Merge branch 'master' into engine

This commit is contained in:
Adrian Gallagher
2019-06-17 14:36:06 +10:00
4 changed files with 118 additions and 62 deletions

View File

@@ -9,11 +9,13 @@ import (
"github.com/thrasher-/gocryptotrader/exchanges/asset"
)
// Const values for orderbook package
// const values for orderbook package
const (
ErrOrderbookForExchangeNotFound = "ticker for exchange does not exist"
ErrPrimaryCurrencyNotFound = "primary currency for orderbook not found"
ErrSecondaryCurrencyNotFound = "secondary currency for orderbook not found"
errExchangeOrderbookNotFound = "orderbook for exchange does not exist"
errPairNotSet = "orderbook currency pair not set"
errAssetTypeNotSet = "orderbook asset type not set"
errBaseCurrencyNotFound = "orderbook base currency not found"
errQuoteCurrencyNotFound = "orderbook quote currency not found"
)
// Vars for the orderbook package
@@ -81,11 +83,11 @@ func Get(exchange string, p currency.Pair, orderbookType asset.Item) (Base, erro
}
if !BaseCurrencyExists(exchange, p.Base) {
return Base{}, errors.New(ErrPrimaryCurrencyNotFound)
return Base{}, errors.New(errBaseCurrencyNotFound)
}
if !QuoteCurrencyExists(exchange, p) {
return Base{}, errors.New(ErrSecondaryCurrencyNotFound)
return Base{}, errors.New(errQuoteCurrencyNotFound)
}
return orderbook.Orderbook[p.Base.Item][p.Quote.Item][orderbookType], nil
@@ -100,7 +102,7 @@ func GetByExchange(exchange string) (*Orderbook, error) {
return &Orderbooks[x], nil
}
}
return nil, errors.New(ErrOrderbookForExchangeNotFound)
return nil, errors.New(errExchangeOrderbookNotFound)
}
// BaseCurrencyExists checks to see if the base currency of the orderbook map
@@ -155,11 +157,11 @@ func CreateNewOrderbook(exchangeName string, orderbookNew *Base, orderbookType a
// list
func (o *Base) Process() error {
if o.Pair.IsEmpty() {
return errors.New("orderbook currency pair not populated")
return errors.New(errPairNotSet)
}
if o.AssetType == "" {
return errors.New("orderbook asset type not set")
return errors.New(errAssetTypeNotSet)
}
if o.LastUpdated.IsZero() {

View File

@@ -87,7 +87,7 @@ func TestGetOrderbook(t *testing.T) {
t.Fatalf("Test failed. TestGetOrderbook failed to get orderbook. Error %s",
err)
}
if result.Pair.String() != c.String() {
if !result.Pair.Equal(c) {
t.Fatal("Test failed. TestGetOrderbook failed. Mismatched pairs")
}
@@ -186,7 +186,7 @@ func TestCreateNewOrderbook(t *testing.T) {
t.Fatal("Test failed. TestCreateNewOrderbook failed to create new orderbook")
}
if result.Pair.String() != c.String() {
if !result.Pair.Equal(c) {
t.Fatal("Test failed. TestCreateNewOrderbook result pair is incorrect")
}
@@ -205,41 +205,66 @@ func TestProcessOrderbook(t *testing.T) {
Orderbooks = []Orderbook{}
c := currency.NewPairFromStrings("BTC", "USD")
base := Base{
Pair: c,
Asks: []Item{{Price: 100, Amount: 10}},
Bids: []Item{{Price: 200, Amount: 10}},
ExchangeName: "Exchange",
AssetType: asset.Spot,
}
// test for empty pair
base.Pair = currency.Pair{}
err := base.Process()
if err != nil {
t.Error("Test Failed - Process() error", err)
if err == nil {
t.Error("empty pair should throw an err")
}
// test for empty asset type
base.Pair = c
err = base.Process()
if err == nil {
t.Error("empty asset type should throw an err")
}
// now process a valid orderbook
base.AssetType = asset.Spot
err = base.Process()
if err != nil {
t.Error("unexpcted result: ", err)
}
result, err := Get("Exchange", c, asset.Spot)
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to create new orderbook")
}
if result.Pair.String() != c.String() {
if !result.Pair.Equal(c) {
t.Fatal("Test failed. TestProcessOrderbook result pair is incorrect")
}
// now test for processing a pair with a different quote currency
c = currency.NewPairFromStrings("BTC", "GBP")
base.Pair = c
err = base.Process()
if err != nil {
t.Error("Test Failed - Process() error", err)
}
result, err = Get("Exchange", c, asset.Spot)
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook")
}
if !result.Pair.Equal(c) {
t.Fatal("Test failed. TestProcessOrderbook result pair is incorrect")
}
if result.Pair.String() != c.String() {
// now test for processing a pair which has a different base currency
c = currency.NewPairFromStrings("LTC", "GBP")
base.Pair = c
err = base.Process()
if err != nil {
t.Error("Test Failed - Process() error", err)
}
result, err = Get("Exchange", c, asset.Spot)
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook")
}
if !result.Pair.Equal(c) {
t.Fatal("Test failed. TestProcessOrderbook result pair is incorrect")
}