ccxws/__tests__/exchanges/BitmexClient.spec.ts

Websocket client for 37 cryptocurrency exchanges

import { expect } from "chai";
import { testClient } from "../TestRunner";
import { BitmexClient } from "../../src/exchanges/BitmexClient";

testClient({
    clientFactory: () => new BitmexClient(),
    clientName: "BitMEXClient",
    exchangeName: "BitMEX",
    markets: [
        {
            id: "XBTUSD",
            base: "BTC",
            quote: "USD",
        },
    ],

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

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

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

    trade: {
        hasTradeId: true,
        tests: (spec, result) => {
            it("trade.tradeId should be 32 hex characters", () => {
                expect(result.trade.tradeId).to.match(/^[a-f0-9]{32,32}$/);
            });
        },
    },

    candle: {},

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

    l2update: {
        hasSnapshot: true,
        hasTimestampMs: false,
        hasSequenceId: false,
        hasCount: false,
        done: (spec, result, update) => {
            const point = update.bids[0] || update.asks[0];
            if (point.meta.type === "update") result.hasUpdate = true;
            if (point.meta.type === "insert") result.hasInsert = true;
            if (point.meta.type === "delete") result.hasDelete = true;
            return result.hasUpdate && result.hasInsert && result.hasDelete;
        },
        tests: (spec, result) => {
            it("update.bid/ask should have meta.id", () => {
                const point = result.update.bids[0] || result.update.asks[0];
                expect(point.meta.id).to.be.greaterThan(0);
            });

            it("update.bid/ask should have meta.type", () => {
                const point = result.update.bids[0] || result.update.asks[0];
                expect(point.meta.type).to.be.match(/update|delete|insert/);
            });
        },
    },
});