refactor: converting Bitmex to typescript

__tests__/TestRunner.ts

@@ -83,16 +83,19 @@ export type TickerOptions = {
 export type TradeOptions = {
  hasTradeId?: boolean;
  hasSequenceId?: boolean;
+ tests?: (spec: any, result: any) => void;
 };
 
 export type CandleOptions = {
  hasSequenceId?: boolean;
+ tests?: (spec: any, result: any) => void;
 };
 
 export type L2SnapshotOptions = {
  hasTimestampMs?: boolean;
  hasSequenceId?: boolean;
  hasCount?: boolean;
+ tests?: (spec: any, result: any) => void;
 };
 
 export type L2UpdateOptions = {
@@ -102,15 +105,18 @@ export type L2UpdateOptions = {
  hasLastSequenceId?: boolean;
  hasEventMs?: boolean;
  hasCount?: boolean;
+ tests?: (spec: any, result: any) => void;
+ done?: (spec: any, result: any, update: Level2Update) => boolean;
 };
 
 export type L3UpdateOptions = {
- //
+ tests?: (spec: any, result: any) => void;
 };
 
 export type L3SnapshotOptions = {
  hasTimestampMs?: boolean;
  hasSequenceId?: boolean;
+ tests?: (spec: any, result: any) => void;
 };
 
 export type TestRunnerState = {

__tests__/exchanges/BitmexClient.spec.ts

@@ -0,0 +1,87 @@
+import { expect } from "chai";
+import { testClient } from "../TestRunner";
+import { BitmexClient } from "../../src/exchanges/BitmexClient";
+
+testClient({
+ clientFactory: () => new BitmexClient(),
+ clientName: "BitMEXClient",
+ exchangeName: "BitMEX",
+ markets: [
+ {
+ id: "XBTUSD",
+ base: "BTC",
+ quote: "USD",
+ },
+ ],
+
+ testConnectEvents: true,
+ testDisconnectEvents: true,
+ testReconnectionEvents: true,
+ testCloseEvents: true,
+
+ hasTickers: true,
+ hasTrades: true,
+ hasCandles: true,
+ hasLevel2Snapshots: false,
+ hasLevel2Updates: true,
+ hasLevel3Snapshots: false,
+ hasLevel3Updates: false,
+
+ ticker: {
+ hasTimestamp: true,
+ hasLast: true,
+ hasOpen: false,
+ hasHigh: false,
+ hasLow: false,
+ hasVolume: false,
+ hasQuoteVolume: false,
+ hasChange: false,
+ hasChangePercent: false,
+ hasAsk: true,
+ hasBid: true,
+ hasAskVolume: true,
+ hasBidVolume: true,
+ },
+
+ trade: {
+ hasTradeId: true,
+ tests: (spec, result) => {
+ it("trade.tradeId should be 32 hex characters", () => {
+ expect(result.trade.tradeId).to.match(/^[a-f0-9]{32,32}$/);
+ });
+ },
+ },
+
+ candle: {},
+
+ l2snapshot: {
+ hasTimestampMs: false,
+ hasSequenceId: false,
+ hasCount: false,
+ },
+
+ l2update: {
+ hasSnapshot: true,
+ hasTimestampMs: false,
+ hasSequenceId: false,
+ hasCount: false,
+ done: (spec, result, update) => {
+ const point = update.bids[0] || update.asks[0];
+ if (point.meta.type === "update") result.hasUpdate = true;
+ if (point.meta.type === "insert") result.hasInsert = true;
+ if (point.meta.type === "delete") result.hasDelete = true;
+ return result.hasUpdate && result.hasInsert && result.hasDelete;
+ },
+ tests: (spec, result) => {
+ it("update.bid/ask should have meta.id", () => {
+ const point = result.update.bids[0] || result.update.asks[0];
+ expect(point.meta.id).to.be.greaterThan(0);
+ });
+
+ it("update.bid/ask should have meta.type", () => {
+ const point = result.update.bids[0] || result.update.asks[0];
+ expect(point.meta.type).to.be.match(/update|delete|insert/);
+ });
+ },
+ },
+});

src/Level2Update.ts

@@ -1,10 +1,14 @@
 /* eslint-disable @typescript-eslint/no-unsafe-member-access */
 /* eslint-disable @typescript-eslint/no-unsafe-assignment */
 
+import { Level2Point } from "./Level2Point";
+
 export class Level2Update {
  public base: string;
  public quote: string;
  public exchange: string;
+ public asks: Level2Point[];
+ public bids: Level2Point[];
 
  constructor(props: any) {
  for (const key in props) {

src/Trade.ts

@@ -1,3 +1,4 @@
+/* eslint-disable @typescript-eslint/no-unsafe-member-access */
 /* eslint-disable @typescript-eslint/no-unsafe-assignment */
 
 export class Trade {
@@ -13,7 +14,7 @@ export class Trade {
  public buyOrderId: string;
  public sellOrderId: string;
 
- constructor(props: Partial<Trade>) {
+ constructor(props: Partial<Trade> | any) {
  this.exchange = props.exchange;
  this.quote = props.quote;
  this.base = props.base;