futureConnector.test.ts 24 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741742743744745746747748749750751752753754755756757758759760761762763764765766767768769770771772773774775776777778779780781782783784785786787788789790
  1. import { FutureConnector } from '../../src/exchanges/binance/FutureConnector'
  2. const describeBinance = process.env.TEST_BINANCE === '1' ? describe : describe.skip
  3. import { DerivativesTradingUsdsFuturesRestAPI } from '@binance/derivatives-trading-usds-futures'
  4. // Mock Binance API client
  5. jest.mock('@binance/derivatives-trading-usds-futures', () => ({
  6. DERIVATIVES_TRADING_USDS_FUTURES_REST_API_PROD_URL: 'https://fapi.binance.com',
  7. DerivativesTradingUsdsFutures: jest.fn(),
  8. DerivativesTradingUsdsFuturesRestAPI: {
  9. NewOrderSideEnum: {
  10. BUY: 'BUY',
  11. SELL: 'SELL',
  12. },
  13. NewOrderPositionSideEnum: {
  14. LONG: 'LONG',
  15. SHORT: 'SHORT',
  16. BOTH: 'BOTH',
  17. },
  18. NewOrderTimeInForceEnum: {
  19. GTC: 'GTC',
  20. IOC: 'IOC',
  21. FOK: 'FOK',
  22. GTX: 'GTX',
  23. GTD: 'GTD',
  24. },
  25. NewOrderNewOrderRespTypeEnum: {
  26. ACK: 'ACK',
  27. RESULT: 'RESULT',
  28. FULL: 'FULL',
  29. },
  30. ChangeMarginTypeMarginTypeEnum: {
  31. ISOLATED: 'ISOLATED',
  32. CROSSED: 'CROSSED',
  33. },
  34. ModifyOrderSideEnum: {
  35. BUY: 'BUY',
  36. SELL: 'SELL',
  37. },
  38. },
  39. }))
  40. describeBinance('FutureConnector', () => {
  41. let connector: FutureConnector
  42. let mockClient: any
  43. beforeEach(() => {
  44. // 创建模拟的 API 客户端
  45. mockClient = {
  46. restAPI: {
  47. accountInformationV3: jest.fn(),
  48. newOrder: jest.fn(),
  49. modifyOrder: jest.fn(),
  50. currentAllOpenOrders: jest.fn(),
  51. cancelOrder: jest.fn(),
  52. cancelAllOpenOrders: jest.fn(),
  53. allOrders: jest.fn(),
  54. accountTradeList: jest.fn(),
  55. changeInitialLeverage: jest.fn(),
  56. changeMarginType: jest.fn(),
  57. },
  58. }
  59. // Mock 构造函数
  60. const { DerivativesTradingUsdsFutures } = require('@binance/derivatives-trading-usds-futures')
  61. DerivativesTradingUsdsFutures.mockImplementation(() => mockClient)
  62. connector = new FutureConnector('test-api-key', 'test-api-secret')
  63. })
  64. afterEach(() => {
  65. jest.clearAllMocks()
  66. })
  67. describe('Constructor', () => {
  68. test('should create instance with API credentials', () => {
  69. expect(connector).toBeInstanceOf(FutureConnector)
  70. expect(connector.client).toBeDefined()
  71. })
  72. test('should initialize with correct configuration', () => {
  73. const { DerivativesTradingUsdsFutures } = require('@binance/derivatives-trading-usds-futures')
  74. expect(DerivativesTradingUsdsFutures).toHaveBeenCalledWith({
  75. configurationRestAPI: {
  76. apiKey: 'test-api-key',
  77. apiSecret: 'test-api-secret',
  78. basePath: 'https://fapi.binance.com',
  79. },
  80. })
  81. })
  82. })
  83. describe('getAssetsInfo', () => {
  84. test('should return assets with positive wallet balance', async () => {
  85. const mockData = {
  86. assets: [
  87. { symbol: 'USDT', walletBalance: '1000.0' },
  88. { symbol: 'BTC', walletBalance: '0.0' },
  89. { symbol: 'ETH', walletBalance: '5.0' },
  90. ],
  91. }
  92. mockClient.restAPI.accountInformationV3.mockResolvedValue({
  93. data: jest.fn().mockResolvedValue(mockData),
  94. })
  95. const result = await connector.getAssetsInfo()
  96. expect(result).toEqual([
  97. { symbol: 'USDT', walletBalance: '1000.0' },
  98. { symbol: 'ETH', walletBalance: '5.0' },
  99. ])
  100. expect(mockClient.restAPI.accountInformationV3).toHaveBeenCalled()
  101. })
  102. test('should handle API errors gracefully', async () => {
  103. mockClient.restAPI.accountInformationV3.mockRejectedValue(new Error('API Error'))
  104. const result = await connector.getAssetsInfo()
  105. expect(result).toEqual([])
  106. })
  107. })
  108. describe('getPositonInfo', () => {
  109. test('should return positions with positive position amount', async () => {
  110. const mockData = {
  111. positions: [
  112. { symbol: 'BTCUSDT', positionAmt: '0.1' },
  113. { symbol: 'ETHUSDT', positionAmt: '0.0' },
  114. { symbol: 'ADAUSDT', positionAmt: '100.0' },
  115. ],
  116. }
  117. mockClient.restAPI.accountInformationV3.mockResolvedValue({
  118. data: jest.fn().mockResolvedValue(mockData),
  119. })
  120. const result = await connector.getPositonInfo()
  121. expect(result).toEqual([
  122. { symbol: 'BTCUSDT', positionAmt: '0.1' },
  123. { symbol: 'ADAUSDT', positionAmt: '100.0' },
  124. ])
  125. })
  126. test('should handle API errors gracefully', async () => {
  127. mockClient.restAPI.accountInformationV3.mockRejectedValue(new Error('API Error'))
  128. const result = await connector.getPositonInfo()
  129. expect(result).toEqual([])
  130. })
  131. })
  132. describe('getPositionBalanceBySymbol', () => {
  133. test('should return position for existing symbol', async () => {
  134. const mockData = {
  135. positions: [
  136. { symbol: 'BTCUSDT', positionAmt: '0.1', unrealizedPnl: '10.5' },
  137. { symbol: 'ETHUSDT', positionAmt: '0.0', unrealizedPnl: '0.0' },
  138. ],
  139. }
  140. mockClient.restAPI.accountInformationV3.mockResolvedValue({
  141. data: jest.fn().mockResolvedValue(mockData),
  142. })
  143. const result = await connector.getPositionBalanceBySymbol('BTCUSDT')
  144. expect(result).toEqual({ symbol: 'BTCUSDT', positionAmt: '0.1', unrealizedPnl: '10.5' })
  145. })
  146. test('should return null for non-existing symbol', async () => {
  147. const mockData = {
  148. positions: [{ symbol: 'BTCUSDT', positionAmt: '0.1' }],
  149. }
  150. mockClient.restAPI.accountInformationV3.mockResolvedValue({
  151. data: jest.fn().mockResolvedValue(mockData),
  152. })
  153. const result = await connector.getPositionBalanceBySymbol('ETHUSDT')
  154. expect(result).toBeNull()
  155. })
  156. })
  157. describe('openPosition', () => {
  158. test('should place order with basic parameters', async () => {
  159. const mockOrderResult = {
  160. orderId: 12345,
  161. symbol: 'BTCUSDT',
  162. status: 'NEW',
  163. }
  164. mockClient.restAPI.newOrder.mockResolvedValue({
  165. data: jest.fn().mockResolvedValue(mockOrderResult),
  166. })
  167. const result = await connector.openPosition(
  168. 'BTCUSDT',
  169. DerivativesTradingUsdsFuturesRestAPI.NewOrderSideEnum.BUY,
  170. 0.001,
  171. 50000,
  172. )
  173. expect(result).toEqual(mockOrderResult)
  174. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  175. symbol: 'BTCUSDT',
  176. side: 'BUY',
  177. type: 'LIMIT',
  178. timeInForce: 'GTC',
  179. quantity: 0.001,
  180. price: 50000,
  181. })
  182. })
  183. test('should place order with all optional parameters', async () => {
  184. const mockOrderResult = {
  185. orderId: 12346,
  186. symbol: 'ETHUSDT',
  187. status: 'NEW',
  188. }
  189. mockClient.restAPI.newOrder.mockResolvedValue({
  190. data: jest.fn().mockResolvedValue(mockOrderResult),
  191. })
  192. const options = {
  193. type: 'LIMIT',
  194. timeInForce: DerivativesTradingUsdsFuturesRestAPI.NewOrderTimeInForceEnum.GTC,
  195. positionSide: DerivativesTradingUsdsFuturesRestAPI.NewOrderPositionSideEnum.LONG,
  196. reduceOnly: 'false',
  197. closePosition: 'false',
  198. activationPrice: 3000,
  199. callbackRate: 0.1,
  200. workingType: 'CONTRACT_PRICE',
  201. priceProtect: 'TRUE',
  202. newOrderRespType: DerivativesTradingUsdsFuturesRestAPI.NewOrderNewOrderRespTypeEnum.RESULT,
  203. newClientOrderId: 'test_order_123',
  204. stopPrice: 2800,
  205. icebergQty: 0.001,
  206. orderTag: 'test_tag',
  207. }
  208. const result = await connector.openPosition(
  209. 'ETHUSDT',
  210. DerivativesTradingUsdsFuturesRestAPI.NewOrderSideEnum.BUY,
  211. 0.01,
  212. 3000,
  213. options,
  214. )
  215. expect(result).toEqual(mockOrderResult)
  216. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  217. symbol: 'ETHUSDT',
  218. side: 'BUY',
  219. type: 'LIMIT',
  220. timeInForce: 'GTC',
  221. quantity: 0.01,
  222. price: 3000,
  223. positionSide: 'LONG',
  224. reduceOnly: 'false',
  225. closePosition: 'false',
  226. activationPrice: 3000,
  227. callbackRate: 0.1,
  228. workingType: 'CONTRACT_PRICE',
  229. priceProtect: 'TRUE',
  230. newOrderRespType: 'RESULT',
  231. newClientOrderId: 'test_order_123',
  232. stopPrice: 2800,
  233. icebergQty: 0.001,
  234. orderTag: 'test_tag',
  235. })
  236. })
  237. test('should handle API errors gracefully', async () => {
  238. mockClient.restAPI.newOrder.mockRejectedValue(new Error('Order failed'))
  239. const result = await connector.openPosition(
  240. 'BTCUSDT',
  241. DerivativesTradingUsdsFuturesRestAPI.NewOrderSideEnum.BUY,
  242. 0.001,
  243. 50000,
  244. )
  245. expect(result).toBeNull()
  246. })
  247. })
  248. describe('openLimitOrder', () => {
  249. test('should place long limit order', async () => {
  250. const mockOrderResult = { orderId: 12347, status: 'NEW' }
  251. mockClient.restAPI.newOrder.mockResolvedValue({
  252. data: jest.fn().mockResolvedValue(mockOrderResult),
  253. })
  254. const result = await connector.openLimitOrder('BTCUSDT', 'long', 0.001, 50000, 'GTC')
  255. expect(result).toEqual(mockOrderResult)
  256. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  257. symbol: 'BTCUSDT',
  258. side: 'BUY',
  259. type: 'LIMIT',
  260. timeInForce: 'GTC',
  261. quantity: 0.001,
  262. price: 50000,
  263. positionSide: 'LONG',
  264. })
  265. })
  266. test('should place short limit order', async () => {
  267. const mockOrderResult = { orderId: 12348, status: 'NEW' }
  268. mockClient.restAPI.newOrder.mockResolvedValue({
  269. data: jest.fn().mockResolvedValue(mockOrderResult),
  270. })
  271. const result = await connector.openLimitOrder('BTCUSDT', 'short', 0.001, 50000, 'GTC')
  272. expect(result).toEqual(mockOrderResult)
  273. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  274. symbol: 'BTCUSDT',
  275. side: 'SELL',
  276. type: 'LIMIT',
  277. timeInForce: 'GTC',
  278. quantity: 0.001,
  279. price: 50000,
  280. positionSide: 'SHORT',
  281. })
  282. })
  283. })
  284. describe('openMarketOrder', () => {
  285. test('should place long market order', async () => {
  286. const mockOrderResult = { orderId: 12349, status: 'FILLED' }
  287. mockClient.restAPI.newOrder.mockResolvedValue({
  288. data: jest.fn().mockResolvedValue(mockOrderResult),
  289. })
  290. const result = await connector.openMarketOrder('BTCUSDT', 'long', 0.001)
  291. expect(result).toEqual(mockOrderResult)
  292. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  293. symbol: 'BTCUSDT',
  294. side: 'BUY',
  295. type: 'MARKET',
  296. timeInForce: 'GTC',
  297. quantity: 0.001,
  298. price: 0,
  299. positionSide: 'LONG',
  300. })
  301. })
  302. test('should place short market order', async () => {
  303. const mockOrderResult = { orderId: 12350, status: 'FILLED' }
  304. mockClient.restAPI.newOrder.mockResolvedValue({
  305. data: jest.fn().mockResolvedValue(mockOrderResult),
  306. })
  307. const result = await connector.openMarketOrder('BTCUSDT', 'short', 0.001)
  308. expect(result).toEqual(mockOrderResult)
  309. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  310. symbol: 'BTCUSDT',
  311. side: 'SELL',
  312. type: 'MARKET',
  313. timeInForce: 'GTC',
  314. quantity: 0.001,
  315. price: 0,
  316. positionSide: 'SHORT',
  317. })
  318. })
  319. })
  320. describe('openStopOrder', () => {
  321. test('should place stop market order', async () => {
  322. const mockOrderResult = { orderId: 12351, status: 'NEW' }
  323. mockClient.restAPI.newOrder.mockResolvedValue({
  324. data: jest.fn().mockResolvedValue(mockOrderResult),
  325. })
  326. const result = await connector.openStopOrder('BTCUSDT', 'long', 0.001, 48000)
  327. expect(result).toEqual(mockOrderResult)
  328. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  329. symbol: 'BTCUSDT',
  330. side: 'BUY',
  331. type: 'STOP_MARKET',
  332. timeInForce: 'GTC',
  333. quantity: 0.001,
  334. price: 0,
  335. stopPrice: 48000,
  336. reduceOnly: 'true',
  337. positionSide: 'LONG',
  338. })
  339. })
  340. test('should place stop limit order', async () => {
  341. const mockOrderResult = { orderId: 12352, status: 'NEW' }
  342. mockClient.restAPI.newOrder.mockResolvedValue({
  343. data: jest.fn().mockResolvedValue(mockOrderResult),
  344. })
  345. const result = await connector.openStopOrder('BTCUSDT', 'short', 0.001, 52000, 'STOP', 51900, 'GTC')
  346. expect(result).toEqual(mockOrderResult)
  347. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  348. symbol: 'BTCUSDT',
  349. side: 'SELL',
  350. type: 'STOP',
  351. timeInForce: 'GTC',
  352. quantity: 0.001,
  353. price: 51900,
  354. stopPrice: 52000,
  355. reduceOnly: 'true',
  356. positionSide: 'SHORT',
  357. })
  358. })
  359. })
  360. describe('openTakeProfitOrder', () => {
  361. test('should place take profit market order', async () => {
  362. const mockOrderResult = { orderId: 12353, status: 'NEW' }
  363. mockClient.restAPI.newOrder.mockResolvedValue({
  364. data: jest.fn().mockResolvedValue(mockOrderResult),
  365. })
  366. const result = await connector.openTakeProfitOrder('BTCUSDT', 'long', 0.001, 52000)
  367. expect(result).toEqual(mockOrderResult)
  368. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  369. symbol: 'BTCUSDT',
  370. side: 'BUY',
  371. type: 'TAKE_PROFIT_MARKET',
  372. timeInForce: 'GTC',
  373. quantity: 0.001,
  374. price: 0,
  375. stopPrice: 52000,
  376. reduceOnly: 'true',
  377. positionSide: 'LONG',
  378. })
  379. })
  380. })
  381. describe('openTrailingStopOrder', () => {
  382. test('should place trailing stop order', async () => {
  383. const mockOrderResult = { orderId: 12354, status: 'NEW' }
  384. mockClient.restAPI.newOrder.mockResolvedValue({
  385. data: jest.fn().mockResolvedValue(mockOrderResult),
  386. })
  387. const result = await connector.openTrailingStopOrder('BTCUSDT', 'long', 0.001, 50000, 0.1)
  388. expect(result).toEqual(mockOrderResult)
  389. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  390. symbol: 'BTCUSDT',
  391. side: 'BUY',
  392. type: 'TRAILING_STOP_MARKET',
  393. timeInForce: 'GTC',
  394. quantity: 0.001,
  395. price: 0,
  396. activationPrice: 50000,
  397. callbackRate: 0.1,
  398. reduceOnly: 'true',
  399. positionSide: 'LONG',
  400. })
  401. })
  402. })
  403. describe('openIcebergOrder', () => {
  404. test('should place iceberg order', async () => {
  405. const mockOrderResult = { orderId: 12355, status: 'NEW' }
  406. mockClient.restAPI.newOrder.mockResolvedValue({
  407. data: jest.fn().mockResolvedValue(mockOrderResult),
  408. })
  409. const result = await connector.openIcebergOrder('BTCUSDT', 'long', 0.01, 50000, 0.001, 'GTC')
  410. expect(result).toEqual(mockOrderResult)
  411. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  412. symbol: 'BTCUSDT',
  413. side: 'BUY',
  414. type: 'LIMIT',
  415. timeInForce: 'GTC',
  416. quantity: 0.01,
  417. price: 50000,
  418. icebergQty: 0.001,
  419. positionSide: 'LONG',
  420. })
  421. })
  422. })
  423. describe('closeLongPosition', () => {
  424. test('should close long position', async () => {
  425. const mockOrderResult = { orderId: 12356, status: 'FILLED' }
  426. mockClient.restAPI.newOrder.mockResolvedValue({
  427. data: jest.fn().mockResolvedValue(mockOrderResult),
  428. })
  429. const result = await connector.closeLongPosition('BTCUSDT', 0.001)
  430. expect(result).toEqual(mockOrderResult)
  431. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  432. symbol: 'BTCUSDT',
  433. side: 'SELL',
  434. type: 'MARKET',
  435. timeInForce: 'GTC',
  436. quantity: 0.001,
  437. price: 0,
  438. reduceOnly: 'true',
  439. positionSide: 'LONG',
  440. })
  441. })
  442. })
  443. describe('closeShortPosition', () => {
  444. test('should close short position', async () => {
  445. const mockOrderResult = { orderId: 12357, status: 'FILLED' }
  446. mockClient.restAPI.newOrder.mockResolvedValue({
  447. data: jest.fn().mockResolvedValue(mockOrderResult),
  448. })
  449. const result = await connector.closeShortPosition('BTCUSDT', 0.001)
  450. expect(result).toEqual(mockOrderResult)
  451. expect(mockClient.restAPI.newOrder).toHaveBeenCalledWith({
  452. symbol: 'BTCUSDT',
  453. side: 'BUY',
  454. type: 'MARKET',
  455. timeInForce: 'GTC',
  456. quantity: 0.001,
  457. price: 0,
  458. reduceOnly: 'true',
  459. positionSide: 'SHORT',
  460. })
  461. })
  462. })
  463. describe('closeAllPositions', () => {
  464. test('should close all positions', async () => {
  465. const mockPositions = [
  466. { symbol: 'BTCUSDT', positionAmt: '0.1' },
  467. { symbol: 'ETHUSDT', positionAmt: '-0.05' },
  468. ]
  469. mockClient.restAPI.accountInformationV3.mockResolvedValue({
  470. data: jest.fn().mockResolvedValue({ positions: mockPositions }),
  471. })
  472. const mockOrderResults = [
  473. { orderId: 12358, status: 'FILLED' },
  474. { orderId: 12359, status: 'FILLED' },
  475. ]
  476. mockClient.restAPI.newOrder
  477. .mockResolvedValueOnce({ data: jest.fn().mockResolvedValue(mockOrderResults[0]) })
  478. .mockResolvedValueOnce({ data: jest.fn().mockResolvedValue(mockOrderResults[1]) })
  479. const result = await connector.closeAllPositions()
  480. expect(result).toEqual(mockOrderResults)
  481. expect(mockClient.restAPI.newOrder).toHaveBeenCalledTimes(2)
  482. })
  483. })
  484. describe('cancelOrder', () => {
  485. test('should cancel order by orderId', async () => {
  486. const mockResult = { orderId: 12360, status: 'CANCELED' }
  487. mockClient.restAPI.cancelOrder.mockResolvedValue({
  488. data: jest.fn().mockResolvedValue(mockResult),
  489. })
  490. const result = await connector.cancelOrder('BTCUSDT', 12360)
  491. expect(mockClient.restAPI.cancelOrder).toHaveBeenCalledWith({
  492. symbol: 'BTCUSDT',
  493. orderId: 12360,
  494. origClientOrderId: undefined,
  495. })
  496. })
  497. test('should cancel order by clientOrderId', async () => {
  498. const mockResult = { orderId: 12361, status: 'CANCELED' }
  499. mockClient.restAPI.cancelOrder.mockResolvedValue({
  500. data: jest.fn().mockResolvedValue(mockResult),
  501. })
  502. const result = await connector.cancelOrder('BTCUSDT', undefined, 'client_order_123')
  503. expect(mockClient.restAPI.cancelOrder).toHaveBeenCalledWith({
  504. symbol: 'BTCUSDT',
  505. orderId: undefined,
  506. origClientOrderId: 'client_order_123',
  507. })
  508. })
  509. })
  510. describe('cancelAllOrders', () => {
  511. test('should cancel all orders for symbol', async () => {
  512. const mockResult = [{ orderId: 12362, status: 'CANCELED' }]
  513. mockClient.restAPI.cancelAllOpenOrders.mockResolvedValue({
  514. data: jest.fn().mockResolvedValue(mockResult),
  515. })
  516. const result = await connector.cancelAllOrders('BTCUSDT')
  517. expect(mockClient.restAPI.cancelAllOpenOrders).toHaveBeenCalledWith({
  518. symbol: 'BTCUSDT',
  519. })
  520. })
  521. })
  522. describe('getOrderHistory', () => {
  523. test('should get order history', async () => {
  524. const mockOrders = [
  525. { orderId: 12363, symbol: 'BTCUSDT', status: 'FILLED' },
  526. { orderId: 12364, symbol: 'BTCUSDT', status: 'CANCELED' },
  527. ]
  528. mockClient.restAPI.allOrders.mockResolvedValue({
  529. data: jest.fn().mockResolvedValue(mockOrders),
  530. })
  531. const result = await connector.getOrderHistory('BTCUSDT', 1640995200000, 1641081600000, 100)
  532. expect(result).toEqual(mockOrders)
  533. expect(mockClient.restAPI.allOrders).toHaveBeenCalledWith({
  534. symbol: 'BTCUSDT',
  535. startTime: 1640995200000,
  536. endTime: 1641081600000,
  537. limit: 100,
  538. })
  539. })
  540. })
  541. describe('getTradeHistory', () => {
  542. test('should get trade history', async () => {
  543. const mockTrades = [
  544. { id: 12365, symbol: 'BTCUSDT', price: '50000', qty: '0.001' },
  545. { id: 12366, symbol: 'BTCUSDT', price: '50100', qty: '0.002' },
  546. ]
  547. mockClient.restAPI.accountTradeList.mockResolvedValue({
  548. data: jest.fn().mockResolvedValue(mockTrades),
  549. })
  550. const result = await connector.getTradeHistory('BTCUSDT', 1640995200000, 1641081600000, 100)
  551. expect(result).toEqual(mockTrades)
  552. expect(mockClient.restAPI.accountTradeList).toHaveBeenCalledWith({
  553. symbol: 'BTCUSDT',
  554. startTime: 1640995200000,
  555. endTime: 1641081600000,
  556. limit: 100,
  557. })
  558. })
  559. })
  560. describe('setLeverage', () => {
  561. test('should set leverage', async () => {
  562. const mockResult = { leverage: 10, maxNotionalValue: '1000000' }
  563. mockClient.restAPI.changeInitialLeverage.mockResolvedValue({
  564. data: jest.fn().mockResolvedValue(mockResult),
  565. })
  566. const result = await connector.setLeverage('BTCUSDT', 10)
  567. expect(mockClient.restAPI.changeInitialLeverage).toHaveBeenCalledWith({
  568. symbol: 'BTCUSDT',
  569. leverage: 10,
  570. })
  571. })
  572. })
  573. describe('setMarginType', () => {
  574. test('should set margin type to isolated', async () => {
  575. const mockResult = { code: 200, msg: 'success' }
  576. mockClient.restAPI.changeMarginType.mockResolvedValue({
  577. data: jest.fn().mockResolvedValue(mockResult),
  578. })
  579. const result = await connector.setMarginType(
  580. 'BTCUSDT',
  581. DerivativesTradingUsdsFuturesRestAPI.ChangeMarginTypeMarginTypeEnum.ISOLATED,
  582. )
  583. expect(mockClient.restAPI.changeMarginType).toHaveBeenCalledWith({
  584. symbol: 'BTCUSDT',
  585. marginType: 'ISOLATED',
  586. })
  587. })
  588. test('should set margin type to crossed', async () => {
  589. const mockResult = { code: 200, msg: 'success' }
  590. mockClient.restAPI.changeMarginType.mockResolvedValue({
  591. data: jest.fn().mockResolvedValue(mockResult),
  592. })
  593. const result = await connector.setMarginType(
  594. 'BTCUSDT',
  595. DerivativesTradingUsdsFuturesRestAPI.ChangeMarginTypeMarginTypeEnum.CROSSED,
  596. )
  597. expect(mockClient.restAPI.changeMarginType).toHaveBeenCalledWith({
  598. symbol: 'BTCUSDT',
  599. marginType: 'CROSSED',
  600. })
  601. })
  602. })
  603. describe('getAllPositions', () => {
  604. test('should get all positions', async () => {
  605. const mockPositions = [
  606. { symbol: 'BTCUSDT', positionAmt: '0.1', unrealizedPnl: '10.5' },
  607. { symbol: 'ETHUSDT', positionAmt: '0.0', unrealizedPnl: '0.0' },
  608. { symbol: 'ADAUSDT', positionAmt: '-100.0', unrealizedPnl: '-5.2' },
  609. ]
  610. mockClient.restAPI.accountInformationV3.mockResolvedValue({
  611. data: jest.fn().mockResolvedValue({ positions: mockPositions }),
  612. })
  613. const result = await connector.getAllPositions()
  614. expect(result).toEqual(mockPositions)
  615. expect(mockClient.restAPI.accountInformationV3).toHaveBeenCalled()
  616. })
  617. })
  618. describe('getCurrentAllOpenPosition', () => {
  619. test('should get current open orders', async () => {
  620. const mockOrders = [
  621. { orderId: 12367, symbol: 'BTCUSDT', status: 'NEW' },
  622. { orderId: 12368, symbol: 'ETHUSDT', status: 'NEW' },
  623. ]
  624. mockClient.restAPI.currentAllOpenOrders.mockResolvedValue({
  625. data: jest.fn().mockResolvedValue(mockOrders),
  626. })
  627. await connector.getCurrentAllOpenPosition()
  628. expect(mockClient.restAPI.currentAllOpenOrders).toHaveBeenCalled()
  629. })
  630. test('should handle API errors gracefully', async () => {
  631. mockClient.restAPI.currentAllOpenOrders.mockRejectedValue(new Error('API Error'))
  632. await expect(connector.getCurrentAllOpenPosition()).resolves.not.toThrow()
  633. })
  634. })
  635. describe('openModifyPosition', () => {
  636. test('should modify existing order', async () => {
  637. const mockResult = { orderId: 12369, status: 'REPLACED' }
  638. mockClient.restAPI.modifyOrder.mockResolvedValue({
  639. data: jest.fn().mockResolvedValue(mockResult),
  640. })
  641. const result = await connector.openModifyPosition(
  642. 'BTCUSDT',
  643. DerivativesTradingUsdsFuturesRestAPI.ModifyOrderSideEnum.BUY,
  644. 0.002,
  645. 51000,
  646. )
  647. expect(result).toEqual(mockResult)
  648. expect(mockClient.restAPI.modifyOrder).toHaveBeenCalledWith({
  649. symbol: 'BTCUSDT',
  650. side: 'BUY',
  651. quantity: 0.002,
  652. price: 51000,
  653. })
  654. })
  655. test('should handle API errors gracefully', async () => {
  656. mockClient.restAPI.modifyOrder.mockRejectedValue(new Error('Modify failed'))
  657. const result = await connector.openModifyPosition(
  658. 'BTCUSDT',
  659. DerivativesTradingUsdsFuturesRestAPI.ModifyOrderSideEnum.BUY,
  660. 0.002,
  661. 51000,
  662. )
  663. expect(result).toBeNull()
  664. })
  665. })
  666. })