FIX: [exchange] fix bugs and add integration tests for Coinbase Exchange #1914
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,188 @@ | ||
| package coinbase | ||
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|
||
| import ( | ||
| "context" | ||
| "os" | ||
| "strconv" | ||
| "testing" | ||
| "time" | ||
|
|
||
| "github.com/stretchr/testify/assert" | ||
|
|
||
| "github.com/c9s/bbgo/pkg/fixedpoint" | ||
| "github.com/c9s/bbgo/pkg/testutil" | ||
| "github.com/c9s/bbgo/pkg/types" | ||
| ) | ||
|
|
||
| func Test_new(t *testing.T) { | ||
| ex := getExchangeOrSkip(t) | ||
| assert.Equal(t, ex.Name(), types.ExchangeCoinBase) | ||
| t.Log("successfully created coinbase exchange client") | ||
| _ = ex.SupportedInterval() | ||
| _ = ex.PlatformFeeCurrency() | ||
| } | ||
|
|
||
| func Test_Symbols(t *testing.T) { | ||
| globalSymbol := "NOTEXIST" | ||
| localSymbol := toLocalSymbol(globalSymbol) | ||
| assert.Equal(t, globalSymbol, toGlobalSymbol(localSymbol)) | ||
| assert.Equal(t, localSymbol, toLocalSymbol(globalSymbol)) | ||
|
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| globalSymbol = "ETHUSD" | ||
| localSymbol = toLocalSymbol(globalSymbol) | ||
| assert.Equal(t, globalSymbol, toGlobalSymbol(localSymbol)) | ||
| assert.Equal(t, localSymbol, toLocalSymbol(globalSymbol)) | ||
| } | ||
|
|
||
| func Test_OrdersAPI(t *testing.T) { | ||
| ex := getExchangeOrSkip(t) | ||
| ctx := context.Background() | ||
|
|
||
| // should fail on unsupported symbol | ||
| order, err := ex.SubmitOrder( | ||
| ctx, | ||
| types.SubmitOrder{ | ||
| Market: types.Market{ | ||
| Symbol: "NOTEXIST", | ||
| }, | ||
| Side: types.SideTypeBuy, | ||
| Type: types.OrderTypeLimit, | ||
| Price: fixedpoint.MustNewFromString("0.001"), | ||
| Quantity: fixedpoint.MustNewFromString("0.001"), | ||
| }) | ||
| assert.Error(t, err) | ||
| assert.Empty(t, order) | ||
| // should succeed | ||
| order, err = ex.SubmitOrder( | ||
| ctx, | ||
| types.SubmitOrder{ | ||
| Market: types.Market{ | ||
| Symbol: "ETHUSD", | ||
| }, | ||
| Side: types.SideTypeBuy, | ||
| Type: types.OrderTypeLimit, | ||
| Price: fixedpoint.MustNewFromString("0.01"), | ||
| Quantity: fixedpoint.MustNewFromString("100"), // min funds is $1 | ||
| }) | ||
| assert.NoError(t, err) | ||
| assert.NotEmpty(t, order) | ||
|
|
||
| // test query open orders | ||
| order, err = ex.QueryOrder(ctx, types.OrderQuery{Symbol: "ETHUSD", OrderID: order.UUID, ClientOrderID: order.UUID}) | ||
| assert.NoError(t, err) | ||
|
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||
| orders, err := ex.QueryOpenOrders(ctx, "ETHUSD") | ||
| assert.NoError(t, err) | ||
| found := false | ||
| for _, o := range orders { | ||
| if o.UUID == order.UUID { | ||
| found = true | ||
| break | ||
| } | ||
| } | ||
| assert.True(t, found) | ||
|
|
||
| // test cancel order | ||
| err = ex.CancelOrders(ctx, types.Order{ | ||
| Exchange: types.ExchangeCoinBase, | ||
| UUID: order.UUID, | ||
| }) | ||
| assert.NoError(t, err) | ||
| } | ||
|
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| func Test_QueryAccount(t *testing.T) { | ||
| ex := getExchangeOrSkip(t) | ||
| ctx := context.Background() | ||
| _, err := ex.QueryAccount(ctx) | ||
| assert.NoError(t, err) | ||
| } | ||
|
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||
| func Test_QueryAccountBalances(t *testing.T) { | ||
| ex := getExchangeOrSkip(t) | ||
| ctx := context.Background() | ||
| _, err := ex.QueryAccountBalances(ctx) | ||
| assert.NoError(t, err) | ||
| } | ||
|
|
||
| func Test_QueryOpenOrders(t *testing.T) { | ||
| ex := getExchangeOrSkip(t) | ||
| ctx := context.Background() | ||
|
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| symbols := []string{"BTCUSD", "ETHUSD", "ETHBTC"} | ||
| for _, k := range symbols { | ||
| _, err := ex.QueryOpenOrders(ctx, k) | ||
| assert.NoError(t, err) | ||
| } | ||
| } | ||
|
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||
| func Test_QueryMarkets(t *testing.T) { | ||
| ex := getExchangeOrSkip(t) | ||
| ctx := context.Background() | ||
| _, err := ex.QueryMarkets(ctx) | ||
| assert.NoError(t, err) | ||
| } | ||
|
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||
| func Test_QueryTicker(t *testing.T) { | ||
| ex := getExchangeOrSkip(t) | ||
| ctx := context.Background() | ||
| ticker, err := ex.QueryTicker(ctx, "BTCUSD") | ||
| assert.NoError(t, err) | ||
| assert.NotNil(t, ticker) | ||
| } | ||
|
|
||
| func Test_QueryTickers(t *testing.T) { | ||
| ex := getExchangeOrSkip(t) | ||
| ctx := context.Background() | ||
| symbols := []string{"BTCUSD", "ETHUSD", "ETHBTC"} | ||
| tickers, err := ex.QueryTickers(ctx, symbols...) | ||
| assert.NoError(t, err) | ||
| assert.NotNil(t, tickers) | ||
| } | ||
|
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||
| func Test_QueryKLines(t *testing.T) { | ||
| ex := getExchangeOrSkip(t) | ||
| ctx := context.Background() | ||
| // should fail on unsupported interval | ||
| _, err := ex.QueryKLines(ctx, "BTCUSD", types.Interval12h, types.KLineQueryOptions{}) | ||
| assert.Error(t, err) | ||
|
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||
| klines, err := ex.QueryKLines(ctx, "BTCUSD", types.Interval1m, types.KLineQueryOptions{}) | ||
| assert.NoError(t, err) | ||
| assert.NotNil(t, klines) | ||
|
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||
| endTime := time.Now() | ||
| startTime := endTime.Add(-time.Hour * 5) | ||
| klines, err = ex.QueryKLines( | ||
| ctx, | ||
| "BTCUSD", | ||
| types.Interval1m, | ||
| types.KLineQueryOptions{ | ||
| StartTime: &startTime, | ||
| EndTime: &endTime, | ||
| }, | ||
| ) | ||
| assert.NoError(t, err) | ||
| assert.NotNil(t, klines) | ||
| } | ||
|
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| func Test_QueryOrderTrades(t *testing.T) { | ||
| ex := getExchangeOrSkip(t) | ||
| ctx := context.Background() | ||
|
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| trades, err := ex.QueryOrderTrades(ctx, types.OrderQuery{Symbol: "ETHUSD"}) | ||
| assert.NoError(t, err) | ||
| assert.NotNil(t, trades) | ||
| } | ||
|
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| func getExchangeOrSkip(t *testing.T) *Exchange { | ||
| if b, _ := strconv.ParseBool(os.Getenv("CI")); b { | ||
| t.Skip("skip test for CI") | ||
| } | ||
| key, secret, passphrase, ok := testutil.IntegrationTestWithPassphraseConfigured(t, "COINBASE") | ||
| if !ok { | ||
| t.SkipNow() | ||
| return nil | ||
| } | ||
|
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| return New(key, secret, passphrase, 0) | ||
| } |
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Could you set a default timeInForce beforehand?
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I want to leave it unset if it's not given by to user.
So it will fallback to Coinbase API defaults.
I want it to be consistent with Coinbase API.