@jmparsons/ccxt/js/test/Exchange/test.orderbook.js

A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges

'use strict'

// ----------------------------------------------------------------------------

const log       = require ('ololog')
    , ansi      = require ('ansicolor').nice
    , chai      = require ('chai')
    , expect    = chai.expect
    , assert    = chai.assert

//-----------------------------------------------------------------------------

const printOrderBookOneLiner = (orderbook, method, symbol) => {

    const bids = orderbook.bids
    const asks = orderbook.asks

    log (symbol.toString ().green,
        method,
        orderbook['datetime'],
        'bid: '       + ((bids.length > 0) ? bids[0][0] : 'N/A'),
        'bidVolume: ' + ((bids.length > 0) ? bids[0][1] : 'N/A'),
        'ask: '       + ((asks.length > 0) ? asks[0][0] : 'N/A'),
        'askVolume: ' + ((asks.length > 0) ? asks[0][1] : 'N/A'))
}

/*  ------------------------------------------------------------------------ */

module.exports = (exchange, orderbook, method, symbol) => {

    const format = {
        'bids': [],
        'asks': [],
        'timestamp': 1234567890,
        'datetime': '2017-09-01T00:00:00',
        'nonce': 134234234,
        // 'info': {},
    }

    expect (orderbook).to.have.all.keys (format)

    const bids = orderbook.bids
    const asks = orderbook.asks

    for (let i = 1; i < bids.length; i++) {
        // debugger;
        assert (bids[i][0] <= bids[i - 1][0])
        assert (typeof bids[i][0] === 'number')
        assert (typeof bids[i][1] === 'number')
    }

    for (let i = 1; i < asks.length; i++) {
        assert (asks[i][0] >= asks[i - 1][0])
        assert (typeof asks[i][0] === 'number')
        assert (typeof asks[i][1] === 'number')
    }

    if (![

        'coinmarketcap',
        'xbtce',
        'coinsecure',

    ].includes (exchange.id)) {

        if (bids.length && asks.length)
            assert (bids[0][0] <= asks[0][0],
                `bids[0][0]: ${bids[0][0]} (of ${bids.length}); asks[0][0]:${asks[0][0]} (of ${asks.length})`)

    }

    printOrderBookOneLiner (orderbook, method, symbol)
}