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chore: Tmp addition of old Coinbase adapter (#165)
* Added Coinbase Pro adapter - will be used as boilerplate for building new Coinbase Advanced Trade adapter.
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gazbert
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Nov 15, 2024
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bxbot-exchanges/src/integration-test/java/com/gazbert/bxbot/exchanges/CoinbaseProIT.java
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/* | ||
* The MIT License (MIT) | ||
* | ||
* Copyright (c) 2021 Gareth Jon Lynch | ||
* | ||
* 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. | ||
*/ | ||
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package com.gazbert.bxbot.exchanges; | ||
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import static org.easymock.EasyMock.createMock; | ||
import static org.easymock.EasyMock.expect; | ||
import static org.easymock.EasyMock.replay; | ||
import static org.easymock.EasyMock.verify; | ||
import static org.junit.Assert.assertFalse; | ||
import static org.junit.Assert.assertNotNull; | ||
import static org.junit.Assert.assertNull; | ||
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import com.gazbert.bxbot.exchange.api.AuthenticationConfig; | ||
import com.gazbert.bxbot.exchange.api.ExchangeAdapter; | ||
import com.gazbert.bxbot.exchange.api.ExchangeConfig; | ||
import com.gazbert.bxbot.exchange.api.NetworkConfig; | ||
import com.gazbert.bxbot.exchange.api.OtherConfig; | ||
import com.gazbert.bxbot.trading.api.BalanceInfo; | ||
import com.gazbert.bxbot.trading.api.MarketOrderBook; | ||
import com.gazbert.bxbot.trading.api.Ticker; | ||
import java.math.BigDecimal; | ||
import java.util.Arrays; | ||
import java.util.List; | ||
import org.junit.Before; | ||
import org.junit.Ignore; | ||
import org.junit.Test; | ||
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/** | ||
* Basic integration testing with Coinbase Pro exchange. | ||
* | ||
* @author gazbert | ||
*/ | ||
public class CoinbaseProIT { | ||
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private static final String MARKET_ID = "BTC-GBP"; | ||
private static final BigDecimal BUY_ORDER_PRICE = new BigDecimal("450.176"); | ||
private static final BigDecimal BUY_ORDER_QUANTITY = new BigDecimal("0.01"); | ||
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private static final String PASSPHRASE = "lePassPhrase"; | ||
private static final String KEY = "key123"; | ||
private static final String SECRET = "notGonnaTellYa"; | ||
private static final List<Integer> nonFatalNetworkErrorCodes = Arrays.asList(502, 503, 504); | ||
private static final List<String> nonFatalNetworkErrorMessages = | ||
Arrays.asList( | ||
"Connection refused", | ||
"Connection reset", | ||
"Remote host closed connection during handshake"); | ||
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private ExchangeConfig exchangeConfig; | ||
private AuthenticationConfig authenticationConfig; | ||
private NetworkConfig networkConfig; | ||
private OtherConfig otherConfig; | ||
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/** Create some exchange config - the TradingEngine would normally do this. */ | ||
@Before | ||
public void setupForEachTest() { | ||
authenticationConfig = createMock(AuthenticationConfig.class); | ||
expect(authenticationConfig.getItem("passphrase")).andReturn(PASSPHRASE); | ||
expect(authenticationConfig.getItem("key")).andReturn(KEY); | ||
expect(authenticationConfig.getItem("secret")).andReturn(SECRET); | ||
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networkConfig = createMock(NetworkConfig.class); | ||
expect(networkConfig.getConnectionTimeout()).andReturn(30); | ||
expect(networkConfig.getNonFatalErrorCodes()).andReturn(nonFatalNetworkErrorCodes); | ||
expect(networkConfig.getNonFatalErrorMessages()).andReturn(nonFatalNetworkErrorMessages); | ||
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otherConfig = createMock(OtherConfig.class); | ||
expect(otherConfig.getItem("buy-fee")).andReturn("0.25"); | ||
expect(otherConfig.getItem("sell-fee")).andReturn("0.25"); | ||
expect(otherConfig.getItem("time-server-bias")).andReturn("1"); | ||
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exchangeConfig = createMock(ExchangeConfig.class); | ||
expect(exchangeConfig.getAuthenticationConfig()).andReturn(authenticationConfig); | ||
expect(exchangeConfig.getNetworkConfig()).andReturn(networkConfig); | ||
expect(exchangeConfig.getOtherConfig()).andReturn(otherConfig); | ||
} | ||
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@Ignore("TODO: Re-enable for Coinbase Advanced Trade exchange.") | ||
@Test | ||
public void testPublicApiCalls() throws Exception { | ||
replay(authenticationConfig, networkConfig, otherConfig, exchangeConfig); | ||
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final ExchangeAdapter exchangeAdapter = new CoinbaseProExchangeAdapter(); | ||
exchangeAdapter.init(exchangeConfig); | ||
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assertNotNull(exchangeAdapter.getLatestMarketPrice(MARKET_ID)); | ||
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final MarketOrderBook orderBook = exchangeAdapter.getMarketOrders(MARKET_ID); | ||
assertFalse(orderBook.getBuyOrders().isEmpty()); | ||
assertFalse(orderBook.getSellOrders().isEmpty()); | ||
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final Ticker ticker = exchangeAdapter.getTicker(MARKET_ID); | ||
assertNotNull(ticker.getLast()); | ||
assertNotNull(ticker.getAsk()); | ||
assertNotNull(ticker.getBid()); | ||
assertNotNull(ticker.getHigh()); | ||
assertNotNull(ticker.getLow()); | ||
assertNotNull(ticker.getOpen()); | ||
assertNotNull(ticker.getVolume()); | ||
assertNull(ticker.getVwap()); // not provided by Coinbase Pro | ||
assertNotNull(ticker.getTimestamp()); | ||
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verify(authenticationConfig, networkConfig, otherConfig, exchangeConfig); | ||
} | ||
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/* | ||
* You'll need to change the PASSPHRASE, KEY, SECRET, constants to real-world values. | ||
*/ | ||
@Ignore("Disabled. Integration testing authenticated API calls requires your secret credentials!") | ||
@Test | ||
public void testAuthenticatedApiCalls() throws Exception { | ||
replay(authenticationConfig, networkConfig, otherConfig, exchangeConfig); | ||
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final ExchangeAdapter exchangeAdapter = new CoinbaseProExchangeAdapter(); | ||
exchangeAdapter.init(exchangeConfig); | ||
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final BalanceInfo balanceInfo = exchangeAdapter.getBalanceInfo(); | ||
assertNotNull(balanceInfo.getBalancesAvailable().get("BTC")); | ||
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// Careful here: make sure the SELL_ORDER_PRICE is sensible! | ||
// final String orderId = exchangeAdapter.createOrder(MARKET_ID, OrderType.BUY, | ||
// BUY_ORDER_QUANTITY, BUY_ORDER_PRICE); | ||
// final List<OpenOrder> openOrders = exchangeAdapter.getYourOpenOrders(MARKET_ID); | ||
// assertTrue(openOrders.stream().anyMatch(o -> o.getId().equals(orderId))); | ||
// assertTrue(exchangeAdapter.cancelOrder(orderId, MARKET_ID)); | ||
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verify(authenticationConfig, networkConfig, otherConfig, exchangeConfig); | ||
} | ||
} |
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