add stream_test.go unit test, change Arg []WebsocketSubscription to A…

…rg WebsocketSubscription in Op event, Not slice

pkg/exchange/okex/okexapi/client.go

@@ -172,9 +172,9 @@ type BalanceDetail struct {
 }
 
 type Account struct {
-	TotalEquityInUSD fixedpoint.Value `json:"totalEq"`
-	UpdateTime       string           `json:"uTime"`
-	Details          []BalanceDetail  `json:"details"`
+	TotalEquityInUSD fixedpoint.Value           `json:"totalEq"`
+	UpdateTime       types.MillisecondTimestamp `json:"uTime"`
+	Details          []BalanceDetail            `json:"details"`
 }
 
 func (c *RestClient) AccountBalances(ctx context.Context) (*Account, error) {

pkg/exchange/okex/parse.go

@@ -15,7 +15,7 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-func parseWebSocketEvent(in []byte) (interface{}, error) {
+func (s *Stream) parseWebSocketEvent(in []byte) (interface{}, error) {
 	var e WsEvent
 
 	err := json.Unmarshal(in, &e)
@@ -24,7 +24,13 @@ func parseWebSocketEvent(in []byte) (interface{}, error) {
 	}
 	switch {
 	case e.IsOp():
-		return e.WebSocketOpEvent, nil
+		// need unmarshal again because arg in both WebSocketOpEvent and WebSocketPushDataEvent
+		var opEvent WebSocketOpEvent
+		err := json.Unmarshal(in, &opEvent)
+		if err != nil {
+			return nil, err
+		}
+		return &opEvent, nil
 	case e.IsPushDataEvent():
 		// need unmarshal again because arg in both WebSocketOpEvent and WebSocketPushDataEvent
 		var pushDataEvent WebSocketPushDataEvent

pkg/exchange/okex/stream.go

@@ -37,7 +37,7 @@ func NewStream(client *okexapi.RestClient) *Stream {
 		lastCandle:     make(map[CandleKey]Candle),
 	}
 
-	stream.SetParser(parseWebSocketEvent)
+	stream.SetParser(stream.parseWebSocketEvent)
 	stream.SetDispatcher(stream.dispatchEvent)
 	stream.SetEndpointCreator(stream.createEndpoint)
 

pkg/exchange/okex/stream_test.go

@@ -0,0 +1,126 @@
+package okex
+
+import (
+	"os"
+	"strconv"
+	"testing"
+
+	"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/testutil"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/stretchr/testify/assert"
+)
+
+func getTestClientOrSkip(t *testing.T) *Stream {
+	if b, _ := strconv.ParseBool(os.Getenv("CI")); b {
+		t.Skip("skip test for CI")
+	}
+
+	key, secret, passphrase, ok := testutil.IntegrationTestWithPassphraseConfigured(t, "OKEX")
+	if !ok {
+		t.Skip("Please configure all credentials about OKEX")
+		return nil
+	}
+
+	exchange := New(key, secret, passphrase)
+	return NewStream(exchange.client)
+}
+
+func TestStream_parseWebSocketEvent(t *testing.T) {
+	s := Stream{}
+
+	t.Run("op", func(t *testing.T) {
+		input := `{
+			"event": "subscribe",
+			"arg": {
+			  "channel": "tickers",
+			  "instId": "LTC-USDT"
+			}
+		  }`
+		res, err := s.parseWebSocketEvent([]byte(input))
+		assert.NoError(t, err)
+		opEvent, ok := res.(*WebSocketOpEvent)
+		assert.True(t, ok)
+		assert.Equal(t, WebSocketOpEvent{
+			Event: WsOpTypeSubscribe,
+			Arg: WebsocketSubscription{
+				Channel:      WebSocketChannelType("tickers"),
+				InstrumentID: "LTC-USDT",
+			},
+		}, *opEvent)
+	})
+
+	t.Run("account event", func(t *testing.T) {
+		input := `{
+			"arg": {
+			  "channel": "account",
+			  "ccy": "BTC",
+			  "uid": "77982378738415879"
+			},
+			"data": [
+			  {
+				"uTime": "1597026383085",
+				"totalEq": "41624.32",
+				"isoEq": "3624.32",
+				"adjEq": "41624.32",
+				"ordFroz": "0",
+				"imr": "4162.33",
+				"mmr": "4",
+				"borrowFroz": "",
+				"notionalUsd": "",
+				"mgnRatio": "41624.32",
+				"details": [
+				  {
+					"availBal": "",
+					"availEq": "1",
+					"ccy": "BTC",
+					"cashBal": "1",
+					"uTime": "1617279471503",
+					"disEq": "50559.01",
+					"eq": "1",
+					"eqUsd": "45078.3790756226851775",
+					"frozenBal": "0",
+					"interest": "0",
+					"isoEq": "0",
+					"liab": "0",
+					"maxLoan": "",
+					"mgnRatio": "",
+					"notionalLever": "0.0022195262185864",
+					"ordFrozen": "0",
+					"upl": "0",
+					"uplLiab": "0",
+					"crossLiab": "0",
+					"isoLiab": "0",
+					"coinUsdPrice": "60000",
+					"stgyEq":"0",
+					"spotInUseAmt":"",
+					"isoUpl":"",
+					"borrowFroz": ""
+				  }
+				]
+			  }
+			]
+		  }`
+		res, err := s.parseWebSocketEvent([]byte(input))
+		assert.NoError(t, err)
+		opEvent, ok := res.(*okexapi.Account)
+		assert.True(t, ok)
+		assert.Equal(t, okexapi.Account{
+			TotalEquityInUSD: fixedpoint.MustNewFromString("41624.32"),
+			UpdateTime:       types.MustParseMillisecondTimestamp("1597026383085"),
+			Details: []okexapi.BalanceDetail{
+				{Currency: "BTC",
+					Available:               fixedpoint.MustNewFromString("1"),
+					CashBalance:             fixedpoint.MustNewFromString("1"),
+					OrderFrozen:             fixedpoint.MustNewFromString("0"),
+					Frozen:                  fixedpoint.MustNewFromString("0"),
+					Equity:                  fixedpoint.MustNewFromString("1"),
+					EquityInUSD:             fixedpoint.MustNewFromString("45078.3790756226851775"),
+					UpdateTime:              types.MustParseMillisecondTimestamp("1617279471503"),
+					UnrealizedProfitAndLoss: fixedpoint.MustNewFromString("0"),
+				},
+			},
+		}, *opEvent)
+	})
+}

pkg/exchange/okex/websocket.go

@@ -55,10 +55,10 @@ type WebSocketOpEvent struct {
 	Op   WsOpType                `json:"op"`
 	Args []WebsocketSubscription `json:"args,omitempty"`
 	// Below is Websocket Response field
-	Event   WsOpType                `json:"event,omitempty"`
-	Code    string                  `json:"code,omitempty"`
-	Message string                  `json:"msg,omitempty"`
-	Arg     []WebsocketSubscription `json:"arg,omitempty"`
+	Event   WsOpType              `json:"event,omitempty"`
+	Code    string                `json:"code,omitempty"`
+	Message string                `json:"msg,omitempty"`
+	Arg     WebsocketSubscription `json:"arg,omitempty"`
 }
 
 // Websocket Response event for private channel
@@ -141,6 +141,7 @@ type WebsocketSubscription struct {
 	TdMode           string                 `json:"tdMode,omitempty"`
 	OrderType        string                 `json:"ordType,omitempty"`
 	Quantity         fixedpoint.Value       `json:"sz,omitempty"`
+	Currency         string                 `json:"ccy,omitempty"`
 	// below for op login
 	Key        string `json:"apiKey,omitempty"`
 	Passphrase string `json:"passphrase,omitempty"`