|
t.Error(err)
|
|
}
|
|
_, err = b.GetFuturesContractDetails(context.Background(), asset.USDTMarginedFutures)
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Error(err)
|
|
}
|
|
|
|
_, err = b.GetFuturesContractDetails(context.Background(), asset.Futures)
|
|
if !errors.Is(err, nil) {
|
|
t.Error(err)
|
|
}
|
|
|
|
_, err = b.GetFuturesContractDetails(context.Background(), asset.PerpetualContract)
|
|
if !errors.Is(err, nil) {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
|
|
func TestGetLatestFundingRates(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := b.GetLatestFundingRates(context.Background(), &fundingrate.LatestRateRequest{
|
|
Asset: asset.USDTMarginedFutures,
|
|
Pair: currency.NewPair(currency.BTC, currency.USDT),
|
|
IncludePredictedRate: true,
|
|
})
|
|
if !errors.Is(err, common.ErrFunctionNotSupported) {
|
|
t.Error(err)
|
|
}
|
|
|
|
_, err = b.GetLatestFundingRates(context.Background(), &fundingrate.LatestRateRequest{
|
|
Asset: asset.Futures,
|
|
Pair: currency.NewPair(currency.BTC, currency.KLAY),
|
|
})
|
|
if !errors.Is(err, futures.ErrNotPerpetualFuture) {
|
|
t.Error(err)
|
|
}
|
|
|
|
_, err = b.GetLatestFundingRates(context.Background(), &fundingrate.LatestRateRequest{
|
|
Asset: asset.PerpetualContract,
|
|
})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
|
|
cp, err := currency.NewPairFromString("ETHUSD")
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
_, err = b.GetLatestFundingRates(context.Background(), &fundingrate.LatestRateRequest{
|
|
Asset: asset.PerpetualContract,
|
|
Pair: cp,
|
|
})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
|
|
func TestIsPerpetualFutureCurrency(t *testing.T) {
|
|
t.Parallel()
|
|
isPerp, err := b.IsPerpetualFutureCurrency(asset.Futures, currency.NewPair(currency.BTC, currency.USD))
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if isPerp {
|
|
t.Error("expected false")
|
|
}
|
|
|
|
isPerp, err = b.IsPerpetualFutureCurrency(asset.PerpetualContract, currency.NewPair(currency.BTC, currency.USD))
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if !isPerp {
|
|
t.Error("expected true")
|
|
}
|
|
}
|
|
|
|
func TestGetOpenInterest(t *testing.T) {
|
|
t.Parallel()
|
|
cp1 := currency.NewPair(currency.XBT, currency.USD)
|
|
cp2 := currency.NewPair(currency.DOGE, currency.USD)
|
|
sharedtestvalues.SetupCurrencyPairsForExchangeAsset(t, b, asset.PerpetualContract, cp1, cp2)
|
|
|
|
resp, err := b.GetOpenInterest(context.Background(), key.PairAsset{
|
|
Base: currency.XBT.Item,
|
|
Quote: currency.USD.Item,
|
|
Asset: asset.PerpetualContract,
|
|
})
|
|
assert.NoError(t, err)
|
|
assert.NotEmpty(t, resp)
|
|
|
|
resp, err = b.GetOpenInterest(context.Background(),
|
|
key.PairAsset{
|
|
Base: currency.XBT.Item,
|
|
Quote: currency.USD.Item,
|
|
Asset: asset.PerpetualContract,
|
|
},
|
|
key.PairAsset{
|
|
Base: currency.DOGE.Item,
|
|
Quote: currency.USD.Item,
|
|
Asset: asset.PerpetualContract,
|
|
})
|
|
assert.NoError(t, err)
|
|
assert.NotEmpty(t, resp)
|
|
|
|
resp, err = b.GetOpenInterest(context.Background())
|
|
assert.NoError(t, err)
|
|
assert.NotEmpty(t, resp)
|
|
|
|
_, err = b.GetOpenInterest(context.Background(), key.PairAsset{
|
|
Base: currency.BTC.Item,
|
|
Quote: currency.USDT.Item,
|
|
Asset: asset.Spot,
|
|
})
|
|
assert.ErrorIs(t, err, asset.ErrNotSupported)
|
|
}
|
|
|
|
func TestGetCurrencyTradeURL(t *testing.T) {
|
|
t.Parallel()
|
|
testexch.UpdatePairsOnce(t, b)
|
|
for _, a := range b.GetAssetTypes(false) {
|
|
pairs, err := b.CurrencyPairs.GetPairs(a, false)
|
|
require.NoError(t, err, "cannot get pairs for %s", a)
|
|
require.NotEmpty(t, pairs, "no pairs for %s", a)
|
|
resp, err := b.GetCurrencyTradeURL(context.Background(), a, pairs[0])
|
|
require.NoError(t, err)
|
|
assert.NotEmpty(t, resp)
|
|
}
|
|
}
|
|
|
|
func TestGenerateSubscriptions(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
b := new(Bitmex)
|
|
require.NoError(t, testexch.Setup(b), "Test instance Setup must not error")
|
|
|
|
p := currency.Pairs{
|
|
currency.NewPair(currency.ETH, currency.USD),
|
|
currency.NewPair(currency.BCH, currency.NewCode("Z19")),
|
|
}
|
|
|
|
exp := subscription.List{
|
|
{QualifiedChannel: bitmexWSOrderbookL2 + ":" + p[1].String(), Channel: bitmexWSOrderbookL2, Asset: asset.Futures, Pairs: p[1:2]},
|
|
{QualifiedChannel: bitmexWSOrderbookL2 + ":" + p[0].String(), Channel: bitmexWSOrderbookL2, Asset: asset.PerpetualContract, Pairs: p[:1]},
|
|
{QualifiedChannel: bitmexWSTrade + ":" + p[1].String(), Channel: bitmexWSTrade, Asset: asset.Futures, Pairs: p[1:2]},
|
|
{QualifiedChannel: bitmexWSTrade + ":" + p[0].String(), Channel: bitmexWSTrade, Asset: asset.PerpetualContract, Pairs: p[:1]},
|
|
{QualifiedChannel: bitmexWSAffiliate, Channel: bitmexWSAffiliate, Authenticated: true},
|
|
{QualifiedChannel: bitmexWSOrder, Channel: bitmexWSOrder, Authenticated: true},
|
|
{QualifiedChannel: bitmexWSMargin, Channel: bitmexWSMargin, Authenticated: true},
|
|
{QualifiedChannel: bitmexWSTransact, Channel: bitmexWSTransact, Authenticated: true},
|
|
{QualifiedChannel: bitmexWSWallet, Channel: bitmexWSWallet, Authenticated: true},
|
|
{QualifiedChannel: bitmexWSExecution + ":" + p[0].String(), Channel: bitmexWSExecution, Authenticated: true, Asset: asset.PerpetualContract, Pairs: p[:1]},
|
|
{QualifiedChannel: bitmexWSPosition + ":" + p[0].String(), Channel: bitmexWSPosition, Authenticated: true, Asset: asset.PerpetualContract, Pairs: p[:1]},
|
|
}
|
|
|
|
b.Websocket.SetCanUseAuthenticatedEndpoints(true)
|
|
subs, err := b.generateSubscriptions()
|
|
require.NoError(t, err, "generateSubscriptions must not error")
|
|
testsubs.EqualLists(t, exp, subs)
|
|
}
|
|
|
|
func TestSubscribe(t *testing.T) {
|
|
t.Parallel()
|
|
b := new(Bitmex)
|
|
require.NoError(t, testexch.Setup(b), "Test instance Setup must not error")
|
|
subs, err := b.generateSubscriptions() // Note: We grab this before it's overwritten by SetupWs
|
|
require.NoError(t, err, "generateSubscriptions must not error")
|
|
testexch.SetupWs(t, b)
|
|
err = b.Subscribe(subs)
|
|
require.NoError(t, err, "Subscribe should not error")
|
|
for _, s := range subs {
|
|
assert.Equalf(t, subscription.SubscribedState, s.State(), "%s state should be subscribed", s.QualifiedChannel)
|
|
}
|
|
err = b.Unsubscribe(subs)
|
|
require.NoError(t, err, "Unsubscribe should not error")
|
|
for _, s := range subs {
|
|
assert.Equalf(t, subscription.UnsubscribedState, s.State(), "%s state should be unsusbscribed", s.QualifiedChannel)
|
|
}
|
|
}
|