ccxws/__tests__/exchanges/BinanceClient.spec.ts

Websocket client for 37 cryptocurrency exchanges

import { testClient } from "../TestRunner";
import { BinanceClient } from "../../src/exchanges/BinanceClient";
import { get } from "../../src/Https";
import { Market } from "../../src/Market";

async function fetchAllMarkets(): Promise<Market[]> {
    const results: any = await get("https://api.binance.com/api/v1/exchangeInfo");
    return results.symbols
        .filter(p => p.status === "TRADING")
        .map(p => ({ id: p.symbol, base: p.baseAsset, quote: p.quoteAsset }));
}

testClient({
    clientFactory: () => new BinanceClient(),
    clientName: "BinanceClient",
    exchangeName: "Binance",
    markets: [
        {
            id: "BTCUSDT",
            base: "BTC",
            quote: "USDT",
        },
        {
            id: "BTCUSDC",
            base: "BTC",
            quote: "USDC",
        },
    ],

    fetchAllMarkets,

    unsubWaitMs: 1500,

    testConnectEvents: true,
    testDisconnectEvents: true,
    testReconnectionEvents: true,
    testCloseEvents: true,

    testAllMarketsTrades: true,
    testAllMarketsTradesSuccess: 50,

    hasTickers: true,
    hasTrades: true,
    hasCandles: true,
    hasLevel2Snapshots: true,
    hasLevel2Updates: true,
    hasLevel3Snapshots: false,
    hasLevel3Updates: false,

    ticker: {
        hasTimestamp: true,
        hasLast: true,
        hasOpen: true,
        hasHigh: true,
        hasLow: true,
        hasVolume: true,
        hasQuoteVolume: true,
        hasChange: true,
        hasChangePercent: true,
        hasBid: true,
        hasBidVolume: true,
        hasAsk: true,
        hasAskVolume: true,
    },

    trade: {
        hasTradeId: true,
    },

    candle: {},

    l2snapshot: {
        hasTimestampMs: false,
        hasSequenceId: true,
        hasCount: false,
    },

    l2update: {
        hasSnapshot: true,
        hasTimestampMs: false,
        hasSequenceId: true,
        hasLastSequenceId: true,
        hasEventMs: true,
        hasCount: false,
    },
});