bot18/node_modules/ccxt/js/test/Exchange/test.trade.js

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

'use strict'

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

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

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

module.exports = (exchange, trade, symbol, now) => {
    assert.isOk (trade)
    assert (typeof trade.id === 'undefined' || typeof trade.id === 'string')
    assert (typeof trade.timestamp === 'number')
    assert (trade.timestamp > 1230940800000) // 03 Jan 2009 - first block

    //------------------------------------------------------------------
    // console.log (exchange.iso8601 (trade.timestamp), exchange.iso8601 (now))

    // The next assertion line breaks Kraken. They report trades that are
    // approximately 500ms ahead of `now`. Tried synching system clock against
    // different servers. Apparently, Kraken's own clock drifts by up to 10 (!) seconds.

    const isExchangeTimeDrifting = [
        'bitfinex',
        'bitfinex2',
        'kraken', // override for kraken and possibly other exchanges as well
    ].includes (exchange.id)

    const adjustedNow = now + (isExchangeTimeDrifting ? 10000 : 0)

    const exchangesExcludedFromTimestampCheck = [
        'gdax',
    ]

    if (!exchangesExcludedFromTimestampCheck.includes (exchange.id))
        assert (trade.timestamp < adjustedNow, 'trade.timestamp is greater than or equal to current time: trade: ' + exchange.iso8601 (trade.timestamp) + ' now: ' + exchange.iso8601 (now))

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

    assert (trade.datetime === exchange.iso8601 (trade.timestamp))

    const isExchangeLackingFilteringTradesBySymbol = [
        'kraken', // override for kraken and possibly other exchanges as well, can't return private trades per symbol at all
    ].includes (exchange.id)

    if (!isExchangeLackingFilteringTradesBySymbol)
        assert (trade.symbol === symbol, 'trade symbol is not equal to requested symbol: trade: ' + trade.symbol + ' reqeusted: ' + symbol)

    assert (typeof trade.type  === 'undefined' || typeof trade.type === 'string')
    assert (typeof trade.side  === 'undefined' || trade.side === 'buy' || trade.side === 'sell')
    assert (typeof trade.order === 'undefined' || typeof trade.order === 'string')
    assert (typeof trade.price === 'number', 'trade.price is not a number')
    assert (trade.price > 0)
    assert (typeof trade.amount === 'number', 'trade.amount is not a number')
    assert (trade.amount >= 0)
    assert.isOk (trade.info)
}