test.orderbook.js

'use strict'

// ----------------------------------------------------------------------------

const assert = require ('assert')

// ----------------------------------------------------------------------------

module.exports = (exchange, orderbook, method, symbol) => {

    const format = {
        // 'symbol': 'ETH/BTC', // reserved
        'bids': [],
        'asks': [],
        'timestamp': 1234567890,
        'datetime': '2017-09-01T00:00:00',
        'nonce': 134234234,
        // 'info': {},
    }

    const keys = Object.keys (format)
    for (let i = 0; i < keys.length; i++) {
        assert (keys[i] in orderbook)
    }

    const bids = orderbook['bids']
    const asks = orderbook['asks']

    for (let i = 0; i < bids.length; i++) {
        if (bids.length > (i + 1)) {
            assert (bids[i][0] >= bids[i + 1][0])
        }
        assert (typeof bids[i][0] === 'number')
        assert (typeof bids[i][1] === 'number')
    }

    for (let i = 0; i < asks.length; i++) {
        if (asks.length > (i + 1)) {
            assert (asks[i][0] <= asks[i + 1][0])
        }
        assert (typeof asks[i][0] === 'number')
        assert (typeof asks[i][1] === 'number')
    }

    if (![

        'bitrue',
        'bkex',
        'blockchaincom',
        'btcalpha',
        'btcbox',
        'ftxus',
        'mexc',
        'xbtce',
        'upbit', // an orderbook might have a 0-price ask occasionally

    ].includes (exchange.id)) {

        if (bids.length && asks.length) {
            const errorMessage = 'bids[0][0]:' +  bids[0][0] + 'of' + bids.length +  'asks[0][0]:' +  asks[0][0] + 'of' + asks.length
            assert (bids[0][0] <= asks[0][0], errorMessage)
        }
    }

    console.log (symbol, method, orderbook['nonce'] || orderbook['datetime'], bids.length, 'bids:', bids[0], asks.length, 'asks:', asks[0])
}