Files
gocryptotrader/backtester/data/kline/live/live_test.go
Scott 5f2f6f884b Binance,Okx: Add Leverage, MarginType, Positions and CollateralMode support (#1220)
* init

* surprise train commit

* basic distinctions

* the terms of binance are confusing

* renames and introduction of allocatedMargin

* add new margin funcs

* pulling out wires

* implement proper getposition stuff

* bad coding day

* investigate order manager next

* a broken mess, but a progressing one

* finally completes some usdtmargined stuff

* coinMfutures eludes me

* expand to okx

* imports fix

* completes okx wrapper implementations

* cleans and polishes before rpc implementations

* rpc setup, order manager features, exch features

* more rpc, collateral and margin things

* mini test

* looking at rpc response, expansion of features

* reorganising before the storm

* changing how futures requests work

* cleanup and tests of cli usage

* remove silly client side logic

* cleanup

* collateral package, typo fix, margin err, rpc derive

* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR

* fix binance order history bug

* niteroos

* adds new funcs to exchange standards testing

* more post merge fixes

* fix binance

* replace simepletimeformat

* fix for merge

* merge fixes

* micro fixes

* order side now required for leverage

* fix up the rest

* global -> portfolio collateral

* Update exchanges/collateral/collateral_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* adds fields and todos

* rm field redundancy

* lint fix oopsie daisy

* fixes panic, expands error and cli explanations (sorry shaz)

* ensures casing is appropriate for underlying

* Adds a shiny TODO

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-09-26 16:16:31 +10:00

86 lines
2.6 KiB
Go

package live
import (
"context"
"errors"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/backtester/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/engine"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
)
const testExchange = "okx"
func TestLoadCandles(t *testing.T) {
t.Parallel()
interval := gctkline.OneHour
cp := currency.NewPair(currency.BTC, currency.USDT)
a := asset.Spot
em := engine.NewExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
pFormat := &currency.PairFormat{Uppercase: true}
b := exch.GetBase()
exch.SetDefaults()
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
AssetEnabled: convert.BoolPtr(true),
RequestFormat: pFormat,
ConfigFormat: pFormat,
}
var data *gctkline.Item
data, err = LoadData(context.Background(), time.Now().Add(-interval.Duration()*10), exch, common.DataCandle, interval.Duration(), cp, currency.EMPTYPAIR, a, true)
if err != nil {
t.Fatal(err)
}
if len(data.Candles) == 0 {
t.Error("expected candles")
}
_, err = LoadData(context.Background(), time.Now(), exch, -1, interval.Duration(), cp, currency.EMPTYPAIR, a, true)
if !errors.Is(err, common.ErrInvalidDataType) {
t.Errorf("received: %v, expected: %v", err, common.ErrInvalidDataType)
}
}
func TestLoadTrades(t *testing.T) {
t.Parallel()
interval := gctkline.OneMin
cp := currency.NewPair(currency.BTC, currency.USDT)
a := asset.Spot
em := engine.NewExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
pFormat := &currency.PairFormat{Uppercase: true}
b := exch.GetBase()
exch.SetDefaults()
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
AssetEnabled: convert.BoolPtr(true),
RequestFormat: pFormat,
ConfigFormat: pFormat,
}
var data *gctkline.Item
// start is 10 mins in the past to ensure there are some trades to pull from the exchange
start := time.Now().Add(-time.Minute * 10)
data, err = LoadData(context.Background(), start, exch, common.DataTrade, interval.Duration(), cp, currency.EMPTYPAIR, a, true)
if err != nil {
t.Fatal(err)
}
if len(data.Candles) == 0 {
t.Error("expected candles")
}
}