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derivative_common_test.go
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derivative_common_test.go
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package bybit
import (
"encoding/json"
"net/http"
"testing"
"github.com/hirokisan/bybit/v2/testhelper"
"github.com/stretchr/testify/assert"
"github.com/stretchr/testify/require"
)
func TestDerivativesOrderBook(t *testing.T) {
param := DerivativesOrderBookParam{
Symbol: SymbolDerivativeBTCUSDT,
Category: CategoryDerivativeLinear,
}
path := "/derivatives/v3/public/order-book/L2"
method := http.MethodGet
status := http.StatusOK
respBody := map[string]interface{}{
"result": map[string]interface{}{
"s": "BTCUSDT",
"b": [][]string{
{
"20621",
"0.015",
},
},
"a": [][]string{
{
"20621",
"0.015",
},
},
"ts": 1666776701825,
"u": 325507,
},
}
bytesBody, err := json.Marshal(respBody)
require.NoError(t, err)
server, teardown := testhelper.NewServer(
testhelper.WithHandlerOption(path, method, status, bytesBody),
)
defer teardown()
client := NewTestClient().
WithBaseURL(server.URL)
resp, err := client.Derivative().UnifiedMargin().DerivativesOrderBook(param)
require.NoError(t, err)
require.NotNil(t, resp)
assert.Equal(t, respBody["result"].(map[string]interface{})["s"], string(resp.Result.Symbol))
}
func TestDerivativesKline(t *testing.T) {
param := DerivativesKlineParam{
Symbol: SymbolDerivativeBTCUSDT,
Category: CategoryDerivativeLinear,
Interval: IntervalD,
Start: 1652112000000,
End: 1652544000000,
}
path := "/derivatives/v3/public/kline"
method := http.MethodGet
status := http.StatusOK
respBody := map[string]interface{}{
"result": map[string]interface{}{
"category": "linear",
"symbol": "BTCUSDT",
"list": [][]string{
{
"1652486400000",
"29284.5",
"30409.5",
"28649.5",
"30115.5",
"9975.291",
"292816985.039",
},
},
},
}
bytesBody, err := json.Marshal(respBody)
require.NoError(t, err)
server, teardown := testhelper.NewServer(
testhelper.WithHandlerOption(path, method, status, bytesBody),
)
defer teardown()
client := NewTestClient().
WithBaseURL(server.URL)
resp, err := client.Derivative().UnifiedMargin().DerivativesKline(param)
require.NoError(t, err)
require.NotNil(t, resp)
assert.Equal(t, respBody["result"].(map[string]interface{})["symbol"], string(resp.Result.Symbol))
assert.Equal(t, respBody["result"].(map[string]interface{})["list"].([][]string)[0][0], resp.Result.Lists[0].Start)
}
func TestDerivativesTickers(t *testing.T) {
param := DerivativesTickersParam{
Category: CategoryDerivativeLinear,
}
path := "/derivatives/v3/public/tickers"
method := http.MethodGet
status := http.StatusOK
respBody := map[string]interface{}{
"result": map[string]interface{}{
"category": "linear",
"list": []map[string]string{
{
"symbol": "ZRXUSDT",
"bidPrice": "0.252",
"askPrice": "0.2522",
"lastPrice": "0.2497",
"lastTickDirection": "MinusTick",
"prevPrice24h": "0.2638",
"price24hPcnt": "-0.053449",
"highPrice24h": "0.2645",
"lowPrice24h": "0.2497",
"prevPrice1h": "0.2530",
"markPrice": "0.2522",
"indexPrice": "0.2524",
"openInterest": "516350",
"turnover24h": "1439.724",
"volume24h": "5474",
"fundingRate": "0.0001",
"nextFundingTime": "1666972800000",
"predictedDeliveryPrice": "",
"basisRate": "",
"deliveryFeeRate": "",
"deliveryTime": "0",
},
},
},
}
bytesBody, err := json.Marshal(respBody)
require.NoError(t, err)
server, teardown := testhelper.NewServer(
testhelper.WithHandlerOption(path, method, status, bytesBody),
)
defer teardown()
client := NewTestClient().
WithBaseURL(server.URL)
resp, err := client.Derivative().UnifiedMargin().DerivativesTickers(param)
require.NoError(t, err)
require.NotNil(t, resp)
testhelper.Compare(t, respBody["result"], resp.Result)
}
func TestDerivativesTickersForOption(t *testing.T) {
param := DerivativesTickersForOptionParam{
Symbol: SymbolDerivativeBTC31MAR23_40000C,
}
path := "/derivatives/v3/public/tickers"
method := http.MethodGet
status := http.StatusOK
respBody := map[string]interface{}{
"result": map[string]string{
"category": "option",
"symbol": "BTC-31MAR23-40000-C",
"bidPrice": "270",
"bidSize": "19.9",
"bidIv": "0.6514",
"askPrice": "325",
"askSize": "45.9",
"askIv": "0.6778",
"lastPrice": "225",
"highPrice24h": "0",
"lowPrice24h": "0",
"markPrice": "277.11257031",
"indexPrice": "20193.37",
"markPriceIv": "0.655",
"underlyingPrice": "20259.98",
"openInterest": "4.63",
"turnover24h": "0",
"volume24h": "0",
"totalVolume": "56",
"totalTurnover": "1086495",
"delta": "0.08275356",
"gamma": "0.0000177",
"vega": "20.06494071",
"theta": "-4.26877439",
"predictedDeliveryPrice": "0",
"change24h": "0",
},
}
bytesBody, err := json.Marshal(respBody)
require.NoError(t, err)
server, teardown := testhelper.NewServer(
testhelper.WithHandlerOption(path, method, status, bytesBody),
)
defer teardown()
client := NewTestClient().
WithBaseURL(server.URL)
resp, err := client.Derivative().UnifiedMargin().DerivativesTickersForOption(param)
require.NoError(t, err)
require.NotNil(t, resp)
testhelper.Compare(t, respBody["result"], resp.Result)
}
func TestDerivativesInstruments(t *testing.T) {
param := DerivativesInstrumentsParam{
Category: CategoryDerivativeLinear,
}
path := "/derivatives/v3/public/instruments-info"
method := http.MethodGet
status := http.StatusOK
respBody := map[string]interface{}{
"result": map[string]interface{}{
"category": "linear",
"list": []map[string]interface{}{
{
"symbol": "10000NFTUSDT",
"contractType": "LinearPerpetual",
"status": "Trading",
"baseCoin": "10000NFT", "quoteCoin": "USDT",
"launchTime": "1643007175000",
"deliveryTime": "0",
"deliveryFeeRate": "",
"priceScale": "6",
"leverageFilter": map[string]interface{}{
"minLeverage": "1",
"maxLeverage": "12",
"leverageStep": "0.01",
},
"priceFilter": map[string]interface{}{
"minPrice": "0.000005",
"maxPrice": "9.999990",
"tickSize": "0.000005",
},
"lotSizeFilter": map[string]interface{}{
"maxTradingQty": "370000",
"minTradingQty": "10",
"qtyStep": "10",
},
},
},
"nextPageCursor": "",
},
}
bytesBody, err := json.Marshal(respBody)
require.NoError(t, err)
server, teardown := testhelper.NewServer(
testhelper.WithHandlerOption(path, method, status, bytesBody),
)
defer teardown()
client := NewTestClient().
WithBaseURL(server.URL)
resp, err := client.Derivative().UnifiedMargin().DerivativesInstruments(param)
require.NoError(t, err)
require.NotNil(t, resp)
testhelper.Compare(t, respBody["result"], resp.Result)
}
func TestDerivativesInstrumentsForOption(t *testing.T) {
param := DerivativesInstrumentsForOptionParam{}
path := "/derivatives/v3/public/instruments-info"
method := http.MethodGet
status := http.StatusOK
respBody := map[string]interface{}{
"result": map[string]interface{}{
"resultTotalSize": 9234,
"cursor": "0%2C500",
"dataList": []map[string]interface{}{
{
"category": "option",
"symbol": "BTC-31MAR23-300000-C",
"status": "ONLINE",
"baseCoin": "BTC",
"quoteCoin": "USD",
"settleCoin": "USDC",
"optionsType": "Call",
"launchTime": "1665043200000",
"deliveryTime": "1680249600000",
"deliveryFeeRate": "0.00015",
"priceFilter": map[string]interface{}{
"minPrice": "5",
"maxPrice": "10000000",
"tickSize": "5",
},
"lotSizeFilter": map[string]interface{}{
"maxOrderQty": "10000",
"minOrderQty": "0.01",
"qtyStep": "0.01",
},
},
},
},
}
bytesBody, err := json.Marshal(respBody)
require.NoError(t, err)
server, teardown := testhelper.NewServer(
testhelper.WithHandlerOption(path, method, status, bytesBody),
)
defer teardown()
client := NewTestClient().
WithBaseURL(server.URL)
resp, err := client.Derivative().UnifiedMargin().DerivativesInstrumentsForOption(param)
require.NoError(t, err)
require.NotNil(t, resp)
testhelper.Compare(t, respBody["result"], resp.Result)
}
func TestDerivativesMarkPriceKline(t *testing.T) {
param := DerivativesMarkPriceKlineParam{
Symbol: SymbolDerivativeBTCUSDT,
Category: CategoryDerivativeLinear,
Interval: IntervalD,
Start: 1652112000000,
End: 1652544000000,
}
path := "/derivatives/v3/public/mark-price-kline"
method := http.MethodGet
status := http.StatusOK
respBody := map[string]interface{}{
"result": map[string]interface{}{
"category": "linear",
"symbol": "BTCUSDT",
"list": [][]string{
{
"1652486400000",
"29291.4",
"30327.13",
"28641.42",
"30088.12",
},
},
},
}
bytesBody, err := json.Marshal(respBody)
require.NoError(t, err)
server, teardown := testhelper.NewServer(
testhelper.WithHandlerOption(path, method, status, bytesBody),
)
defer teardown()
client := NewTestClient().
WithBaseURL(server.URL)
resp, err := client.Derivative().UnifiedMargin().DerivativesMarkPriceKline(param)
require.NoError(t, err)
require.NotNil(t, resp)
assert.Equal(t, respBody["result"].(map[string]interface{})["symbol"], string(resp.Result.Symbol))
assert.Equal(t, respBody["result"].(map[string]interface{})["list"].([][]string)[0][0], resp.Result.List[0].Start)
}
func TestDerivativesIndexPriceKline(t *testing.T) {
param := DerivativesIndexPriceKlineParam{
Symbol: SymbolDerivativeBTCUSDT,
Category: CategoryDerivativeLinear,
Interval: IntervalD,
Start: 1652112000000,
End: 1652544000000,
}
path := "/derivatives/v3/public/index-price-kline"
method := http.MethodGet
status := http.StatusOK
respBody := map[string]interface{}{
"result": map[string]interface{}{
"category": "linear",
"symbol": "BTCUSDT",
"list": [][]string{
{
"1652486400000",
"29291.4",
"30334.75",
"28638.38",
"30088.88",
},
},
},
}
bytesBody, err := json.Marshal(respBody)
require.NoError(t, err)
server, teardown := testhelper.NewServer(
testhelper.WithHandlerOption(path, method, status, bytesBody),
)
defer teardown()
client := NewTestClient().
WithBaseURL(server.URL)
resp, err := client.Derivative().UnifiedMargin().DerivativesIndexPriceKline(param)
require.NoError(t, err)
require.NotNil(t, resp)
assert.Equal(t, respBody["result"].(map[string]interface{})["symbol"], string(resp.Result.Symbol))
assert.Equal(t, respBody["result"].(map[string]interface{})["list"].([][]string)[0][0], resp.Result.List[0].Start)
}