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funding_ticker.js
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136 lines (124 loc) · 4.66 KB
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/* eslint-env mocha */
'use strict'
const assert = require('assert')
const { SYMBOLS } = require('bfx-hf-util')
const { RESTv2 } = require('bfx-api-node-rest')
const { FundingTicker } = require('../../../lib')
const testModel = require('../../helpers/test_model')
const testModelValidation = require('../../helpers/test_model_validation')
const VALID_SYMBOLS = Object.values(SYMBOLS)
const DATA = [
'fUSD',
0.00009351,
0.00009526,
1365265.8039803,
30,
0.00009042,
1920909.19369824,
2,
-0.00001159,
-0.1136,
0.00009041,
255643282.81674618,
0.000163,
2.7e-7
]
describe('FundingTicker model', () => {
testModel({
model: FundingTicker,
orderedFields: [
'symbol', 'frr', 'bid', 'bidSize', 'bidPeriod', 'ask', 'askSize',
'askPeriod', 'dailyChange', 'dailyChangePerc', 'lastPrice', 'volume',
'high', 'low'
]
})
testModelValidation({
model: FundingTicker,
validData: {
symbol: VALID_SYMBOLS,
bid: new Array(...(new Array(5))).map(() => Math.random()),
bidSize: new Array(...(new Array(5))).map(() => Math.random()),
bidPeriod: new Array(...(new Array(5))).map(() => Math.random()),
ask: new Array(...(new Array(5))).map(() => Math.random()),
askSize: new Array(...(new Array(5))).map(() => Math.random()),
askPeriod: new Array(...(new Array(5))).map(() => Math.random()),
dailyChange: new Array(...(new Array(5))).map(() => Math.random()),
dailyChangePerc: new Array(...(new Array(5))).map(() => Math.random()),
lastPrice: new Array(...(new Array(5))).map(() => Math.random()),
volume: new Array(...(new Array(5))).map(() => Math.random()),
high: new Array(...(new Array(5))).map(() => Math.random()),
low: new Array(...(new Array(5))).map(() => Math.random()),
frr: new Array(...(new Array(5))).map(() => Math.random() > 0.5)
}
})
it('initializes correctly', () => {
const ticker = new FundingTicker(DATA)
assert.strictEqual(ticker.symbol, 'fUSD')
assert.strictEqual(ticker.frr, 0.00009351)
assert.strictEqual(ticker.bid, 0.00009526)
assert.strictEqual(ticker.bidPeriod, 30)
assert.strictEqual(ticker.bidSize, 1365265.8039803)
assert.strictEqual(ticker.ask, 0.00009042)
assert.strictEqual(ticker.askPeriod, 2)
assert.strictEqual(ticker.askSize, 1920909.19369824)
assert.strictEqual(ticker.dailyChange, -0.00001159)
assert.strictEqual(ticker.dailyChangePerc, -0.1136)
assert.strictEqual(ticker.lastPrice, 0.00009041)
assert.strictEqual(ticker.volume, 255643282.81674618)
assert.strictEqual(ticker.high, 0.000163)
assert.strictEqual(ticker.low, 2.7e-7)
})
it('serializes correctly', () => {
const ticker = new FundingTicker(DATA)
const arr = ticker.serialize()
assert.deepStrictEqual(arr, DATA)
})
it('unserializes correctly', () => {
const obj = FundingTicker.unserialize(DATA)
assert.strictEqual(obj.symbol, 'fUSD')
assert.strictEqual(obj.frr, 0.00009351)
assert.strictEqual(obj.bid, 0.00009526)
assert.strictEqual(obj.bidPeriod, 30)
assert.strictEqual(obj.bidSize, 1365265.8039803)
assert.strictEqual(obj.ask, 0.00009042)
assert.strictEqual(obj.askPeriod, 2)
assert.strictEqual(obj.askSize, 1920909.19369824)
assert.strictEqual(obj.dailyChange, -0.00001159)
assert.strictEqual(obj.dailyChangePerc, -0.1136)
assert.strictEqual(obj.lastPrice, 0.00009041)
assert.strictEqual(obj.volume, 255643282.81674618)
assert.strictEqual(obj.high, 0.000163)
assert.strictEqual(obj.low, 2.7e-7)
})
it('unserializes live data correctly', async () => {
const rest = new RESTv2()
const arr = await rest.ticker('fUSD')
const obj = FundingTicker.unserialize(arr)
assert.strictEqual(obj.symbol, arr[0])
assert.strictEqual(obj.frr, arr[1])
assert.strictEqual(obj.bid, arr[2])
assert.strictEqual(obj.bidSize, arr[3])
assert.strictEqual(obj.bidPeriod, arr[4])
assert.strictEqual(obj.ask, arr[5])
assert.strictEqual(obj.askSize, arr[6])
assert.strictEqual(obj.askPeriod, arr[7])
assert.strictEqual(obj.dailyChange, arr[8])
assert.strictEqual(obj.dailyChangePerc, arr[9])
assert.strictEqual(obj.lastPrice, arr[10])
assert.strictEqual(obj.volume, arr[11])
assert.strictEqual(obj.high, arr[12])
assert.strictEqual(obj.low, arr[13])
}).timeout(60000)
describe('quote', () => {
it('returns quote currency', () => {
const t = new FundingTicker({ symbol: 'tBTCUSD' })
assert.strictEqual(t.quote(), 'USD')
})
})
describe('base', () => {
it('returns base currency', () => {
const t = new FundingTicker({ symbol: 'tBTCUSD' })
assert.strictEqual(t.base(), 'BTC')
})
})
})