forked from baibaratsky/go-poloniex
-
Notifications
You must be signed in to change notification settings - Fork 0
/
wamp_test.go
380 lines (342 loc) · 9.14 KB
/
wamp_test.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
package poloniex
import (
"crypto/tls"
"fmt"
"net"
"net/http/httptest"
"net/url"
"reflect"
"testing"
"github.com/shopspring/decimal"
. "github.com/smartystreets/goconvey/convey"
"gopkg.in/jcelliott/turnpike.v2"
)
func TestNewWampClient(t *testing.T) {
Convey("Given fake WAMP server", t, func() {
wampServer, httpServer, clear := newTestWebsocketServer(t)
defer clear()
localClient, err := wampServer.GetLocalClient(wampRealm, nil)
if err != nil {
t.Fatalf("error getting local client: %s", err)
}
client, err := NewWampClient(&tls.Config{InsecureSkipVerify: true}, func(network, addr string) (net.Conn, error) {
So(network, ShouldEqual, "tcp")
So(addr, ShouldEqual, "api.poloniex.com:443")
url, err := url.Parse(httpServer.URL)
if err != nil {
t.Fatal(err)
}
return net.Dial("tcp", fmt.Sprintf("localhost:%s", url.Port()))
})
if err != nil {
t.Fatalf("error creating client: %s", err)
}
messageChan := make(chan interface{})
errChan := make(chan error)
if err := client.SubscribeToPair("BTC_ETH", messageChan, errChan); err != nil {
t.Fatalf("error subscribing to chat channel: %s", err)
}
Convey("It should recieve modify message", func() {
modifyMarketMessage := map[string]interface{}{
"type": messageTypeOrderBookModify,
"data": map[string]interface{}{
"type": "bid",
"rate": "0.08529432",
"amount": "5.00000000",
},
}
args := []interface{}{interface{}(modifyMarketMessage)}
kwargs := map[string]interface{}{"seq": float64(1)}
if err := localClient.Publish("BTC_ETH", nil, args, kwargs); err != nil {
t.Fatalf("error publising to pair: %s", err)
}
message := <-messageChan
orderModification, ok := message.(OrderModification)
So(ok, ShouldBeTrue)
So(orderModification.Type, ShouldEqual, OrderUpdateTypeBid)
})
Convey("It should recieve remove message", func() {
modifyMarketMessage := map[string]interface{}{
"type": messageTypeOrderBookRemove,
"data": map[string]interface{}{
"type": "ask",
"rate": "0.08529432",
},
}
args := []interface{}{interface{}(modifyMarketMessage)}
kwargs := map[string]interface{}{"seq": float64(1)}
if err := localClient.Publish("BTC_ETH", nil, args, kwargs); err != nil {
t.Fatalf("error publising to pair: %s", err)
}
message := <-messageChan
orderRemoval, ok := message.(OrderModification)
So(ok, ShouldBeTrue)
So(orderRemoval.Type, ShouldEqual, OrderUpdateTypeAsk)
})
Convey("It should recieve trade message", func() {
newTradeMarketMessage := map[string]interface{}{
"type": messageTypeNewTrade,
"data": map[string]interface{}{
"total": "0.01190544",
"tradeID": "30132092",
"type": "sell",
"amount": "0.14080956",
"date": "2017-07-13 17:33:31",
"rate": "0.08455001",
},
}
args := []interface{}{interface{}(newTradeMarketMessage)}
kwargs := map[string]interface{}{"seq": float64(1)}
if err := localClient.Publish("BTC_ETH", nil, args, kwargs); err != nil {
t.Fatalf("error publising to pair: %s", err)
}
message := <-messageChan
newTrade, ok := message.(NewTrade)
So(ok, ShouldBeTrue)
So(newTrade.Type, ShouldEqual, TypeSell)
})
Convey("It should recieve errors on sequence", func() {
args := []interface{}{}
kwargs := map[string]interface{}{}
if err := localClient.Publish("BTC_ETH", nil, args, kwargs); err != nil {
t.Fatalf("error publising to pair: %s", err)
}
err := <-errChan
So(err.Error(), ShouldEqual, `key 'seq' was not found in kwargs: map[]`)
kwargs = map[string]interface{}{"seq": ""}
if err := localClient.Publish("BTC_ETH", nil, args, kwargs); err != nil {
t.Fatalf("error publising to pair: %s", err)
}
err = <-errChan
So(err.Error(), ShouldEqual, `sequence value ("") type is string, expected float64`)
})
Convey("It should recieve error on structure decode", func() {
badMarketMessage := map[string]interface{}{
"type": float64(1),
}
args := []interface{}{interface{}(badMarketMessage)}
kwargs := map[string]interface{}{"seq": float64(1)}
if err := localClient.Publish("BTC_ETH", nil, args, kwargs); err != nil {
t.Fatalf("error publising to pair: %s", err)
}
err := <-errChan
So(err.Error(), ShouldContainSubstring, "1 error(s) decoding")
})
})
}
func newTestWebsocketServer(t *testing.T) (*turnpike.WebsocketServer, *httptest.Server, func()) {
wampServer := turnpike.NewBasicWebsocketServer(wampRealm)
httpServer := httptest.NewTLSServer(wampServer)
return wampServer, httpServer, func() {
httpServer.Close()
wampServer.Close()
}
}
func Test_marketMessage_newTrade(t *testing.T) {
type fields struct {
Sequence uint
Pair string
Data marketMessageData
}
tests := []struct {
name string
fields fields
wantNewTrade NewTrade
wantErr bool
}{
{
name: "rate parse error",
fields: fields{
Sequence: 1,
Pair: "ETH_BTC",
Data: marketMessageData{
Date: "30.08.2017",
Type: TypeSell,
Rate: "invalid",
},
},
wantNewTrade: NewTrade{
Sequence: 1,
Trade: Trade{
CurrencyPair: "ETH_BTC",
Date: "30.08.2017",
Type: TypeSell,
},
},
wantErr: true,
},
{
name: "amount parse error",
fields: fields{
Sequence: 1,
Pair: "ETH_BTC",
Data: marketMessageData{
Date: "30.08.2017",
Type: TypeSell,
Rate: "0.1",
Amount: "invalid",
},
},
wantNewTrade: NewTrade{
Sequence: 1,
Trade: Trade{
CurrencyPair: "ETH_BTC",
Date: "30.08.2017",
Type: TypeSell,
Rate: decimal.New(1, -1),
},
},
wantErr: true,
},
{
name: "total parse error",
fields: fields{
Sequence: 1,
Pair: "ETH_BTC",
Data: marketMessageData{
Date: "30.08.2017",
Type: TypeSell,
Rate: "0.1",
Amount: "0.01",
Total: "invalid",
},
},
wantNewTrade: NewTrade{
Sequence: 1,
Trade: Trade{
CurrencyPair: "ETH_BTC",
Date: "30.08.2017",
Type: TypeSell,
Rate: decimal.New(1, -1),
Amount: decimal.New(1, -2),
},
},
wantErr: true,
},
{
name: "tradeId parse error",
fields: fields{
Sequence: 1,
Pair: "ETH_BTC",
Data: marketMessageData{
Date: "30.08.2017",
Type: TypeSell,
Rate: "0.1",
Amount: "0.01",
Total: "0.001",
TradeId: "invalid",
},
},
wantNewTrade: NewTrade{
Sequence: 1,
Trade: Trade{
CurrencyPair: "ETH_BTC",
Date: "30.08.2017",
Type: TypeSell,
Rate: decimal.New(1, -1),
Amount: decimal.New(1, -2),
Total: decimal.New(1, -3),
},
},
wantErr: true,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
message := marketMessage{
Sequence: tt.fields.Sequence,
Pair: tt.fields.Pair,
Data: tt.fields.Data,
}
gotNewTrade, err := message.newTrade()
if (err != nil) != tt.wantErr {
t.Errorf("marketMessage.newTrade() error = %v, wantErr %v", err, tt.wantErr)
return
}
if !reflect.DeepEqual(gotNewTrade, tt.wantNewTrade) {
t.Errorf("marketMessage.newTrade() = %v, want %v", gotNewTrade, tt.wantNewTrade)
}
})
}
}
func Test_marketMessage_orderModification(t *testing.T) {
type fields struct {
Type string
Sequence uint
Pair string
Data marketMessageData
}
tests := []struct {
name string
fields fields
wantOrderModification OrderModification
wantErr bool
}{
{
name: "wrong type",
fields: fields{
Type: "WRONG TYPE",
},
wantOrderModification: OrderModification{},
wantErr: true,
},
{
name: "invalid rate",
fields: fields{
Type: messageTypeOrderBookModify,
Sequence: 1,
Pair: "ETH_BTC",
Data: marketMessageData{
Date: "30.08.2017",
Type: TypeSell,
Rate: "invalid",
},
},
wantOrderModification: OrderModification{
Sequence: 1,
Type: TypeSell,
},
wantErr: true,
},
{
name: "invalid amount",
fields: fields{
Type: messageTypeOrderBookModify,
Sequence: 1,
Pair: "ETH_BTC",
Data: marketMessageData{
Date: "30.08.2017",
Type: TypeSell,
Rate: "0.1",
Amount: "invalid",
},
},
wantOrderModification: OrderModification{
Sequence: 1,
Type: TypeSell,
Order: Order{
Rate: decimal.New(1, -1),
},
},
wantErr: true,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
message := marketMessage{
Type: tt.fields.Type,
Sequence: tt.fields.Sequence,
Pair: tt.fields.Pair,
Data: tt.fields.Data,
}
gotOrderModification, err := message.orderModification()
if (err != nil) != tt.wantErr {
t.Errorf("marketMessage.orderModification() error = %v, wantErr %v", err, tt.wantErr)
return
}
if !reflect.DeepEqual(gotOrderModification, tt.wantOrderModification) {
t.Errorf("marketMessage.orderModification() = %v, want %v", gotOrderModification, tt.wantOrderModification)
}
})
}
}