bot18/node_modules/bitfinex-api-node/test/lib/transports/ws-1-handle-channel.js

A high-frequency cryptocurrency trading bot by Zenbot creator @carlos8f

/* eslint-env mocha */
'use strict'

const assert = require('assert')
const BfxWs = require('../../../lib/transports/ws.js')

const bfxWs = new BfxWs({
  apiKey: 'dummy',
  apiSecret: 'dummy'
})

describe('ws1 channel msg handling', () => {
  it('ws1 transforms & normalizes well - R0 update', (done) => {
    bfxWs._channelMap = {
      32755: { channel: 'book', prec: 'R0', symbol: 'tBTCUSD' }
    }

    bfxWs.once('orderbook', (symbol, data) => {
      assert.deepEqual(data, { price: 2477.1, orderId: 2919111002, amount: 0.0125 })
      done()
    })

    bfxWs._handleChannel([ 32755, 2919111002, 2477.1, 0.0125 ])
  })

  it('ws1 transforms & normalizes well - P1 update', (done) => {
    bfxWs._channelMap = {
      182: { channel: 'book', prec: 'P1', symbol: 'tBTCUSD' }
    }

    bfxWs.once('orderbook', (symbol, data) => {
      assert.deepEqual(data, { price: 2494, count: 2, amount: 5.9895 })
      done()
    })

    bfxWs._handleChannel([ 182, 2494, 2, 5.9895 ])
  })

  it('ws1 transforms & normalizes well - P1 snap', (done) => {
    bfxWs._channelMap = {
      39: { channel: 'book', prec: 'P1', symbol: 'tBTCUSD' }
    }

    bfxWs.once('orderbook', (symbol, data) => {
      assert.deepEqual(data[1], { price: 2494, count: 3, amount: 0.14606853 })
      done()
    })

    const snap = [ 39, [
      [ 2495, 2, 0.8744 ],
      [ 2494, 3, 0.14606853 ],
      [ 2492, 1, 0.4 ]
    ]]

    bfxWs._handleChannel(snap)
  })

  it('ws1 transforms & normalizes well - R0 snap', (done) => {
    bfxWs._channelMap = {
      34513: { channel: 'book', prec: 'R0', symbol: 'tBTCUSD' }
    }

    bfxWs.once('orderbook', (symbol, data) => {
      assert.deepEqual(
        data[1],
        { price: 2494.5, orderId: 2919279471, amount: 0.07288 }
      )
      done()
    })

    const snap = [ 34513, [
      [ 2919278474, 2494.5, 0.07901704 ],
      [ 2919279471, 2494.5, 0.07288 ],
      [ 2919280093, 2494.5, 0.03644 ]
    ]]

    bfxWs._handleChannel(snap)
  })

  it('ws1 _handleChannel ignores heartbeats')
  it('ws1 _processUserEvent emits data, breaks up snapshots')
  it('ws1 _processTradeEvent emits a single trade for te & tu messages')
})