Wrote tests for crypto perpetual market data covering both ws stream …

…and REST
alpacahq · Dec 20, 2024 · ed10301 · ed10301
1 parent a2396c6
commit ed10301
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Showing 2 changed files with 473 additions and 2 deletions.
diff --git a/marketdata/rest_test.go b/marketdata/rest_test.go
@@ -1388,3 +1388,83 @@ func TestGetCorporateActions(t *testing.T) {
 		assert.Equal(t, "EACPW", got.WorthlessRemovals[0].Symbol)
 	}
 }
+
+func TestLatestCryptoPerpBar(t *testing.T) {
+	c := DefaultClient
+	c.do = mockResp(`{"bars": {"BTC-PERP": {"c": 101785.3,"h": 101807.9,"l": 101762.8,"n": 314,"o": 101789.1,"t": "2024-12-19T09:52:00Z","v": 25.9751,"vw": 101783.9767854599}}}`)
+	got, err := c.GetLatestCryptoPerpBar("BTC-PERP", GetLatestCryptoBarRequest{})
+	require.NoError(t, err)
+	require.NotNil(t, got)
+	assert.Equal(t, CryptoPerpBar{
+		Timestamp:  time.Date(2024, 12, 19, 9, 52, 0, 0, time.UTC),
+		Open:       101789.1,
+		High:       101807.9,
+		Low:        101762.8,
+		Close:      101785.3,
+		Volume:     25.9751,
+		TradeCount: 314,
+		VWAP:       101783.9767854599,
+	}, *got)
+}
+
+func TestLatestCryptoPerpTrade(t *testing.T) {
+	c := DefaultClient
+	c.do = mockResp(`{"trades": {"BTC-PERP": {"805227019,"p": 101761.4,"s": 0.0011,"t": "2024-12-19T09:33:36.311Z","tks": "B"}}}`)
+	got, err := c.GetLatestCryptoPerpTrade("BTC-PERP", GetLatestCryptoTradeRequest{})
+	require.NoError(t, err)
+	require.NotNil(t, got)
+	assert.Equal(t, CryptoPerpTrade{
+		ID:        1805227019,
+		Price:     101761.4,
+		Size:      0.0011,
+		Timestamp: time.Date(2024, 12, 19, 9, 33, 36, 311000000, time.UTC),
+		TakerSide: "B",
+	}, *got)
+}
+
+func TestLatestCryptoPerpTrades(t *testing.T) {
+	c := DefaultClient
+	c.do = mockResp(`{"trades": {"ETH-PERP": {"i": 1028100310,"p": 3678.81,"s": 0.01,"t": "2024-12-19T10:16:20.124Z","tks": "B"},"BTC-PERP": {"i": 1805344202,"p": 101868,"s": 0.0009,"t": "2024-12-19T10:16:19.31Z","tks": "S"}}}`)
+	got, err := c.GetLatestCryptoPerpTrades([]string{"BTC-PERP", "ETH-PERP"}, GetLatestCryptoTradeRequest{})
+	require.NoError(t, err)
+	require.Len(t, got, 2)
+	assert.Equal(t, CryptoPerpTrade{
+		Price:     101868,
+		Size:      0.0009,
+		Timestamp: time.Date(2024, 12, 19, 10, 16, 19, 310000000, time.UTC),
+		TakerSide: "S",
+		ID:        1805344202,
+	}, got["BTC-PERP"])
+	assert.Equal(t, 3678.81, got["ETH-PERP"].Price)
+}
+
+func TestLatestCryptoPerpQuote(t *testing.T) {
+	c := DefaultClient
+	c.do = mockResp(`{"quotes": {"BTC-PERP": {"ap": 101675.1,"as": 3.087,"bp": 101674.7,"bs": 1.4496,"t": "2024-12-19T09:43:04.092Z"}}}`)
+	got, err := c.GetLatestCryptoPerpQuote("BTC-PERP", GetLatestCryptoQuoteRequest{})
+	require.NoError(t, err)
+	require.NotNil(t, got)
+	assert.Equal(t, CryptoPerpQuote{
+		Timestamp: time.Date(2024, 12, 19, 9, 43, 04, 92000000, time.UTC),
+		BidPrice:  101674.7,
+		BidSize:   1.4496,
+		AskPrice:  101675.1,
+		AskSize:   3.087,
+	}, *got)
+}
+
+func TestLatestCryptoPerpQuotes(t *testing.T) {
+	c := DefaultClient
+	c.do = mockResp(`{"quotes": {"ETH-PERP": {"ap": 3676.89,"as": 38.655,"bp": 3676.82,"bs": 36.765,"t": "2024-12-19T10:15:50.436Z"},"BTC-PERP": {"ap": 101851.3,"as": 1.2372,"bp": 101850.9,"bs": 1.9428,"t": "2024-12-19T10:15:50.438Z"}}}`)
+	got, err := c.GetLatestCryptoPerpQuotes([]string{"BTC-PERP", "ETH-PERP"}, GetLatestCryptoQuoteRequest{})
+	require.NoError(t, err)
+	require.Len(t, got, 2)
+	assert.Equal(t, CryptoPerpQuote{
+		Timestamp: time.Date(2024, 12, 19, 10, 15, 50, 436000000, time.UTC),
+		BidPrice:  3676.82,
+		BidSize:   36.765,
+		AskPrice:  3676.89,
+		AskSize:   38.655,
+	}, got["ETH-PERP"])
+	assert.Equal(t, 1.9428, got["BTC-PERP"].BidSize)
+}