Files
gocryptotrader/exchanges/bitmex/bitmex_test.go
Scott 5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00

1051 lines
34 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/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"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
b.Websocket = sharedtestvalues.NewTestWebsocket()
err = b.Setup(bitmexConfig)
if err != nil {
log.Fatal("Bitmex setup error", err)
}
b.UpdateTradablePairs(true)
os.Exit(m.Run())
}
func TestStart(t *testing.T) {
t.Parallel()
var testWg sync.WaitGroup
b.Start(&testWg)
testWg.Wait()
}
func TestGetFullFundingHistory(t *testing.T) {
t.Parallel()
_, err := b.GetFullFundingHistory("", "", "", "", "", true, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetFullFundingHistory("", "", "", "", "", true, time.Now().Add(-time.Hour*8), time.Now())
if err != nil {
t.Error(err)
}
_, err = b.GetFullFundingHistory("LTCUSD", "1", "", "", "", true, time.Now().Add(time.Hour*-24), time.Now())
if err != nil {
t.Error(err)
}
}
func TestGetUrgentAnnouncement(t *testing.T) {
t.Parallel()
_, err := b.GetUrgentAnnouncement()
if err == nil {
t.Error("GetUrgentAnnouncement() Expected error")
}
}
func TestGetAPIKeys(t *testing.T) {
t.Parallel()
_, err := b.GetAPIKeys()
if err == nil {
t.Error("GetAPIKeys() Expected error")
}
}
func TestRemoveAPIKey(t *testing.T) {
t.Parallel()
_, err := b.RemoveAPIKey(APIKeyParams{APIKeyID: "1337"})
if err == nil {
t.Error("RemoveAPIKey() Expected error")
}
}
func TestDisableAPIKey(t *testing.T) {
t.Parallel()
_, err := b.DisableAPIKey(APIKeyParams{APIKeyID: "1337"})
if err == nil {
t.Error("DisableAPIKey() Expected error")
}
}
func TestEnableAPIKey(t *testing.T) {
t.Parallel()
_, err := b.EnableAPIKey(APIKeyParams{APIKeyID: "1337"})
if err == nil {
t.Error("EnableAPIKey() Expected error")
}
}
func TestGetTrollboxMessages(t *testing.T) {
t.Parallel()
_, err := b.GetTrollboxMessages(ChatGetParams{Count: 5})
if err != nil {
t.Error("GetTrollboxMessages() error", err)
}
}
func TestSendTrollboxMessage(t *testing.T) {
t.Parallel()
_, err := b.SendTrollboxMessage(ChatSendParams{
ChannelID: 1337,
Message: "Hello,World!"})
if err == nil {
t.Error("SendTrollboxMessage() Expected error")
}
}
func TestGetTrollboxChannels(t *testing.T) {
t.Parallel()
_, err := b.GetTrollboxChannels()
if err != nil {
t.Error("GetTrollboxChannels() error", err)
}
}
func TestGetTrollboxConnectedUsers(t *testing.T) {
t.Parallel()
_, err := b.GetTrollboxConnectedUsers()
if err == nil {
t.Error("GetTrollboxConnectedUsers() Expected error")
}
}
func TestGetAccountExecutions(t *testing.T) {
t.Parallel()
_, err := b.GetAccountExecutions(&GenericRequestParams{})
if err == nil {
t.Error("GetAccountExecutions() Expected error")
}
}
func TestGetAccountExecutionTradeHistory(t *testing.T) {
t.Parallel()
_, err := b.GetAccountExecutionTradeHistory(&GenericRequestParams{})
if err == nil {
t.Error("GetAccountExecutionTradeHistory() Expected error")
}
}
func TestGetFundingHistory(t *testing.T) {
t.Parallel()
_, err := b.GetFundingHistory()
if err == nil {
t.Error("GetFundingHistory() Expected error")
}
}
func TestGetInstruments(t *testing.T) {
t.Parallel()
_, err := b.GetInstruments(&GenericRequestParams{})
if err != nil {
t.Error("GetInstruments() error", err)
}
}
func TestGetActiveInstruments(t *testing.T) {
t.Parallel()
_, err := b.GetActiveInstruments(&GenericRequestParams{})
if err != nil {
t.Error("GetActiveInstruments() error", err)
}
}
func TestGetActiveAndIndexInstruments(t *testing.T) {
t.Parallel()
_, err := b.GetActiveAndIndexInstruments()
if err != nil {
t.Error("GetActiveAndIndexInstruments() error", err)
}
}
func TestGetActiveIntervals(t *testing.T) {
t.Parallel()
_, err := b.GetActiveIntervals()
if err == nil {
t.Error("GetActiveIntervals() Expected error")
}
}
func TestGetCompositeIndex(t *testing.T) {
t.Parallel()
_, err := b.GetCompositeIndex(".XBT", "", "", "", "", "", time.Time{}, time.Time{})
if err != nil {
t.Error("GetCompositeIndex() Expected error", err)
}
}
func TestGetIndices(t *testing.T) {
t.Parallel()
_, err := b.GetIndices()
if err != nil {
t.Error("GetIndices() error", err)
}
}
func TestGetInsuranceFundHistory(t *testing.T) {
t.Parallel()
_, err := b.GetInsuranceFundHistory(&GenericRequestParams{})
if err != nil {
t.Error("GetInsuranceFundHistory() error", err)
}
}
func TestGetLeaderboard(t *testing.T) {
t.Parallel()
_, err := b.GetLeaderboard(LeaderboardGetParams{})
if err != nil {
t.Error("GetLeaderboard() error", err)
}
}
func TestGetAliasOnLeaderboard(t *testing.T) {
t.Parallel()
_, err := b.GetAliasOnLeaderboard()
if err == nil {
t.Error("GetAliasOnLeaderboard() Expected error")
}
}
func TestGetLiquidationOrders(t *testing.T) {
t.Parallel()
_, err := b.GetLiquidationOrders(&GenericRequestParams{})
if err != nil {
t.Error("GetLiquidationOrders() error", err)
}
}
func TestGetCurrentNotifications(t *testing.T) {
t.Parallel()
_, err := b.GetCurrentNotifications()
if err == nil {
t.Error("GetCurrentNotifications() Expected error")
}
}
func TestAmendOrder(t *testing.T) {
t.Parallel()
_, err := b.AmendOrder(&OrderAmendParams{})
if err == nil {
t.Error("AmendOrder() Expected error")
}
}
func TestCreateOrder(t *testing.T) {
t.Parallel()
_, 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) {
t.Parallel()
_, err := b.CancelOrders(&OrderCancelParams{})
if err == nil {
t.Error("CancelOrders() Expected error")
}
}
func TestCancelAllOrders(t *testing.T) {
t.Parallel()
_, err := b.CancelAllExistingOrders(OrderCancelAllParams{})
if err == nil {
t.Error("CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error)", err)
}
}
func TestAmendBulkOrders(t *testing.T) {
t.Parallel()
_, err := b.AmendBulkOrders(OrderAmendBulkParams{})
if err == nil {
t.Error("AmendBulkOrders() Expected error")
}
}
func TestCreateBulkOrders(t *testing.T) {
t.Parallel()
_, err := b.CreateBulkOrders(OrderNewBulkParams{})
if err == nil {
t.Error("CreateBulkOrders() Expected error")
}
}
func TestCancelAllOrdersAfterTime(t *testing.T) {
t.Parallel()
_, err := b.CancelAllOrdersAfterTime(OrderCancelAllAfterParams{})
if err == nil {
t.Error("CancelAllOrdersAfterTime() Expected error")
}
}
func TestClosePosition(t *testing.T) {
t.Parallel()
_, err := b.ClosePosition(OrderClosePositionParams{})
if err == nil {
t.Error("ClosePosition() Expected error")
}
}
func TestGetOrderbook(t *testing.T) {
t.Parallel()
_, err := b.GetOrderbook(OrderBookGetL2Params{Symbol: "XBT"})
if err != nil {
t.Error("GetOrderbook() error", err)
}
}
func TestGetPositions(t *testing.T) {
t.Parallel()
_, err := b.GetPositions(PositionGetParams{})
if err == nil {
t.Error("GetPositions() Expected error")
}
}
func TestIsolatePosition(t *testing.T) {
t.Parallel()
_, err := b.IsolatePosition(PositionIsolateMarginParams{Symbol: "XBT"})
if err == nil {
t.Error("IsolatePosition() Expected error")
}
}
func TestLeveragePosition(t *testing.T) {
t.Parallel()
_, err := b.LeveragePosition(PositionUpdateLeverageParams{})
if err == nil {
t.Error("LeveragePosition() Expected error")
}
}
func TestUpdateRiskLimit(t *testing.T) {
t.Parallel()
_, err := b.UpdateRiskLimit(PositionUpdateRiskLimitParams{})
if err == nil {
t.Error("UpdateRiskLimit() Expected error")
}
}
func TestTransferMargin(t *testing.T) {
t.Parallel()
_, err := b.TransferMargin(PositionTransferIsolatedMarginParams{})
if err == nil {
t.Error("TransferMargin() Expected error")
}
}
func TestGetQuotesByBuckets(t *testing.T) {
t.Parallel()
_, err := b.GetQuotesByBuckets(&QuoteGetBucketedParams{})
if err == nil {
t.Error("GetQuotesByBuckets() Expected error")
}
}
func TestGetSettlementHistory(t *testing.T) {
t.Parallel()
_, err := b.GetSettlementHistory(&GenericRequestParams{})
if err != nil {
t.Error("GetSettlementHistory() error", err)
}
}
func TestGetStats(t *testing.T) {
t.Parallel()
_, err := b.GetStats()
if err != nil {
t.Error("GetStats() error", err)
}
}
func TestGetStatsHistorical(t *testing.T) {
t.Parallel()
_, err := b.GetStatsHistorical()
if err != nil {
t.Error("GetStatsHistorical() error", err)
}
}
func TestGetStatSummary(t *testing.T) {
t.Parallel()
_, err := b.GetStatSummary()
if err != nil {
t.Error("GetStatSummary() error", err)
}
}
func TestGetTrade(t *testing.T) {
t.Parallel()
_, err := b.GetTrade(&GenericRequestParams{
Symbol: "XBT",
Reverse: false,
StartTime: time.Now().Add(-time.Hour).Format(time.RFC3339),
})
if err != nil {
t.Error("GetTrade() error", err)
}
}
func TestGetPreviousTrades(t *testing.T) {
t.Parallel()
_, 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) {
t.Parallel()
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) {
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.GetOrdersRequest{
Type: order.AnyType,
AssetType: asset.Spot,
}
_, 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) {
t.Parallel()
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
Pairs: []currency.Pair{currency.NewPair(currency.LTC,
currency.BTC)},
AssetType: asset.Spot,
}
_, 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) {
t.Parallel()
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",
AssetType: asset.Futures,
}
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) {
t.Parallel()
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,
AssetType: asset.Futures,
}
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) {
t.Parallel()
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,
AssetType: asset.Futures,
}
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) {
t.Parallel()
if areTestAPIKeysSet() {
_, err := b.UpdateAccountInfo(asset.Spot)
if err != nil {
t.Error("GetAccountInfo() error", err)
}
} else {
_, err := b.UpdateAccountInfo(asset.Spot)
if err == nil {
t.Error("GetAccountInfo() error")
}
}
}
func TestModifyOrder(t *testing.T) {
t.Parallel()
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
_, err := b.ModifyOrder(&order.Modify{ID: "1337", AssetType: asset.Futures})
if err == nil {
t.Error("ModifyOrder() error")
}
}
func TestWithdraw(t *testing.T) {
t.Parallel()
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) {
t.Parallel()
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) {
t.Parallel()
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) {
t.Parallel()
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) {
t.Parallel()
if !b.Websocket.IsEnabled() && !b.API.AuthenticatedWebsocketSupport || !areTestAPIKeysSet() {
t.Skip(stream.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := b.Websocket.Conn.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 TestUpdateTradablePairs(t *testing.T) {
t.Parallel()
err := b.UpdateTradablePairs(true)
if err != nil {
t.Fatal(err)
}
}
func TestWsPositionUpdate(t *testing.T) {
t.Parallel()
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) {
t.Parallel()
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) {
t.Parallel()
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) {
t.Parallel()
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) {
t.Parallel()
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) {
t.Parallel()
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 && err.Error() != "delete error: cannot match ID on linked list 17999995000 not found" {
t.Error(err)
}
if err == nil {
t.Error("expecting error")
}
}
func TestWSDeleveragePositionUpdateHandling(t *testing.T) {
t.Parallel()
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) {
t.Parallel()
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) {
t.Parallel()
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)
}
}
func TestGetRecentTrades(t *testing.T) {
t.Parallel()
err := b.UpdateTradablePairs(false)
if err != nil {
t.Fatal(err)
}
currencyPair := b.CurrencyPairs.Pairs[asset.Futures].Available[0]
_, err = b.GetRecentTrades(currencyPair, asset.Futures)
if err != nil {
t.Error(err)
}
}
func TestGetHistoricTrades(t *testing.T) {
t.Parallel()
err := b.UpdateTradablePairs(false)
if err != nil {
t.Fatal(err)
}
currencyPair := b.CurrencyPairs.Pairs[asset.Futures].Available[0]
_, err = b.GetHistoricTrades(currencyPair, asset.Futures, time.Now().Add(-time.Minute*15), time.Now())
if err != nil {
t.Error(err)
}
}