fixed JSON deserialization in Coinbase with new SerializerSettings (#757)

vslee · web-flow · commit 0eed42a7a034 · 2022-03-31T18:35:00.000-07:00
- added test for Coinbase Match
- fixed compilation error in ExchangeBinanceAPITests.cs
diff --git a/src/ExchangeSharp/API/Common/BaseAPI.cs b/src/ExchangeSharp/API/Common/BaseAPI.cs
@@ -29,6 +29,7 @@ The above copyright notice and this permission notice shall be included in all c
 
 using Newtonsoft.Json;
 using Newtonsoft.Json.Linq;
+using Newtonsoft.Json.Serialization;
 
 namespace ExchangeSharp
 {
@@ -246,6 +247,16 @@ public RateGate RateLimit
 		/// </summary>
 		public Dictionary<string, TimeSpan> MethodCachePolicy { get; } = new Dictionary<string, TimeSpan>();
 
+		public static JsonSerializerSettings SerializerSettings { get; } = new JsonSerializerSettings
+		{
+			FloatParseHandling = FloatParseHandling.Decimal,
+			NullValueHandling = NullValueHandling.Ignore,
+			ContractResolver = new DefaultContractResolver
+			{
+				NamingStrategy = new SnakeCaseNamingStrategy()
+			},
+		};
+
 		private ICache cache = new MemoryCache();
 		/// <summary>
 		/// Get or set the current cache. Defaults to MemoryCache.
@@ -503,7 +514,7 @@ public async Task<T> MakeJsonRequestAsync<T>(string url, string? baseUrl = null,
 			await new SynchronizationContextRemover();
 
 			string stringResult = await MakeRequestAsync(url, baseUrl: baseUrl, payload: payload, method: requestMethod);
-			T jsonResult = JsonConvert.DeserializeObject<T>(stringResult);
+			T jsonResult = JsonConvert.DeserializeObject<T>(stringResult, SerializerSettings);
 			if (jsonResult is JToken token)
 			{
 				return (T)(object)CheckJsonResponse(token);
diff --git a/src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs b/src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs
@@ -316,7 +316,7 @@ protected override Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(Action<Exc
 				if (message.Contains(@"""l2update"""))
 				{
 					// parse delta update
-					var delta = JsonConvert.DeserializeObject<Level2>(message);
+					var delta = JsonConvert.DeserializeObject<Level2>(message, SerializerSettings);
 					book.MarketSymbol = delta.ProductId;
 					book.SequenceId = delta.Time.Ticks;
 					foreach (string[] change in delta.Changes)
@@ -336,7 +336,7 @@ protected override Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(Action<Exc
 				else if (message.Contains(@"""snapshot"""))
 				{
 					// parse snapshot
-					var snapshot = JsonConvert.DeserializeObject<Snapshot>(message);
+					var snapshot = JsonConvert.DeserializeObject<Snapshot>(message, SerializerSettings);
 					book.MarketSymbol = snapshot.ProductId;
 					foreach (decimal[] ask in snapshot.Asks)
 					{
@@ -451,11 +451,11 @@ protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object
 			return await ConnectPublicWebSocketAsync("/", async (_socket, msg) =>
 			{
 				var token = msg.ToStringFromUTF8();
-				var response = JsonConvert.DeserializeObject<BaseMessage>(token);
+				var response = JsonConvert.DeserializeObject<BaseMessage>(token, SerializerSettings);
 				switch (response.Type)
 				{
 					case ResponseType.Subscriptions:
-						var subscription = JsonConvert.DeserializeObject<Subscription>(token);
+						var subscription = JsonConvert.DeserializeObject<Subscription>(token, SerializerSettings);
 						if (subscription.Channels == null || !subscription.Channels.Any())
 						{
 							Trace.WriteLine($"{nameof(OnUserDataWebSocketAsync)}() no channels subscribed");
@@ -473,37 +473,37 @@ protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object
 					case ResponseType.L2Update:
 						throw new NotImplementedException($"Not expecting type {response.Type} in {nameof(OnUserDataWebSocketAsync)}()");
 					case ResponseType.Heartbeat:
-						var heartbeat = JsonConvert.DeserializeObject<Heartbeat>(token);
+						var heartbeat = JsonConvert.DeserializeObject<Heartbeat>(token, SerializerSettings);
 						Trace.WriteLine($"{nameof(OnUserDataWebSocketAsync)}() heartbeat received {heartbeat}");
 						break;
 					case ResponseType.Received:
-						var received = JsonConvert.DeserializeObject<Received>(token);
+						var received = JsonConvert.DeserializeObject<Received>(token, SerializerSettings);
 						callback(received.ExchangeOrderResult);
 						break;
 					case ResponseType.Open:
-						var open = JsonConvert.DeserializeObject<Open>(token);
+						var open = JsonConvert.DeserializeObject<Open>(token, SerializerSettings);
 						callback(open.ExchangeOrderResult);
 						break;
 					case ResponseType.Done:
-						var done = JsonConvert.DeserializeObject<Done>(token);
+						var done = JsonConvert.DeserializeObject<Done>(token, SerializerSettings);
 						callback(done.ExchangeOrderResult);
 						break;
 					case ResponseType.Match:
-						var match = JsonConvert.DeserializeObject<Match>(token);
+						var match = JsonConvert.DeserializeObject<Match>(token, SerializerSettings);
 						callback(match.ExchangeOrderResult);
 						break;
 					case ResponseType.LastMatch:
 						//var lastMatch = JsonConvert.DeserializeObject<LastMatch>(token);
 						throw new NotImplementedException($"Not expecting type {response.Type} in {nameof(OnUserDataWebSocketAsync)}()");
 					case ResponseType.Error:
-						var error = JsonConvert.DeserializeObject<Error>(token);
+						var error = JsonConvert.DeserializeObject<Error>(token, SerializerSettings);
 						throw new APIException($"{error.Reason}: {error.Message}");
 					case ResponseType.Change:
-						var change = JsonConvert.DeserializeObject<Change>(token);
+						var change = JsonConvert.DeserializeObject<Change>(token, SerializerSettings);
 						callback(change.ExchangeOrderResult);
 						break;
 					case ResponseType.Activate:
-						var activate = JsonConvert.DeserializeObject<Activate>(token);
+						var activate = JsonConvert.DeserializeObject<Activate>(token, SerializerSettings);
 						callback(activate.ExchangeOrderResult);
 						break;
 					case ResponseType.Status:
diff --git a/src/ExchangeSharp/API/Exchanges/Coinbase/Models/Response/Messages.cs b/src/ExchangeSharp/API/Exchanges/Coinbase/Models/Response/Messages.cs
@@ -40,7 +40,7 @@ internal class Activate : BaseMessage
 			OrderId = OrderId.ToString(),
 			ClientOrderId = null, // not provided here
 			Result = ExchangeAPIOrderResult.PendingOpen, // order has just been activated (so it starts in PendingOpen)
-			Message = null, // can use for something in the future if needed
+			Message = null, // + can use for something in the future if needed
 			Amount = Size,
 			AmountFilled = 0, // just activated, so none filled
 			Price = null, // not specified here (only StopPrice is)
@@ -78,7 +78,7 @@ internal class Change : BaseMessage
 			AmountFilled = null, // not specified here
 			Price = Price,
 			AveragePrice = null, // not specified here
-			// OrderDate - unclear if the Time in the Change msg is the new OrderDate or whether that is unchanged
+			OrderDate = Time, // + unclear if the Time in the Change msg is the new OrderDate or whether that is unchanged
 			CompletedDate = null, // order is active
 			MarketSymbol = ProductId,
 			IsBuy = Side == OrderSide.Buy,
@@ -132,7 +132,7 @@ internal class Heartbeat : BaseMessage
 		public long LastTradeId { get; set; }
 		public string ProductId { get; set; }
 		public long Sequence { get; set; }
-		public System.DateTimeOffset Time { get; set; }
+		public DateTimeOffset Time { get; set; }
 		public override string ToString()
 		{
 			return $"Heartbeat: Last TID {LastTradeId}, Product Id {ProductId}, Sequence {Sequence}, Time {Time}";
@@ -185,7 +185,7 @@ internal class Match : BaseMessage
 			AveragePrice = Price, // not specified here
 			// OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable
 			CompletedDate = null, // order not necessarily fullly filled at this point
-			TradeDate = Time.ToDateTimeInvariant(),
+			TradeDate = Time.UtcDateTime,
 			MarketSymbol = ProductId,
 			IsBuy = Side == OrderSide.Buy,
 			Fees = (MakerFeeRate ?? TakerFeeRate) * Price * Size,
diff --git a/src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs b/src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs
@@ -15,7 +15,6 @@ The above copyright notice and this permission notice shall be included in all c
 using System.Collections.Generic;
 using System.IO;
 using System.Linq;
-using System.Text.RegularExpressions;
 using System.Threading;
 using System.Threading.Tasks;
 
diff --git a/tests/ExchangeSharpTests/ExchangeBinanceAPITests.cs b/tests/ExchangeSharpTests/ExchangeBinanceAPITests.cs
@@ -52,7 +52,7 @@ public void DeserializeDiff()
     ]
   ]
 }";
-            var diff = JsonConvert.DeserializeObject<MarketDepthDiffUpdate>(toParse);
+            var diff = JsonConvert.DeserializeObject<MarketDepthDiffUpdate>(toParse, BaseAPI.SerializerSettings);
             ValidateDiff(diff);
         }
 
@@ -82,7 +82,7 @@ public void DeserializeComboStream()
 	}
 }";
 
-            var multistream = JsonConvert.DeserializeObject<MultiDepthStream>(toParse);
+            var multistream = JsonConvert.DeserializeObject<MultiDepthStream>(toParse, BaseAPI.SerializerSettings);
             multistream.Stream.Should().Be("bnbbtc@depth");
             ValidateDiff(multistream.Data);
         }
@@ -92,16 +92,17 @@ public void DeserializeRealData()
         {
             string real =
                 "{\"stream\":\"bnbbtc@depth\",\"data\":{\"e\":\"depthUpdate\",\"E\":1527540113575,\"s\":\"BNBBTC\",\"U\":77730662,\"u\":77730663,\"b\":[[\"0.00167300\",\"0.00000000\",[]],[\"0.00165310\",\"16.44000000\",[]]],\"a\":[]}}";
-            var diff = JsonConvert.DeserializeObject<MultiDepthStream>(real);
+            var diff = JsonConvert.DeserializeObject<MultiDepthStream>(real, BaseAPI.SerializerSettings);
             diff.Data.EventTime.Should().Be(1527540113575);
         }
 
         [TestMethod]
         public async Task CurrenciesParsedCorrectly()
         {
             var requestMaker = Substitute.For<IAPIRequestMaker>();
-            requestMaker.MakeRequestAsync("/capital/config/getall", new ExchangeBinanceAPI().BaseUrlSApi).Returns(Resources.BinanceGetAllAssets);
-            var binance = new ExchangeBinanceAPI { RequestMaker = requestMaker };
+			var binance = await ExchangeAPI.GetExchangeAPIAsync<ExchangeBinanceAPI>();
+			binance.RequestMaker = requestMaker;
+            requestMaker.MakeRequestAsync("/capital/config/getall", ((ExchangeBinanceAPI)binance).BaseUrlSApi).Returns(Resources.BinanceGetAllAssets);
             IReadOnlyDictionary<string, ExchangeCurrency> currencies = await binance.GetCurrenciesAsync();
             currencies.Should().HaveCount(3);
             currencies.TryGetValue("bnb", out ExchangeCurrency bnb).Should().BeTrue();
diff --git a/tests/ExchangeSharpTests/ExchangeCoinbaseAPITests.cs b/tests/ExchangeSharpTests/ExchangeCoinbaseAPITests.cs
@@ -0,0 +1,39 @@
+using ExchangeSharp;
+using ExchangeSharp.Coinbase;
+using FluentAssertions;
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using Newtonsoft.Json;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace ExchangeSharpTests
+{
+	[TestClass]
+	public sealed class ExchangeCoinbaseAPITests
+	{
+		private async Task<ExchangeCoinbaseAPI> MakeMockRequestMaker(string response = null)
+		{
+			var requestMaker = new MockAPIRequestMaker();
+			if (response != null)
+			{
+				requestMaker.GlobalResponse = response;
+			}
+			var api = (await ExchangeAPI.GetExchangeAPIAsync(ExchangeName.Coinbase) as ExchangeCoinbaseAPI)!;
+			api.RequestMaker = requestMaker;
+			return api;
+		}
+
+		[TestMethod]
+		public void DeserializeUserMatch()
+		{
+			string toParse = "{\r\n  \"type\": \"match\",\r\n  \"trade_id\": 10,\r\n  \"sequence\": 50,\r\n  \"maker_order_id\": \"ac928c66-ca53-498f-9c13-a110027a60e8\",\r\n  \"taker_order_id\": \"132fb6ae-456b-4654-b4e0-d681ac05cea1\",\r\n  \"time\": \"2014-11-07T08:19:27.028459Z\",\r\n  \"product_id\": \"BTC-USD\",\r\n  \"size\": \"5.23512\",\r\n  \"price\": \"400.23\",\r\n  \"side\": \"sell\"\r\n,\r\n  \"taker_user_id\": \"5844eceecf7e803e259d0365\",\r\n  \"user_id\": \"5844eceecf7e803e259d0365\",\r\n  \"taker_profile_id\": \"765d1549-9660-4be2-97d4-fa2d65fa3352\",\r\n  \"profile_id\": \"765d1549-9660-4be2-97d4-fa2d65fa3352\",\r\n  \"taker_fee_rate\": \"0.005\"\r\n}";
+
+			var usermatch = JsonConvert.DeserializeObject<Match>(toParse, BaseAPI.SerializerSettings);
+			usermatch.MakerOrderId.Should().Be("ac928c66-ca53-498f-9c13-a110027a60e8");
+			usermatch.ExchangeOrderResult.OrderId.Should().Be("132fb6ae-456b-4654-b4e0-d681ac05cea1");
+		}
+	}
+}
diff --git a/tests/ExchangeSharpTests/ExchangeTests.cs b/tests/ExchangeSharpTests/ExchangeTests.cs
@@ -91,7 +91,7 @@ public async Task GlobalSymbolTest()
 
             string globalMarketSymbol = "ETH-BTC"; //1 ETH is worth 0.0192 BTC...
             string globalMarketSymbolAlt = "BTC-KRW"; // WTF Bitthumb... //1 BTC worth 9,783,000 won
-            Dictionary<string, string[]> allSymbols = JsonConvert.DeserializeObject<Dictionary<string, string[]>>(System.IO.File.ReadAllText("TestData/AllSymbols.json"));
+            Dictionary<string, string[]> allSymbols = JsonConvert.DeserializeObject<Dictionary<string, string[]>>(System.IO.File.ReadAllText("TestData/AllSymbols.json"), ExchangeAPI.SerializerSettings);
 
             // sanity test that all exchanges return the same global symbol when converted back and forth
             foreach (IExchangeAPI api in await ExchangeAPI.GetExchangeAPIsAsync())

Original file line number	Diff line number	Diff line change
`@@ -52,7 +52,7 @@ public void DeserializeDiff()`
`52`	`52`	`]`
`53`	`53`	`]`
`54`	`54`	`}";`
`55`		`- var diff = JsonConvert.DeserializeObject<MarketDepthDiffUpdate>(toParse);`
	`55`	`+ var diff = JsonConvert.DeserializeObject<MarketDepthDiffUpdate>(toParse, BaseAPI.SerializerSettings);`
`56`	`56`	`ValidateDiff(diff);`
`57`	`57`	`}`
`58`	`58`
`@@ -82,7 +82,7 @@ public void DeserializeComboStream()`
`82`	`82`	`}`
`83`	`83`	`}";`
`84`	`84`
`85`		`- var multistream = JsonConvert.DeserializeObject<MultiDepthStream>(toParse);`
	`85`	`+ var multistream = JsonConvert.DeserializeObject<MultiDepthStream>(toParse, BaseAPI.SerializerSettings);`
`86`	`86`	`multistream.Stream.Should().Be("bnbbtc@depth");`
`87`	`87`	`ValidateDiff(multistream.Data);`
`88`	`88`	`}`
`@@ -92,16 +92,17 @@ public void DeserializeRealData()`
`92`	`92`	`{`
`93`	`93`	`string real =`
`94`	`94`	`"{\"stream\":\"bnbbtc@depth\",\"data\":{\"e\":\"depthUpdate\",\"E\":1527540113575,\"s\":\"BNBBTC\",\"U\":77730662,\"u\":77730663,\"b\":[[\"0.00167300\",\"0.00000000\",[]],[\"0.00165310\",\"16.44000000\",[]]],\"a\":[]}}";`
`95`		`- var diff = JsonConvert.DeserializeObject<MultiDepthStream>(real);`
	`95`	`+ var diff = JsonConvert.DeserializeObject<MultiDepthStream>(real, BaseAPI.SerializerSettings);`
`96`	`96`	`diff.Data.EventTime.Should().Be(1527540113575);`
`97`	`97`	`}`
`98`	`98`
`99`	`99`	`[TestMethod]`
`100`	`100`	`public async Task CurrenciesParsedCorrectly()`
`101`	`101`	`{`
`102`	`102`	`var requestMaker = Substitute.For<IAPIRequestMaker>();`
`103`		`- requestMaker.MakeRequestAsync("/capital/config/getall", new ExchangeBinanceAPI().BaseUrlSApi).Returns(Resources.BinanceGetAllAssets);`
`104`		`- var binance = new ExchangeBinanceAPI { RequestMaker = requestMaker };`
	`103`	`+ var binance = await ExchangeAPI.GetExchangeAPIAsync<ExchangeBinanceAPI>();`
	`104`	`+ binance.RequestMaker = requestMaker;`
	`105`	`+ requestMaker.MakeRequestAsync("/capital/config/getall", ((ExchangeBinanceAPI)binance).BaseUrlSApi).Returns(Resources.BinanceGetAllAssets);`
`105`	`106`	`IReadOnlyDictionary<string, ExchangeCurrency> currencies = await binance.GetCurrenciesAsync();`
`106`	`107`	`currencies.Should().HaveCount(3);`
`107`	`108`	`currencies.TryGetValue("bnb", out ExchangeCurrency bnb).Should().BeTrue();`