#![allow(unused_imports)]
use async_trait::async_trait;
use derive_builder::Builder;
use reqwest;
use rust_decimal::prelude::*;
use serde::{Deserialize, Serialize};
use serde_json::{Value, json};
use std::collections::BTreeMap;
use crate::algo::rest_api::models;
use crate::common::{
config::ConfigurationRestApi,
models::{ParamBuildError, RestApiResponse},
utils::send_request,
};
const HAS_TIME_UNIT: bool = false;
#[async_trait]
pub trait FutureAlgoApi: Send + Sync {
async fn cancel_algo_order_future_algo(
&self,
params: CancelAlgoOrderFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::CancelAlgoOrderFutureAlgoResponse>>;
async fn query_current_algo_open_orders_future_algo(
&self,
params: QueryCurrentAlgoOpenOrdersFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::QueryCurrentAlgoOpenOrdersFutureAlgoResponse>>;
async fn query_historical_algo_orders_future_algo(
&self,
params: QueryHistoricalAlgoOrdersFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::QueryHistoricalAlgoOrdersFutureAlgoResponse>>;
async fn query_sub_orders_future_algo(
&self,
params: QuerySubOrdersFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::QuerySubOrdersFutureAlgoResponse>>;
async fn time_weighted_average_price_future_algo(
&self,
params: TimeWeightedAveragePriceFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::TimeWeightedAveragePriceFutureAlgoResponse>>;
async fn volume_participation_future_algo(
&self,
params: VolumeParticipationFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::VolumeParticipationFutureAlgoResponse>>;
}
#[derive(Debug, Clone)]
pub struct FutureAlgoApiClient {
configuration: ConfigurationRestApi,
}
impl FutureAlgoApiClient {
pub fn new(configuration: ConfigurationRestApi) -> Self {
Self { configuration }
}
}
#[derive(Clone, Debug, Builder)]
#[builder(pattern = "owned", build_fn(error = "ParamBuildError"))]
pub struct CancelAlgoOrderFutureAlgoParams {
#[builder(setter(into))]
pub algo_id: i64,
#[builder(setter(into), default)]
pub recv_window: Option<i64>,
}
impl CancelAlgoOrderFutureAlgoParams {
#[must_use]
pub fn builder(algo_id: i64) -> CancelAlgoOrderFutureAlgoParamsBuilder {
CancelAlgoOrderFutureAlgoParamsBuilder::default().algo_id(algo_id)
}
}
#[derive(Clone, Debug, Builder, Default)]
#[builder(pattern = "owned", build_fn(error = "ParamBuildError"))]
pub struct QueryCurrentAlgoOpenOrdersFutureAlgoParams {
#[builder(setter(into), default)]
pub recv_window: Option<i64>,
}
impl QueryCurrentAlgoOpenOrdersFutureAlgoParams {
#[must_use]
pub fn builder() -> QueryCurrentAlgoOpenOrdersFutureAlgoParamsBuilder {
QueryCurrentAlgoOpenOrdersFutureAlgoParamsBuilder::default()
}
}
#[derive(Clone, Debug, Builder, Default)]
#[builder(pattern = "owned", build_fn(error = "ParamBuildError"))]
pub struct QueryHistoricalAlgoOrdersFutureAlgoParams {
#[builder(setter(into), default)]
pub symbol: Option<String>,
#[builder(setter(into), default)]
pub side: Option<String>,
#[builder(setter(into), default)]
pub start_time: Option<i64>,
#[builder(setter(into), default)]
pub end_time: Option<i64>,
#[builder(setter(into), default)]
pub page: Option<i64>,
#[builder(setter(into), default)]
pub page_size: Option<i64>,
#[builder(setter(into), default)]
pub recv_window: Option<i64>,
}
impl QueryHistoricalAlgoOrdersFutureAlgoParams {
#[must_use]
pub fn builder() -> QueryHistoricalAlgoOrdersFutureAlgoParamsBuilder {
QueryHistoricalAlgoOrdersFutureAlgoParamsBuilder::default()
}
}
#[derive(Clone, Debug, Builder)]
#[builder(pattern = "owned", build_fn(error = "ParamBuildError"))]
pub struct QuerySubOrdersFutureAlgoParams {
#[builder(setter(into))]
pub algo_id: i64,
#[builder(setter(into), default)]
pub page: Option<i64>,
#[builder(setter(into), default)]
pub page_size: Option<i64>,
#[builder(setter(into), default)]
pub recv_window: Option<i64>,
}
impl QuerySubOrdersFutureAlgoParams {
#[must_use]
pub fn builder(algo_id: i64) -> QuerySubOrdersFutureAlgoParamsBuilder {
QuerySubOrdersFutureAlgoParamsBuilder::default().algo_id(algo_id)
}
}
#[derive(Clone, Debug, Builder)]
#[builder(pattern = "owned", build_fn(error = "ParamBuildError"))]
pub struct TimeWeightedAveragePriceFutureAlgoParams {
#[builder(setter(into))]
pub symbol: String,
#[builder(setter(into))]
pub side: String,
#[builder(setter(into))]
pub quantity: rust_decimal::Decimal,
#[builder(setter(into))]
pub duration: i64,
#[builder(setter(into), default)]
pub position_side: Option<String>,
#[builder(setter(into), default)]
pub client_algo_id: Option<String>,
#[builder(setter(into), default)]
pub reduce_only: Option<bool>,
#[builder(setter(into), default)]
pub limit_price: Option<rust_decimal::Decimal>,
#[builder(setter(into), default)]
pub recv_window: Option<i64>,
}
impl TimeWeightedAveragePriceFutureAlgoParams {
#[must_use]
pub fn builder(
symbol: String,
side: String,
quantity: rust_decimal::Decimal,
duration: i64,
) -> TimeWeightedAveragePriceFutureAlgoParamsBuilder {
TimeWeightedAveragePriceFutureAlgoParamsBuilder::default()
.symbol(symbol)
.side(side)
.quantity(quantity)
.duration(duration)
}
}
#[derive(Clone, Debug, Builder)]
#[builder(pattern = "owned", build_fn(error = "ParamBuildError"))]
pub struct VolumeParticipationFutureAlgoParams {
#[builder(setter(into))]
pub symbol: String,
#[builder(setter(into))]
pub side: String,
#[builder(setter(into))]
pub quantity: rust_decimal::Decimal,
#[builder(setter(into))]
pub urgency: String,
#[builder(setter(into), default)]
pub position_side: Option<String>,
#[builder(setter(into), default)]
pub client_algo_id: Option<String>,
#[builder(setter(into), default)]
pub reduce_only: Option<bool>,
#[builder(setter(into), default)]
pub limit_price: Option<rust_decimal::Decimal>,
#[builder(setter(into), default)]
pub recv_window: Option<i64>,
}
impl VolumeParticipationFutureAlgoParams {
#[must_use]
pub fn builder(
symbol: String,
side: String,
quantity: rust_decimal::Decimal,
urgency: String,
) -> VolumeParticipationFutureAlgoParamsBuilder {
VolumeParticipationFutureAlgoParamsBuilder::default()
.symbol(symbol)
.side(side)
.quantity(quantity)
.urgency(urgency)
}
}
#[async_trait]
impl FutureAlgoApi for FutureAlgoApiClient {
async fn cancel_algo_order_future_algo(
&self,
params: CancelAlgoOrderFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::CancelAlgoOrderFutureAlgoResponse>> {
let CancelAlgoOrderFutureAlgoParams {
algo_id,
recv_window,
} = params;
let mut query_params = BTreeMap::new();
let body_params = BTreeMap::new();
query_params.insert("algoId".to_string(), json!(algo_id));
if let Some(rw) = recv_window {
query_params.insert("recvWindow".to_string(), json!(rw));
}
send_request::<models::CancelAlgoOrderFutureAlgoResponse>(
&self.configuration,
"/sapi/v1/algo/futures/order",
reqwest::Method::DELETE,
query_params,
body_params,
if HAS_TIME_UNIT {
self.configuration.time_unit
} else {
None
},
true,
)
.await
}
async fn query_current_algo_open_orders_future_algo(
&self,
params: QueryCurrentAlgoOpenOrdersFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::QueryCurrentAlgoOpenOrdersFutureAlgoResponse>> {
let QueryCurrentAlgoOpenOrdersFutureAlgoParams { recv_window } = params;
let mut query_params = BTreeMap::new();
let body_params = BTreeMap::new();
if let Some(rw) = recv_window {
query_params.insert("recvWindow".to_string(), json!(rw));
}
send_request::<models::QueryCurrentAlgoOpenOrdersFutureAlgoResponse>(
&self.configuration,
"/sapi/v1/algo/futures/openOrders",
reqwest::Method::GET,
query_params,
body_params,
if HAS_TIME_UNIT {
self.configuration.time_unit
} else {
None
},
true,
)
.await
}
async fn query_historical_algo_orders_future_algo(
&self,
params: QueryHistoricalAlgoOrdersFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::QueryHistoricalAlgoOrdersFutureAlgoResponse>> {
let QueryHistoricalAlgoOrdersFutureAlgoParams {
symbol,
side,
start_time,
end_time,
page,
page_size,
recv_window,
} = params;
let mut query_params = BTreeMap::new();
let body_params = BTreeMap::new();
if let Some(rw) = symbol {
query_params.insert("symbol".to_string(), json!(rw));
}
if let Some(rw) = side {
query_params.insert("side".to_string(), json!(rw));
}
if let Some(rw) = start_time {
query_params.insert("startTime".to_string(), json!(rw));
}
if let Some(rw) = end_time {
query_params.insert("endTime".to_string(), json!(rw));
}
if let Some(rw) = page {
query_params.insert("page".to_string(), json!(rw));
}
if let Some(rw) = page_size {
query_params.insert("pageSize".to_string(), json!(rw));
}
if let Some(rw) = recv_window {
query_params.insert("recvWindow".to_string(), json!(rw));
}
send_request::<models::QueryHistoricalAlgoOrdersFutureAlgoResponse>(
&self.configuration,
"/sapi/v1/algo/futures/historicalOrders",
reqwest::Method::GET,
query_params,
body_params,
if HAS_TIME_UNIT {
self.configuration.time_unit
} else {
None
},
true,
)
.await
}
async fn query_sub_orders_future_algo(
&self,
params: QuerySubOrdersFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::QuerySubOrdersFutureAlgoResponse>> {
let QuerySubOrdersFutureAlgoParams {
algo_id,
page,
page_size,
recv_window,
} = params;
let mut query_params = BTreeMap::new();
let body_params = BTreeMap::new();
query_params.insert("algoId".to_string(), json!(algo_id));
if let Some(rw) = page {
query_params.insert("page".to_string(), json!(rw));
}
if let Some(rw) = page_size {
query_params.insert("pageSize".to_string(), json!(rw));
}
if let Some(rw) = recv_window {
query_params.insert("recvWindow".to_string(), json!(rw));
}
send_request::<models::QuerySubOrdersFutureAlgoResponse>(
&self.configuration,
"/sapi/v1/algo/futures/subOrders",
reqwest::Method::GET,
query_params,
body_params,
if HAS_TIME_UNIT {
self.configuration.time_unit
} else {
None
},
true,
)
.await
}
async fn time_weighted_average_price_future_algo(
&self,
params: TimeWeightedAveragePriceFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::TimeWeightedAveragePriceFutureAlgoResponse>> {
let TimeWeightedAveragePriceFutureAlgoParams {
symbol,
side,
quantity,
duration,
position_side,
client_algo_id,
reduce_only,
limit_price,
recv_window,
} = params;
let mut query_params = BTreeMap::new();
let body_params = BTreeMap::new();
query_params.insert("symbol".to_string(), json!(symbol));
query_params.insert("side".to_string(), json!(side));
if let Some(rw) = position_side {
query_params.insert("positionSide".to_string(), json!(rw));
}
query_params.insert("quantity".to_string(), json!(quantity));
query_params.insert("duration".to_string(), json!(duration));
if let Some(rw) = client_algo_id {
query_params.insert("clientAlgoId".to_string(), json!(rw));
}
if let Some(rw) = reduce_only {
query_params.insert("reduceOnly".to_string(), json!(rw));
}
if let Some(rw) = limit_price {
query_params.insert("limitPrice".to_string(), json!(rw));
}
if let Some(rw) = recv_window {
query_params.insert("recvWindow".to_string(), json!(rw));
}
send_request::<models::TimeWeightedAveragePriceFutureAlgoResponse>(
&self.configuration,
"/sapi/v1/algo/futures/newOrderTwap",
reqwest::Method::POST,
query_params,
body_params,
if HAS_TIME_UNIT {
self.configuration.time_unit
} else {
None
},
true,
)
.await
}
async fn volume_participation_future_algo(
&self,
params: VolumeParticipationFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::VolumeParticipationFutureAlgoResponse>> {
let VolumeParticipationFutureAlgoParams {
symbol,
side,
quantity,
urgency,
position_side,
client_algo_id,
reduce_only,
limit_price,
recv_window,
} = params;
let mut query_params = BTreeMap::new();
let body_params = BTreeMap::new();
query_params.insert("symbol".to_string(), json!(symbol));
query_params.insert("side".to_string(), json!(side));
if let Some(rw) = position_side {
query_params.insert("positionSide".to_string(), json!(rw));
}
query_params.insert("quantity".to_string(), json!(quantity));
query_params.insert("urgency".to_string(), json!(urgency));
if let Some(rw) = client_algo_id {
query_params.insert("clientAlgoId".to_string(), json!(rw));
}
if let Some(rw) = reduce_only {
query_params.insert("reduceOnly".to_string(), json!(rw));
}
if let Some(rw) = limit_price {
query_params.insert("limitPrice".to_string(), json!(rw));
}
if let Some(rw) = recv_window {
query_params.insert("recvWindow".to_string(), json!(rw));
}
send_request::<models::VolumeParticipationFutureAlgoResponse>(
&self.configuration,
"/sapi/v1/algo/futures/newOrderVp",
reqwest::Method::POST,
query_params,
body_params,
if HAS_TIME_UNIT {
self.configuration.time_unit
} else {
None
},
true,
)
.await
}
}
#[cfg(all(test, feature = "algo"))]
mod tests {
use super::*;
use crate::TOKIO_SHARED_RT;
use crate::{errors::ConnectorError, models::DataFuture, models::RestApiRateLimit};
use async_trait::async_trait;
use std::collections::HashMap;
struct DummyRestApiResponse<T> {
inner: Box<dyn FnOnce() -> DataFuture<Result<T, ConnectorError>> + Send + Sync>,
status: u16,
headers: HashMap<String, String>,
rate_limits: Option<Vec<RestApiRateLimit>>,
}
impl<T> From<DummyRestApiResponse<T>> for RestApiResponse<T> {
fn from(dummy: DummyRestApiResponse<T>) -> Self {
Self {
data_fn: dummy.inner,
status: dummy.status,
headers: dummy.headers,
rate_limits: dummy.rate_limits,
}
}
}
struct MockFutureAlgoApiClient {
force_error: bool,
}
#[async_trait]
impl FutureAlgoApi for MockFutureAlgoApiClient {
async fn cancel_algo_order_future_algo(
&self,
_params: CancelAlgoOrderFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::CancelAlgoOrderFutureAlgoResponse>> {
if self.force_error {
return Err(ConnectorError::ConnectorClientError {
msg: "ResponseError".to_string(),
code: None,
}
.into());
}
let resp_json: Value =
serde_json::from_str(r#"{"algoId":14511,"success":true,"code":0,"msg":"OK"}"#)
.unwrap();
let dummy_response: models::CancelAlgoOrderFutureAlgoResponse =
serde_json::from_value(resp_json.clone())
.expect("should parse into models::CancelAlgoOrderFutureAlgoResponse");
let dummy = DummyRestApiResponse {
inner: Box::new(move || Box::pin(async move { Ok(dummy_response) })),
status: 200,
headers: HashMap::new(),
rate_limits: None,
};
Ok(dummy.into())
}
async fn query_current_algo_open_orders_future_algo(
&self,
_params: QueryCurrentAlgoOpenOrdersFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::QueryCurrentAlgoOpenOrdersFutureAlgoResponse>>
{
if self.force_error {
return Err(ConnectorError::ConnectorClientError {
msg: "ResponseError".to_string(),
code: None,
}
.into());
}
let resp_json: Value = serde_json::from_str(r#"{"total":1,"orders":[{"algoId":14517,"symbol":"ETHUSDT","side":"SELL","positionSide":"SHORT","totalQty":"5.000","executedQty":"0.000","executedAmt":"0.00000000","avgPrice":"0.00","clientAlgoId":"d7096549481642f8a0bb69e9e2e31f2e","bookTime":1649756817004,"endTime":0,"algoStatus":"WORKING","algoType":"VP","urgency":"LOW"}]}"#).unwrap();
let dummy_response: models::QueryCurrentAlgoOpenOrdersFutureAlgoResponse =
serde_json::from_value(resp_json.clone()).expect(
"should parse into models::QueryCurrentAlgoOpenOrdersFutureAlgoResponse",
);
let dummy = DummyRestApiResponse {
inner: Box::new(move || Box::pin(async move { Ok(dummy_response) })),
status: 200,
headers: HashMap::new(),
rate_limits: None,
};
Ok(dummy.into())
}
async fn query_historical_algo_orders_future_algo(
&self,
_params: QueryHistoricalAlgoOrdersFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::QueryHistoricalAlgoOrdersFutureAlgoResponse>>
{
if self.force_error {
return Err(ConnectorError::ConnectorClientError {
msg: "ResponseError".to_string(),
code: None,
}
.into());
}
let resp_json: Value = serde_json::from_str(r#"{"total":1,"orders":[{"algoId":14518,"symbol":"BNBUSDT","side":"BUY","positionSide":"BOTH","totalQty":"100.00","executedQty":"0.00","executedAmt":"0.00000000","avgPrice":"0.000","clientAlgoId":"acacab56b3c44bef9f6a8f8ebd2a8408","bookTime":1649757019503,"endTime":1649757088101,"algoStatus":"CANCELLED","algoType":"VP","urgency":"LOW"}]}"#).unwrap();
let dummy_response: models::QueryHistoricalAlgoOrdersFutureAlgoResponse =
serde_json::from_value(resp_json.clone()).expect(
"should parse into models::QueryHistoricalAlgoOrdersFutureAlgoResponse",
);
let dummy = DummyRestApiResponse {
inner: Box::new(move || Box::pin(async move { Ok(dummy_response) })),
status: 200,
headers: HashMap::new(),
rate_limits: None,
};
Ok(dummy.into())
}
async fn query_sub_orders_future_algo(
&self,
_params: QuerySubOrdersFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::QuerySubOrdersFutureAlgoResponse>> {
if self.force_error {
return Err(ConnectorError::ConnectorClientError {
msg: "ResponseError".to_string(),
code: None,
}
.into());
}
let resp_json: Value = serde_json::from_str(r#"{"total":1,"executedQty":"1.000","executedAmt":"3229.44000000","subOrders":[{"algoId":13723,"orderId":8389765519993909000,"orderStatus":"FILLED","executedQty":"1.000","executedAmt":"3229.44000000","feeAmt":"-1.61471999","feeAsset":"USDT","bookTime":1649319001964,"avgPrice":"3229.44","side":"SELL","symbol":"ETHUSDT","subId":1,"timeInForce":"IMMEDIATE_OR_CANCEL","origQty":"1.000"}]}"#).unwrap();
let dummy_response: models::QuerySubOrdersFutureAlgoResponse =
serde_json::from_value(resp_json.clone())
.expect("should parse into models::QuerySubOrdersFutureAlgoResponse");
let dummy = DummyRestApiResponse {
inner: Box::new(move || Box::pin(async move { Ok(dummy_response) })),
status: 200,
headers: HashMap::new(),
rate_limits: None,
};
Ok(dummy.into())
}
async fn time_weighted_average_price_future_algo(
&self,
_params: TimeWeightedAveragePriceFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::TimeWeightedAveragePriceFutureAlgoResponse>>
{
if self.force_error {
return Err(ConnectorError::ConnectorClientError {
msg: "ResponseError".to_string(),
code: None,
}
.into());
}
let resp_json: Value = serde_json::from_str(r#"{"clientAlgoId":"65ce1630101a480b85915d7e11fd5078","success":true,"code":0,"msg":"OK"}"#).unwrap();
let dummy_response: models::TimeWeightedAveragePriceFutureAlgoResponse =
serde_json::from_value(resp_json.clone())
.expect("should parse into models::TimeWeightedAveragePriceFutureAlgoResponse");
let dummy = DummyRestApiResponse {
inner: Box::new(move || Box::pin(async move { Ok(dummy_response) })),
status: 200,
headers: HashMap::new(),
rate_limits: None,
};
Ok(dummy.into())
}
async fn volume_participation_future_algo(
&self,
_params: VolumeParticipationFutureAlgoParams,
) -> anyhow::Result<RestApiResponse<models::VolumeParticipationFutureAlgoResponse>>
{
if self.force_error {
return Err(ConnectorError::ConnectorClientError {
msg: "ResponseError".to_string(),
code: None,
}
.into());
}
let resp_json: Value = serde_json::from_str(r#"{"clientAlgoId":"00358ce6a268403398bd34eaa36dffe7","success":true,"code":0,"msg":"OK"}"#).unwrap();
let dummy_response: models::VolumeParticipationFutureAlgoResponse =
serde_json::from_value(resp_json.clone())
.expect("should parse into models::VolumeParticipationFutureAlgoResponse");
let dummy = DummyRestApiResponse {
inner: Box::new(move || Box::pin(async move { Ok(dummy_response) })),
status: 200,
headers: HashMap::new(),
rate_limits: None,
};
Ok(dummy.into())
}
}
#[test]
fn cancel_algo_order_future_algo_required_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = CancelAlgoOrderFutureAlgoParams::builder(1).build().unwrap();
let resp_json: Value =
serde_json::from_str(r#"{"algoId":14511,"success":true,"code":0,"msg":"OK"}"#)
.unwrap();
let expected_response: models::CancelAlgoOrderFutureAlgoResponse =
serde_json::from_value(resp_json.clone())
.expect("should parse into models::CancelAlgoOrderFutureAlgoResponse");
let resp = client
.cancel_algo_order_future_algo(params)
.await
.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn cancel_algo_order_future_algo_optional_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = CancelAlgoOrderFutureAlgoParams::builder(1)
.recv_window(5000)
.build()
.unwrap();
let resp_json: Value =
serde_json::from_str(r#"{"algoId":14511,"success":true,"code":0,"msg":"OK"}"#)
.unwrap();
let expected_response: models::CancelAlgoOrderFutureAlgoResponse =
serde_json::from_value(resp_json.clone())
.expect("should parse into models::CancelAlgoOrderFutureAlgoResponse");
let resp = client
.cancel_algo_order_future_algo(params)
.await
.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn cancel_algo_order_future_algo_response_error() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: true };
let params = CancelAlgoOrderFutureAlgoParams::builder(1).build().unwrap();
match client.cancel_algo_order_future_algo(params).await {
Ok(_) => panic!("Expected an error"),
Err(err) => {
assert_eq!(err.to_string(), "Connector client error: ResponseError");
}
}
});
}
#[test]
fn query_current_algo_open_orders_future_algo_required_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = QueryCurrentAlgoOpenOrdersFutureAlgoParams::builder().build().unwrap();
let resp_json: Value = serde_json::from_str(r#"{"total":1,"orders":[{"algoId":14517,"symbol":"ETHUSDT","side":"SELL","positionSide":"SHORT","totalQty":"5.000","executedQty":"0.000","executedAmt":"0.00000000","avgPrice":"0.00","clientAlgoId":"d7096549481642f8a0bb69e9e2e31f2e","bookTime":1649756817004,"endTime":0,"algoStatus":"WORKING","algoType":"VP","urgency":"LOW"}]}"#).unwrap();
let expected_response : models::QueryCurrentAlgoOpenOrdersFutureAlgoResponse = serde_json::from_value(resp_json.clone()).expect("should parse into models::QueryCurrentAlgoOpenOrdersFutureAlgoResponse");
let resp = client.query_current_algo_open_orders_future_algo(params).await.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn query_current_algo_open_orders_future_algo_optional_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = QueryCurrentAlgoOpenOrdersFutureAlgoParams::builder().recv_window(5000).build().unwrap();
let resp_json: Value = serde_json::from_str(r#"{"total":1,"orders":[{"algoId":14517,"symbol":"ETHUSDT","side":"SELL","positionSide":"SHORT","totalQty":"5.000","executedQty":"0.000","executedAmt":"0.00000000","avgPrice":"0.00","clientAlgoId":"d7096549481642f8a0bb69e9e2e31f2e","bookTime":1649756817004,"endTime":0,"algoStatus":"WORKING","algoType":"VP","urgency":"LOW"}]}"#).unwrap();
let expected_response : models::QueryCurrentAlgoOpenOrdersFutureAlgoResponse = serde_json::from_value(resp_json.clone()).expect("should parse into models::QueryCurrentAlgoOpenOrdersFutureAlgoResponse");
let resp = client.query_current_algo_open_orders_future_algo(params).await.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn query_current_algo_open_orders_future_algo_response_error() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: true };
let params = QueryCurrentAlgoOpenOrdersFutureAlgoParams::builder()
.build()
.unwrap();
match client
.query_current_algo_open_orders_future_algo(params)
.await
{
Ok(_) => panic!("Expected an error"),
Err(err) => {
assert_eq!(err.to_string(), "Connector client error: ResponseError");
}
}
});
}
#[test]
fn query_historical_algo_orders_future_algo_required_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = QueryHistoricalAlgoOrdersFutureAlgoParams::builder().build().unwrap();
let resp_json: Value = serde_json::from_str(r#"{"total":1,"orders":[{"algoId":14518,"symbol":"BNBUSDT","side":"BUY","positionSide":"BOTH","totalQty":"100.00","executedQty":"0.00","executedAmt":"0.00000000","avgPrice":"0.000","clientAlgoId":"acacab56b3c44bef9f6a8f8ebd2a8408","bookTime":1649757019503,"endTime":1649757088101,"algoStatus":"CANCELLED","algoType":"VP","urgency":"LOW"}]}"#).unwrap();
let expected_response : models::QueryHistoricalAlgoOrdersFutureAlgoResponse = serde_json::from_value(resp_json.clone()).expect("should parse into models::QueryHistoricalAlgoOrdersFutureAlgoResponse");
let resp = client.query_historical_algo_orders_future_algo(params).await.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn query_historical_algo_orders_future_algo_optional_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = QueryHistoricalAlgoOrdersFutureAlgoParams::builder().symbol("BTCUSDT".to_string()).side("BUY".to_string()).start_time(1623319461670).end_time(1641782889000).page(1).page_size(100).recv_window(5000).build().unwrap();
let resp_json: Value = serde_json::from_str(r#"{"total":1,"orders":[{"algoId":14518,"symbol":"BNBUSDT","side":"BUY","positionSide":"BOTH","totalQty":"100.00","executedQty":"0.00","executedAmt":"0.00000000","avgPrice":"0.000","clientAlgoId":"acacab56b3c44bef9f6a8f8ebd2a8408","bookTime":1649757019503,"endTime":1649757088101,"algoStatus":"CANCELLED","algoType":"VP","urgency":"LOW"}]}"#).unwrap();
let expected_response : models::QueryHistoricalAlgoOrdersFutureAlgoResponse = serde_json::from_value(resp_json.clone()).expect("should parse into models::QueryHistoricalAlgoOrdersFutureAlgoResponse");
let resp = client.query_historical_algo_orders_future_algo(params).await.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn query_historical_algo_orders_future_algo_response_error() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: true };
let params = QueryHistoricalAlgoOrdersFutureAlgoParams::builder()
.build()
.unwrap();
match client
.query_historical_algo_orders_future_algo(params)
.await
{
Ok(_) => panic!("Expected an error"),
Err(err) => {
assert_eq!(err.to_string(), "Connector client error: ResponseError");
}
}
});
}
#[test]
fn query_sub_orders_future_algo_required_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = QuerySubOrdersFutureAlgoParams::builder(1,).build().unwrap();
let resp_json: Value = serde_json::from_str(r#"{"total":1,"executedQty":"1.000","executedAmt":"3229.44000000","subOrders":[{"algoId":13723,"orderId":8389765519993909000,"orderStatus":"FILLED","executedQty":"1.000","executedAmt":"3229.44000000","feeAmt":"-1.61471999","feeAsset":"USDT","bookTime":1649319001964,"avgPrice":"3229.44","side":"SELL","symbol":"ETHUSDT","subId":1,"timeInForce":"IMMEDIATE_OR_CANCEL","origQty":"1.000"}]}"#).unwrap();
let expected_response : models::QuerySubOrdersFutureAlgoResponse = serde_json::from_value(resp_json.clone()).expect("should parse into models::QuerySubOrdersFutureAlgoResponse");
let resp = client.query_sub_orders_future_algo(params).await.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn query_sub_orders_future_algo_optional_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = QuerySubOrdersFutureAlgoParams::builder(1,).page(1).page_size(100).recv_window(5000).build().unwrap();
let resp_json: Value = serde_json::from_str(r#"{"total":1,"executedQty":"1.000","executedAmt":"3229.44000000","subOrders":[{"algoId":13723,"orderId":8389765519993909000,"orderStatus":"FILLED","executedQty":"1.000","executedAmt":"3229.44000000","feeAmt":"-1.61471999","feeAsset":"USDT","bookTime":1649319001964,"avgPrice":"3229.44","side":"SELL","symbol":"ETHUSDT","subId":1,"timeInForce":"IMMEDIATE_OR_CANCEL","origQty":"1.000"}]}"#).unwrap();
let expected_response : models::QuerySubOrdersFutureAlgoResponse = serde_json::from_value(resp_json.clone()).expect("should parse into models::QuerySubOrdersFutureAlgoResponse");
let resp = client.query_sub_orders_future_algo(params).await.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn query_sub_orders_future_algo_response_error() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: true };
let params = QuerySubOrdersFutureAlgoParams::builder(1).build().unwrap();
match client.query_sub_orders_future_algo(params).await {
Ok(_) => panic!("Expected an error"),
Err(err) => {
assert_eq!(err.to_string(), "Connector client error: ResponseError");
}
}
});
}
#[test]
fn time_weighted_average_price_future_algo_required_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = TimeWeightedAveragePriceFutureAlgoParams::builder("BTCUSDT".to_string(),"BUY".to_string(),dec!(1.0),5000,).build().unwrap();
let resp_json: Value = serde_json::from_str(r#"{"clientAlgoId":"65ce1630101a480b85915d7e11fd5078","success":true,"code":0,"msg":"OK"}"#).unwrap();
let expected_response : models::TimeWeightedAveragePriceFutureAlgoResponse = serde_json::from_value(resp_json.clone()).expect("should parse into models::TimeWeightedAveragePriceFutureAlgoResponse");
let resp = client.time_weighted_average_price_future_algo(params).await.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn time_weighted_average_price_future_algo_optional_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = TimeWeightedAveragePriceFutureAlgoParams::builder("BTCUSDT".to_string(),"BUY".to_string(),dec!(1.0),5000,).position_side("BOTH".to_string()).client_algo_id("1".to_string()).reduce_only(false).limit_price(dec!(1.0)).recv_window(5000).build().unwrap();
let resp_json: Value = serde_json::from_str(r#"{"clientAlgoId":"65ce1630101a480b85915d7e11fd5078","success":true,"code":0,"msg":"OK"}"#).unwrap();
let expected_response : models::TimeWeightedAveragePriceFutureAlgoResponse = serde_json::from_value(resp_json.clone()).expect("should parse into models::TimeWeightedAveragePriceFutureAlgoResponse");
let resp = client.time_weighted_average_price_future_algo(params).await.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn time_weighted_average_price_future_algo_response_error() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: true };
let params = TimeWeightedAveragePriceFutureAlgoParams::builder(
"BTCUSDT".to_string(),
"BUY".to_string(),
dec!(1.0),
5000,
)
.build()
.unwrap();
match client.time_weighted_average_price_future_algo(params).await {
Ok(_) => panic!("Expected an error"),
Err(err) => {
assert_eq!(err.to_string(), "Connector client error: ResponseError");
}
}
});
}
#[test]
fn volume_participation_future_algo_required_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = VolumeParticipationFutureAlgoParams::builder("BTCUSDT".to_string(),"BUY".to_string(),dec!(1.0),"LOW".to_string(),).build().unwrap();
let resp_json: Value = serde_json::from_str(r#"{"clientAlgoId":"00358ce6a268403398bd34eaa36dffe7","success":true,"code":0,"msg":"OK"}"#).unwrap();
let expected_response : models::VolumeParticipationFutureAlgoResponse = serde_json::from_value(resp_json.clone()).expect("should parse into models::VolumeParticipationFutureAlgoResponse");
let resp = client.volume_participation_future_algo(params).await.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn volume_participation_future_algo_optional_params_success() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: false };
let params = VolumeParticipationFutureAlgoParams::builder("BTCUSDT".to_string(),"BUY".to_string(),dec!(1.0),"LOW".to_string(),).position_side("BOTH".to_string()).client_algo_id("1".to_string()).reduce_only(false).limit_price(dec!(1.0)).recv_window(5000).build().unwrap();
let resp_json: Value = serde_json::from_str(r#"{"clientAlgoId":"00358ce6a268403398bd34eaa36dffe7","success":true,"code":0,"msg":"OK"}"#).unwrap();
let expected_response : models::VolumeParticipationFutureAlgoResponse = serde_json::from_value(resp_json.clone()).expect("should parse into models::VolumeParticipationFutureAlgoResponse");
let resp = client.volume_participation_future_algo(params).await.expect("Expected a response");
let data_future = resp.data();
let actual_response = data_future.await.unwrap();
assert_eq!(actual_response, expected_response);
});
}
#[test]
fn volume_participation_future_algo_response_error() {
TOKIO_SHARED_RT.block_on(async {
let client = MockFutureAlgoApiClient { force_error: true };
let params = VolumeParticipationFutureAlgoParams::builder(
"BTCUSDT".to_string(),
"BUY".to_string(),
dec!(1.0),
"LOW".to_string(),
)
.build()
.unwrap();
match client.volume_participation_future_algo(params).await {
Ok(_) => panic!("Expected an error"),
Err(err) => {
assert_eq!(err.to_string(), "Connector client error: ResponseError");
}
}
});
}
}