public void SubscribeToTickerUpdates_Should_TriggerWithTickerUpdate()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
HuobiSymbolDatas result = null;
var subTask = client.SubscribeToSymbolTickerUpdatesAsync((test => result = test));
socket.InvokeMessage($"{{\"subbed\": \"test\", \"id\": \"{BaseClient.LastId}\", \"status\": \"ok\"}}");
var subResult = subTask.Result;
var expected = new List <HuobiSymbolData>
{
new HuobiSymbolData()
{
Amount = 0.1m,
Close = 0.2m,
Low = 0.3m,
High = 0.4m,
Volume = 0.5m,
Open = 0.6m,
TradeCount = 12
}
};
// act
socket.InvokeMessage(SerializeExpected("market.tickers", expected));
// assert
Assert.IsTrue(subResult.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected[0], result.Ticks.ToList()[0]));
}
public void PlacingAnFOKOrder_Should_SucceedIfSuccessResponse()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateAuthenticatedSocketClient(socket);
var expected = new BitfinexOrder()
{
Price = 0.1m,
Amount = 0.2m,
Symbol = "tBTCUSD",
Type = OrderType.ExchangeFillOrKill,
ClientOrderId = 1234,
StatusString = "CANCELED"
};
// act
var placeTask = client.PlaceOrderAsync(OrderType.ExchangeFillOrKill, "tBTCUSD", 1, price: 1, clientOrderId: 1234);
socket.InvokeMessage(new BitfinexAuthenticationResponse()
{
Event = "auth", Status = "OK"
});
Thread.Sleep(100);
socket.InvokeMessage($"[0, \"n\", [0, \"on-req\", 0, 0, {JsonConvert.SerializeObject(expected)}, 0, \"SUCCESS\", \"Submitted\"]]");
var result = placeTask.Result;
// assert
Assert.IsTrue(result.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected, result.Data));
}
public void SubscribeToDetailUpdates_Should_TriggerWithDetailUpdate()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
HuobiMarketData result = null;
var subTask = client.SubscribeToMarketDetailUpdatesAsync("test", test => result = test);
socket.InvokeMessage("{\"subbed\": \"test\", \"status\": \"ok\"}");
var subResult = subTask.Result;
var expected = new HuobiMarketData()
{
Amount = 0.1m,
Close = 0.2m,
Low = 0.3m,
High = 0.4m,
Volume = 0.5m,
Open = 0.6m,
TradeCount = 12
};
// act
socket.InvokeMessage(SerializeExpected(expected));
// assert
Assert.IsTrue(subResult.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected, result));
}
public void SubscribingToPositionUpdates_Should_TriggerWithPositionUpdate(string updateType, BitfinexEventType eventType, bool single = true)
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateAuthenticatedSocketClient(socket);
var rstEvent = new ManualResetEvent(false);
BitfinexSocketEvent <IEnumerable <BitfinexPosition> > result = null;
var expected = new BitfinexSocketEvent <IEnumerable <BitfinexPosition> >(eventType, new[] { new BitfinexPosition()
{
} });
client.SubscribeToTradingUpdatesAsync(null, null, data =>
{
result = data;
rstEvent.Set();
});
// act
socket.InvokeMessage(new BitfinexAuthenticationResponse()
{
Event = "auth", Status = "OK"
});
socket.InvokeMessage(single ? new object[] { 0, updateType, new BitfinexPosition() } : new object[] { 0, updateType, new[] { new BitfinexPosition() } });
rstEvent.WaitOne(1000);
// assert
Assert.IsTrue(TestHelpers.AreEqual(result.Data.First(), expected.Data.First()));
}
public void PlacingAnOrder_Should_FailIfErrorResponse()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateAuthenticatedSocketClient(socket);
var order = new BitfinexOrder()
{
ClientOrderId = 123
};
// act
var placeTask = client.PlaceOrderAsync(OrderType.ExchangeLimit, "tBTCUSD", 1, price: 1, clientOrderId: 123);
socket.InvokeMessage(new BitfinexAuthenticationResponse()
{
Event = "auth", Status = "OK"
});
Thread.Sleep(100);
socket.InvokeMessage($"[0, \"n\", [0, \"on-req\", 0, 0, {JsonConvert.SerializeObject(order)}, 0, \"error\", \"order placing failed\"]]");
var result = placeTask.Result;
// assert
Assert.IsFalse(result.Success);
Assert.IsTrue(result.Error.Message.Contains("order placing failed"));
}
public void SubscribingToRawBookUpdates_Should_TriggerWithRawBookUpdate()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
BitfinexRawOrderBookEntry[] result = null;
var subTask = client.SubscribeToRawBookUpdatesAsync("tBTCUSD", 10, data => result = data.ToArray());
var subResponse = new BookSubscriptionResponse()
{
Channel = "book",
Event = "subscribed",
ChannelId = 1,
Symbol = "tBTCUSD",
Pair = "BTCUSD",
Frequency = "F0",
Precision = "R0",
Length = 10
};
socket.InvokeMessage(subResponse);
subTask.Wait(5000);
BitfinexRawOrderBookEntry[] expected = new [] { new BitfinexRawOrderBookEntry() };
// act
socket.InvokeMessage($"[1, {JsonConvert.SerializeObject(expected)}]");
// assert
Assert.IsTrue(TestHelpers.AreEqual(result[0], expected[0]));
}
public void SubscribingToTradeUpdates_Should_TriggerWithTradeUpdate()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
BitfinexTradeSimple[] result = null;
var subTask = client.SubscribeToTradeUpdatesAsync("BTCUSD", data => result = data.ToArray());
var subResponse = new TradesSubscriptionResponse()
{
Channel = "trades",
Event = "subscribed",
ChannelId = 1,
Symbol = "BTCUSD",
Pair = "BTCUSD"
};
socket.InvokeMessage(subResponse);
subTask.Wait(5000);
BitfinexTradeSimple[] expected = new[] { new BitfinexTradeSimple() };
// act
socket.InvokeMessage($"[1, {JsonConvert.SerializeObject(expected)}]");
// assert
Assert.IsTrue(TestHelpers.AreEqual(result[0], expected[0]));
}
public void SubscribingToTickerUpdates_Should_TriggerWithTickerUpdate()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
BitfinexStreamSymbolOverview result = null;
var subTask = client.SubscribeToTickerUpdatesAsync("tBTCUSD", data => result = data);
var subResponse = new TickerSubscriptionResponse()
{
Channel = "ticker",
Event = "subscribed",
ChannelId = 1,
Symbol = "tBTCUSD",
Pair = "BTCUSD"
};
socket.InvokeMessage(subResponse);
subTask.Wait(5000);
BitfinexStreamSymbolOverview expected = new BitfinexStreamSymbolOverview();
// act
socket.InvokeMessage($"[1, {JsonConvert.SerializeObject(expected)}]");
// assert
Assert.IsTrue(TestHelpers.AreEqual(result, expected));
}
public void SubscribingToCandleUpdates_Should_TriggerWithCandleUpdate(TimeFrame timeframe)
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
BitfinexKline[] result = null;
var subTask = client.SubscribeToKlineUpdatesAsync("tBTCUSD", timeframe, data => result = data.ToArray());
var subResponse = new CandleSubscriptionResponse()
{
Channel = "candles",
Event = "subscribed",
ChannelId = 1,
Symbol = "BTCUSD",
Key = "trade:" + JsonConvert.SerializeObject(timeframe, new TimeFrameConverter(false)) + ":tBTCUSD"
};
socket.InvokeMessage(subResponse);
subTask.Wait(5000);
BitfinexKline[] expected = new[] { new BitfinexKline() };
// act
socket.InvokeMessage($"[1, {JsonConvert.SerializeObject(expected)}]");
// assert
Assert.IsTrue(TestHelpers.AreEqual(result[0], expected[0]));
}
public void SubscribeToAccountUpdates_Should_TriggerWithAccountUpdate()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateAuthenticatedSocketClient(socket);
HuobiAccountUpdate result = null;
var subTask = client.SubscribeToAccountUpdatesAsync(test => result = test);
socket.InvokeMessage("{\"ch\": \"auth\", \"code\": 200, \"action\": \"req\"}");
Thread.Sleep(10);
socket.InvokeMessage($"{{\"action\": \"sub\", \"code\": 200, \"ch\": \"accounts.update#1\"}}");
var subResult = subTask.Result;
var expected = new HuobiAccountUpdate()
{
AccountId = 123,
AccountType = HuobiBalanceType.Frozen,
Available = 456,
Balance = 789,
ChangeTime = new DateTime(2020, 11, 25),
ChangeType = HuobiAccountEventType.Deposit,
Currency = "usdt"
};
// act
socket.InvokeMessage(SerializeExpectedAuth("accounts.update#1", expected));
// assert
Assert.IsTrue(subResult.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected, result));
}
public void SubscribeToKlineUpdates_Should_TriggerWithKlineUpdate()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
HuobiSymbolData result = null;
var subTask = client.SubscribeToKlineUpdatesAsync("ETHBTC", HuobiPeriod.FiveMinutes, test => result = test);
socket.InvokeMessage($"{{\"subbed\": \"ethbtc\", \"id\": \"{BaseClient.LastId}\", \"status\": \"ok\"}}");
var subResult = subTask.Result;
var expected = new HuobiSymbolData()
{
Amount = 0.1m,
Close = 0.2m,
Low = 0.3m,
High = 0.4m,
Volume = 0.5m,
Open = 0.6m,
TradeCount = 12
};
// act
socket.InvokeMessage(SerializeExpected("market.ethbtc.kline.5min", expected));
// assert
Assert.IsTrue(subResult.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected, result));
}
public async Task ReceivingAReconnectMessage_Should_PreventOperationsBeforeReconnect()
{
// arrange
CallResult <UpdateSubscription> subResultWhenPaused = null;
var socket = new TestSocket();
socket.CanConnect = true;
socket.CloseTime = TimeSpan.FromMilliseconds(1000);
socket.OpenTime = TimeSpan.FromMilliseconds(100);
socket.Url = "wss://api.bitfinex.com/ws/2";
var client = TestHelpers.CreateAuthenticatedSocketClient(socket, new BitfinexSocketClientOptions()
{
LogLevel = LogLevel.Debug,
ReconnectInterval = TimeSpan.FromMilliseconds(10)
});
var rstEvent = new ManualResetEvent(false);
var subTask = client.SpotStreams.SubscribeToKlineUpdatesAsync("tBTCUSD", KlineInterval.FiveMinutes, data => { });
socket.OnOpen += async() =>
{
await Task.Delay(10);
socket.InvokeMessage(new CandleSubscriptionResponse()
{
Channel = "candles",
Event = "subscribed",
ChannelId = 1,
Symbol = "tBTCUSD",
Key = "trade:" + JsonConvert.SerializeObject(KlineInterval.FiveMinutes, new KlineIntervalConverter(false)) +
":tBTCUSD"
});
};
var subResult = await subTask;
subResult.Data.ActivityPaused += async() =>
{
subResultWhenPaused = await client.SpotStreams.SubscribeToKlineUpdatesAsync("tBTCUSD", KlineInterval.FiveMinutes, data => { });
rstEvent.Set();
};
// act
socket.InvokeMessage("{\"event\":\"info\", \"code\": 20051}");
rstEvent.WaitOne(1000);
// assert
Assert.IsTrue(subResultWhenPaused?.Error?.Message.Contains("Socket is paused"));
}
public void SubscribingToCandleUpdates_Should_SubscribeSuccessfully(KlineInterval timeframe)
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket, new BitfinexSocketClientOptions()
{
LogLevel = LogLevel.Debug
});
var subTask = client.SpotStreams.SubscribeToKlineUpdatesAsync("tBTCUSD", timeframe, data => { });
var subResponse = new CandleSubscriptionResponse()
{
Channel = "candles",
Event = "subscribed",
ChannelId = 1,
Symbol = "BTCUSD",
Key = "trade:" + JsonConvert.SerializeObject(timeframe, new KlineIntervalConverter(false)) + ":tBTCUSD"
};
// act
socket.InvokeMessage(subResponse);
subTask.Wait(5000);
// assert
Assert.IsTrue(subTask.Result.Success);
}
public void SubscribingToUserStream_Should_TriggerWhenAccountUpdateStreamMessageIsReceived()
{
// arrange
var socket = new TestSocket();
var client = TestHelpers.CreateSocketClient(socket);
BinanceStreamBalanceUpdate result = null;
client.Spot.SubscribeToUserDataUpdates("test", null, null, null, (test) => result = test);
var data = new BinanceStreamBalanceUpdate()
{
Event = "balanceUpdate",
EventTime = new DateTime(2017, 1, 1),
Asset = "BTC",
BalanceDelta = 1,
ClearTime = new DateTime(2018, 1, 1),
};
// act
socket.InvokeMessage(data);
// assert
Assert.IsNotNull(result);
Assert.IsTrue(TestHelpers.AreEqual(data, result));
}
public void SubscribingToAllSymbolTicker_Should_TriggerWhenAllSymbolTickerStreamMessageIsReceived()
{
// arrange
var socket = new TestSocket();
var client = TestHelpers.CreateSocketClient(socket);
IBinanceTick[] result = null;
client.Spot.SubscribeToAllSymbolTickerUpdates((test) => result = test.ToArray());
var data = new[]
{
new BinanceStreamTick()
{
FirstTradeId = 1,
HighPrice = 0.7m,
LastTradeId = 2,
LowPrice = 0.8m,
OpenPrice = 0.9m,
PrevDayClosePrice = 1.0m,
PriceChange = 1.1m,
Symbol = "test",
BaseVolume = 1.3m,
QuoteVolume = 1.4m,
TotalTrades = 3
}
};
// act
socket.InvokeMessage(data);
// assert
Assert.IsNotNull(result);
Assert.IsTrue(TestHelpers.AreEqual(data[0], result[0]));
}
public void SubscribingToTradeStream_Should_TriggerWhenTradeStreamMessageIsReceived()
{
// arrange
var socket = new TestSocket();
var client = TestHelpers.CreateSocketClient(socket);
BinanceStreamTrade result = null;
client.Spot.SubscribeToTradeUpdates("ETHBTC", (test) => result = test);
var data = new BinanceCombinedStream <BinanceStreamTrade>()
{
Stream = "test",
Data = new BinanceStreamTrade()
{
Event = "TestTradeStream",
EventTime = new DateTime(2017, 1, 1),
Symbol = "ETHBTC",
BuyerIsMaker = true,
BuyerOrderId = 10000000000000,
SellerOrderId = 2000000000000,
Price = 1.1m,
Quantity = 2.2m,
TradeTime = new DateTime(2017, 1, 1)
}
};
// act
socket.InvokeMessage(data);
// assert
Assert.IsNotNull(result);
Assert.IsTrue(TestHelpers.AreEqual(data.Data, result));
}
public void PlacingAnOrder_Should_FailIfNoResponse()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateAuthenticatedSocketClient(socket, new BitfinexSocketClientOptions()
{
ApiCredentials = new ApiCredentials("Test", "Test"),
LogVerbosity = LogVerbosity.Debug,
SocketResponseTimeout = TimeSpan.FromMilliseconds(100)
});
// act
var placeTask = client.PlaceOrderAsync(OrderType.ExchangeLimit, "tBTCUSD", 1, price: 1, clientOrderId: 123);
socket.InvokeMessage(new BitfinexAuthenticationResponse()
{
Event = "auth", Status = "OK"
});
var result = placeTask.Result;
// assert
Assert.IsFalse(result.Success);
}
public void SubscribingToMarketSummariesLite_Should_ReceiveUpdate()
{
// arrange
var socket = new TestSocket();
socket.SetProxyResponse(true);
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
List <BittrexStreamSymbolSummaryLite> result = null;
var subResponse = client.SubscribeToSymbolSummariesLiteUpdate((test) => result = test.ToList());
var data =
new BittrexStreamMarketSummariesLite()
{
Deltas = new List <BittrexStreamSymbolSummaryLite>
{
new BittrexStreamSymbolSummaryLite()
{
BaseVolume = 0.2m,
Last = 0.5m,
Symbol = "TestMarket"
}
}
};
// act
socket.InvokeMessage(WrapResult("uL", data));
// assert
Assert.IsNotNull(result);
Assert.IsTrue(TestHelpers.AreEqual(data.Deltas.ToList()[0], result[0]));
}
public void SubscribingToRawBookUpdates_Should_SubscribeSuccessfully()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
var subTask = client.SubscribeToRawBookUpdatesAsync("Test", 10, data => { });
var subResponse = new BookSubscriptionResponse()
{
Channel = "book",
Event = "subscribed",
ChannelId = 1,
Symbol = "Test",
Pair = "Test",
Frequency = "F0",
Precision = "R0",
Length = 10
};
// act
socket.InvokeMessage(subResponse);
subTask.Wait(5000);
// assert
Assert.IsTrue(subTask.Result.Success);
}
public void SubscribingToTradeUpdates_Should_SubscribeSuccessfully()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
var subTask = client.SubscribeToTradeUpdatesAsync("Test", data => { });
var subResponse = new TradesSubscriptionResponse()
{
Channel = "trades",
Event = "subscribed",
ChannelId = 1,
Symbol = "Test",
Pair = "Test"
};
// act
socket.InvokeMessage(subResponse);
subTask.Wait(5000);
// assert
Assert.IsTrue(subTask.Result.Success);
}
public void SubscribingToCandleUpdates_Should_SubscribeSuccessfully(TimeFrame timeframe)
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
var subTask = client.SubscribeToCandleUpdatesAsync("Test", timeframe, data => { });
var subResponse = new CandleSubscriptionResponse()
{
Channel = "candles",
Event = "subscribed",
ChannelId = 1,
Symbol = "Test",
Key = "trade:" + JsonConvert.SerializeObject(timeframe, new TimeFrameConverter(false)) + ":Test"
};
// act
socket.InvokeMessage(subResponse);
subTask.Wait(5000);
// assert
Assert.IsTrue(subTask.Result.Success);
}
public void SubscribingToBookUpdates_Should_SubscribeSuccessfully(Precision prec, Frequency freq)
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
BitfinexOrderBookEntry[] result;
var subTask = client.SubscribeToBookUpdatesAsync("Test", prec, freq, 10, data => result = data);
var subResponse = new BookSubscriptionResponse()
{
Channel = "book",
Event = "subscribed",
ChannelId = 1,
Frequency = JsonConvert.SerializeObject(freq, new FrequencyConverter(false)),
Length = 10,
Pair = "Test",
Precision = JsonConvert.SerializeObject(prec, new PrecisionConverter(false)),
Symbol = "Test"
};
// act
socket.InvokeMessage(subResponse);
subTask.Wait(5000);
// assert
Assert.IsTrue(subTask.Result.Success);
}
public async Task SubscribingToBookUpdates_Should_SubscribeSuccessfully(Precision prec, Frequency freq)
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket, new BitfinexSocketClientOptions()
{
LogVerbosity = LogVerbosity.Debug
});
BitfinexOrderBookEntry[] result;
var subTask = client.SubscribeToBookUpdatesAsync("tBTCUSD", prec, freq, 25, data => result = data.ToArray());
var subResponse = new BookSubscriptionResponse()
{
Channel = "book",
Event = "subscribed",
ChannelId = 1,
Frequency = JsonConvert.SerializeObject(freq, new FrequencyConverter(false)),
Length = 25,
Pair = "BTCUSD",
Precision = JsonConvert.SerializeObject(prec, new PrecisionConverter(false)),
Symbol = "tBTCUSD"
};
// act
socket.InvokeMessage(subResponse);
var taskResult = await subTask.ConfigureAwait(false);
// assert
Assert.IsTrue(taskResult.Success);
}
public void ReceivingAReconnectMessage_Should_ReconnectWebsocket()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateAuthenticatedSocketClient(socket, new BitfinexSocketClientOptions()
{
LogVerbosity = LogVerbosity.Debug,
ReconnectInterval = TimeSpan.FromMilliseconds(10)
});
var rstEvent = new ManualResetEvent(false);
var subTask = client.SubscribeToKlineUpdatesAsync("tBTCUSD", TimeFrame.FiveMinute, data => { });
socket.InvokeMessage(new CandleSubscriptionResponse()
{
Channel = "candles",
Event = "subscribed",
ChannelId = 1,
Symbol = "tBTCUSD",
Key = "trade:" + JsonConvert.SerializeObject(TimeFrame.FiveMinute, new TimeFrameConverter(false)) + ":tBTCUSD"
});
var subResult = subTask.Result;
subResult.Data.ConnectionRestored += (t) => rstEvent.Set();
// act
socket.InvokeMessage("{\"event\":\"info\", \"code\": 20051}");
Thread.Sleep(100);
socket.InvokeMessage(new CandleSubscriptionResponse()
{
Channel = "candles",
Event = "subscribed",
ChannelId = 1,
Symbol = "tBTCUSD",
Key = "trade:" + JsonConvert.SerializeObject(TimeFrame.FiveMinute, new TimeFrameConverter(false)) + ":tBTCUSD"
});
var triggered = rstEvent.WaitOne(1000);
// assert
Assert.IsTrue(triggered);
}
public void SubscribeV2_Should_FailIfErrorResponse()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
// act
var subTask = client.SubscribeToAccountUpdatesAsync(test => { });
socket.InvokeMessage("{\"op\": \"auth\"}");
Thread.Sleep(10);
socket.InvokeMessage($"{{\"op\": \"sub\", \"cid\": \"{BaseClient.LastId}\", \"status\": \"error\", \"err-code\": 1, \"err-msg\": \"failed\"}}");
var subResult = subTask.Result;
// assert
Assert.IsFalse(subResult.Success);
}
public void SubscribeV2_Should_SucceedIfSubbedResponse()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateAuthenticatedSocketClient(socket);
// act
var subTask = client.SubscribeToAccountUpdatesAsync(test => { });
socket.InvokeMessage("{\"op\": \"auth\"}");
Thread.Sleep(10);
socket.InvokeMessage($"{{\"op\": \"sub\", \"cid\": \"{BaseClient.LastId}\"}}");
var subResult = subTask.Result;
// assert
Assert.IsTrue(subResult.Success);
}
public void SubscribingToUserStream_Should_TriggerWhenOcoOrderUpdateStreamMessageIsReceived()
{
// arrange
var socket = new TestSocket();
var client = TestHelpers.CreateSocketClient(socket, new BinanceSocketClientOptions()
{
LogLevel = LogLevel.Debug
});
BinanceStreamOrderList result = null;
client.Spot.SubscribeToUserDataUpdatesAsync("test", null, (test) => result = test.Data, null, null);
var data = new BinanceCombinedStream <BinanceStreamOrderList>
{
Stream = "test",
Data = new BinanceStreamOrderList()
{
Event = "listStatus",
EventTime = new DateTime(2017, 1, 1),
Symbol = "BNBUSDT",
ContingencyType = "OCO",
ListStatusType = ListStatusType.Done,
ListOrderStatus = ListOrderStatus.Done,
OrderListId = 1,
ListClientOrderId = "2",
TransactionTime = new DateTime(2018, 1, 1),
Orders = new[]
{
new BinanceStreamOrderId()
{
Symbol = "BNBUSDT",
OrderId = 2,
ClientOrderId = "3"
},
new BinanceStreamOrderId()
{
Symbol = "BNBUSDT",
OrderId = 3,
ClientOrderId = "4"
}
}
}
};
// act
socket.InvokeMessage(data);
// assert
Assert.IsNotNull(result);
Assert.IsTrue(TestHelpers.AreEqual(data.Data, result, "Orders"));
Assert.IsTrue(TestHelpers.AreEqual(data.Data.Orders.ToList()[0], result.Orders.ToList()[0]));
Assert.IsTrue(TestHelpers.AreEqual(data.Data.Orders.ToList()[1], result.Orders.ToList()[1]));
}
public void QueryingOrders_Should_ReturnOrders()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateAuthenticatedSocketClient(socket);
var expected = new List <HuobiOrder>
{
new HuobiOrder()
{
Id = 123,
Amount = 0.1m,
Type = HuobiOrderType.IOCBuy,
Price = 0.2m,
Symbol = "ethusdt",
State = HuobiOrderState.Canceled,
Source = "API",
AccountId = 1543,
FilledAmount = 0.3m,
CreatedAt = new DateTime(2018, 1, 1),
FilledFees = 0.4m,
CanceledAt = new DateTime(2018, 1, 2),
FilledCashAmount = 0.5m,
FinishedAt = new DateTime(2018, 1, 3)
}
};
// act
var subTask = client.GetOrdersAsync(123, "ethusdt", new [] { HuobiOrderState.Canceled });
socket.InvokeMessage("{\"op\": \"auth\"}");
Thread.Sleep(10);
socket.InvokeMessage(SerializeExpectedQuery(expected));
var subResult = subTask.Result;
// assert
Assert.IsTrue(subResult.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected[0], subResult.Data.ToList()[0]));
}
public void SubscribeToTradeUpdates_Should_TriggerWithTradeUpdate()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
HuobiSymbolTrade result = null;
var subTask = client.SubscribeToTradeUpdatesAsync("ethusdt", test => result = test.Data);
var id = JToken.Parse(socket.LastSendMessage)["id"];
socket.InvokeMessage($"{{\"subbed\": \"test\", \"id\": \"{id}\", \"status\": \"ok\"}}");
var subResult = subTask.Result;
var expected =
new HuobiSymbolTrade()
{
Id = 123,
Timestamp = new DateTime(2018, 1, 1),
Details = new List <HuobiSymbolTradeDetails>()
{
new HuobiSymbolTradeDetails()
{
Id = "123",
Quantity = 0.1m,
Price = 0.2m,
Timestamp = new DateTime(2018, 2, 1),
Side = HuobiOrderSide.Buy
}
}
};
// act
socket.InvokeMessage(SerializeExpected("market.ethusdt.trade.detail", expected));
// assert
Assert.IsTrue(subResult.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected, result, "Details"));
Assert.IsTrue(TestHelpers.AreEqual(expected.Details.ToList()[0], result.Details.ToList()[0]));
}
public void SubscribeToDepthUpdates_Should_TriggerWithDepthUpdate()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
HuobiOrderBook result = null;
var subTask = client.SubscribeToPartialOrderBookUpdates1SecondAsync("ETHBTC", 1, test => result = test.Data);
var id = JToken.Parse(socket.LastSendMessage)["id"];
socket.InvokeMessage($"{{\"subbed\": \"ethbtc\", \"status\": \"ok\", \"id\": \"{id}\"}}");
var subResult = subTask.Result;
var expected = new HuobiOrderBook()
{
Asks = new List <HuobiOrderBookEntry>()
{
new HuobiOrderBookEntry()
{
Quantity = 0.1m, Price = 0.2m
}
},
Bids = new List <HuobiOrderBookEntry>()
{
new HuobiOrderBookEntry()
{
Quantity = 0.3m, Price = 0.4m
}
}
};
// act
socket.InvokeMessage(SerializeExpected("market.ethbtc.depth.step1", expected));
// assert
Assert.IsTrue(subResult.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected.Asks.ToList()[0], result.Asks.ToList()[0]));
Assert.IsTrue(TestHelpers.AreEqual(expected.Bids.ToList()[0], result.Bids.ToList()[0]));
}
