Created unit tests for the BitfinexAdapters class in order to verify …

…its correct behavior regarding the timestamp conversion of BigDecimal (given by Bitfinex) to Date (as used in xchange).

xchange-bitfinex/src/test/java/com/xeiam/xchange/bitfinex/v1/BitfinexAdaptersTest.java

@@ -0,0 +1,187 @@
+/*
+ * The MIT License
+ *
+ * Copyright 2014 Xeiam, LLC.
+ *
+ * Permission is hereby granted, free of charge, to any person obtaining a copy
+ * of this software and associated documentation files (the "Software"), to deal
+ * in the Software without restriction, including without limitation the rights
+ * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+ * copies of the Software, and to permit persons to whom the Software is
+ * furnished to do so, subject to the following conditions:
+ *
+ * The above copyright notice and this permission notice shall be included in
+ * all copies or substantial portions of the Software.
+ *
+ * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+ * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+ * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+ * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+ * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+ * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+ * THE SOFTWARE.
+ */
+package com.xeiam.xchange.bitfinex.v1;
+
+import com.xeiam.xchange.bitfinex.v1.dto.marketdata.BitfinexLevel;
+import com.xeiam.xchange.bitfinex.v1.dto.trade.BitfinexOrderStatusResponse;
+import com.xeiam.xchange.bitfinex.v1.dto.trade.BitfinexTradeResponse;
+import com.xeiam.xchange.currency.CurrencyPair;
+import com.xeiam.xchange.dto.Order;
+import com.xeiam.xchange.dto.Order.OrderType;
+import com.xeiam.xchange.dto.marketdata.Trade;
+import com.xeiam.xchange.dto.marketdata.Trades;
+import com.xeiam.xchange.dto.trade.LimitOrder;
+import com.xeiam.xchange.dto.trade.OpenOrders;
+import java.math.BigDecimal;
+import org.junit.Test;
+import static org.junit.Assert.*;
+
+public class BitfinexAdaptersTest {
+
+ private final static String MARKET = "bitfinex";
+ private final static String EXCHANGE = "exchange";
+ private final static String SYMBOL = "BTCUSD";
+
+ @Test
+ public void testAdaptOrdersToOrdersContainer() {
+
+ BitfinexLevel[] levels = initLevels();
+ BitfinexAdapters.OrdersContainer container = BitfinexAdapters.adaptOrders(levels, CurrencyPair.BTC_USD, OrderType.BID);
+
+ BitfinexLevel lastLevel = levels[levels.length - 1];
+ assertEquals(lastLevel.getTimestamp().multiply(new BigDecimal(1000l)).longValue(), container.getTimestamp());
+ assertEquals(container.getLimitOrders().size(), levels.length);
+
+ for (int i = 0; i < levels.length; i++) {
+ LimitOrder order = container.getLimitOrders().get(i);
+ long expectedTimestampMillis = levels[i].getTimestamp().multiply(new BigDecimal(1000l)).longValue();
+
+ assertEquals(levels[i].getAmount(), order.getTradableAmount());
+ assertEquals(expectedTimestampMillis, order.getTimestamp().getTime());
+ assertEquals(levels[i].getPrice(), order.getLimitPrice());
+ }
+ }
+
+ /**
+ * Create 60 {@link BitfinexLevel}s. The values increase as the array index does. The timestamps
+ * increase by 1 second + 1 minute + 1 hour + 1 day in order to test the correct handling of the
+ * given timestamp.
+ *
+ * @return The generated responses.
+ */
+ private BitfinexLevel[] initLevels() {
+
+ BitfinexLevel[] responses = new BitfinexLevel[60];
+
+ for (int i = 0; i < responses.length; i++) {
+ BigDecimal price = new BigDecimal(350l + i);
+ BigDecimal timestamp = new BigDecimal("1414669893.823615468").add(new BigDecimal(i * (1 + 60 + 60 * 60 + 60 * 60 * 24)));
+ BigDecimal amount = new BigDecimal(1l + i);
+ responses[i] = new BitfinexLevel(price, amount, timestamp);
+ }
+
+ return responses;
+ }
+
+ @Test
+ public void testAdaptOrdersToOpenOrders() {
+
+ BitfinexOrderStatusResponse[] responses = initOrderStatusResponses();
+ OpenOrders orders = BitfinexAdapters.adaptOrders(responses);
+ assertEquals(orders.getOpenOrders().size(), responses.length);
+
+ for (int i = 0; i < responses.length; i++) {
+ LimitOrder order = orders.getOpenOrders().get(i);
+ long expectedTimestampMillis = responses[i].getTimestamp().multiply(new BigDecimal(1000l)).longValue();
+ Order.OrderType expectedOrderType = responses[i].getSide().equalsIgnoreCase("buy")
+ ? Order.OrderType.BID
+ : Order.OrderType.ASK;
+
+ assertEquals(String.valueOf(responses[i].getId()), order.getId());
+ assertEquals(responses[i].getRemainingAmount(), order.getTradableAmount());
+ assertEquals(BitfinexAdapters.adaptCurrencyPair(SYMBOL), order.getCurrencyPair());
+ assertEquals(expectedOrderType, order.getType());
+ assertEquals(expectedTimestampMillis, order.getTimestamp().getTime());
+ assertEquals(responses[i].getPrice(), order.getLimitPrice());
+ }
+ }
+
+ /**
+ * Create 60 {@link BitfinexOrderStatusResponse}s. The values increase as array index does. The
+ * timestamps increase by 1 second + 1 minute + 1 hour + 1 day in order to test the correct
+ * handling of the given timestamp.
+ *
+ * @return The generated responses.
+ */
+ private BitfinexOrderStatusResponse[] initOrderStatusResponses() {
+
+ BitfinexOrderStatusResponse[] responses = new BitfinexOrderStatusResponse[60];
+
+ for (int i = 0; i < responses.length; i++) {
+ BigDecimal price = new BigDecimal(350l + i);
+ BigDecimal avgExecutionPrice = price.add(new BigDecimal(0.25 * i));
+ String side = i % 2 == 0 ? "buy" : "sell";
+ String type = "limit";
+ BigDecimal timestamp = new BigDecimal("1414658239.41373654").add(new BigDecimal(i * (1 + 60 + 60 * 60 + 60 * 60 * 24)));
+ boolean isLive = false;
+ boolean isCancelled = false;
+ boolean wasForced = false;
+ BigDecimal originalAmount = new BigDecimal("70");
+ BigDecimal remainingAmount = originalAmount.subtract(new BigDecimal(i * 1));
+ BigDecimal executedAmount = originalAmount.subtract(remainingAmount);
+ responses[i] = new BitfinexOrderStatusResponse(i, SYMBOL, EXCHANGE, price, avgExecutionPrice, side, type, timestamp, isLive, isCancelled, wasForced, originalAmount, remainingAmount, executedAmount);
+ }
+
+ return responses;
+ }
+
+ @Test
+ public void testAdaptTradeHistory() {
+
+ BitfinexTradeResponse[] responses = initTradeResponses();
+ Trades trades = BitfinexAdapters.adaptTradeHistory(responses, SYMBOL);
+ assertEquals(trades.getTrades().size(), responses.length);
+
+ for (int i = 0; i < responses.length; i++) {
+ Trade trade = trades.getTrades().get(i);
+ long expectedTimestampMillis = responses[i].getTimestamp().multiply(new BigDecimal(1000l)).longValue();
+ Order.OrderType expectedOrderType = responses[i].getType().equalsIgnoreCase("buy")
+ ? OrderType.BID
+ : OrderType.ASK;
+
+ assertEquals(responses[i].getPrice(), trade.getPrice());
+ assertEquals(responses[i].getAmount(), trade.getTradableAmount());
+ assertEquals(BitfinexAdapters.adaptCurrencyPair(SYMBOL), trade.getCurrencyPair());
+ assertEquals(expectedTimestampMillis, trade.getTimestamp().getTime());
+ assertEquals(expectedOrderType, trade.getType());
+ assertEquals(responses[i].getTradeId(), trade.getId());
+ }
+ }
+
+ /**
+ * Create 60 {@link BitfinexTradeResponse}s. The values increase as array index does. The
+ * timestamps increase by 1 second + 1 minute + 1 hour + 1 day in order to test the correct
+ * handling of the given timestamp.
+ *
+ * @return The generated responses.
+ */
+ private BitfinexTradeResponse[] initTradeResponses() {
+
+ BitfinexTradeResponse[] responses = new BitfinexTradeResponse[60];
+ int tradeId = 2000;
+ int orderId = 1000;
+
+ for (int i = 0; i < responses.length; i++) {
+ BigDecimal price = new BigDecimal(350l + i);
+ BigDecimal amount = new BigDecimal(1l + i);
+ BigDecimal timestamp = new BigDecimal("1414658239.41373654").add(new BigDecimal(i * (1 + 60 + 60 * 60 + 60 * 60 * 24)));
+ String type = i % 2 == 0 ? "buy" : "sell";
+ String tradeIdString = String.valueOf(tradeId++);
+ String orderIdString = String.valueOf(orderId++);
+ responses[i] = new BitfinexTradeResponse(price, amount, timestamp, MARKET, type, tradeIdString, orderIdString);
+ }
+
+ return responses;
+ }
+}