338 lines
14 KiB
Clojure
338 lines
14 KiB
Clojure
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(ns coinbase-pro.client-test
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(:require [clojure.test :as t :refer [deftest is testing]]
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[clojure.data.json :as json]
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[clojure.string :as str]
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[fudo-clojure.http.client :as http]
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[fudo-clojure.http.request :as req]
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[fudo-clojure.common :as common]
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[fudo-clojure.result :refer [unwrap map-success]]
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[exchange.account :as acct]
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[exchange.client :as client]
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[exchange.order :as order]
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[coinbase-pro.client :as cb]
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[fudo-clojure.logging :as log])
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(:use coinbase-pro.client))
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(def cb-passphrase "6%CRf$zL!b@toz")
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(def cb-secret "J/KtQJgu/TRsWigrqnc2KFBxdOTC5L8woaubzmj7G9hfxv9N5tcgsZ+yd9DvqmroJt1nzcy5Hsrk3IipcdFucA==")
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(def cb-key "57c45fb2a300dd00f7a02af8353af81b")
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(def test-time-str "2022-02-06T10:34:47.123456Z")
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(def test-time (common/parse-timestamp test-time-str))
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(defmacro is-true [& body]
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`(clojure.test/is (= true ~@body)))
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(defmacro is-false [& body]
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`(clojure.test/is (= false ~@body)))
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(defmacro is-success? [& body]
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`(is-true (fudo-clojure.result/success? ~@body)))
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(defmacro is-failure? [& body]
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`(is-true (fudo-clojure.result/failure? ~@body)))
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(defn gen-uuid [] (java.util.UUID/randomUUID))
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(defn base-request []
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(-> (req/base-request)
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(req/with-timestamp test-time)
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(req/as-get)
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(req/with-host "some.dummy.host")))
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(defn- http-client-returning [response]
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(-> (reify http/HTTPClient
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(get! [_ _] response)
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(post! [_ _] response)
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(delete! [_ _] response))
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(http/client:wrap-results)
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(http/client:jsonify)))
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(defn- http-client-throwing [e]
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(-> (reify http/HTTPClient
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(get! [_ _] (throw e))
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(post! [_ _] (throw e))
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(delete! [_ _] (throw e)))
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(http/client:wrap-results)
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(http/client:jsonify)))
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(defn sample [coll]
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(nth coll (rand-int (count coll))))
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(defn date-to-instant [date]
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(-> (java.time.LocalDateTime/parse (str date "T00:00"))
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(.atZone (java.time.ZoneId/systemDefault))
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(.toInstant)))
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(defn instant-to-epoch [i]
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(.getEpochSecond i))
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(defn random-instant [& {:keys [start end]
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:or {start (date-to-instant "2010-01-01")
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end (date-to-instant "2022-05-01")}}]
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(let [s (instant-to-epoch start)
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e (instant-to-epoch end)]
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(java.time.Instant/ofEpochSecond (+ s (rand-int (- e s))))))
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(defn gen-order
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"A response from Coinbase"
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([] (gen-order {}))
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([overrides]
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(let [created-at (random-instant)]
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(merge {
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:id (gen-uuid)
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:product_id (sample ["BTC-USD" "ADA-USD" "ETH-USD"])
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:type (sample [:limit :market])
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:side (sample [:buy :sell])
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:done_reason (sample [nil :done :cancelled])
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:price (bigdec (rand 100000))
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:stop-price (sample [nil (rand 100000)])
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:size (bigdec (rand 1000))
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:settled (sample [true false])
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:fill_fees (bigdec (rand 100))
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:completed (sample [true false])
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:created_at (str created-at)
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:done_at (str (sample [nil (random-instant :end created-at)]))
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}
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overrides))))
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(defn make-public-client [http-client]
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(#'coinbase-pro.client/reify-exchange-client {::http/client http-client}))
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(defn public-client-returning [resp]
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(make-public-client (http-client-returning resp)))
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(defn public-client-throwing [e]
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(make-public-client (http-client-throwing e)))
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(defn resp [& {:keys [code body]}]
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{:status (.toString (or code 200))
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:body (json/write-str (or body {}))})
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(deftest test-auth-headers
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(let [creds {::cb/key cb-key
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::cb/secret cb-secret
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::cb/passphrase cb-passphrase}
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make-request-authenticator #'coinbase-pro.client/make-request-authenticator
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authenticator (make-request-authenticator creds)]
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(testing "timestamp-header"
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(is (= (str (common/instant-to-epoch-timestamp test-time))
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(-> (authenticator (-> (base-request)
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(req/as-get)
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(req/with-path "/one/two")
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(req/with-body "hello")))
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::req/headers
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::cb/cb-access-timestamp))))
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(testing "access-key-header"
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(is (= cb-key
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(-> (authenticator (-> (base-request)
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(req/as-get)
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(req/with-path "/one/two")
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(req/with-body "hello")))
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::req/headers
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::cb/cb-access-key))))
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(testing "access-passphrase"
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(is (= cb-passphrase
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(-> (authenticator (-> (base-request)
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(req/as-get)
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(req/with-path "/one/two")
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(req/with-body "hello")))
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::req/headers
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::cb/cb-access-passphrase))))
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(testing "signature"
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(let [signer (#'coinbase-pro.client/make-signature-generator (common/base64-decode cb-secret))
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ts (common/instant-to-epoch-timestamp test-time)]
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(let [cat-str (str ts "GET/one/two?")
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sig (signer cat-str)]
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(is (= sig
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(-> (authenticator (-> (base-request)
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(req/as-get)
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(req/with-path "/one/two")))
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::req/headers
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::cb/cb-access-sign))))
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(let [cat-str (str ts "GET/one/two?hello")
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sig (signer cat-str)]
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(is (= sig
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(-> (authenticator (-> (base-request)
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(req/as-get)
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(req/with-path "/one/two")
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(req/with-body "hello")))
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::req/headers
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::cb/cb-access-sign))))
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(let [cat-str (str ts "GET/one/two?")
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sig (signer cat-str)]
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(is (not (= sig
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(-> (authenticator (-> (base-request)
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(req/as-get)
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(req/with-path "/one/two")
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(req/with-body "oops")))
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::req/headers
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::cb/cb-access-sign))))
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(is (not (= sig
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(-> (authenticator (-> (base-request)
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(req/as-get)
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(req/with-path "/one/two")
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(req/with-timestamp (java.time.Instant/now))))
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::req/headers
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::cb/cb-access-sign)))))))))
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(defn make-account-client [http-client]
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(#'coinbase-pro.client/reify-exchange-account-client {::http/client http-client}))
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(defn account-client-returning [resp]
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(make-account-client (http-client-returning resp)))
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(defn account-client-throwing [e]
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(make-account-client (http-client-throwing e)))
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(deftest test-accounts
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(let [balance (bigdec (rand 10000000))
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available (bigdec (rand balance))
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hold (bigdec (- balance available))
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id (gen-uuid)
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profile-id (gen-uuid)
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currency "BTC"
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result [{:id (str id)
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:profile_id (str profile-id)
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:currency currency
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:balance (str balance)
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:available (str available)
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:hold (str hold)
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:trading_enabled true}
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{:id (str (gen-uuid))
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:profile_id (str (gen-uuid))
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:currency "ETH"
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:balance (str balance)
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:available (str available)
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:hold (str hold)
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:trading_enabled true}]
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response (resp :body result)]
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(testing "get-accounts!"
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(is-success? (client/get-accounts! (account-client-returning response)))
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(is-failure? (client/get-accounts! (account-client-throwing (RuntimeException. "oops!"))))
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(is-true (every? acct/account?
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(vals (unwrap (client/get-accounts! (account-client-returning response))))))
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(is (= balance
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(-> (account-client-returning response)
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(client/get-accounts!)
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(unwrap)
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:btc
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(acct/balance))))
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(is (= available
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(-> (account-client-returning response)
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(client/get-accounts!)
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(unwrap)
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:btc
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(acct/available))))
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(is (= hold
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(-> (account-client-returning response)
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(client/get-accounts!)
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(unwrap)
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:btc
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(acct/hold))))
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(is (= (-> currency str/lower-case keyword)
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(-> (account-client-returning response)
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(client/get-accounts!)
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(unwrap)
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:btc
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(acct/currency)))))
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(testing "get-account!"
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(is-success? (client/get-account! (account-client-returning response) :btc))
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(is-success? (client/get-account! (account-client-returning response) :eth))
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(is-failure? (client/get-account! (account-client-returning response) :ada))
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(is-true (-> (client/get-account! (account-client-returning response) :btc)
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(unwrap)
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(acct/account?))))))
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(deftest test-cancel-order
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(let [order-id (gen-uuid)]
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(is-success? (client/cancel-order! (account-client-returning (resp :body order-id )) order-id))
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(is-failure? (client/cancel-order! (account-client-throwing (RuntimeException. "oops!")) order-id))
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(is-failure? (client/cancel-order! (account-client-throwing (ex-info "not found" { :status 404 }))
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order-id))
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(is (= 404
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(http/status
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(client/cancel-order! (account-client-throwing (ex-info "Not found!" { :status 404 }))
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order-id))))))
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(defmacro test-order-property [order-fn val params]
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`(is (= ~val (-> (client/get-order! (account-client-returning (resp :body (gen-order ~params))) (gen-uuid))
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(unwrap)
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~order-fn))))
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(deftest test-get-orders
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(testing "get-order!"
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(let [order-id (gen-uuid)
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respond-with-order (fn [m] (account-client-returning
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(resp :body (gen-order (merge { :id order-id } m)))))]
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(is-success? (client/get-order! (respond-with-order {}) order-id))
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(is-failure? (client/get-order! (account-client-throwing (RuntimeException. "oops!")) order-id))
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(is-failure? (client/get-order! (account-client-throwing (ex-info "not found" { :status 404 })) order-id))
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(is (= 404
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(http/status
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(client/get-order! (account-client-throwing (ex-info "not found" { :status 404 })) order-id))))
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(test-order-property order/id order-id { :id order-id })
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(let [price (bigdec (rand 100000))
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size (bigdec (rand 100000))
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fees (bigdec (rand 1000))
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stop-price (bigdec (rand 100000))]
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(test-order-property order/price price { :price price })
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(test-order-property order/size size { :size size })
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(test-order-property order/fees fees { :fill_fees fees })
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(test-order-property order/stop-price stop-price { :stop_price stop-price })
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(test-order-property order/stop-price nil { :stop_price nil }))
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(test-order-property order/currency :btc { :product_id "BTC-USD" })
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(test-order-property order/currency :eth { :product_id "ETH-USD" })
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(is-failure? (-> (client/get-order! (respond-with-order { :product_id "BTC-USD?" }) order-id)
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(map-success order/currency)))
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(test-order-property order/limit? true { :type :limit })
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(test-order-property order/market? false { :type :limit })
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(test-order-property order/limit? false { :type :market })
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(test-order-property order/market? true { :type :market })
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(test-order-property order/stop? true { :stop :stop })
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(test-order-property order/stop? true { :stop :entry })
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(test-order-property order/stop? false { :stop nil })
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(test-order-property order/stop-loss? true { :stop :loss })
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(test-order-property order/stop-gain? false { :stop :loss })
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(test-order-property order/stop-loss? false { :stop :entry })
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(test-order-property order/stop-gain? true { :stop :entry })
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(test-order-property order/stop-loss? false { :stop nil })
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(test-order-property order/stop-gain? false { :stop nil })
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(test-order-property order/sell? true { :side :sell })
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(test-order-property order/buy? false { :side :sell })
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(test-order-property order/sell? false { :side :buy })
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(test-order-property order/buy? true { :side :buy })
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(test-order-property order/filled? true { :done_reason :filled })
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(test-order-property order/filled? false { :done_reason nil })
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(test-order-property order/created test-time { :created_at test-time-str})
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(test-order-property order/completed test-time { :done_at test-time-str})
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(test-order-property order/completed nil { :done_at nil })))
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(testing "get-orders!"
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(let [orders (map (fn [_] (gen-order)) (range 10))]
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(is-success? (client/get-orders! (account-client-returning (resp :body orders)) :btc))
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(is (= (count orders)
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(count (unwrap (client/get-orders! (account-client-returning (resp :body orders)) :btc)))))
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(is-true (->> (client/get-orders! (account-client-returning (resp :body orders)) :btc)
|
||
|
|
(unwrap)
|
||
|
|
(every? order/order?))))))
|