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orderbook/buffer: data integrity and resubscription pass (#910)

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* orderbook/buffer: data integrity and resubscription pass

* btcmarkets: REMOVE THAT LIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIINE!!!!!!!!!!!!!!!!!

* buffer: reinstate publish, refaactor, invalidate more and comments

* buffer/orderbook: improve update and snapshot performance. Move Update type to orderbook package to util. pointer through entire function calls. (cleanup). Change action string to uint8 for easier comparison. Add parsing helper. Update current test benchmark comments.

* dispatch: change publish func to variadic id param

* dispatch: remove sender receiver wait time as this adds overhead and complexity. update tests.

* dispatch: don't create pointers for every job container

* rpcserver: fix assertion issues with data publishing change

* linter: fixes

* glorious: nits addr

* depth: change validation handling to incorporate and store err

* linter: fix more issues

* dispatch: fix race

* travis: update before fetching

* depth: wrap and return wrapped error in invalidate call and fix tests

* btcmarkets: fix commenting

* workflow: check

* workflow: check

* orderbook: check error

* buffer/depth: return invalidation error and fix tests

* gctcli: display errors on orderbook streams

* buffer: remove unused types

* orderbook/bitmex: shift function to bitmex

* orderbook: Add specific comments to unexported functions that don't have locking require locking.

* orderbook: restrict published data functionality to orderbook.Outbound interface

* common: add assertion failure helper for error

* dispatch: remove atomics, add mutex protection, remove add/remove worker, redo main tests

* dispatch: export function

* engine: revert and change sub logger to manager

* engine: remove old test

* dispatch: add common variable ;)

* btcmarket: don't overflow int in tests on 32bit systems

* ci: force 1.17.7 usage for go

* Revert "ci: force 1.17.7 usage for go"

This reverts commit af2f95563bf218cf2b9f36a9fcf3258e2c6a2d91.

* golangci: bump version add and remove linter items

* Revert "golangci: bump version add and remove linter items"

This reverts commit 3c98bffc9d030e39faca0387ea40c151df2ab06b.

* dispatch: remove unsused mutex from mux

* order: slight optimizations

* nits: glorious

* dispatch: fix regression on uuid generation and input inline with master

* linter: fix

* linter: fix

* glorious: nit - rm slice segration

* account: fix test after merge

* coinbasepro: revert change

* account: close channel instead of needing a receiver, push alert in routine to prepare for waiter.

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2022-05-03 12:37:08 +10:00
committed by GitHub
parent 8adbcd0b2c
commit c6ad429827
48 changed files with 3998 additions and 3184 deletions
Download Patch File Download Diff File Expand all files Collapse all files

304
exchanges/stream/buffer/buffer_test.go
View File

@@ -3,6 +3,7 @@ package buffer
import (
"errors"
"math/rand"
"strings"
"testing"
"time"
@@ -44,9 +45,14 @@ func createSnapshot() (holder *Orderbook, asks, bids orderbook.Items, err error)
newBook := make(map[currency.Code]map[currency.Code]map[asset.Item]*orderbookHolder)
ch := make(chan interface{})
go func(<-chan interface{}) { // reader
for range ch {
}
}(ch)
holder = &Orderbook{
exchangeName: exchangeName,
dataHandler: make(chan interface{}, 100),
dataHandler: ch,
ob: newBook,
}
err = holder.LoadSnapshot(book)
@@ -78,7 +84,7 @@ func BenchmarkUpdateBidsByPrice(b *testing.B) {
b.ResetTimer()
for i := 0; i < b.N; i++ {
bidAsks := bidAskGenerator()
update := &Update{
update := &orderbook.Update{
Bids: bidAsks,
Asks: bidAsks,
Pair: cp,
@@ -98,7 +104,7 @@ func BenchmarkUpdateAsksByPrice(b *testing.B) {
b.ResetTimer()
for i := 0; i < b.N; i++ {
bidAsks := bidAskGenerator()
update := &Update{
update := &orderbook.Update{
Bids: bidAsks,
Asks: bidAsks,
Pair: cp,
@@ -112,14 +118,14 @@ func BenchmarkUpdateAsksByPrice(b *testing.B) {
// BenchmarkBufferPerformance demonstrates buffer more performant than multi
// process calls
// 4219518 287 ns/op 176 B/op 1 allocs/op
// 890016 1688 ns/op 416 B/op 3 allocs/op
func BenchmarkBufferPerformance(b *testing.B) {
holder, asks, bids, err := createSnapshot()
if err != nil {
b.Fatal(err)
}
holder.bufferEnabled = true
update := &Update{
update := &orderbook.Update{
Bids: bids,
Asks: asks,
Pair: cp,
@@ -139,7 +145,7 @@ func BenchmarkBufferPerformance(b *testing.B) {
}
// BenchmarkBufferSortingPerformance benchmark
// 2693391 467 ns/op 208 B/op 2 allocs/op
// 613964 2093 ns/op 440 B/op 4 allocs/op
func BenchmarkBufferSortingPerformance(b *testing.B) {
holder, asks, bids, err := createSnapshot()
if err != nil {
@@ -147,7 +153,7 @@ func BenchmarkBufferSortingPerformance(b *testing.B) {
}
holder.bufferEnabled = true
holder.sortBuffer = true
update := &Update{
update := &orderbook.Update{
Bids: bids,
Asks: asks,
Pair: cp,
@@ -167,7 +173,7 @@ func BenchmarkBufferSortingPerformance(b *testing.B) {
}
// BenchmarkBufferSortingPerformance benchmark
// 1000000 1019 ns/op 208 B/op 2 allocs/op
// 914500 1599 ns/op 440 B/op 4 allocs/op
func BenchmarkBufferSortingByIDPerformance(b *testing.B) {
holder, asks, bids, err := createSnapshot()
if err != nil {
@@ -176,7 +182,7 @@ func BenchmarkBufferSortingByIDPerformance(b *testing.B) {
holder.bufferEnabled = true
holder.sortBuffer = true
holder.sortBufferByUpdateIDs = true
update := &Update{
update := &orderbook.Update{
Bids: bids,
Asks: asks,
Pair: cp,
@@ -197,13 +203,15 @@ func BenchmarkBufferSortingByIDPerformance(b *testing.B) {
// BenchmarkNoBufferPerformance demonstrates orderbook process more performant
// than buffer
// 9516966 141 ns/op 0 B/op 0 allocs/op
// 122659 12792 ns/op 972 B/op 7 allocs/op PRIOR
// 1225924 1028 ns/op 240 B/op 2 allocs/op CURRENT
func BenchmarkNoBufferPerformance(b *testing.B) {
obl, asks, bids, err := createSnapshot()
if err != nil {
b.Fatal(err)
}
update := &Update{
update := &orderbook.Update{
Bids: bids,
Asks: asks,
Pair: cp,
@@ -211,6 +219,7 @@ func BenchmarkNoBufferPerformance(b *testing.B) {
Asset: asset.Spot,
}
b.ResetTimer()
for i := 0; i < b.N; i++ {
randomIndex := rand.Intn(4) // nolint:gosec // no need to import crypo/rand for testing
update.Asks = itemArray[randomIndex]
@@ -229,7 +238,7 @@ func TestUpdates(t *testing.T) {
}
book := holder.ob[cp.Base][cp.Quote][asset.Spot]
book.updateByPrice(&Update{
book.updateByPrice(&orderbook.Update{
Bids: itemArray[5],
Asks: itemArray[5],
Pair: cp,
@@ -240,7 +249,7 @@ func TestUpdates(t *testing.T) {
t.Error(err)
}
book.updateByPrice(&Update{
book.updateByPrice(&orderbook.Update{
Bids: itemArray[0],
Asks: itemArray[0],
Pair: cp,
@@ -251,7 +260,12 @@ func TestUpdates(t *testing.T) {
t.Error(err)
}
if book.ob.GetAskLength() != 3 {
askLen, err := book.ob.GetAskLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if askLen != 3 {
t.Error("Did not update")
}
}
@@ -267,7 +281,7 @@ func TestHittingTheBuffer(t *testing.T) {
for i := range itemArray {
asks := itemArray[i]
bids := itemArray[i]
err = holder.Update(&Update{
err = holder.Update(&orderbook.Update{
Bids: bids,
Asks: asks,
Pair: cp,
@@ -280,11 +294,22 @@ func TestHittingTheBuffer(t *testing.T) {
}
book := holder.ob[cp.Base][cp.Quote][asset.Spot]
if book.ob.GetAskLength() != 3 {
t.Errorf("expected 3 entries, received: %v", book.ob.GetAskLength())
askLen, err := book.ob.GetAskLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if book.ob.GetBidLength() != 3 {
t.Errorf("expected 3 entries, received: %v", book.ob.GetBidLength())
if askLen != 3 {
t.Errorf("expected 3 entries, received: %v", askLen)
}
bidLen, err := book.ob.GetBidLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if bidLen != 3 {
t.Errorf("expected 3 entries, received: %v", bidLen)
}
}
@@ -303,13 +328,13 @@ func TestInsertWithIDs(t *testing.T) {
continue
}
bids := itemArray[i]
err = holder.Update(&Update{
err = holder.Update(&orderbook.Update{
Bids: bids,
Asks: asks,
Pair: cp,
UpdateTime: time.Now(),
Asset: asset.Spot,
Action: UpdateInsert,
Action: orderbook.UpdateInsert,
})
if err != nil {
t.Fatal(err)
@@ -317,11 +342,20 @@ func TestInsertWithIDs(t *testing.T) {
}
book := holder.ob[cp.Base][cp.Quote][asset.Spot]
if book.ob.GetAskLength() != 6 {
t.Errorf("expected 5 entries, received: %v", book.ob.GetAskLength())
askLen, err := book.ob.GetAskLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if book.ob.GetBidLength() != 6 {
t.Errorf("expected 5 entries, received: %v", book.ob.GetBidLength())
if askLen != 6 {
t.Errorf("expected 6 entries, received: %v", askLen)
}
bidLen, err := book.ob.GetBidLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if bidLen != 6 {
t.Errorf("expected 6 entries, received: %v", bidLen)
}
}
@@ -338,7 +372,7 @@ func TestSortIDs(t *testing.T) {
for i := range itemArray {
asks := itemArray[i]
bids := itemArray[i]
err = holder.Update(&Update{
err = holder.Update(&orderbook.Update{
Bids: bids,
Asks: asks,
Pair: cp,
@@ -350,11 +384,20 @@ func TestSortIDs(t *testing.T) {
}
}
book := holder.ob[cp.Base][cp.Quote][asset.Spot]
if book.ob.GetAskLength() != 3 {
t.Errorf("expected 3 entries, received: %v", book.ob.GetAskLength())
askLen, err := book.ob.GetAskLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if book.ob.GetAskLength() != 3 {
t.Errorf("expected 3 entries, received: %v", book.ob.GetAskLength())
if askLen != 3 {
t.Errorf("expected 3 entries, received: %v", askLen)
}
bidLen, err := book.ob.GetBidLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if bidLen != 3 {
t.Errorf("expected 3 entries, received: %v", bidLen)
}
}
@@ -374,7 +417,7 @@ func TestOutOfOrderIDs(t *testing.T) {
holder.obBufferLimit = 5
for i := range itemArray {
asks := itemArray[i]
err = holder.Update(&Update{
err = holder.Update(&orderbook.Update{
Asks: asks,
Pair: cp,
UpdateID: outOFOrderIDs[i],
@@ -385,15 +428,16 @@ func TestOutOfOrderIDs(t *testing.T) {
}
}
book := holder.ob[cp.Base][cp.Quote][asset.Spot]
cpy := book.ob.Retrieve()
cpy, err := book.ob.Retrieve()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
// Index 1 since index 0 is price 7000
if cpy.Asks[1].Price != 2000 {
t.Errorf("expected sorted price to be 2000, received: %v", cpy.Asks[1].Price)
}
}
var errTest = errors.New("test error")
func TestOrderbookLastUpdateID(t *testing.T) {
holder, _, _, err := createSnapshot()
if err != nil {
@@ -404,16 +448,22 @@ func TestOrderbookLastUpdateID(t *testing.T) {
exp, itemArray[1][0].Price)
}
holder.checksum = func(state *orderbook.Base, checksum uint32) error { return errTest }
holder.checksum = func(state *orderbook.Base, checksum uint32) error { return errors.New("testerino") }
err = holder.Update(&Update{
// this update invalidates the book
err = holder.Update(&orderbook.Update{
Asks: []orderbook.Item{{Price: 999999}},
Pair: cp,
UpdateID: -1,
Asset: asset.Spot,
})
if !errors.Is(err, errTest) {
t.Fatalf("received: %v but expected: %v", err, errTest)
if !errors.Is(err, orderbook.ErrOrderbookInvalid) {
t.Fatalf("received: %v but expected: %v", err, orderbook.ErrOrderbookInvalid)
}
holder, _, _, err = createSnapshot()
if err != nil {
t.Fatal(err)
}
holder.checksum = func(state *orderbook.Base, checksum uint32) error { return nil }
@@ -421,7 +471,7 @@ func TestOrderbookLastUpdateID(t *testing.T) {
for i := range itemArray {
asks := itemArray[i]
err = holder.Update(&Update{
err = holder.Update(&orderbook.Update{
Asks: asks,
Pair: cp,
UpdateID: int64(i) + 1,
@@ -434,7 +484,7 @@ func TestOrderbookLastUpdateID(t *testing.T) {
// out of order
holder.verbose = true
err = holder.Update(&Update{
err = holder.Update(&orderbook.Update{
Asks: []orderbook.Item{{Price: 999999}},
Pair: cp,
UpdateID: 1,
@@ -470,7 +520,7 @@ func TestRunUpdateWithoutSnapshot(t *testing.T) {
snapShot1.Asset = asset.Spot
snapShot1.Pair = cp
holder.exchangeName = exchangeName
err := holder.Update(&Update{
err := holder.Update(&orderbook.Update{
Bids: bids,
Asks: asks,
Pair: cp,
@@ -492,7 +542,7 @@ func TestRunUpdateWithoutAnyUpdates(t *testing.T) {
snapShot1.Asset = asset.Spot
snapShot1.Pair = cp
obl.exchangeName = exchangeName
err := obl.Update(&Update{
err := obl.Update(&orderbook.Update{
Bids: snapShot1.Asks,
Asks: snapShot1.Bids,
Pair: cp,
@@ -729,9 +779,21 @@ func TestGetOrderbook(t *testing.T) {
t.Fatal(err)
}
bufferOb := holder.ob[cp.Base][cp.Quote][asset.Spot]
b := bufferOb.ob.Retrieve()
if bufferOb.ob.GetAskLength() != len(ob.Asks) ||
bufferOb.ob.GetBidLength() != len(ob.Bids) ||
b, err := bufferOb.ob.Retrieve()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
askLen, err := bufferOb.ob.GetAskLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
bidLen, err := bufferOb.ob.GetBidLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if askLen != len(ob.Asks) ||
bidLen != len(ob.Bids) ||
b.Asset != ob.Asset ||
b.Exchange != ob.Exchange ||
b.LastUpdateID != ob.LastUpdateID ||
@@ -795,7 +857,7 @@ func TestValidate(t *testing.T) {
t.Fatalf("expected error %v but received %v", errUpdateIsNil, err)
}
err = w.validate(&Update{})
err = w.validate(&orderbook.Update{})
if !errors.Is(err, errUpdateNoTargets) {
t.Fatalf("expected error %v but received %v", errUpdateNoTargets, err)
}
@@ -810,7 +872,7 @@ func TestEnsureMultipleUpdatesViaPrice(t *testing.T) {
asks := bidAskGenerator()
book := holder.ob[cp.Base][cp.Quote][asset.Spot]
book.updateByPrice(&Update{
book.updateByPrice(&orderbook.Update{
Bids: asks,
Asks: asks,
Pair: cp,
@@ -821,7 +883,12 @@ func TestEnsureMultipleUpdatesViaPrice(t *testing.T) {
t.Error(err)
}
if book.ob.GetAskLength() <= 3 {
askLen, err := book.ob.GetAskLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if askLen <= 3 {
t.Errorf("Insufficient updates")
}
}
@@ -851,20 +918,25 @@ func TestUpdateByIDAndAction(t *testing.T) {
book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...), 0, time.Time{}, true)
err = book.Retrieve().Verify()
if err != nil {
t.Fatal(err)
ob, err := book.Retrieve()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
err = ob.Verify()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
holder.ob = book
err = holder.updateByIDAndAction(&Update{})
if err == nil {
t.Fatal("error cannot be nil")
err = holder.updateByIDAndAction(&orderbook.Update{})
if !errors.Is(err, errInvalidAction) {
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidAction)
}
err = holder.updateByIDAndAction(&Update{
Action: Amend,
err = holder.updateByIDAndAction(&orderbook.Update{
Action: orderbook.Amend,
Bids: []orderbook.Item{
{
Price: 100,
@@ -872,13 +944,14 @@ func TestUpdateByIDAndAction(t *testing.T) {
},
},
})
if err == nil {
t.Fatal("error cannot be nil")
if !strings.Contains(err.Error(), errAmendFailure.Error()) {
t.Fatalf("received: '%v' but expected: '%v'", err, errAmendFailure)
}
book.LoadSnapshot(append(bids[:0:0], bids...), append(asks[:0:0], asks...), 0, time.Time{}, true)
// append to slice
err = holder.updateByIDAndAction(&Update{
Action: UpdateInsert,
err = holder.updateByIDAndAction(&orderbook.Update{
Action: orderbook.UpdateInsert,
Bids: []orderbook.Item{
{
Price: 0,
@@ -894,11 +967,14 @@ func TestUpdateByIDAndAction(t *testing.T) {
},
},
})
if err != nil {
t.Fatal(err)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
cpy := book.Retrieve()
cpy, err := book.Retrieve()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if cpy.Bids[len(cpy.Bids)-1].Price != 0 {
t.Fatal("did not append bid item")
@@ -908,8 +984,8 @@ func TestUpdateByIDAndAction(t *testing.T) {
}
// Change amount
err = holder.updateByIDAndAction(&Update{
Action: UpdateInsert,
err = holder.updateByIDAndAction(&orderbook.Update{
Action: orderbook.UpdateInsert,
Bids: []orderbook.Item{
{
Price: 0,
@@ -925,11 +1001,14 @@ func TestUpdateByIDAndAction(t *testing.T) {
},
},
})
if err != nil {
t.Fatal(err)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
cpy = book.Retrieve()
cpy, err = book.Retrieve()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if cpy.Bids[len(cpy.Bids)-1].Amount != 100 {
t.Fatal("did not update bid amount", cpy.Bids[len(cpy.Bids)-1].Amount)
@@ -940,8 +1019,8 @@ func TestUpdateByIDAndAction(t *testing.T) {
}
// Change price level
err = holder.updateByIDAndAction(&Update{
Action: UpdateInsert,
err = holder.updateByIDAndAction(&orderbook.Update{
Action: orderbook.UpdateInsert,
Bids: []orderbook.Item{
{
Price: 100,
@@ -957,11 +1036,14 @@ func TestUpdateByIDAndAction(t *testing.T) {
},
},
})
if err != nil {
t.Fatal(err)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
cpy = book.Retrieve()
cpy, err = book.Retrieve()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if cpy.Bids[0].Amount != 99 && cpy.Bids[0].Price != 100 {
t.Fatal("did not adjust bid item placement and details")
@@ -972,10 +1054,9 @@ func TestUpdateByIDAndAction(t *testing.T) {
}
book.LoadSnapshot(append(bids[:0:0], bids...), append(bids[:0:0], bids...), 0, time.Time{}, true) // nolint:gocritic
// Delete - not found
err = holder.updateByIDAndAction(&Update{
Action: Delete,
err = holder.updateByIDAndAction(&orderbook.Update{
Action: orderbook.Delete,
Asks: []orderbook.Item{
{
Price: 0,
@@ -984,54 +1065,54 @@ func TestUpdateByIDAndAction(t *testing.T) {
},
},
})
if err == nil {
t.Fatal("error cannot be nil")
}
err = holder.updateByIDAndAction(&Update{
Action: Delete,
Bids: []orderbook.Item{
{
Price: 0,
ID: 1337,
Amount: 99,
},
},
})
if err == nil {
t.Fatal("error cannot be nil")
if !strings.Contains(err.Error(), errDeleteFailure.Error()) {
t.Fatalf("received: '%v' but expected: '%v'", err, errDeleteFailure)
}
book.LoadSnapshot(append(bids[:0:0], bids...), append(bids[:0:0], bids...), 0, time.Time{}, true) // nolint:gocritic
// Delete - found
err = holder.updateByIDAndAction(&Update{
Action: Delete,
err = holder.updateByIDAndAction(&orderbook.Update{
Action: orderbook.Delete,
Asks: []orderbook.Item{
asks[0],
},
})
if err != nil {
t.Fatal(err)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if book.GetAskLength() != 99 {
askLen, err := book.GetAskLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if askLen != 99 {
t.Fatal("element not deleted")
}
// Apply update
err = holder.updateByIDAndAction(&Update{
Action: Amend,
err = holder.updateByIDAndAction(&orderbook.Update{
Action: orderbook.Amend,
Asks: []orderbook.Item{
{ID: 123456},
},
})
if err == nil {
t.Fatal("error cannot be nil")
if !strings.Contains(err.Error(), errAmendFailure.Error()) {
t.Fatalf("received: '%v' but expected: '%v'", err, errAmendFailure)
}
update := book.Retrieve().Asks[0]
book.LoadSnapshot(bids, bids, 0, time.Time{}, true)
ob, err = book.Retrieve()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
update := ob.Asks[0]
update.Amount = 1337
err = holder.updateByIDAndAction(&Update{
Action: Amend,
err = holder.updateByIDAndAction(&orderbook.Update{
Action: orderbook.Amend,
Asks: []orderbook.Item{
update,
},
@@ -1040,7 +1121,12 @@ func TestUpdateByIDAndAction(t *testing.T) {
t.Fatal(err)
}
if book.Retrieve().Asks[0].Amount != 1337 {
ob, err = book.Retrieve()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if ob.Asks[0].Amount != 1337 {
t.Fatal("element not updated")
}
}
@@ -1086,12 +1172,8 @@ func TestFlushOrderbook(t *testing.T) {
t.Fatal(err)
}
o, err := w.GetOrderbook(cp, asset.Spot)
if err != nil {
t.Fatal(err)
}
if len(o.Bids) != 0 || len(o.Asks) != 0 {
t.Fatal("orderbook items not flushed")
_, err = w.GetOrderbook(cp, asset.Spot)
if !errors.Is(err, orderbook.ErrOrderbookInvalid) {
t.Fatalf("received: '%v' but expected: '%v'", err, orderbook.ErrOrderbookInvalid)
}
}