mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
* Slight enhance of Coinbase tests Continual enhance of Coinbase tests The revamp continues Oh jeez the Orderbook part's unfinished don't look Coinbase revamp, Orderbook still unfinished * Coinbase revamp; CreateReport is still WIP * More coinbase improvements; onto sandbox testing * Coinbase revamp continues * Coinbase revamp continues * Coinbasepro revamp is ceaseless * Coinbase revamp, starting on advanced trade API * Coinbase Advanced Trade Starts in Ernest V3 done, onto V2 Coinbase revamp nears completion Coinbase revamp nears completion Test commit should fail Coinbase revamp nears completion * Coinbase revamp stage wrapper * Coinbase wrapper coherence continues * Coinbase wrapper continues writhing * Coinbase wrapper & codebase cleanup * Coinbase updates & wrap progress * More Coinbase wrapper progress * Wrapper is wrapped, kinda * Test & type checking * Coinbase REST revamp finished * Post-merge fix * WS revamp begins * WS Main Revamp Done? * CB websocket tidying up * Coinbase WS wrapperupperer * Coinbase revamp done?? * Linter progress * Continued lint cleanup * Further lint cleanup * Increased lint coverage * Does this fix all sloppy reassigns & shadowing? * Undoing retry policy change * Documentation regeneration * Coinbase code improvements * Providing warning about known issue * Updating an error to new format * Making gocritic happy * Review adherence * Endpoints moved to V3 & nil pointer fixes * Removing seemingly superfluous constant * Glorious improvements * Removing unused error * Partial public endpoint addition * Slight improvements * Wrapper improvements; still a few errors left in other packages * A lil Coinbase progress * Json cleaning * Lint appeasement * Config repair * Config fix (real) * Little fix * New public endpoint incorporation * Additional fixes * Improvements & Appeasements * LineSaver * Additional fixes * Another fix * Fixing picked nits * Quick fixies * Lil fixes * Subscriptions: Add List.Enabled * CoinbasePro: Add subscription templating * fixup! CoinbasePro: Add subscription templating * fixup! CoinbasePro: Add subscription templating * Comment fix * Subsequent fixes * Issues hopefully fixed * Lint fix * Glorious fixes * Json formatting * ShazNits * (L/N)i(n/)t * Adding a test * Tiny test improvement * Template patch testing * Fixes * Further shaznits * Lint nit * JWT move and other fixes * Small nits * Shaznit, singular * Post-merge fix * Post-merge fixes * Typo fix * Some glorious nits * Required changes * Stop going * Alias attempt * Alias fix & test cleanup * Test fix * GetDepositAddress logic improvement * Status update: Fixed * Lint fix * Happy birthday to PR 1480 * Cleanups * Necessary nit corrections * Fixing sillybug * As per request * Programming progress * Order fixes * Further fixies * Test fix * Pre-merge fixes * More shaznits * Context * Sonic error handling * Import fix * Better Sonic error handling * Perfect Sonic error handling? * F purge * Coinbase improvements * API Update Conformity * Coinbase continuation * Coinbase order improvements * Coinbase order improvements * CreateOrderConfig improvements * Managing API updates * Coinbase API update progression * jwt rename * Comment link fix * Coinbase v2 cleanup * Post-merge fixes * Review fixes * GK's suggestions * Linter fix * Minor gbjk fixes * Nit fixes * Merge fix * Lint fixes * Coinbase rename stage 1 * Coinbase rename stage 2 * Coinbase rename stage 3 * Coinbase rename stage 4 * Coinbase rename final fix * Coinbase: PoC on converting to request structs * Applying requested changes * Many review fixes, handled * Thrashed by nits * More minor modifications * The last nit!? --------- Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
1220 lines
44 KiB
Go
1220 lines
44 KiB
Go
package bitmex
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import (
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"log"
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"net/http"
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"net/http/httptest"
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"os"
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"testing"
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"time"
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gws "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/core"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
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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/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 e *Exchange
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func TestMain(m *testing.M) {
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e = new(Exchange)
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if err := testexch.Setup(e); err != nil {
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log.Fatalf("Bitmex Setup error: %s", err)
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}
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if apiKey != "" && apiSecret != "" {
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e.API.AuthenticatedSupport = true
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e.API.AuthenticatedWebsocketSupport = true
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e.SetCredentials(apiKey, apiSecret, "", "", "", "")
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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 := e.GetFullFundingHistory(t.Context(),
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"", "", "", "", "", true, time.Now().Add(-time.Minute), time.Now())
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require.NoError(t, err)
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_, err = e.GetFullFundingHistory(t.Context(),
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"LTCUSD", "1", "", "", "", true, time.Now().Add(-time.Minute), time.Now())
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require.NoError(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.GetUrgentAnnouncement(t.Context())
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require.Error(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.GetAPIKeys(t.Context())
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require.Error(t, err)
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}
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func TestRemoveAPIKey(t *testing.T) {
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t.Parallel()
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_, err := e.RemoveAPIKey(t.Context(), APIKeyParams{APIKeyID: "1337"})
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require.Error(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.DisableAPIKey(t.Context(), APIKeyParams{APIKeyID: "1337"})
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require.Error(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.EnableAPIKey(t.Context(), APIKeyParams{APIKeyID: "1337"})
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require.Error(t, err)
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}
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func TestGetTrollboxMessages(t *testing.T) {
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t.Parallel()
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_, err := e.GetTrollboxMessages(t.Context(), ChatGetParams{Count: 1})
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require.NoError(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.SendTrollboxMessage(t.Context(),
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ChatSendParams{
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ChannelID: 1337,
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Message: "Hello,World!",
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})
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require.Error(t, err)
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}
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func TestGetTrollboxChannels(t *testing.T) {
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t.Parallel()
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_, err := e.GetTrollboxChannels(t.Context())
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require.NoError(t, err)
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}
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func TestGetTrollboxConnectedUsers(t *testing.T) {
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t.Parallel()
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_, err := e.GetTrollboxConnectedUsers(t.Context())
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require.NoError(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.GetAccountExecutions(t.Context(),
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&GenericRequestParams{})
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require.Error(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.GetAccountExecutionTradeHistory(t.Context(),
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&GenericRequestParams{})
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require.Error(t, err)
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}
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func TestGetFundingHistory(t *testing.T) {
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t.Parallel()
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_, err := e.GetAccountFundingHistory(t.Context())
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require.Error(t, err)
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}
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func TestGetInstruments(t *testing.T) {
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t.Parallel()
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_, err := e.GetInstruments(t.Context(),
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&GenericRequestParams{
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Symbol: "XRPUSD",
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})
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require.NoError(t, err)
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}
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func TestGetActiveInstruments(t *testing.T) {
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t.Parallel()
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_, err := e.GetActiveInstruments(t.Context(),
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&GenericRequestParams{})
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require.NoError(t, err)
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}
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func TestGetActiveAndIndexInstruments(t *testing.T) {
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t.Parallel()
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_, err := e.GetActiveAndIndexInstruments(t.Context())
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require.NoError(t, err)
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}
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func TestGetActiveIntervals(t *testing.T) {
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t.Parallel()
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_, err := e.GetActiveIntervals(t.Context())
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require.NoError(t, err)
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}
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func TestGetCompositeIndex(t *testing.T) {
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t.Parallel()
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_, err := e.GetCompositeIndex(t.Context(),
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".XBT", "", "", "", "", "", time.Time{}, time.Time{})
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require.NoError(t, err)
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}
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func TestGetIndices(t *testing.T) {
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t.Parallel()
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_, err := e.GetIndices(t.Context())
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require.NoError(t, err)
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}
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func TestGetInsuranceFundHistory(t *testing.T) {
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t.Parallel()
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_, err := e.GetInsuranceFundHistory(t.Context(),
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&GenericRequestParams{})
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require.NoError(t, err)
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}
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func TestGetLeaderboard(t *testing.T) {
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t.Parallel()
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e := new(Exchange) //nolint:govet // Intentional shadow
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err := testexch.Setup(e)
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require.NoError(t, err, "Setup must not error")
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server := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
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assert.Equal(t, http.MethodGet, r.Method, "Request method should be correct")
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assert.Equal(t, "/api/v1/leaderboard", r.URL.Path, "Request path should be correct")
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w.WriteHeader(http.StatusOK)
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_, err = w.Write([]byte(`[
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{
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"isRealName": true,
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"name": "Trader Joe",
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"profit": 12345.67
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},
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{
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"isRealName": false,
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"name": "CryptoKing",
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"profit": 9876.54
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}
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]`))
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assert.NoError(t, err, "Writing response to handler should not error")
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}))
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defer server.Close()
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err = e.API.Endpoints.SetRunningURL(exchange.RestSpot.String(), server.URL+"/api/v1")
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require.NoError(t, err, "SetRunningURL must not error")
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expectedLeaderboard := []Leaderboard{
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{IsRealName: true, Name: "Trader Joe", Profit: 12345.67},
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{Name: "CryptoKing", Profit: 9876.54},
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}
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result, err := e.GetLeaderboard(t.Context(), LeaderboardGetParams{})
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require.NoError(t, err, "GetLeaderboard must not error")
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assert.Equal(t, expectedLeaderboard, result, "GetLeaderboard result should be correct")
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}
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func TestGetAliasOnLeaderboard(t *testing.T) {
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t.Parallel()
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_, err := e.GetAliasOnLeaderboard(t.Context())
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require.Error(t, err)
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}
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func TestGetLiquidationOrders(t *testing.T) {
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t.Parallel()
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_, err := e.GetLiquidationOrders(t.Context(),
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&GenericRequestParams{})
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require.NoError(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.GetCurrentNotifications(t.Context())
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require.Error(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.AmendOrder(t.Context(), &OrderAmendParams{})
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require.Error(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.CreateOrder(t.Context(),
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&OrderNewParams{
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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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})
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require.Error(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.CancelOrders(t.Context(), &OrderCancelParams{})
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require.Error(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.CancelAllExistingOrders(t.Context(),
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OrderCancelAllParams{})
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require.Error(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.AmendBulkOrders(t.Context(), OrderAmendBulkParams{})
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require.Error(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.CreateBulkOrders(t.Context(), OrderNewBulkParams{})
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require.Error(t, err)
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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, e, canManipulateRealOrders)
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_, err := e.CancelAllOrdersAfterTime(t.Context(),
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OrderCancelAllAfterParams{})
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require.Error(t, err)
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}
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func TestClosePosition(t *testing.T) {
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t.Parallel()
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_, err := e.ClosePosition(t.Context(), OrderClosePositionParams{})
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require.Error(t, err)
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}
|
|
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|
func TestGetOrderbook(t *testing.T) {
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t.Parallel()
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_, err := e.GetOrderbook(t.Context(),
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OrderBookGetL2Params{Symbol: "XBT"})
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require.NoError(t, err)
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}
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|
|
func TestGetPositions(t *testing.T) {
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t.Parallel()
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_, err := e.GetPositions(t.Context(), PositionGetParams{})
|
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require.Error(t, err)
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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 := e.IsolatePosition(t.Context(),
|
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PositionIsolateMarginParams{Symbol: "XBT"})
|
|
require.Error(t, err)
|
|
}
|
|
|
|
func TestLeveragePosition(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.LeveragePosition(t.Context(),
|
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PositionUpdateLeverageParams{})
|
|
require.Error(t, err)
|
|
}
|
|
|
|
func TestUpdateRiskLimit(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.UpdateRiskLimit(t.Context(),
|
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PositionUpdateRiskLimitParams{})
|
|
require.Error(t, err)
|
|
}
|
|
|
|
func TestTransferMargin(t *testing.T) {
|
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t.Parallel()
|
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_, err := e.TransferMargin(t.Context(),
|
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PositionTransferIsolatedMarginParams{})
|
|
require.Error(t, err)
|
|
}
|
|
|
|
func TestGetQuotesByBuckets(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.GetQuotesByBuckets(t.Context(),
|
|
&QuoteGetBucketedParams{})
|
|
require.Error(t, err)
|
|
}
|
|
|
|
func TestGetSettlementHistory(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.GetSettlementHistory(t.Context(),
|
|
&GenericRequestParams{})
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetStats(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.GetStats(t.Context())
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetStatsHistorical(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
e := new(Exchange) //nolint:govet // Intentional shadow
|
|
err := testexch.Setup(e)
|
|
require.NoError(t, err, "Setup must not error")
|
|
|
|
server := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
|
|
assert.Equal(t, http.MethodGet, r.Method, "Request method should be correct")
|
|
assert.Equal(t, "/api/v1/stats/history", r.URL.Path, "Request path should be correct")
|
|
w.WriteHeader(http.StatusOK)
|
|
_, err = w.Write([]byte(`[
|
|
{
|
|
"currency": "XBt",
|
|
"date": "2023-10-26T00:00:00.000Z",
|
|
"rootSymbol": "XBT",
|
|
"turnover": 5000000000,
|
|
"volume": 100000
|
|
},
|
|
{
|
|
"currency": "XBt",
|
|
"date": "2023-10-25T10:35:42.123Z",
|
|
"rootSymbol": "XBT",
|
|
"turnover": 4500000000,
|
|
"volume": 90000
|
|
}
|
|
]`)) // Bitmex sends XBt as the currency for BTC, so we mimic it exactly
|
|
assert.NoError(t, err, "Writing response to handler should not error")
|
|
}))
|
|
defer server.Close()
|
|
|
|
err = e.API.Endpoints.SetRunningURL(exchange.RestSpot.String(), server.URL+"/api/v1")
|
|
require.NoError(t, err, "SetRunningURL must not error")
|
|
|
|
expectedStats := []StatsHistory{
|
|
{Currency: "XBt", Date: time.Date(2023, 10, 26, 0, 0, 0, 0, time.UTC), RootSymbol: "XBT", Turnover: 5000000000, Volume: 100000},
|
|
{Currency: "XBt", Date: time.Date(2023, 10, 25, 10, 35, 42, 123000000, time.UTC), RootSymbol: "XBT", Turnover: 4500000000, Volume: 90000},
|
|
}
|
|
|
|
result, err := e.GetStatsHistorical(t.Context())
|
|
require.NoError(t, err, "GetStatsHistorical must not error")
|
|
assert.Equal(t, expectedStats, result, "GetStatsHistorical result should be correct")
|
|
}
|
|
|
|
func TestGetStatSummary(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.GetStatSummary(t.Context())
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetTrade(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.GetTrade(t.Context(),
|
|
&GenericRequestParams{
|
|
Symbol: "XBT",
|
|
Reverse: false,
|
|
StartTime: time.Now().Add(-time.Minute).Format(time.RFC3339),
|
|
})
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetPreviousTrades(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.GetPreviousTrades(t.Context(),
|
|
&TradeGetBucketedParams{
|
|
Symbol: "XBTBTC",
|
|
Start: time.Now().Add(-time.Hour).Unix(),
|
|
Columns: "open,high,low,close,volume",
|
|
})
|
|
require.Error(t, err)
|
|
}
|
|
|
|
func setFeeBuilder() *exchange.FeeBuilder {
|
|
return &exchange.FeeBuilder{
|
|
Amount: 1,
|
|
FeeType: exchange.CryptocurrencyTradeFee,
|
|
Pair: currency.NewPair(currency.BTC, currency.LTC),
|
|
PurchasePrice: 1,
|
|
}
|
|
}
|
|
|
|
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
|
|
t.Parallel()
|
|
feeBuilder := setFeeBuilder()
|
|
_, err := e.GetFeeByType(t.Context(), feeBuilder)
|
|
require.NoError(t, err)
|
|
if !sharedtestvalues.AreAPICredentialsSet(e) {
|
|
assert.Equal(t, exchange.OfflineTradeFee, feeBuilder.FeeType)
|
|
} else {
|
|
assert.Equal(t, exchange.CryptocurrencyTradeFee, feeBuilder.FeeType)
|
|
}
|
|
}
|
|
|
|
func TestGetFee(t *testing.T) {
|
|
t.Parallel()
|
|
feeBuilder := setFeeBuilder()
|
|
// CryptocurrencyTradeFee Basic
|
|
_, err := e.GetFee(feeBuilder)
|
|
require.NoError(t, err)
|
|
|
|
// CryptocurrencyTradeFee High quantity
|
|
feeBuilder = setFeeBuilder()
|
|
feeBuilder.Amount = 1000
|
|
feeBuilder.PurchasePrice = 1000
|
|
_, err = e.GetFee(feeBuilder)
|
|
require.NoError(t, err)
|
|
|
|
// CryptocurrencyTradeFee IsMaker
|
|
feeBuilder = setFeeBuilder()
|
|
feeBuilder.IsMaker = true
|
|
_, err = e.GetFee(feeBuilder)
|
|
require.NoError(t, err)
|
|
|
|
// CryptocurrencyTradeFee Negative purchase price
|
|
feeBuilder = setFeeBuilder()
|
|
feeBuilder.PurchasePrice = -1000
|
|
_, err = e.GetFee(feeBuilder)
|
|
require.NoError(t, err)
|
|
|
|
// CryptocurrencyWithdrawalFee Basic
|
|
feeBuilder = setFeeBuilder()
|
|
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
|
|
_, err = e.GetFee(feeBuilder)
|
|
require.NoError(t, err)
|
|
|
|
// CryptocurrencyDepositFee Basic
|
|
feeBuilder = setFeeBuilder()
|
|
feeBuilder.FeeType = exchange.CryptocurrencyDepositFee
|
|
_, err = e.GetFee(feeBuilder)
|
|
require.NoError(t, err)
|
|
|
|
// InternationalBankDepositFee Basic
|
|
feeBuilder = setFeeBuilder()
|
|
feeBuilder.FeeType = exchange.InternationalBankDepositFee
|
|
feeBuilder.FiatCurrency = currency.HKD
|
|
_, err = e.GetFee(feeBuilder)
|
|
require.NoError(t, err)
|
|
|
|
// InternationalBankWithdrawalFee Basic
|
|
feeBuilder = setFeeBuilder()
|
|
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
|
|
feeBuilder.FiatCurrency = currency.HKD
|
|
_, err = e.GetFee(feeBuilder)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestFormatWithdrawPermissions(t *testing.T) {
|
|
t.Parallel()
|
|
expectedResult := exchange.AutoWithdrawCryptoWithAPIPermissionText + " & " + exchange.WithdrawCryptoWith2FAText +
|
|
" & " + exchange.WithdrawCryptoWithEmailText + " & " + exchange.NoFiatWithdrawalsText
|
|
withdrawPermissions := e.FormatWithdrawPermissions()
|
|
assert.Equal(t, expectedResult, withdrawPermissions)
|
|
}
|
|
|
|
func TestGetActiveOrders(t *testing.T) {
|
|
t.Parallel()
|
|
getOrdersRequest := order.MultiOrderRequest{
|
|
Type: order.AnyType,
|
|
AssetType: asset.Spot,
|
|
Side: order.AnySide,
|
|
}
|
|
|
|
_, err := e.GetActiveOrders(t.Context(), &getOrdersRequest)
|
|
if sharedtestvalues.AreAPICredentialsSet(e) {
|
|
require.NoError(t, err)
|
|
} else {
|
|
require.ErrorIs(t, err, exchange.ErrAuthenticationSupportNotEnabled)
|
|
}
|
|
}
|
|
|
|
func TestGetOrderHistory(t *testing.T) {
|
|
t.Parallel()
|
|
getOrdersRequest := order.MultiOrderRequest{
|
|
Type: order.AnyType,
|
|
Pairs: []currency.Pair{currency.NewPair(currency.LTC, currency.BTC)},
|
|
AssetType: asset.Spot,
|
|
Side: order.AnySide,
|
|
}
|
|
|
|
_, err := e.GetOrderHistory(t.Context(), &getOrdersRequest)
|
|
if sharedtestvalues.AreAPICredentialsSet(e) {
|
|
require.NoError(t, err)
|
|
} else {
|
|
require.ErrorIs(t, err, exchange.ErrAuthenticationSupportNotEnabled)
|
|
}
|
|
}
|
|
|
|
// 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, e, canManipulateRealOrders)
|
|
|
|
orderSubmission := &order.Submit{
|
|
Exchange: e.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 := e.SubmitOrder(t.Context(), orderSubmission)
|
|
if sharedtestvalues.AreAPICredentialsSet(e) {
|
|
require.NoError(t, err)
|
|
assert.Equal(t, order.New, response.Status)
|
|
} else {
|
|
require.ErrorIs(t, err, exchange.ErrAuthenticationSupportNotEnabled)
|
|
}
|
|
}
|
|
|
|
func TestCancelExchangeOrder(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, e, canManipulateRealOrders)
|
|
|
|
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
|
|
orderCancellation := &order.Cancel{
|
|
OrderID: "123456789012345678901234567890123456",
|
|
AccountID: "1",
|
|
Pair: currencyPair,
|
|
AssetType: asset.Futures,
|
|
}
|
|
|
|
err := e.CancelOrder(t.Context(), orderCancellation)
|
|
if sharedtestvalues.AreAPICredentialsSet(e) {
|
|
require.NoError(t, err)
|
|
} else {
|
|
require.ErrorIs(t, err, exchange.ErrAuthenticationSupportNotEnabled)
|
|
}
|
|
}
|
|
|
|
func TestCancelAllExchangeOrders(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, e, canManipulateRealOrders)
|
|
|
|
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
|
|
orderCancellation := &order.Cancel{
|
|
OrderID: "123456789012345678901234567890123456",
|
|
AccountID: "1",
|
|
Pair: currencyPair,
|
|
AssetType: asset.Futures,
|
|
}
|
|
|
|
resp, err := e.CancelAllOrders(t.Context(), orderCancellation)
|
|
if sharedtestvalues.AreAPICredentialsSet(e) {
|
|
require.NoError(t, err)
|
|
require.Empty(t, resp.Status, "CancelAllOrders must not fail to cancel orders")
|
|
} else {
|
|
require.ErrorIs(t, err, exchange.ErrAuthenticationSupportNotEnabled)
|
|
}
|
|
}
|
|
|
|
func TestUpdateAccountInfo(t *testing.T) {
|
|
t.Parallel()
|
|
if sharedtestvalues.AreAPICredentialsSet(e) {
|
|
_, err := e.UpdateAccountInfo(t.Context(), asset.Spot)
|
|
require.NoError(t, err)
|
|
|
|
_, err = e.UpdateAccountInfo(t.Context(), asset.Futures)
|
|
require.NoError(t, err)
|
|
} else {
|
|
_, err := e.UpdateAccountInfo(t.Context(), asset.Spot)
|
|
require.Error(t, err)
|
|
|
|
_, err = e.UpdateAccountInfo(t.Context(), asset.Futures)
|
|
require.Error(t, err)
|
|
}
|
|
}
|
|
|
|
func TestModifyOrder(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, e, canManipulateRealOrders)
|
|
_, err := e.ModifyOrder(t.Context(),
|
|
&order.Modify{OrderID: "1337", AssetType: asset.Futures})
|
|
require.Error(t, err)
|
|
}
|
|
|
|
func TestWithdraw(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, e, canManipulateRealOrders)
|
|
|
|
withdrawCryptoRequest := withdraw.Request{
|
|
Exchange: e.Name,
|
|
Crypto: withdraw.CryptoRequest{
|
|
Address: core.BitcoinDonationAddress,
|
|
},
|
|
Amount: -1,
|
|
Currency: currency.BTC,
|
|
Description: "WITHDRAW IT ALL",
|
|
OneTimePassword: 696969,
|
|
}
|
|
|
|
_, err := e.WithdrawCryptocurrencyFunds(t.Context(), &withdrawCryptoRequest)
|
|
if sharedtestvalues.AreAPICredentialsSet(e) {
|
|
require.NoError(t, err)
|
|
} else {
|
|
require.Error(t, err)
|
|
}
|
|
}
|
|
|
|
func TestWithdrawFiat(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, e, canManipulateRealOrders)
|
|
|
|
withdrawFiatRequest := withdraw.Request{}
|
|
_, err := e.WithdrawFiatFunds(t.Context(), &withdrawFiatRequest)
|
|
require.ErrorIs(t, err, common.ErrFunctionNotSupported)
|
|
}
|
|
|
|
func TestWithdrawInternationalBank(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, e, canManipulateRealOrders)
|
|
|
|
withdrawFiatRequest := withdraw.Request{}
|
|
_, err := e.WithdrawFiatFundsToInternationalBank(t.Context(),
|
|
&withdrawFiatRequest)
|
|
require.ErrorIs(t, err, common.ErrFunctionNotSupported)
|
|
}
|
|
|
|
func TestGetDepositAddress(t *testing.T) {
|
|
t.Parallel()
|
|
if sharedtestvalues.AreAPICredentialsSet(e) {
|
|
_, err := e.GetDepositAddress(t.Context(), currency.BTC, "", "")
|
|
require.NoError(t, err)
|
|
} else {
|
|
_, err := e.GetDepositAddress(t.Context(), currency.BTC, "", "")
|
|
require.Error(t, err)
|
|
}
|
|
}
|
|
|
|
func TestWsAuth(t *testing.T) {
|
|
t.Parallel()
|
|
if !e.Websocket.IsEnabled() && !e.API.AuthenticatedWebsocketSupport || !sharedtestvalues.AreAPICredentialsSet(e) {
|
|
t.Skip(websocket.ErrWebsocketNotEnabled.Error())
|
|
}
|
|
var dialer gws.Dialer
|
|
err := e.Websocket.Conn.Dial(t.Context(), &dialer, http.Header{})
|
|
require.NoError(t, err)
|
|
|
|
go e.wsReadData()
|
|
err = e.websocketSendAuth(t.Context())
|
|
require.NoError(t, err)
|
|
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
|
|
select {
|
|
case resp := <-e.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 := e.UpdateTradablePairs(t.Context(), true)
|
|
require.NoError(t, 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 := e.wsHandleData(pressXToJSON)
|
|
require.NoError(t, 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 := e.wsHandleData(pressXToJSON)
|
|
require.NoError(t, 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 := e.wsHandleData(pressXToJSON)
|
|
require.NoError(t, 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 = e.wsHandleData(pressXToJSON)
|
|
require.NoError(t, 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,"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 := e.wsHandleData(pressXToJSON)
|
|
require.NoError(t, err)
|
|
|
|
pressXToJSON = []byte(`{
|
|
"table":"orderBookL2_25",
|
|
"action":"update",
|
|
"data":[
|
|
{"symbol":"ETHUSD","id":17999995000,"side":"Buy","size":5,"timestamp":"2017-04-04T22:16:38.461Z"}
|
|
]}`)
|
|
err = e.wsHandleData(pressXToJSON)
|
|
require.NoError(t, err)
|
|
|
|
pressXToJSON = []byte(`{
|
|
"table":"orderBookL2_25",
|
|
"action":"update",
|
|
"data":[]}`)
|
|
err = e.wsHandleData(pressXToJSON)
|
|
require.ErrorContains(t, err, "empty orderbook")
|
|
|
|
pressXToJSON = []byte(`{
|
|
"table":"orderBookL2_25",
|
|
"action":"delete",
|
|
"data":[
|
|
{"symbol":"ETHUSD","id":17999995000,"side":"Buy","timestamp":"2017-04-04T22:16:38.461Z"}
|
|
]}`)
|
|
err = e.wsHandleData(pressXToJSON)
|
|
require.NoError(t, err)
|
|
|
|
pressXToJSON = []byte(`{
|
|
"table":"orderBookL2_25",
|
|
"action":"delete",
|
|
"data":[
|
|
{"symbol":"ETHUSD","id":17999995000,"side":"Buy","timestamp":"2017-04-04T22:16:38.461Z"}
|
|
]}`)
|
|
err = e.wsHandleData(pressXToJSON)
|
|
assert.ErrorIs(t, err, orderbook.ErrOrderbookInvalid)
|
|
}
|
|
|
|
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 := e.wsHandleData(pressXToJSON)
|
|
require.NoError(t, 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 = e.wsHandleData(pressXToJSON)
|
|
require.NoError(t, 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 := e.wsHandleData(pressXToJSON)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestWsTrades(t *testing.T) {
|
|
t.Parallel()
|
|
e := new(Exchange) //nolint:govet // Intentional shadow
|
|
require.NoError(t, testexch.Setup(e), "Test instance Setup must not error")
|
|
e.SetSaveTradeDataStatus(true)
|
|
msg := []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}]}`)
|
|
require.NoError(t, e.wsHandleData(msg), "Must not error handling a standard stream of trades")
|
|
|
|
msg = []byte(`{"table":"trade","action":"insert","data":[{"timestamp":"2020-02-17T01:35:36.442Z","symbol":".BGCT","size":14,"price":258.2,"side":"sell"}]}`)
|
|
require.ErrorIs(t, e.wsHandleData(msg), exchange.ErrSymbolNotMatched, "Must error correctly with an unknown symbol")
|
|
|
|
msg = []byte(`{"table":"trade","action":"insert","data":[{"timestamp":"2020-02-17T01:35:36.442Z","symbol":".BGCT","size":0,"price":258.2,"side":"sell"}]}`)
|
|
require.NoError(t, e.wsHandleData(msg), "Must not error that symbol is unknown when index trade is ignored due to zero size")
|
|
}
|
|
|
|
func TestGetRecentTrades(t *testing.T) {
|
|
t.Parallel()
|
|
err := e.UpdateTradablePairs(t.Context(), false)
|
|
require.NoError(t, err)
|
|
currencyPair := e.CurrencyPairs.Pairs[asset.Futures].Available[0]
|
|
_, err = e.GetRecentTrades(t.Context(), currencyPair, asset.Futures)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetHistoricTrades(t *testing.T) {
|
|
t.Parallel()
|
|
err := e.UpdateTradablePairs(t.Context(), false)
|
|
require.NoError(t, err)
|
|
currencyPair := e.CurrencyPairs.Pairs[asset.Futures].Available[0]
|
|
_, err = e.GetHistoricTrades(t.Context(), currencyPair, asset.Futures, time.Now().Add(-time.Minute), time.Now())
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestUpdateTicker(t *testing.T) {
|
|
t.Parallel()
|
|
cp := currency.NewPair(currency.ETH, currency.USD)
|
|
_, err := e.UpdateTicker(t.Context(), cp, asset.PerpetualContract)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestUpdateTickers(t *testing.T) {
|
|
t.Parallel()
|
|
err := e.UpdateTickers(t.Context(), asset.PerpetualContract)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestNormalizeWalletInfo(t *testing.T) {
|
|
w := &WalletInfo{
|
|
Currency: "XBt",
|
|
Amount: 1e+08,
|
|
}
|
|
|
|
normalizeWalletInfo(w)
|
|
|
|
assert.Equal(t, "BTC", w.Currency, "Currency should be correct")
|
|
assert.Equal(t, 1.0, w.Amount, "Amount should be correct")
|
|
}
|
|
|
|
func TestGetOrderType(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.getOrderType(0)
|
|
assert.ErrorIs(t, err, order.ErrTypeIsInvalid)
|
|
|
|
o, err := e.getOrderType(1)
|
|
require.NoError(t, err)
|
|
assert.Equal(t, order.Market, o)
|
|
}
|
|
|
|
func TestGetActionFromString(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.GetActionFromString("meow")
|
|
assert.ErrorIs(t, err, orderbook.ErrInvalidAction)
|
|
|
|
action, err := e.GetActionFromString("update")
|
|
require.NoError(t, err)
|
|
assert.Equal(t, orderbook.UpdateAction, action)
|
|
|
|
action, err = e.GetActionFromString("delete")
|
|
require.NoError(t, err)
|
|
assert.Equal(t, orderbook.DeleteAction, action)
|
|
|
|
action, err = e.GetActionFromString("insert")
|
|
require.NoError(t, err)
|
|
assert.Equal(t, orderbook.InsertAction, action)
|
|
|
|
action, err = e.GetActionFromString("update/insert")
|
|
require.NoError(t, err)
|
|
assert.Equal(t, orderbook.UpdateOrInsertAction, action)
|
|
}
|
|
|
|
func TestGetAccountFundingHistory(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCredentialsUnset(t, e)
|
|
_, err := e.GetAccountFundingHistory(t.Context())
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetWithdrawalsHistory(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCredentialsUnset(t, e)
|
|
|
|
_, err := e.GetWithdrawalsHistory(t.Context(), currency.BTC, asset.Spot)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetOrderInfo(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCredentialsUnset(t, e)
|
|
|
|
_, err := e.GetOrderInfo(t.Context(), "1234", currency.NewBTCUSD(), asset.Spot)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestCancelBatchOrders(t *testing.T) {
|
|
t.Parallel()
|
|
sharedtestvalues.SkipTestIfCredentialsUnset(t, e, canManipulateRealOrders)
|
|
_, err := e.CancelBatchOrders(t.Context(), []order.Cancel{
|
|
{
|
|
OrderID: "1234",
|
|
AssetType: asset.Spot,
|
|
Pair: currency.NewBTCUSD(),
|
|
},
|
|
})
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetFuturesContractDetails(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.GetFuturesContractDetails(t.Context(), asset.Spot)
|
|
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
|
|
|
|
_, err = e.GetFuturesContractDetails(t.Context(), asset.USDTMarginedFutures)
|
|
assert.ErrorIs(t, err, asset.ErrNotSupported)
|
|
|
|
_, err = e.GetFuturesContractDetails(t.Context(), asset.Futures)
|
|
assert.NoError(t, err)
|
|
|
|
_, err = e.GetFuturesContractDetails(t.Context(), asset.PerpetualContract)
|
|
assert.NoError(t, err)
|
|
}
|
|
|
|
func TestGetLatestFundingRates(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := e.GetLatestFundingRates(t.Context(), &fundingrate.LatestRateRequest{
|
|
Asset: asset.USDTMarginedFutures,
|
|
Pair: currency.NewBTCUSDT(),
|
|
IncludePredictedRate: true,
|
|
})
|
|
assert.ErrorIs(t, err, common.ErrFunctionNotSupported)
|
|
|
|
_, err = e.GetLatestFundingRates(t.Context(), &fundingrate.LatestRateRequest{
|
|
Asset: asset.Futures,
|
|
Pair: currency.NewPair(currency.BTC, currency.KLAY),
|
|
})
|
|
assert.ErrorIs(t, err, futures.ErrNotPerpetualFuture)
|
|
|
|
_, err = e.GetLatestFundingRates(t.Context(), &fundingrate.LatestRateRequest{
|
|
Asset: asset.PerpetualContract,
|
|
})
|
|
require.NoError(t, err)
|
|
|
|
cp, err := currency.NewPairFromString("ETHUSD")
|
|
require.NoError(t, err)
|
|
_, err = e.GetLatestFundingRates(t.Context(), &fundingrate.LatestRateRequest{
|
|
Asset: asset.PerpetualContract,
|
|
Pair: cp,
|
|
})
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestIsPerpetualFutureCurrency(t *testing.T) {
|
|
t.Parallel()
|
|
isPerp, err := e.IsPerpetualFutureCurrency(asset.Futures, currency.NewBTCUSD())
|
|
require.NoError(t, err)
|
|
require.False(t, isPerp)
|
|
|
|
isPerp, err = e.IsPerpetualFutureCurrency(asset.PerpetualContract, currency.NewBTCUSD())
|
|
require.NoError(t, err)
|
|
require.True(t, isPerp)
|
|
}
|
|
|
|
func TestGetOpenInterest(t *testing.T) {
|
|
t.Parallel()
|
|
cp1 := currency.NewPair(currency.XBT, currency.USD)
|
|
cp2 := currency.NewPair(currency.DOGE, currency.USD)
|
|
sharedtestvalues.SetupCurrencyPairsForExchangeAsset(t, e, asset.PerpetualContract, cp1, cp2)
|
|
|
|
resp, err := e.GetOpenInterest(t.Context(), key.PairAsset{
|
|
Base: currency.XBT.Item,
|
|
Quote: currency.USD.Item,
|
|
Asset: asset.PerpetualContract,
|
|
})
|
|
assert.NoError(t, err)
|
|
assert.NotEmpty(t, resp)
|
|
|
|
resp, err = e.GetOpenInterest(t.Context(),
|
|
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 = e.GetOpenInterest(t.Context())
|
|
assert.NoError(t, err)
|
|
assert.NotEmpty(t, resp)
|
|
|
|
_, err = e.GetOpenInterest(t.Context(), 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, e)
|
|
for _, a := range e.GetAssetTypes(false) {
|
|
pairs, err := e.CurrencyPairs.GetPairs(a, false)
|
|
require.NoErrorf(t, err, "cannot get pairs for %s", a)
|
|
require.NotEmptyf(t, pairs, "no pairs for %s", a)
|
|
resp, err := e.GetCurrencyTradeURL(t.Context(), a, pairs[0])
|
|
require.NoError(t, err)
|
|
assert.NotEmpty(t, resp)
|
|
}
|
|
}
|
|
|
|
func TestGenerateSubscriptions(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
e := new(Exchange)
|
|
require.NoError(t, testexch.Setup(e), "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]},
|
|
}
|
|
|
|
e.Websocket.SetCanUseAuthenticatedEndpoints(true)
|
|
subs, err := e.generateSubscriptions()
|
|
require.NoError(t, err, "generateSubscriptions must not error")
|
|
testsubs.EqualLists(t, exp, subs)
|
|
|
|
for _, a := range e.GetAssetTypes(true) {
|
|
require.NoErrorf(t, e.CurrencyPairs.SetAssetEnabled(a, false), "SetAssetEnabled must not error for %s", a)
|
|
}
|
|
_, err = e.generateSubscriptions()
|
|
require.NoError(t, err, "generateSubscriptions must not error when no assets are enabled")
|
|
}
|
|
|
|
func TestSubscribe(t *testing.T) {
|
|
t.Parallel()
|
|
e := new(Exchange)
|
|
require.NoError(t, testexch.Setup(e), "Test instance Setup must not error")
|
|
subs, err := e.generateSubscriptions() // Note: We grab this before it's overwritten by SetupWs
|
|
require.NoError(t, err, "generateSubscriptions must not error")
|
|
testexch.SetupWs(t, e)
|
|
err = e.Subscribe(subs)
|
|
require.NoError(t, err, "Subscribe must not error")
|
|
for _, s := range subs {
|
|
assert.Equalf(t, subscription.SubscribedState, s.State(), "%s state should be subscribed", s.QualifiedChannel)
|
|
}
|
|
err = e.Unsubscribe(subs)
|
|
require.NoError(t, err, "Unsubscribe must not error")
|
|
for _, s := range subs {
|
|
assert.Equalf(t, subscription.UnsubscribedState, s.State(), "%s state should be unsusbscribed", s.QualifiedChannel)
|
|
}
|
|
|
|
err = e.Subscribe(subscription.List{{QualifiedChannel: "wibble", Channel: "wibble", Asset: asset.Spot}})
|
|
require.ErrorContains(t, err, "Unknown table: wibble", "Subscribe must receive errors through websocket.Match on request json")
|
|
}
|