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ws2: fix ob update unit tests
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@JacobPlaster
JacobPlaster authored and JacobPlaster committed Feb 11, 2020
1 parent cc959f6 commit d961254
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Showing 2 changed files with 39 additions and 23 deletions.
6 changes: 3 additions & 3 deletions examples/ws2/ob_checksum.js
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Original file line number Diff line number Diff line change
Expand Up @@ -6,9 +6,9 @@ const debug = require('debug')('bfx:examples:ws2_ob_checksum')
const bfx = require('../bfx')
const WSv2 = require('../../lib/transports/ws2')

const SYMBOL = 'tBTCUSD'
const PRECISION = 'R0'
const LENGTH = '100'
const SYMBOL = 'tXRPBTC'
const PRECISION = 'P0'
const LENGTH = '25'

const ws = bfx.ws(2, {
manageOrderBooks: true // managed OBs are verified against incoming checksums
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56 changes: 36 additions & 20 deletions test/lib/transports/ws2-unit.js
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Original file line number Diff line number Diff line change
Expand Up @@ -739,16 +739,18 @@ describe('WSv2 channel msg handling', () => {
}
}

ws._handleOBMessage([42, [
let obMsg = [42, [
[100, 2, -4],
[200, 4, -8],
[300, 1, 3]
]], ws._channelMapA[42])
ws._handleOBMessage([43, [
]]
ws._handleOBMessage(obMsg, ws._channelMapA[42], JSON.stringify(obMsg))
obMsg = [43, [
[0.0008, 2, 5, 200],
[0.00045, 30, 4, -300],
[0.0004, 15, 3, -600]
]], ws._channelMapB[43])
]]
ws._handleOBMessage(obMsg, ws._channelMapB[43], JSON.stringify(obMsg))

let obA = ws.getOB('tBTCUSD')
let obB = ws.getOB('fUSD')
Expand All @@ -767,10 +769,12 @@ describe('WSv2 channel msg handling', () => {
assert.deepStrictEqual(obB.getEntry(0.00045), { rate: 0.00045, count: 4, amount: -300, period: 30 })
assert.deepStrictEqual(obB.getEntry(0.0008), { rate: 0.0008, count: 5, amount: 200, period: 2 })

ws._handleOBMessage([42, [300, 0, 1]], ws._channelMapA[42])
obMsg = [42, [300, 0, 1]]
ws._handleOBMessage(obMsg, ws._channelMapA[42], JSON.stringify(obMsg))
obA = ws.getOB('tBTCUSD')
assert.strictEqual(obA.bids.length, 0)
ws._handleOBMessage([43, [0.0008, 2, 0, 1]], ws._channelMapB[43])
obMsg = [43, [0.0008, 2, 0, 1]]
ws._handleOBMessage(obMsg, ws._channelMapB[43], JSON.stringify(obMsg))
obB = ws.getOB('fUSD')
assert.strictEqual(obB.asks.length, 0)
})
Expand Down Expand Up @@ -801,8 +805,9 @@ describe('WSv2 channel msg handling', () => {
if (++errorsSeen === 2) done()
})

wsTransform._handleOBMessage([42, [100, 0, 1]], wsTransform._channelMap[42])
wsNoTransform._handleOBMessage([42, [100, 0, 1]], wsNoTransform._channelMap[42])
let obMsg = [42, [100, 0, 1]]
wsTransform._handleOBMessage(obMsg, wsTransform._channelMap[42], JSON.stringify(obMsg))
wsNoTransform._handleOBMessage(obMsg, wsNoTransform._channelMap[42], JSON.stringify(obMsg))
})

it('_handleOBMessage: forwards managed ob to listeners', (done) => {
Expand All @@ -825,7 +830,8 @@ describe('WSv2 channel msg handling', () => {
if (++seen === 2) done()
})

ws._handleOBMessage([42, [[100, 2, 3]]], ws._channelMap[42])
let obMsg = [42, [[100, 2, 3]]]
ws._handleOBMessage(obMsg, ws._channelMap[42], JSON.stringify(obMsg))
})

it('_handleOBMessage: filters by prec and len', (done) => {
Expand Down Expand Up @@ -863,8 +869,9 @@ describe('WSv2 channel msg handling', () => {
if (++seen === 2) done()
})

ws._handleOBMessage([42, [[100, 2, 3]]], ws._channelMap[42])
ws._handleOBMessage([42, [100, 2, 3]], ws._channelMap[42])
let obMsg = [42, [[100, 2, 3]]]
ws._handleOBMessage(obMsg, ws._channelMap[42], JSON.stringify(obMsg))
ws._handleOBMessage(obMsg, ws._channelMap[42], JSON.stringify(obMsg))
})

it('_handleOBMessage: emits managed ob', (done) => {
Expand All @@ -882,7 +889,8 @@ describe('WSv2 channel msg handling', () => {
done()
})

ws._handleOBMessage([42, [[100, 2, 3]]], ws._channelMap[42])
let obMsg = [42, [[100, 2, 3]]]
ws._handleOBMessage(obMsg, ws._channelMap[42], JSON.stringify(obMsg))
})

it('_handleOBMessage: forwards transformed data if transform enabled', (done) => {
Expand All @@ -903,7 +911,8 @@ describe('WSv2 channel msg handling', () => {
done()
})

ws._handleOBMessage([42, [[100, 2, 3]]], ws._channelMap[42])
let obMsg = [42, [[100, 2, 3]]]
ws._handleOBMessage(obMsg, ws._channelMap[42], obMsg)
})

it('_updateManagedOB: does nothing on rm non-existent entry', () => {
Expand All @@ -912,8 +921,12 @@ describe('WSv2 channel msg handling', () => {
[100, 1, 1],
[200, 2, 1]
]
ws._losslessOrderBooks.tBTCUSD = [
['100', '1', '1'],
['200', '2', '1']
]

const err = ws._updateManagedOB('tBTCUSD', [150, 0, -1])
const err = ws._updateManagedOB('tBTCUSD', [150, 0, -1], false, JSON.stringify([1, [150, 0, -1]]))
assert.strictEqual(err, null)
assert.deepStrictEqual(ws._orderBooks.tBTCUSD, [
[100, 1, 1],
Expand All @@ -924,10 +937,12 @@ describe('WSv2 channel msg handling', () => {
it('_updateManagedOB: correctly maintains transformed OBs', () => {
const ws = new WSv2({ transform: true })
ws._orderBooks.tBTCUSD = []
ws._losslessOrderBooks.tBTCUSD = []

assert(!ws._updateManagedOB('tBTCUSD', [100, 1, 1]))
assert(!ws._updateManagedOB('tBTCUSD', [200, 1, -1]))
assert(!ws._updateManagedOB('tBTCUSD', [200, 0, -1]))
// symbol, data, raw, rawMsg
assert(!ws._updateManagedOB('tBTCUSD', [100, 1, 1], false, JSON.stringify([1, [100, 1, 1]])))
assert(!ws._updateManagedOB('tBTCUSD', [200, 1, -1], false, JSON.stringify([1, [200, 1, -1]])))
assert(!ws._updateManagedOB('tBTCUSD', [200, 0, -1], false, JSON.stringify([1, [200, 0, -1]])))

const ob = ws.getOB('tBTCUSD')

Expand All @@ -939,10 +954,11 @@ describe('WSv2 channel msg handling', () => {
it('_updateManagedOB: correctly maintains non-transformed OBs', () => {
const ws = new WSv2()
ws._orderBooks.tBTCUSD = []
ws._losslessOrderBooks.tBTCUSD = []

assert(!ws._updateManagedOB('tBTCUSD', [100, 1, 1]))
assert(!ws._updateManagedOB('tBTCUSD', [200, 1, -1]))
assert(!ws._updateManagedOB('tBTCUSD', [200, 0, -1]))
assert(!ws._updateManagedOB('tBTCUSD', [100, 1, 1], false, JSON.stringify([1, [100, 1, 1]])))
assert(!ws._updateManagedOB('tBTCUSD', [200, 1, -1], false, JSON.stringify([1, [200, 1, -1]])))
assert(!ws._updateManagedOB('tBTCUSD', [200, 0, -1], false, JSON.stringify([1, [200, 0, -1]])))

const ob = ws._orderBooks.tBTCUSD

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