From 640a7e6a8343b622487cc44ff0be09919a5e05ab Mon Sep 17 00:00:00 2001
From: Andrey Grehov <andrey.grehov@gmail.com>
Date: Tue, 30 Oct 2018 20:24:15 -0400
Subject: [PATCH] ProcessOrderbook: added a condition to check for existing
 orderbooks (#197)

* ProcessOrderbook: added a condition to check for existing orderbooks

* ProcessOrderbook: simplified the logic by removing useless code

* Covered orderbook read/write stability with tests

* Fixes race condition writing to a test array
---
 exchanges/orderbook/orderbook.go      | 21 +++------
 exchanges/orderbook/orderbook_test.go | 64 +++++++++++++++++++++++++++
 2 files changed, 70 insertions(+), 15 deletions(-)

diff --git a/exchanges/orderbook/orderbook.go b/exchanges/orderbook/orderbook.go
index b0ebd527..5f29a63d 100644
--- a/exchanges/orderbook/orderbook.go
+++ b/exchanges/orderbook/orderbook.go
@@ -166,11 +166,6 @@ func ProcessOrderbook(exchangeName string, p pair.CurrencyPair, orderbookNew Bas
 	orderbookNew.CurrencyPair = p.Pair().String()
 	orderbookNew.LastUpdated = time.Now()
 
-	if len(Orderbooks) == 0 {
-		CreateNewOrderbook(exchangeName, p, orderbookNew, orderbookType)
-		return
-	}
-
 	orderbook, err := GetOrderbookByExchange(exchangeName)
 	if err != nil {
 		CreateNewOrderbook(exchangeName, p, orderbookNew, orderbookType)
@@ -178,16 +173,12 @@ func ProcessOrderbook(exchangeName string, p pair.CurrencyPair, orderbookNew Bas
 	}
 
 	if FirstCurrencyExists(exchangeName, p.FirstCurrency) {
-		if !SecondCurrencyExists(exchangeName, p) {
-			m.Lock()
-			a := orderbook.Orderbook[p.FirstCurrency]
-			b := make(map[string]Base)
-			b[orderbookType] = orderbookNew
-			a[p.SecondCurrency] = b
-			orderbook.Orderbook[p.FirstCurrency] = a
-			m.Unlock()
-			return
-		}
+		m.Lock()
+		a := make(map[string]Base)
+		a[orderbookType] = orderbookNew
+		orderbook.Orderbook[p.FirstCurrency][p.SecondCurrency] = a
+		m.Unlock()
+		return
 	}
 
 	m.Lock()
diff --git a/exchanges/orderbook/orderbook_test.go b/exchanges/orderbook/orderbook_test.go
index f40bc834..aa2a2e29 100644
--- a/exchanges/orderbook/orderbook_test.go
+++ b/exchanges/orderbook/orderbook_test.go
@@ -1,6 +1,9 @@
 package orderbook
 
 import (
+	"math/rand"
+	"strconv"
+	"sync"
 	"testing"
 	"time"
 
@@ -263,4 +266,65 @@ func TestProcessOrderbook(t *testing.T) {
 	if a != 200 && b != 84000 {
 		t.Fatal("Test failed. TestProcessOrderbook CalculateTotalsBids incorrect values")
 	}
+
+	type quick struct {
+		Name string
+		P    pair.CurrencyPair
+		Bids []Item
+		Asks []Item
+	}
+
+	var testArray []quick
+
+	_ = rand.NewSource(time.Now().Unix())
+
+	var wg sync.WaitGroup
+	var m sync.Mutex
+
+	for i := 0; i < 500; i++ {
+		wg.Add(1)
+		go func() {
+			newName := "Exchange" + strconv.FormatInt(rand.Int63(), 10)
+			newPairs := pair.NewCurrencyPair("BTC"+strconv.FormatInt(rand.Int63(), 10),
+				"USD"+strconv.FormatInt(rand.Int63(), 10))
+
+			asks := []Item{{Price: rand.Float64(), Amount: rand.Float64()}}
+			bids := []Item{{Price: rand.Float64(), Amount: rand.Float64()}}
+			base := Base{
+				Pair:         newPairs,
+				CurrencyPair: newPairs.Pair().String(),
+				Asks:         asks,
+				Bids:         bids,
+			}
+
+			ProcessOrderbook(newName, newPairs, base, Spot)
+			m.Lock()
+			testArray = append(testArray, quick{Name: newName, P: newPairs, Bids: bids, Asks: asks})
+			m.Unlock()
+			wg.Done()
+		}()
+	}
+	wg.Wait()
+
+	for _, test := range testArray {
+		wg.Add(1)
+		go func(test quick) {
+			result, err := GetOrderbook(test.Name, test.P, Spot)
+			if err != nil {
+				t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook")
+			}
+
+			if result.Asks[0] != test.Asks[0] {
+				t.Error("Test failed. TestProcessOrderbook failed bad values")
+			}
+
+			if result.Bids[0] != test.Bids[0] {
+				t.Error("Test failed. TestProcessOrderbook failed bad values")
+			}
+
+			wg.Done()
+		}(test)
+	}
+
+	wg.Wait()
 }