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Test api_trdes.
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@marianogappa
marianogappa committed Aug 8, 2021
1 parent 2195901 commit 5f42cd6
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Showing 11 changed files with 462 additions and 181 deletions.
12 changes: 1 addition & 11 deletions binance/api_klines.go
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Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,6 @@ import (
"io/ioutil"
"log"
"net/http"
"net/http/httputil"
"strconv"
"strings"
"time"
Expand Down Expand Up @@ -204,11 +203,7 @@ type klinesResult struct {
}

func (b Binance) getKlines(baseAsset string, quoteAsset string, startTimeMillis int) (klinesResult, error) {
req, err := http.NewRequest("GET", fmt.Sprintf("%vklines", b.apiURL), nil)
if err != nil {
return klinesResult{err: err}, err
}

req, _ := http.NewRequest("GET", fmt.Sprintf("%vklines", b.apiURL), nil)
symbol := fmt.Sprintf("%v%v", strings.ToUpper(baseAsset), strings.ToUpper(quoteAsset))

q := req.URL.Query()
Expand All @@ -221,11 +216,6 @@ func (b Binance) getKlines(baseAsset string, quoteAsset string, startTimeMillis

client := &http.Client{Timeout: 10 * time.Second}

requestDump, err := httputil.DumpRequest(req, true)
if err != nil {
log.Printf("Making request: %v\n", string(requestDump))
}

resp, err := client.Do(req)
if err != nil {
return klinesResult{err: err}, err
Expand Down
13 changes: 1 addition & 12 deletions binance/api_trades.go
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Original file line number Diff line number Diff line change
Expand Up @@ -4,9 +4,7 @@ import (
"encoding/json"
"fmt"
"io/ioutil"
"log"
"net/http"
"net/http/httputil"
"strconv"
"strings"
"time"
Expand Down Expand Up @@ -76,11 +74,7 @@ type aggTradesResult struct {
}

func (b Binance) getTrades(baseAsset string, quoteAsset string, startTimeMillis int) (aggTradesResult, error) {
req, err := http.NewRequest("GET", fmt.Sprintf("%vaggTrades", b.apiURL), nil)
if err != nil {
return aggTradesResult{err: err}, err
}

req, _ := http.NewRequest("GET", fmt.Sprintf("%vaggTrades", b.apiURL), nil)
symbol := fmt.Sprintf("%v%v", strings.ToUpper(baseAsset), strings.ToUpper(quoteAsset))

q := req.URL.Query()
Expand All @@ -93,11 +87,6 @@ func (b Binance) getTrades(baseAsset string, quoteAsset string, startTimeMillis

client := &http.Client{Timeout: 10 * time.Second}

requestDump, err := httputil.DumpRequest(req, true)
if err != nil {
log.Printf("Making request: %v\n", string(requestDump))
}

resp, err := client.Do(req)
if err != nil {
return aggTradesResult{err: err}, err
Expand Down
226 changes: 226 additions & 0 deletions binance/api_trades_test.go
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Original file line number Diff line number Diff line change
@@ -0,0 +1,226 @@
package binance

import (
"fmt"
"net/http"
"net/http/httptest"
"testing"

"github.com/marianogappa/signal-checker/common"
)

type expectedTrade struct {
trade common.Trade
err error
}

func TestTrades(t *testing.T) {
i := 0
replies := []string{
`[
{"a":850187608,"p":"29781.76000000","q":"0.00055700","f":961525512,"l":961525512,"T":1626798722486,"m":true,"M":true},
{"a":850187609,"p":"29781.77000000","q":"0.00380000","f":961525513,"l":961525513,"T":1626798723004,"m":false,"M":true}
]`,
`[
{"a":850187610,"p":"29781.77000000","q":"0.00100600","f":961525514,"l":961525514,"T":1626798723257,"m":false,"M":true},
{"a":850187611,"p":"29781.77000000","q":"0.00619400","f":961525515,"l":961525515,"T":1626798723257,"m":false,"M":true}
]`,
`[]`,
}
ts := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
fmt.Fprintln(w, replies[i%len(replies)])
i++
}))
defer ts.Close()

b := NewBinance()
b.overrideAPIURL(ts.URL + "/")
ci := b.BuildTradeIterator("BTC", "USDT", "2021-07-04T14:14:18+00:00")

expectedResults := []expectedTrade{
{
trade: common.Trade{
BaseAssetPrice: 29781.76000000,
BaseAssetQuantity: 0.00055700,
Timestamp: 1626798722,
},
err: nil,
},
{
trade: common.Trade{
BaseAssetPrice: 29781.77000000,
BaseAssetQuantity: 0.00380000,
Timestamp: 1626798723,
},
err: nil,
},
{
trade: common.Trade{
BaseAssetPrice: 29781.77000000,
BaseAssetQuantity: 0.00100600,
Timestamp: 1626798723,
},
err: nil,
},
{
trade: common.Trade{
BaseAssetPrice: 29781.77000000,
BaseAssetQuantity: 0.00619400,
Timestamp: 1626798723,
},
err: nil,
},
{
trade: common.Trade{},
err: common.ErrOutOfTrades,
},
}
for i, expectedResult := range expectedResults {
actualTrade, actualErr := ci.Next()
if actualTrade != expectedResult.trade {
t.Errorf("on trade %v expected %v but got %v", i, expectedResult.trade, actualTrade)
t.FailNow()
}
if actualErr != expectedResult.err {
t.Errorf("on trade %v expected no errors but this error happened %v", i, actualErr)
t.FailNow()
}
}
}

func TestBinanceTradeToTradeFailsPrice(t *testing.T) {
_, err := binanceTrade{
AggregateTradeId: 12345,
Price: "invalid",
Quantity: "123",
FirstTradeId: 12345,
LastTradeId: 12345,
TimestampMillis: 1626798723000,
IsBuyerMaker: false,
IsTradeBestPriceMatch: true,
}.toTrade()
if err == nil {
t.Fatalf("should have failed with invalid price")
}
}

func TestBinanceTradeToTradeFailsQuantity(t *testing.T) {
_, err := binanceTrade{
AggregateTradeId: 12345,
Price: "0.1",
Quantity: "invalid",
FirstTradeId: 12345,
LastTradeId: 12345,
TimestampMillis: 1626798723000,
IsBuyerMaker: false,
IsTradeBestPriceMatch: true,
}.toTrade()
if err == nil {
t.Fatalf("should have failed with invalid quantity")
}
}

func TestBinanceTradesToTradeFails(t *testing.T) {
_, err := binanceTradesToTrades([]binanceTrade{{
AggregateTradeId: 12345,
Price: "0.1",
Quantity: "invalid",
FirstTradeId: 12345,
LastTradeId: 12345,
TimestampMillis: 1626798723000,
IsBuyerMaker: false,
IsTradeBestPriceMatch: true,
}})
if err == nil {
t.Fatalf("should have failed with invalid quantity")
}
}

func TestInvalidUrl(t *testing.T) {
i := 0
replies := []string{
`[
{"a":850187608,"p":"29781.76000000","q":"0.00055700","f":961525512,"l":961525512,"T":1626798722486,"m":true,"M":true},
{"a":850187609,"p":"29781.77000000","q":"0.00380000","f":961525513,"l":961525513,"T":1626798723004,"m":false,"M":true}
]`,
`[
{"a":850187610,"p":"29781.77000000","q":"0.00100600","f":961525514,"l":961525514,"T":1626798723257,"m":false,"M":true},
{"a":850187611,"p":"29781.77000000","q":"0.00619400","f":961525515,"l":961525515,"T":1626798723257,"m":false,"M":true}
]`,
`[]`,
}
ts := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
fmt.Fprintln(w, replies[i%len(replies)])
i++
}))
defer ts.Close()

b := NewBinance()
b.overrideAPIURL("invalid url")
ci := b.BuildTradeIterator("BTC", "USDT", "2021-07-04T14:14:18+00:00")
_, err := ci.Next()
if err == nil {
t.Fatalf("should have failed due to invalid url")
}
}

func TestErrReadingResponseBody(t *testing.T) {
ts := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
w.Header().Set("Content-Length", "1")
}))
defer ts.Close()

b := NewBinance()
b.overrideAPIURL(ts.URL + "/")
ci := b.BuildTradeIterator("BTC", "USDT", "2021-07-04T14:14:18+00:00")
_, err := ci.Next()
if err == nil {
t.Fatalf("should have failed due to invalid response body")
}
}

func TestErrorResponse(t *testing.T) {
ts := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
fmt.Fprintln(w, `{"code":-1100,"msg":"Illegal characters found in parameter 'symbol'; legal range is '^[A-Z0-9-_.]{1,20}$'."}`)
}))
defer ts.Close()

b := NewBinance()
b.overrideAPIURL(ts.URL + "/")
ci := b.BuildTradeIterator("BTC", "USDT", "2021-07-04T14:14:18+00:00")
_, err := ci.Next()
if err == nil {
t.Fatalf("should have failed due to error response")
}
}
func TestInvalidJSONResponse(t *testing.T) {
ts := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
fmt.Fprintln(w, `invalid json`)
}))
defer ts.Close()

b := NewBinance()
b.overrideAPIURL(ts.URL + "/")
ci := b.BuildTradeIterator("BTC", "USDT", "2021-07-04T14:14:18+00:00")
_, err := ci.Next()
if err == nil {
t.Fatalf("should have failed due to invalid json")
}
}

func TestInvalidFloatsInJSONResponse(t *testing.T) {
ts := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
fmt.Fprintln(w, `[
{"a":850187608,"p":"invalid float","q":"0.00055700","f":961525512,"l":961525512,"T":1626798722486,"m":true,"M":true}
]`)
}))
defer ts.Close()

b := NewBinance()
b.overrideAPIURL(ts.URL + "/")
ci := b.BuildTradeIterator("BTC", "USDT", "2021-07-04T14:14:18+00:00")
_, err := ci.Next()
if err == nil {
t.Fatalf("should have failed due to invalid floats in json")
}
}
89 changes: 0 additions & 89 deletions binance/trade_test.go
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