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test/exchanges/bitstamp.js

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+
+// if you need to test Gekko against real mocked data
+// uncomment the following:
+
+// var fs = require('fs');
+// var bitstamp = require('bitstamp');
+// var bs = new bitstamp;
+// bs.transactions('btcusd', (err, data) => {
+//   if(err)
+//     throw err;
+
+//   var json = JSON.stringify(data, null, 4);
+//   fs.writeFileSync('./data/bitstamp_trades.json', json);
+// });
+// return;
+
+var chai = require('chai');
+var expect = chai.expect;
+var should = chai.should;
+var sinon = require('sinon');
+var proxyquire = require('proxyquire');
+
+var _ = require('lodash');
+var moment = require('moment');
+
+var util = require(__dirname + '/../../core/util');
+var config = util.getConfig();
+var dirs = util.dirs();
+
+var TRADES = require('./data/bitstamp_trades.json');
+
+return; // TEMP
+
+var FakeExchange = function() {};
+FakeExchange.prototype = {
+  transactions: function(since, handler, descending) {
+    handler(
+      null,
+      TRADES
+    );
+  }
+}
+var transactionsSpy = sinon.spy(FakeExchange.prototype, 'transactions');
+spoofer = {
+  bitstamp: FakeExchange
+}
+
+describe('exchanges/bitstamp', function() {
+  var Bitstamp = proxyquire(dirs.gekko + 'exchange/wrappers/bitstamp', spoofer);
+  var bs;
+
+  it('should instantiate', function() {
+    bs = new Bitstamp(config.watch);
+  });
+
+  it('should correctly fetch historical trades', function() {
+    bs.getTrades(null, _.noop, false);
+
+    expect(transactionsSpy.callCount).to.equal(1);
+
+    var args = transactionsSpy.lastCall.args;
+    expect(args.length).to.equal(2);
+
+    expect(args[0]).to.equal('btcusd');
+  });
+
+  it('should retry on exchange error', function() {
+    var ErrorFakeExchange = function() {};
+    ErrorFakeExchange.prototype = {
+      transactions: function(since, handler, descending) {
+        handler('Auth error');
+      }
+    }
+    spoofer = {
+      bitstamp: ErrorFakeExchange
+    }
+
+    var ErroringBitstamp = proxyquire(dirs.exchanges + 'bitstamp', spoofer);
+    var ebs = new ErroringBitstamp(config.watch);
+
+    ebs.retry = _.noop;
+    var retrySpy = sinon.spy(ebs, 'retry');
+
+    ebs.getTrades(null, _.noop)
+
+    expect(retrySpy.callCount).to.equal(1);
+
+    var args = retrySpy.lastCall.args;
+    expect(args[1].length).to.equal(2);
+    expect(args[1][0]).to.equal(null);
+  })
+
+  it('should correctly parse historical trades', function(done) {
+    var check = function(err, trades) {
+
+      expect(err).to.equal(null);
+
+      expect(trades.length).to.equal(TRADES.length);
+
+      var oldest = _.first(trades);
+      var OLDEST = _.last(TRADES);
+
+      expect(oldest.tid).to.equal(+OLDEST.tid);
+      expect(oldest.price).to.equal(+OLDEST.price);
+      expect(oldest.amount).to.equal(+OLDEST.amount);
+      expect(oldest.date).to.equal(OLDEST.date);
+
+      done();
+    }
+
+    bs.getTrades(null, check, false);
+
+  });
+});