670 lines
14 KiB
Go
670 lines
14 KiB
Go
package ws
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import (
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"encoding/json"
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"fmt"
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. "github.com/phyer/v5sdkgo/ws/wImpl"
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"log"
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"strings"
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"testing"
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"time"
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)
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func prework() *WsClient {
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ep := "wss://wsaws.okex.com:8443/ws/v5/private"
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r, err := NewWsClient(ep)
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if err != nil {
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log.Fatal(err)
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}
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err = r.Start()
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if err != nil {
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log.Fatal(err, ep)
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}
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return r
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}
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// 产品频道测试
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func TestInstruemnts(t *testing.T) {
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r := prework()
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var err error
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var res bool
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var args []map[string]string
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arg := make(map[string]string)
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arg["instType"] = SPOT
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//arg["instType"] = OPTION
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args = append(args, arg)
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start := time.Now()
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res, _, err = r.PubInstruemnts(OP_SUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("订阅成功!", usedTime.String())
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} else {
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fmt.Println("订阅失败!", err)
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t.Fatal("订阅失败!", err)
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//return
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}
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time.Sleep(3 * time.Second)
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//等待推送
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start = time.Now()
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res, _, err = r.PubInstruemnts(OP_UNSUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("取消订阅成功!", usedTime.String())
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} else {
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fmt.Println("取消订阅失败!", err)
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t.Fatal("取消订阅失败!", err)
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}
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}
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// status频道测试
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func TestStatus(t *testing.T) {
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r := prework()
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var err error
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var res bool
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start := time.Now()
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res, _, err = r.PubStatus(OP_SUBSCRIBE)
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if res {
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usedTime := time.Since(start)
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fmt.Println("订阅成功!", usedTime.String())
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} else {
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fmt.Println("订阅失败!", err)
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t.Fatal("订阅失败!", err)
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//return
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}
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time.Sleep(10000 * time.Second)
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//等待推送
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start = time.Now()
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res, _, err = r.PubStatus(OP_UNSUBSCRIBE)
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if res {
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usedTime := time.Since(start)
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fmt.Println("取消订阅成功!", usedTime.String())
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} else {
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fmt.Println("取消订阅失败!", err)
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t.Fatal("取消订阅失败!", err)
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}
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}
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// 行情频道测试
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func TestTickers(t *testing.T) {
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r := prework()
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var err error
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var res bool
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var args []map[string]string
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arg := make(map[string]string)
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arg["instId"] = "BTC-USDT"
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args = append(args, arg)
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start := time.Now()
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res, _, err = r.PubTickers(OP_SUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("订阅成功!", usedTime.String())
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} else {
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fmt.Println("订阅失败!", err)
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t.Fatal("订阅失败!", err)
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//return
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}
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time.Sleep(600 * time.Second)
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//等待推送
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start = time.Now()
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res, _, err = r.PubTickers(OP_UNSUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("取消订阅成功!", usedTime.String())
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} else {
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fmt.Println("取消订阅失败!", err)
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t.Fatal("取消订阅失败!", err)
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}
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}
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// 持仓总量频道 测试
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func TestOpenInsterest(t *testing.T) {
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r := prework()
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var err error
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var res bool
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var args []map[string]string
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arg := make(map[string]string)
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arg["instId"] = "LTC-USD-SWAP"
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args = append(args, arg)
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start := time.Now()
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res, _, err = r.PubOpenInsterest(OP_SUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("订阅成功!", usedTime.String())
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} else {
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fmt.Println("订阅失败!", err)
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t.Fatal("订阅失败!", err)
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//return
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}
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time.Sleep(60 * time.Second)
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//等待推送
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start = time.Now()
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res, _, err = r.PubOpenInsterest(OP_UNSUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("取消订阅成功!", usedTime.String())
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} else {
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fmt.Println("取消订阅失败!", err)
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t.Fatal("取消订阅失败!", err)
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}
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}
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// K线频道测试
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func TestKLine(t *testing.T) {
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r := prework()
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var err error
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var res bool
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var args []map[string]string
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arg := make(map[string]string)
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arg["instId"] = "BTC-USDT"
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args = append(args, arg)
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// 1分钟K
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period := PERIOD_1MIN
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start := time.Now()
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res, _, err = r.PubKLine(OP_SUBSCRIBE, period, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("订阅成功!", usedTime.String())
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} else {
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fmt.Println("订阅失败!", err)
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t.Fatal("订阅失败!", err)
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}
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time.Sleep(60 * time.Second)
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//等待推送
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start = time.Now()
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res, _, err = r.PubKLine(OP_UNSUBSCRIBE, period, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("取消订阅成功!", usedTime.String())
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} else {
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fmt.Println("取消订阅失败!", err)
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t.Fatal("取消订阅失败!", err)
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}
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}
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// 交易频道测试
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func TestTrade(t *testing.T) {
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r := prework()
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var err error
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var res bool
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var args []map[string]string
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arg := make(map[string]string)
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arg["instId"] = "BTC-USDT"
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args = append(args, arg)
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start := time.Now()
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res, _, err = r.PubTrade(OP_SUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("订阅成功!", usedTime.String())
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} else {
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fmt.Println("订阅失败!", err)
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t.Fatal("订阅失败!", err)
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//return
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}
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time.Sleep(60 * time.Second)
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//等待推送
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start = time.Now()
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res, _, err = r.PubTrade(OP_UNSUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("取消订阅成功!", usedTime.String())
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} else {
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fmt.Println("取消订阅失败!", err)
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t.Fatal("取消订阅失败!", err)
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}
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}
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// 预估交割/行权价格频道 测试
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func TestEstDePrice(t *testing.T) {
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r := prework()
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var err error
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var res bool
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var args []map[string]string
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arg := make(map[string]string)
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arg["instType"] = FUTURES
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arg["uly"] = "BTC-USD"
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args = append(args, arg)
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start := time.Now()
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res, _, err = r.PubEstDePrice(OP_SUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("订阅成功!", usedTime.String())
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} else {
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fmt.Println("订阅失败!", err)
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t.Fatal("订阅失败!", err)
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//return
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}
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time.Sleep(60 * time.Second)
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//等待推送
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start = time.Now()
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res, _, err = r.PubEstDePrice(OP_UNSUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("取消订阅成功!", usedTime.String())
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} else {
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fmt.Println("取消订阅失败!", err)
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t.Fatal("取消订阅失败!", err)
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}
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}
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// 标记价格频道 测试
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func TestMarkPrice(t *testing.T) {
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r := prework()
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var err error
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var res bool
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var args []map[string]string
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arg := make(map[string]string)
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arg["instId"] = "BTC-USDT"
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args = append(args, arg)
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start := time.Now()
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res, _, err = r.PubMarkPrice(OP_SUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("订阅成功!", usedTime.String())
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} else {
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fmt.Println("订阅失败!", err)
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t.Fatal("订阅失败!", err)
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//return
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}
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time.Sleep(60 * time.Second)
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//等待推送
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start = time.Now()
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res, _, err = r.PubMarkPrice(OP_UNSUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("取消订阅成功!", usedTime.String())
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} else {
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fmt.Println("取消订阅失败!", err)
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t.Fatal("取消订阅失败!", err)
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}
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}
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// 标记价格K线频道 测试s
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func TestMarkPriceCandle(t *testing.T) {
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r := prework()
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var err error
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var res bool
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var args []map[string]string
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arg := make(map[string]string)
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arg["instId"] = "BTC-USDT"
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args = append(args, arg)
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period := PERIOD_1MIN
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start := time.Now()
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res, _, err = r.PubMarkPriceCandle(OP_SUBSCRIBE, period, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("订阅成功!", usedTime.String())
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} else {
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fmt.Println("订阅失败!", err)
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t.Fatal("订阅失败!", err)
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//return
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}
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time.Sleep(60 * time.Second)
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//等待推送
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start = time.Now()
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res, _, err = r.PubMarkPriceCandle(OP_UNSUBSCRIBE, period, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("取消订阅成功!", usedTime.String())
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} else {
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fmt.Println("取消订阅失败!", err)
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t.Fatal("取消订阅失败!", err)
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}
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}
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// 限价频道 测试
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func TestLimitPrice(t *testing.T) {
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r := prework()
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var err error
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var res bool
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var args []map[string]string
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arg := make(map[string]string)
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arg["instId"] = "BTC-USDT"
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args = append(args, arg)
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start := time.Now()
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res, _, err = r.PubLimitPrice(OP_SUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("订阅成功!", usedTime.String())
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} else {
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fmt.Println("订阅失败!", err)
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t.Fatal("订阅失败!", err)
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//return
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}
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time.Sleep(60 * time.Second)
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//等待推送
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start = time.Now()
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res, _, err = r.PubLimitPrice(OP_UNSUBSCRIBE, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("取消订阅成功!", usedTime.String())
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} else {
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fmt.Println("取消订阅失败!", err)
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t.Fatal("取消订阅失败!", err)
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}
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}
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// 深度频道 测试
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func TestOrderBooks(t *testing.T) {
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r := prework()
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var err error
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var res bool
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/*
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设置关闭深度数据管理
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*/
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// err = r.EnableAutoDepthMgr(false)
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// if err != nil {
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// fmt.Println("关闭自动校验失败!")
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// }
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end := make(chan struct{})
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r.AddDepthHook(func(ts time.Time, data DepthData) error {
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// 对于深度类型数据处理的用户可以自定义
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// 检测深度数据是否正常
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key, _ := json.Marshal(data.Arg)
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fmt.Println("个数:", len(data.Data[0].Asks))
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checksum := data.Data[0].Checksum
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fmt.Println("[自定义方法] ", string(key), ", checksum = ", checksum)
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for _, ask := range data.Data[0].Asks {
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arr := strings.Split(ask[0], ".")
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//fmt.Println(arr)
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if len(arr) > 1 && len(arr[1]) > 2 {
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fmt.Println("ask数据异常,", checksum, "ask:", ask)
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t.Fatal()
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end <- struct{}{}
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return nil
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} else {
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fmt.Println("bid数据正常,", checksum, "ask:", ask)
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}
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}
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for _, bid := range data.Data[0].Bids {
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arr := strings.Split(bid[0], ".")
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//fmt.Println(arr)
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if len(arr) > 1 && len(arr[1]) > 2 {
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fmt.Println("bid数据异常,", checksum, "bid:", bid)
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t.Fatal()
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end <- struct{}{}
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return nil
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} else {
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fmt.Println("ask数据正常,", checksum, "bid:", bid)
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}
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}
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// // 查看当前合并后的全量深度数据
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// snapshot, err := r.GetSnapshotByChannel(data)
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// if err != nil {
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// t.Fatal("深度数据不存在!")
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// }
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// // 展示ask/bid 前5档数据
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// fmt.Println(" Ask 5 档数据 >> ")
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// for _, v := range snapshot.Asks[:5] {
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// fmt.Println(" price:", v[0], " amount:", v[1])
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// }
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// fmt.Println(" Bid 5 档数据 >> ")
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// for _, v := range snapshot.Bids[:5] {
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// fmt.Println(" price:", v[0], " amount:", v[1])
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// }
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return nil
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})
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// 可选类型:books books5 books-l2-tbt
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channel := "books50-l2-tbt"
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instIds := []string{"BTC-USDT"}
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for _, instId := range instIds {
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var args []map[string]string
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arg := make(map[string]string)
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arg["instId"] = instId
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args = append(args, arg)
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start := time.Now()
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res, _, err = r.PubOrderBooks(OP_SUBSCRIBE, channel, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("订阅成功!", usedTime.String())
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} else {
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fmt.Println("订阅失败!", err)
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t.Fatal("订阅失败!", err)
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}
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}
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select {
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case <-end:
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}
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//等待推送
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for _, instId := range instIds {
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var args []map[string]string
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arg := make(map[string]string)
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arg["instId"] = instId
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args = append(args, arg)
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start := time.Now()
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res, _, err = r.PubOrderBooks(OP_UNSUBSCRIBE, channel, args)
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if res {
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usedTime := time.Since(start)
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fmt.Println("取消订阅成功!", usedTime.String())
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} else {
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fmt.Println("取消订阅失败!", err)
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t.Fatal("取消订阅失败!", err)
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}
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}
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}
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// 期权定价频道 测试
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func TestOptionSummary(t *testing.T) {
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r := prework()
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var err error
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var res bool
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var args []map[string]string
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arg := make(map[string]string)
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arg["uly"] = "BTC-USD"
|
||
args = append(args, arg)
|
||
|
||
start := time.Now()
|
||
res, _, err = r.PubOptionSummary(OP_SUBSCRIBE, args)
|
||
if res {
|
||
usedTime := time.Since(start)
|
||
fmt.Println("订阅成功!", usedTime.String())
|
||
} else {
|
||
fmt.Println("订阅失败!", err)
|
||
t.Fatal("订阅失败!", err)
|
||
//return
|
||
}
|
||
|
||
time.Sleep(60 * time.Second)
|
||
//等待推送
|
||
|
||
start = time.Now()
|
||
res, _, err = r.PubOptionSummary(OP_UNSUBSCRIBE, args)
|
||
if res {
|
||
usedTime := time.Since(start)
|
||
fmt.Println("取消订阅成功!", usedTime.String())
|
||
} else {
|
||
fmt.Println("取消订阅失败!", err)
|
||
t.Fatal("取消订阅失败!", err)
|
||
}
|
||
|
||
}
|
||
|
||
// 资金费率 测试
|
||
func TestFundRate(t *testing.T) {
|
||
r := prework()
|
||
var err error
|
||
var res bool
|
||
|
||
var args []map[string]string
|
||
arg := make(map[string]string)
|
||
arg["instId"] = "BTC-USD-SWAP"
|
||
args = append(args, arg)
|
||
|
||
start := time.Now()
|
||
res, _, err = r.PubFundRate(OP_SUBSCRIBE, args)
|
||
if res {
|
||
usedTime := time.Since(start)
|
||
fmt.Println("订阅成功!", usedTime.String())
|
||
} else {
|
||
fmt.Println("订阅失败!", err)
|
||
t.Fatal("订阅失败!", err)
|
||
//return
|
||
}
|
||
|
||
time.Sleep(600 * time.Second)
|
||
//等待推送
|
||
|
||
start = time.Now()
|
||
res, _, err = r.PubFundRate(OP_UNSUBSCRIBE, args)
|
||
if res {
|
||
usedTime := time.Since(start)
|
||
fmt.Println("取消订阅成功!", usedTime.String())
|
||
} else {
|
||
fmt.Println("取消订阅失败!", err)
|
||
t.Fatal("取消订阅失败!", err)
|
||
}
|
||
|
||
}
|
||
|
||
// 指数K线频道 测试
|
||
func TestKLineIndex(t *testing.T) {
|
||
r := prework()
|
||
var err error
|
||
var res bool
|
||
|
||
var args []map[string]string
|
||
arg := make(map[string]string)
|
||
|
||
arg["instId"] = "BTC-USDT"
|
||
args = append(args, arg)
|
||
period := PERIOD_1MIN
|
||
|
||
start := time.Now()
|
||
res, _, err = r.PubKLineIndex(OP_SUBSCRIBE, period, args)
|
||
if res {
|
||
usedTime := time.Since(start)
|
||
fmt.Println("订阅成功!", usedTime.String())
|
||
} else {
|
||
fmt.Println("订阅失败!", err)
|
||
t.Fatal("订阅失败!", err)
|
||
//return
|
||
}
|
||
|
||
time.Sleep(60 * time.Second)
|
||
//等待推送
|
||
|
||
start = time.Now()
|
||
res, _, err = r.PubKLineIndex(OP_UNSUBSCRIBE, period, args)
|
||
if res {
|
||
usedTime := time.Since(start)
|
||
fmt.Println("取消订阅成功!", usedTime.String())
|
||
} else {
|
||
fmt.Println("取消订阅失败!", err)
|
||
t.Fatal("取消订阅失败!", err)
|
||
}
|
||
|
||
}
|
||
|
||
// 指数行情频道 测试
|
||
func TestIndexMarket(t *testing.T) {
|
||
r := prework()
|
||
var err error
|
||
var res bool
|
||
|
||
var args []map[string]string
|
||
arg := make(map[string]string)
|
||
arg["instId"] = "BTC-USDT"
|
||
args = append(args, arg)
|
||
|
||
start := time.Now()
|
||
res, _, err = r.PubIndexTickers(OP_SUBSCRIBE, args)
|
||
if err != nil {
|
||
fmt.Println("订阅失败!", err)
|
||
}
|
||
usedTime := time.Since(start)
|
||
if res {
|
||
fmt.Println("订阅成功!", usedTime.String())
|
||
} else {
|
||
fmt.Println("订阅失败!", usedTime.String())
|
||
//return
|
||
}
|
||
|
||
time.Sleep(600 * time.Second)
|
||
//等待推送
|
||
|
||
start = time.Now()
|
||
res, _, err = r.PubIndexTickers(OP_UNSUBSCRIBE, args)
|
||
if res {
|
||
usedTime := time.Since(start)
|
||
fmt.Println("取消订阅成功!", usedTime.String())
|
||
} else {
|
||
fmt.Println("取消订阅失败!", err)
|
||
t.Fatal("取消订阅失败!", err)
|
||
}
|
||
|
||
}
|