btc-api-node 1.12.7

package/test/lib/transports/ws-1-test.js

@@ -0,0 +1,275 @@
+/* eslint-env mocha */
+'use strict'
+
+const PORT = 1337
+
+const assert = require('assert')
+
+const WebSocket = require('ws')
+const WSv1 = require('../../../lib/transports/ws')
+
+const orderbookR0 = require('../../fixtures/response-ws-1-orderbook-R0.json')
+
+const getWSInstance = () => {
+  return new WSv1({
+    apiKey: 'dummy',
+    apiSecret: 'dummy',
+    url: `ws://localhost:${PORT}`
+  })
+}
+
+describe('WebSocket v1 integration', () => {
+  it('plays ping pong', (done) => {
+    const wss = new WebSocket.Server({
+      perMessageDeflate: false,
+      port: PORT
+    })
+
+    const bws = getWSInstance()
+    bws.open()
+
+    wss.on('connection', function connection (ws) {
+      ws.on('message', function incoming (msg) {
+        ws.send('{"event":"pong"}')
+      })
+    })
+
+    bws.on('open', () => {
+      bws.send({ event: 'ping' })
+    })
+
+    bws.on('pong', () => {
+      bws.close()
+      wss.close(done)
+    })
+  })
+
+  it('should receive info message', (done) => {
+    const wss = new WebSocket.Server({
+      perMessageDeflate: false,
+      port: PORT
+    })
+
+    const bws = getWSInstance()
+    bws.open()
+
+    wss.on('connection', function connection (ws) {
+      ws.send('{"event": "info", "version": 1.1 }')
+    })
+
+    bws.on('info', (data) => {
+      assert.deepEqual(
+        data,
+        {
+          event: 'info',
+          version: 1.1
+        }
+      )
+      bws.close()
+      wss.close(done)
+    })
+  })
+
+  it('should emit an error when authorization fails', (done) => {
+    const wss = new WebSocket.Server({
+      perMessageDeflate: false,
+      port: PORT
+    })
+
+    const bws = getWSInstance()
+    bws.open()
+
+    wss.on('connection', function connection (ws) {
+      ws.on('message', function incoming (msg) {
+        ws.send('{"event":"auth","status":"FAILED","chanId":0,"code":10100,"msg":"apikey: invalid"}')
+      })
+    })
+
+    bws.on('error', (err) => {
+      assert.equal(err.event, 'auth')
+      bws.close()
+      wss.close(done)
+    })
+
+    bws.on('open', () => {
+      bws.auth()
+    })
+  })
+
+  it('should unsubscribe by channelId', function (done) {
+    const wss = new WebSocket.Server({
+      perMessageDeflate: false,
+      port: PORT
+    })
+
+    const bws = getWSInstance()
+    bws.open()
+
+    wss.on('connection', function connection (ws) {
+      ws.on('message', function incoming (msg) {
+        msg = JSON.parse(msg)
+        if (msg.event === 'unsubscribe') {
+          ws.send('{"event":"unsubscribed","status":"OK","chanId":4}')
+          return
+        }
+
+        ws.send('{"event":"subscribed","channel":"ticker","chanId":4,"pair":"BTCUSD"}')
+      })
+    })
+
+    bws.once('subscribed', (data) => {
+      const channelId = data.chanId
+
+      bws.once('unsubscribed', (data) => {
+        assert.equal(data.status, 'OK')
+        assert.equal(data.chanId, channelId)
+        bws.close()
+        wss.close(done)
+      })
+      bws.unsubscribe(channelId)
+    })
+    bws.on('open', () => {
+      bws.subscribeTicker('BTCUSD')
+    })
+  })
+
+  it('should receive a subscribed success messages', (done) => {
+    const wss = new WebSocket.Server({
+      perMessageDeflate: false,
+      port: PORT
+    })
+
+    const bws = getWSInstance()
+    bws.open()
+
+    wss.on('connection', function connection (ws) {
+      ws.on('message', function incoming (msg) {
+        ws.send('{"event":"subscribed","channel":"trades","chanId":4,"pair":"BTCUSD"}')
+      })
+    })
+
+    bws.on('subscribed', (data) => {
+      assert.equal(data.channel, 'trades')
+      assert.equal(data.pair, 'BTCUSD')
+      bws.close()
+      wss.close(done)
+    })
+    bws.on('open', () => {
+      bws.subscribeTrades('BTCUSD')
+    })
+  })
+
+  it('#orderBook data should have the defined fields', (done) => {
+    const wss = new WebSocket.Server({
+      perMessageDeflate: false,
+      port: PORT
+    })
+
+    wss.on('connection', function connection (ws) {
+      ws.on('message', function incoming (msg) {
+        ws.send('{"event":"subscribed","channel":"book","chanId":13242,"prec":"R0","freq":"F0","len":"25","pair":"BTCUSD"}')
+        ws.send(JSON.stringify(orderbookR0))
+      })
+    })
+
+    const bws = getWSInstance()
+    bws.open()
+
+    bws.once('orderbook', (pair, data) => {
+      assert.equal(pair, 'BTCUSD')
+      assert.equal(typeof data[0].price, 'number')
+      assert.equal(typeof data[0].orderId, 'number')
+      assert.equal(typeof data[0].amount, 'number')
+      assert.equal(data.length, 50)
+      bws.close()
+      wss.close(done)
+    })
+    bws.on('open', () => {
+      bws.subscribeOrderBook('BTCUSD')
+    })
+  })
+
+  it('#ticker data should have the defined fields', (done) => {
+    const wss = new WebSocket.Server({
+      perMessageDeflate: false,
+      port: PORT
+    })
+
+    wss.on('connection', function connection (ws) {
+      ws.send('{"event":"info","version":1.1}')
+      ws.on('message', function incoming (msg) {
+        ws.send('{"event":"subscribed","channel":"ticker","chanId":4,"pair":"BTCUSD"}')
+        ws.send('[4,2169.6,1.93,2169.8,0.0349,100.9,0.0488,2169.6,25479.40978657,2196,2000.1]')
+      })
+    })
+
+    const bws = getWSInstance()
+    bws.open()
+
+    bws.once('ticker', (pair, data) => {
+      assert.equal(pair, 'BTCUSD')
+      assert.equal(typeof data.bid, 'number')
+      assert.equal(typeof data.bidSize, 'number')
+      assert.equal(typeof data.ask, 'number')
+      assert.equal(typeof data.askSize, 'number')
+      assert.equal(typeof data.dailyChange, 'number')
+      assert.equal(typeof data.dailyChangePerc, 'number')
+      assert.equal(typeof data.lastPrice, 'number')
+      assert.equal(typeof data.volume, 'number')
+      assert.equal(typeof data.high, 'number')
+      assert.equal(typeof data.low, 'number')
+      bws.close()
+      wss.close(done)
+    })
+    bws.on('open', () => {
+      bws.subscribeTicker('BTCUSD')
+    })
+  })
+
+  it('#trade data should have the defined fields', (done) => {
+    const wss = new WebSocket.Server({
+      perMessageDeflate: false,
+      port: PORT
+    })
+
+    wss.on('connection', function connection (ws) {
+      ws.send('{"event":"info","version":1.1}')
+      ws.on('message', function incoming (msg) {
+        ws.send('{"event":"subscribed","channel":"trades","chanId":33,"pair":"BTCUSD"}')
+        ws.send(`
+[33,[[32970704,1495442718,2169.1,0.03647196],[32970701,1495442718,2169.1,0.01058338],
+[32970697,1495442717,2169,-0.0000791],[32970696,1495442717,2169,-0.01054738],
+[32970692,1495442716,2169,-0.01063712],[32970683,1495442715,2169,-0.00191556],
+[32970682,1495442715,2169,-0.02003456],[32970681,1495442715,2169,-0.02002811],
+[32970680,1495442715,2169,-0.01079782],[32970679,1495442715,2169,-0.02002726],
+[32970678,1495442715,2169,-0.01079782],[32970662,1495442714,2169,-3.68585828],
+[32970654,1495442712,2169,-0.01413205],[32970646,1495442711,2169,-0.01066102],
+[32970643,1495442710,2169,-0.02002146],[32970640,1495442709,2169,-0.01727607],
+[32970631,1495442708,2169,-0.00984518],[32970629,1495442708,2169,-1.07188465],
+[32970618,1495442706,2169,-0.0995877],[32970613,1495442706,2169,-0.015553],
+[32970595,1495442702,2169,-0.00864857],[32970593,1495442702,2169,-0.01999732],
+[32970592,1495442702,2169,-0.01067048],[32970591,1495442702,2169.1,0.92541262],
+[32970590,1495442702,2169.1,0.9787866],[32970589,1495442702,2169,-0.01067048],
+[32970573,1495442702,2169,-0.01067048],[32970572,1495442702,2169,-0.0172659],
+[32970569,1495442701,2169,-0.02000913],[32970567,1495442701,2169,-0.01413205]]]
+          `)
+      })
+    })
+
+    const bws = getWSInstance()
+    bws.open()
+
+    bws.once('trade', (pair, data) => {
+      assert.equal(pair, 'BTCUSD')
+      assert.equal(typeof data[0].seq, 'number')
+      assert.equal(typeof data[0].timestamp, 'number')
+      assert.equal(typeof data[0].price, 'number')
+      assert.equal(typeof data[0].amount, 'number')
+      bws.close()
+      wss.close(done)
+    })
+    bws.on('open', () => {
+      bws.subscribeTrades('BTCUSD')
+    })
+  })
+})

package/test/lib/transports/ws2-integration.js

@@ -0,0 +1,259 @@
+/* eslint-env mocha */
+'use strict'
+
+const assert = require('assert')
+const WSv2 = require('../../../lib/transports/ws2')
+const { Order } = require('../../../lib/models')
+const { MockWSv2Server } = require('bfx-api-mock-srv')
+
+const API_KEY = 'dummy'
+const API_SECRET = 'dummy'
+
+const createTestWSv2Instance = (params = {}) => {
+  return new WSv2(Object.assign({
+    apiKey: API_KEY,
+    apiSecret: API_SECRET,
+    url: 'ws://localhost:9997'
+  }, params))
+}
+
+describe('WSv2 orders', () => {
+  it('creates & confirms orders', (done) => {
+    const wss = new MockWSv2Server({ listen: true })
+    const ws = createTestWSv2Instance()
+    ws.open()
+    ws.on('open', ws.auth.bind(ws))
+    ws.once('auth', () => {
+      const o = new Order({
+        gid: null,
+        cid: 0,
+        type: 'EXCHANGE LIMIT',
+        price: 100,
+        amount: 1,
+        symbol: 'tBTCUSD'
+      })
+
+      ws.submitOrder(o).then(() => {
+        wss.close()
+        done()
+      }).catch(done)
+    })
+  })
+
+  it('keeps orders up to date', (done) => {
+    const wss = new MockWSv2Server({ listen: true })
+    const ws = createTestWSv2Instance()
+    ws.on('open', ws.auth.bind(ws))
+
+    ws.once('auth', () => {
+      const o = new Order({
+        gid: null,
+        cid: 0,
+        type: 'EXCHANGE LIMIT',
+        price: 100,
+        amount: 1,
+        symbol: 'tBTCUSD'
+      }, ws)
+
+      o.registerListeners()
+
+      o.submit().then(() => {
+        const arr = o.serialize()
+        arr[16] = 256
+
+        wss.send([0, 'ou', arr])
+
+        setTimeout(() => {
+          assert.equal(o.price, 256)
+          arr[16] = 150
+
+          wss.send([0, 'oc', arr])
+
+          setTimeout(() => {
+            assert.equal(o.price, 150)
+            o.removeListeners()
+            wss.close()
+            done()
+          }, 100)
+        }, 100)
+      }).catch(done)
+    })
+
+    ws.open()
+  })
+
+  it('sends individual order packets when not buffering', (done) => {
+    const wss = new MockWSv2Server()
+    const wsSingle = createTestWSv2Instance()
+    wsSingle.open()
+    wsSingle.on('open', wsSingle.auth.bind(wsSingle))
+    wsSingle.once('auth', () => {
+      const oA = new Order({
+        gid: null,
+        cid: Date.now(),
+        type: 'EXCHANGE LIMIT',
+        price: 100,
+        amount: 1,
+        symbol: 'tBTCUSD'
+      })
+
+      const oB = new Order({
+        gid: null,
+        cid: Date.now(),
+        type: 'EXCHANGE LIMIT',
+        price: 10,
+        amount: 1,
+        symbol: 'tETHUSD'
+      })
+
+      let sendN = 0
+
+      wsSingle._ws.send = (msgJSON) => {
+        const msg = JSON.parse(msgJSON)
+        assert.equal(msg[1], 'on')
+        sendN++
+
+        if (sendN === 2) {
+          wss.close()
+          done()
+        }
+      }
+
+      wsSingle.submitOrder(oA)
+      wsSingle.submitOrder(oB)
+    })
+  })
+
+  it('buffers order packets', (done) => {
+    const wss = new MockWSv2Server()
+    const wsMulti = createTestWSv2Instance({
+      orderOpBufferDelay: 100
+    })
+
+    wsMulti.open()
+    wsMulti.on('open', wsMulti.auth.bind(wsMulti))
+    wsMulti.once('auth', () => {
+      const oA = new Order({
+        gid: null,
+        cid: Date.now(),
+        type: 'EXCHANGE LIMIT',
+        price: 100,
+        amount: 1,
+        symbol: 'tBTCUSD'
+      })
+
+      const oB = new Order({
+        gid: null,
+        cid: Date.now(),
+        type: 'EXCHANGE LIMIT',
+        price: 10,
+        amount: 1,
+        symbol: 'tETHUSD'
+      })
+
+      wsMulti._ws.send = (msgJSON) => {
+        const msg = JSON.parse(msgJSON)
+        assert.equal(msg[1], 'ox_multi')
+
+        msg[3].forEach((payload) => {
+          assert.equal(payload[0], 'on')
+        })
+
+        wss.close()
+        done()
+      }
+
+      wsMulti.submitOrder(oA)
+      wsMulti.submitOrder(oB)
+    })
+  })
+})
+
+describe('WSv2 listeners', () => {
+  it('manages listeners by cbGID', () => {
+    const ws = createTestWSv2Instance()
+    ws._channelMap = { 0: { channel: 'auth' } }
+
+    let updatesSeen = 0
+    ws.onTradeUpdate({ pair: 'tBTCUSD', cbGID: 10 }, () => updatesSeen++)
+    ws.onOrderUpdate({ symbol: 'tBTCUSD', cbGID: 10 }, () => updatesSeen++)
+
+    ws._handleChannelMessage([0, 'tu', ['tBTCUSD']])
+    ws._handleChannelMessage([0, 'ou', [0, 0, 0, 'tBTCUSD']])
+    ws.removeListeners(10)
+    ws._handleChannelMessage([0, 'tu', ['tBTCUSD']])
+    ws._handleChannelMessage([0, 'ou', [0, 0, 0, 'tBTCUSD']])
+
+    assert.equal(updatesSeen, 2)
+  })
+
+  it('tracks channel refs to auto sub/unsub', (done) => {
+    const ws = createTestWSv2Instance()
+    const wss = new MockWSv2Server()
+    let subs = 0
+    let unsubs = 0
+
+    wss.on('message', (ws, msg) => {
+      if (msg.event === 'subscribe' && msg.channel === 'trades') {
+        subs++
+        ws.send(JSON.stringify({
+          event: 'subscribed',
+          chanId: 42,
+          channel: 'trades',
+          symbol: msg.symbol
+        }))
+      } else if (msg.event === 'unsubscribe' && msg.chanId === 42) {
+        unsubs++
+        ws.send(JSON.stringify({
+          event: 'unsubscribed',
+          chanId: 42
+        }))
+      }
+    })
+
+    ws.on('open', () => {
+      ws.subscribeTrades('tBTCUSD')
+      ws.subscribeTrades('tBTCUSD')
+      ws.subscribeTrades('tBTCUSD')
+    })
+
+    ws.on('subscribed', () => {
+      ws.unsubscribeTrades('tBTCUSD')
+      ws.unsubscribeTrades('tBTCUSD')
+      ws.unsubscribeTrades('tBTCUSD')
+      ws.unsubscribeTrades('tBTCUSD')
+      ws.unsubscribeTrades('tBTCUSD')
+    })
+
+    ws.on('unsubscribed', () => {
+      assert.equal(subs, 1)
+      assert.equal(unsubs, 1)
+      wss.close()
+      done()
+    })
+
+    ws.open()
+  })
+})
+
+describe('WSv2 info message handling', () => {
+  it('notifies listeners on matching code', (done) => {
+    const ws = new WSv2()
+
+    ws.onInfoMessage(WSv2.info.MAINTENANCE_END, () => {
+      done()
+    })
+
+    ws._onWSMessage(JSON.stringify({
+      event: 'info',
+      code: WSv2.info.MAINTENANCE_START,
+      msg: ''
+    }))
+
+    ws._onWSMessage(JSON.stringify({
+      event: 'info',
+      code: WSv2.info.MAINTENANCE_END,
+      msg: ''
+    }))
+  })
+})