fix func: bnc.CmFuturesWsPublicMsgUnmarshaler, bnc.UmFuturesWsPublicM…

…sgUnmarshaler
dwdwow · Jul 31, 2024 · 999fe04 · 999fe04
1 parent ee1d6df
commit 999fe04
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Showing 3 changed files with 42 additions and 16 deletions.
diff --git a/bnc/ws_pub_clt_fu_mar_pm.go b/bnc/ws_pub_clt_fu_mar_pm.go
@@ -17,10 +17,10 @@ type WsMarkPriceStream struct {
 	EventType            WsEvent `json:"e"`
 	EventTime            int64   `json:"E"`
 	Symbol               string  `json:"s"`
-	MarkPrice            float64 `json:"p,string"`
-	EstimatedSettlePrice float64 `json:"P,string"`
-	IndexPrice           float64 `json:"i,string"`
-	FundingRate          float64 `json:"r,string"`
+	MarkPrice            string  `json:"p"`
+	EstimatedSettlePrice string  `json:"P"`
+	IndexPrice           string  `json:"i"`
+	FundingRate          string  `json:"r"`
 	NextFundingTime      int64   `json:"T"`
 }
 

diff --git a/bnc/ws_pub_unmarshaler.go b/bnc/ws_pub_unmarshaler.go
@@ -38,6 +38,9 @@ func UmFuturesWsPublicMsgUnmarshaler(e WsEvent, isArray bool, data []byte) (any,
 		}
 		return unmarshal[WsMarkPriceStream](data)
 	case WsEventForceOrder:
+		if isArray {
+			return unmarshal[[]WsLiquidationOrderStream](data)
+		}
 		return unmarshal[WsLiquidationOrderStream](data)
 	case WsEventKline:
 		return unmarshal[WsKlineStream](data)
@@ -63,8 +66,14 @@ func CmFuturesWsPublicMsgUnmarshaler(e WsEvent, isArray bool, data []byte) (any,
 	case WsEventIndexPriceUpdate:
 		return unmarshal[WsCMIndexPriceStream](data)
 	case WsEventMarkPriceUpdate:
+		if isArray {
+			return unmarshal[[]WsMarkPriceStream](data)
+		}
 		return unmarshal[WsMarkPriceStream](data)
 	case WsEventForceOrder:
+		if isArray {
+			return unmarshal[[]WsLiquidationOrderStream](data)
+		}
 		return unmarshal[WsLiquidationOrderStream](data)
 	case WsEventKline:
 		return unmarshal[WsKlineStream](data)

diff --git a/bnc/ws_test.go b/bnc/ws_test.go
@@ -1,7 +1,6 @@
 package bnc
 
 import (
-	"fmt"
 	"testing"
 	"time"
 
@@ -63,7 +62,7 @@ func TestSpotPublicWsClient(t *testing.T) {
 			t.Error(msg.Err)
 			break
 		}
-		t.Log(msg.Data)
+		t.Logf("%+v", msg.Data)
 	}
 }
 
@@ -80,7 +79,7 @@ func TestUmFuturesPublicWsClient(t *testing.T) {
 			t.Error(msg.Err)
 			break
 		}
-		t.Log(msg.Data)
+		t.Logf("%+v", msg.Data)
 	}
 }
 
@@ -97,7 +96,7 @@ func TestCmFuturesPublicWsClient(t *testing.T) {
 			t.Error(msg.Err)
 			break
 		}
-		t.Log(msg.Data)
+		t.Logf("%+v", msg.Data)
 	}
 }
 
@@ -115,7 +114,7 @@ func TestWsClient_SubTrade(t *testing.T) {
 			t.Error(msg.Err)
 			break
 		}
-		fmt.Printf("%+v\n", msg.Data)
+		t.Logf("%+v", msg.Data)
 	}
 }
 
@@ -133,7 +132,7 @@ func TestWsClient_SubAggTrade(t *testing.T) {
 			t.Error(msg.Err)
 			break
 		}
-		t.Log(msg.Data)
+		t.Logf("%+v", msg.Data)
 	}
 }
 
@@ -151,7 +150,7 @@ func TestWsClient_SubKline(t *testing.T) {
 			t.Error(msg.Err)
 			break
 		}
-		t.Log(fmt.Sprintf("%+v", msg.Data))
+		t.Logf("%+v", msg.Data)
 	}
 }
 
@@ -169,7 +168,7 @@ func TestWsClient_SubDepthUpdate(t *testing.T) {
 			t.Error(msg.Err)
 			break
 		}
-		t.Log(fmt.Sprintf("%+v", msg.Data))
+		t.Logf("%+v", msg.Data)
 	}
 }
 
@@ -187,7 +186,25 @@ func TestWsClient_SubMarkPrice1s(t *testing.T) {
 			t.Error(msg.Err)
 			break
 		}
-		t.Log(fmt.Sprintf("%+v", msg.Data))
+		t.Logf("%+v", msg.Data)
+	}
+}
+
+func TestWsClient_SubAllMarkPrice1s(t *testing.T) {
+	ws := NewWsClient(CmFuturesWsCfg, nil, nil)
+	err := ws.start()
+	props.PanicIfNotNil(err)
+	err = ws.SubAllMarkPriceStream1s()
+	props.PanicIfNotNil(err)
+	sub, err := ws.SubAllMarkPrice1s()
+	props.PanicIfNotNil(err)
+	for {
+		msg := <-sub.Chan()
+		if msg.Err != nil {
+			t.Error(msg.Err)
+			break
+		}
+		t.Logf("%+v", msg.Data)
 	}
 }
 
@@ -205,7 +222,7 @@ func TestWsClient_SubCMIndexPrice1s(t *testing.T) {
 			t.Error(msg.Err)
 			break
 		}
-		t.Log(fmt.Sprintf("%+v", msg.Data))
+		t.Logf("%+v", msg.Data)
 	}
 }
 
@@ -223,7 +240,7 @@ func TestWsClient_SubLiquidationOrder(t *testing.T) {
 			t.Error(msg.Err)
 			break
 		}
-		t.Log(fmt.Sprintf("%+v", msg.Data))
+		t.Logf("%+v", msg.Data)
 	}
 }
 
@@ -241,6 +258,6 @@ func TestWsClient_SubAllMarketLiquidationOrder(t *testing.T) {
 			t.Error(msg.Err)
 			break
 		}
-		t.Log(fmt.Sprintf("%+v", msg.Data))
+		t.Logf("%+v", msg.Data)
 	}
 }