Files
gocryptotrader/exchanges/itbit/itbit_test.go
Ryan O'Hara-Reid eb0571cc9b exchange: binance orderbook fix (#599)
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management

* integrate port

* shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts

* WIP

* Update exchanges, update tests, update configuration so we can default off on buffer util.

* Add buffer enabled switching to all exchanges and some that are missing, default to off.

* lbtc set not aggregate books

* Addr linter issues

* EOD wip

* optimization and bug fix pass

* clean before test and benchmarking

* add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap

* Add tests and removed ptr for main book as we just ammend amount

* addr exchange test issues

* ci issues

* addr glorious issues

* Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return

* addr linter issues

* updated mistakes

* Fix more tests

* revert bypass

* Addr mcb nits

* fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation.

* Allow for zero bid and ask books to be loaded and warn if found.

* remove authentication subscription conflicts as they do not have a channel ID return

* WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things.

* finalised outbound request for kraken

* filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit

* expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero

* Updated function comments and added in more realistic book sizing for sort cases

* change map ordering

* amalgamate maps in buffer

* Rm ln

* fix kraken linter issues

* add in buffer initialisation

* increase timout by 30seconds

* Coinbene: Add websocket orderbook length check.

* Engine: Improve switch statement for orderbook summary dissplay.

* Binance: Added tests, remove deadlock

* Exchanges: Change orderbook field -> IsFundingRate

* Orderbook Buffer: Added method to orderbookHolder

* Kraken: removed superfluous integer for sleep

* Bitmex: fixed error return

* cmd/gctcli: force 8 decimal place usage for orderbook streaming

* Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts

* Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope

* Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP)

* Bitfinex: Complete implementation of checksum

* Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream

* Bitfinex: Fix linter issues

* Bitfinex: Fix even more linter issues.

* Bitmex: Populate orderbook base identification fields to be passed back when error occurrs

* OkGroup: Populate orderbook base identification fields to be passed back when error occurrs

* BTSE: Change string check to 'connect success' to capture multiple user successful strings

* Bitfinex: Updated handling of funding tickers

* Bitfinex: Fix undocumented alignment bug for funding rates

* Bitfinex: Updated error return with more information

* Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy.

* Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification.

* Exchanges: Update failing tests

* LocalBitcoins: Addr nit and bumped time by 1 second for fetching books

* Kraken: Dynamically scale precision based on str return for checksum calculations

* Kraken: Add pair and asset type to validateCRC32 error reponse

* BTSE: Filter out zero amount orderbook price levels in websocket return

* Exchanges: Update orderbook functions to return orderbook base to differentiate errors.

* BTSE: Fix spelling

* Bitmex: Fix error return string

* BTSE: Add orderbook filtering function

* Coinbene: Change wording

* BTSE: Add test for filtering

* Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages

* GolangCI: Remove excess 0

* Binance: Reduces double ups on asset and pair in errors

* Binance: Fix error checking
2021-01-04 17:19:55 +11:00

472 lines
13 KiB
Go

package itbit
import (
"log"
"net/url"
"os"
"testing"
"time"
"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/portfolio/withdraw"
)
var i ItBit
// Please provide your own keys to do proper testing
const (
apiKey = ""
apiSecret = ""
clientID = ""
canManipulateRealOrders = false
)
func TestMain(m *testing.M) {
i.SetDefaults()
cfg := config.GetConfig()
err := cfg.LoadConfig("../../testdata/configtest.json", true)
if err != nil {
log.Fatal("Itbit load config error", err)
}
itbitConfig, err := cfg.GetExchangeConfig("ITBIT")
if err != nil {
log.Fatal("Itbit Setup() init error")
}
itbitConfig.API.AuthenticatedSupport = true
itbitConfig.API.Credentials.Key = apiKey
itbitConfig.API.Credentials.Secret = apiSecret
itbitConfig.API.Credentials.ClientID = clientID
err = i.Setup(itbitConfig)
if err != nil {
log.Fatal("Itbit setup error", err)
}
os.Exit(m.Run())
}
func TestGetTicker(t *testing.T) {
t.Parallel()
_, err := i.GetTicker("XBTUSD")
if err != nil {
t.Error("GetTicker() error", err)
}
}
func TestGetOrderbook(t *testing.T) {
t.Parallel()
_, err := i.GetOrderbook("XBTUSD")
if err != nil {
t.Error("GetOrderbook() error", err)
}
}
func TestGetTradeHistory(t *testing.T) {
t.Parallel()
_, err := i.GetTradeHistory("XBTUSD", "0")
if err != nil {
t.Error("GetTradeHistory() error", err)
}
}
func TestGetWallets(t *testing.T) {
_, err := i.GetWallets(url.Values{})
if err == nil {
t.Error("GetWallets() Expected error")
}
}
func TestCreateWallet(t *testing.T) {
_, err := i.CreateWallet("test")
if err == nil {
t.Error("CreateWallet() Expected error")
}
}
func TestGetWallet(t *testing.T) {
_, err := i.GetWallet("1337")
if err == nil {
t.Error("GetWallet() Expected error")
}
}
func TestGetWalletBalance(t *testing.T) {
_, err := i.GetWalletBalance("1337", "XRT")
if err == nil {
t.Error("GetWalletBalance() Expected error")
}
}
func TestGetWalletTrades(t *testing.T) {
_, err := i.GetWalletTrades("1337", url.Values{})
if err == nil {
t.Error("GetWalletTrades() Expected error")
}
}
func TestGetFundingHistory(t *testing.T) {
_, err := i.GetFundingHistoryForWallet("1337", url.Values{})
if err == nil {
t.Error("GetFundingHistory() Expected error")
}
}
func TestPlaceOrder(t *testing.T) {
_, err := i.PlaceOrder("1337", order.Buy.Lower(),
order.Limit.Lower(), "USD", 1, 0.2, "banjo",
"sauce")
if err == nil {
t.Error("PlaceOrder() Expected error")
}
}
func TestGetOrder(t *testing.T) {
_, err := i.GetOrder("1337", url.Values{})
if err == nil {
t.Error("GetOrder() Expected error")
}
}
func TestCancelExistingOrder(t *testing.T) {
t.Skip()
err := i.CancelExistingOrder("1337", "1337order")
if err == nil {
t.Error("CancelOrder() Expected error")
}
}
func TestGetCryptoDepositAddress(t *testing.T) {
_, err := i.GetCryptoDepositAddress("1337", "AUD")
if err == nil {
t.Error("GetCryptoDepositAddress() Expected error")
}
}
func TestWalletTransfer(t *testing.T) {
_, err := i.WalletTransfer("1337", "mywallet", "anotherwallet", 200, "USD")
if err == nil {
t.Error("WalletTransfer() Expected error")
}
}
func setFeeBuilder() *exchange.FeeBuilder {
return &exchange.FeeBuilder{
Amount: 1,
FeeType: exchange.CryptocurrencyTradeFee,
Pair: currency.NewPairWithDelimiter(currency.BTC.String(),
currency.LTC.String(),
"_"),
PurchasePrice: 1,
FiatCurrency: currency.USD,
BankTransactionType: exchange.WireTransfer,
}
}
// TestGetFeeByTypeOfflineTradeFee logic test
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
var feeBuilder = setFeeBuilder()
i.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 resp, err := i.GetFee(feeBuilder); resp != float64(0.0035) || err != nil {
t.Error(err)
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0.0035), resp)
}
// CryptocurrencyTradeFee High quantity
feeBuilder = setFeeBuilder()
feeBuilder.Amount = 1000
feeBuilder.PurchasePrice = 1000
if resp, err := i.GetFee(feeBuilder); resp != float64(3500) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(3500), resp)
t.Error(err)
}
// CryptocurrencyTradeFee IsMaker
feeBuilder = setFeeBuilder()
feeBuilder.IsMaker = true
if resp, err := i.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// CryptocurrencyTradeFee Negative purchase price
feeBuilder = setFeeBuilder()
feeBuilder.PurchasePrice = -1000
if resp, err := i.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// CryptocurrencyWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := i.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// CryptocurrencyWithdrawalFee Invalid currency
feeBuilder = setFeeBuilder()
feeBuilder.Pair.Base = currency.NewCode("hello")
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := i.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// CyptocurrencyDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CyptocurrencyDepositFee
if resp, err := i.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// InternationalBankDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankDepositFee
if resp, err := i.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
// InternationalBankWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.FiatCurrency = currency.USD
if resp, err := i.GetFee(feeBuilder); resp != float64(40) || err != nil {
t.Errorf("GetFee() error. Expected: %f, Received: %f", float64(40), resp)
t.Error(err)
}
}
func TestFormatWithdrawPermissions(t *testing.T) {
expectedResult := exchange.WithdrawCryptoViaWebsiteOnlyText + " & " + exchange.WithdrawFiatViaWebsiteOnlyText
withdrawPermissions := i.FormatWithdrawPermissions()
if withdrawPermissions != expectedResult {
t.Errorf("Expected: %s, Received: %s", expectedResult, withdrawPermissions)
}
}
func TestGetActiveOrders(t *testing.T) {
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
}
_, err := i.GetActiveOrders(&getOrdersRequest)
if areTestAPIKeysSet() && err != nil {
t.Errorf("Could not get open orders: %s", err)
} else if !areTestAPIKeysSet() && err == nil {
t.Error("Expecting an error when no keys are set")
}
}
func TestGetOrderHistory(t *testing.T) {
var getOrdersRequest = order.GetOrdersRequest{
Type: order.AnyType,
}
_, err := i.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 i.ValidateAPICredentials()
}
func TestSubmitOrder(t *testing.T) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var orderSubmission = &order.Submit{
Pair: currency.Pair{
Base: currency.BTC,
Quote: currency.USD,
},
Side: order.Buy,
Type: order.Limit,
Price: 1,
Amount: 1,
ClientID: "meowOrder",
AssetType: asset.Spot,
}
response, err := i.SubmitOrder(orderSubmission)
if areTestAPIKeysSet() && (err != nil || !response.IsOrderPlaced) {
t.Errorf("Order failed to be placed: %v", err)
} else if !areTestAPIKeysSet() && err == nil {
t.Error("Expecting an error when no keys are set")
}
}
func TestCancelExchangeOrder(t *testing.T) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = &order.Cancel{
ID: "1",
WalletAddress: core.BitcoinDonationAddress,
AccountID: "1",
Pair: currencyPair,
AssetType: asset.Spot,
}
err := i.CancelOrder(orderCancellation)
if !areTestAPIKeysSet() && err == nil {
t.Error("Expecting an error when no keys are set")
}
if areTestAPIKeysSet() && err != nil {
t.Errorf("Could not cancel orders: %v", err)
}
}
func TestCancelAllExchangeOrders(t *testing.T) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = &order.Cancel{
ID: "1",
WalletAddress: core.BitcoinDonationAddress,
AccountID: "1",
Pair: currencyPair,
AssetType: asset.Spot,
}
resp, err := i.CancelAllOrders(orderCancellation)
if !areTestAPIKeysSet() && err == nil {
t.Error("Expecting an error when no keys are set")
}
if areTestAPIKeysSet() && err != nil {
t.Errorf("Could not cancel orders: %v", err)
}
if len(resp.Status) > 0 {
t.Errorf("%v orders failed to cancel", len(resp.Status))
}
}
func TestGetAccountInfo(t *testing.T) {
if areTestAPIKeysSet() {
_, err := i.UpdateAccountInfo()
if err == nil {
t.Error("GetAccountInfo() Expected error")
}
}
}
func TestModifyOrder(t *testing.T) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
_, err := i.ModifyOrder(&order.Modify{AssetType: asset.Spot})
if err == nil {
t.Error("ModifyOrder() Expected error")
}
}
func TestWithdraw(t *testing.T) {
withdrawCryptoRequest := withdraw.Request{
Amount: -1,
Currency: currency.BTC,
Description: "WITHDRAW IT ALL",
Crypto: withdraw.CryptoRequest{
Address: core.BitcoinDonationAddress,
},
}
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
_, err := i.WithdrawCryptocurrencyFunds(&withdrawCryptoRequest)
if err != common.ErrFunctionNotSupported {
t.Errorf("Expected 'Not supported', received %v", err)
}
}
func TestWithdrawFiat(t *testing.T) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var withdrawFiatRequest = withdraw.Request{}
_, err := i.WithdrawFiatFunds(&withdrawFiatRequest)
if err != common.ErrFunctionNotSupported {
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
}
}
func TestWithdrawInternationalBank(t *testing.T) {
if areTestAPIKeysSet() && !canManipulateRealOrders {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var withdrawFiatRequest = withdraw.Request{}
_, err := i.WithdrawFiatFundsToInternationalBank(&withdrawFiatRequest)
if err != common.ErrFunctionNotSupported {
t.Errorf("Expected '%v', received: '%v'", common.ErrFunctionNotSupported, err)
}
}
func TestGetDepositAddress(t *testing.T) {
_, err := i.GetDepositAddress(currency.BTC, "")
if err == nil {
t.Error("GetDepositAddress() error cannot be nil")
}
}
func TestGetRecentTrades(t *testing.T) {
t.Parallel()
currencyPair, err := currency.NewPairFromString("XBTUSD")
if err != nil {
t.Fatal(err)
}
_, err = i.GetRecentTrades(currencyPair, asset.Spot)
if err != nil {
t.Error(err)
}
}
func TestGetHistoricTrades(t *testing.T) {
t.Parallel()
currencyPair, err := currency.NewPairFromString("XBTUSD")
if err != nil {
t.Fatal(err)
}
_, err = i.GetHistoricTrades(currencyPair, asset.Spot, time.Now().Add(-time.Minute*15), time.Now())
if err != nil && err != common.ErrFunctionNotSupported {
t.Error(err)
}
}