gistfile1.txt

func TestWsDepthUpdate(t *testing.T) {
	seedLastUpdateID := int64(161)
	book := OrderBook{
		Asks: []OrderbookItem{
			{Price: 6621.80000000, Quantity: 0.00198100},
			{Price: 6622.14000000, Quantity: 4.00000000},
			{Price: 6622.46000000, Quantity: 2.30000000},
			{Price: 6622.47000000, Quantity: 1.18633300},
			{Price: 6622.64000000, Quantity: 4.00000000},
			{Price: 6622.73000000, Quantity: 0.02900000},
			{Price: 6622.76000000, Quantity: 0.12557700},
			{Price: 6622.81000000, Quantity: 2.08994200},
			{Price: 6622.82000000, Quantity: 0.01500000},
			{Price: 6623.17000000, Quantity: 0.16831300},
		},
		Bids: []OrderbookItem{
			{Price: 6621.55000000, Quantity: 0.16356700},
			{Price: 6621.45000000, Quantity: 0.16352600},
			{Price: 6621.41000000, Quantity: 0.86091200},
			{Price: 6621.25000000, Quantity: 0.16914100},
			{Price: 6621.23000000, Quantity: 0.09193600},
			{Price: 6621.22000000, Quantity: 0.00755100},
			{Price: 6621.13000000, Quantity: 0.08432000},
			{Price: 6621.03000000, Quantity: 0.00172000},
			{Price: 6620.94000000, Quantity: 0.30506700},
			{Price: 6620.93000000, Quantity: 0.00200000},
		},
		LastUpdateID: seedLastUpdateID,
	}

	update1 := []byte(`{"stream":"btcusdt@depth","data":{
	  "e": "depthUpdate", 
	  "E": 123456788,     
	  "s": "BTCUSDT",      
	  "U": 157,           
	  "u": 160,           
	  "b": [              
		["6621.45", "0.3"]
	  ],
	  "a": [              
		["6622.46", "1.5"]
	  ]
	}}`)

	p := currency.NewPairWithDelimiter("BTC", "USDT", "-")
	if err := b.SeedLocalCacheWithBook(p, &book); err != nil {
		t.Error(err)
	}

	if err := b.wsHandleData(update1); err != nil {
		t.Error(err)
	}

	ob := b.Websocket.Orderbook.GetOrderbook(p, asset.Spot)
	if exp, got := seedLastUpdateID, ob.LastUpdateID; got != exp {
		t.Fatalf("Unexpected Last update id of orderbook for old update. Exp: %d, got: %d", exp, got)
	}
	if exp, got := 2.3, ob.Asks[2].Amount; got != exp {
		t.Fatalf("Ask altered by outdated update. Exp: %f, got %f", exp, got)
	}
	if exp, got := 0.163526, ob.Bids[1].Amount; got != exp {
		t.Fatalf("Bid altered by outdated update. Exp: %f, got %f", exp, got)
	}

	update2 := []byte(`{"stream":"btcusdt@depth","data":{
	  "e": "depthUpdate", 
	  "E": 123456789,     
	  "s": "BTCUSDT",      
	  "U": 164,           
	  "u": 165,           
	  "b": [           
		["6621.45", "0.163526"]
	  ],
	  "a": [             
		["6622.46", "2.3"], 
		["6622.47", "1.9"]
	  ]
	}}`)

	if err := b.wsHandleData(update2); err != nil {
		t.Error(err)
	}

	ob = b.Websocket.Orderbook.GetOrderbook(p, asset.Spot)

	update3 := []byte(`{"stream":"btcusdt@depth","data":{
	  "e": "depthUpdate", 
	  "E": 123456789,     
	  "s": "BTCUSDT",      
	  "U": 162,           
	  "u": 163,           
	  "b": [           
		["6621.45", "0.163526"]
	  ],
	  "a": [             
		["6622.46", "2.3"], 
		["6622.47", "1.9"]
	  ]
	}}`)

	if err := b.wsHandleData(update3); err != nil {
		t.Error(err)
	}

	ob = b.Websocket.Orderbook.GetOrderbook(p, asset.Spot)
	if exp, got := int64(165), ob.LastUpdateID; got != exp {
		t.Fatalf("Unexpected Last update id of orderbook for new update. Exp: %d, got: %d", exp, got)
	}
	if exp, got := 2.3, ob.Asks[2].Amount; got != exp {
		t.Fatalf("Unexpected Ask amount. Exp: %f, got %f", exp, got)
	}
	if exp, got := 1.9, ob.Asks[3].Amount; got != exp {
		t.Fatalf("Unexpected Ask amount. Exp: %f, got %f", exp, got)
	}
	if exp, got := 0.163526, ob.Bids[1].Amount; got != exp {
		t.Fatalf("Unexpected Bid amount. Exp: %f, got %f", exp, got)
	}
}