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buffer/orderbook: shift orderbook update logic from buffer package to orderbook package (#1908)
* buffer/orderbook: shift orderbook update logic from buffer package to orderbook package * Update exchanges/orderbook/depth.go Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> * linter: fixes * spelling: fix * samboss: add in some todos * sammy nit: add unlock on error * sammy nits: rm ptr to slice field buffer in orderbookHolder * sammy nits: Add more coverage bro * sammy nits: even more coverage * gk: nits on commentary * gk: nits change sort.Slice to slices.SortFunc * gk: fix commentary on buffer clearing * gk: nits fin * linter: fix * Update exchange/websocket/buffer/buffer.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/websocket/buffer/buffer.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/tranches.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/websocket/buffer/buffer_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/websocket/buffer/buffer_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/incremental_updates.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: refresh action types and names * gk nits: consolidate error vars and naming * gk nits: more name changes * gk nits; buffer tests update * gk nits: error var names change * linter: FIX * it gets inlined but there is an alloc * rn field in TODO * Update exchanges/binance/binance_websocket.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/binance/binance_websocket.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * orderbook: shift verify/validate funcs to validate.go and rn Verify() -> Validate() * orderbook: validate even in presence of checksum and allow cowboy mode * buffer; fix test * kraken: fix futures orderbook by reversing incoming bids * okx: change default spread pair * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: initial nits * rn fields V(v)erifyorderbook to V(v)alidateOrderbook * buffer/orderbook: nilguard in validate and change method receiver w -> o --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
GitHub
@@ -1,9 +1,7 @@
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package buffer
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import (
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"errors"
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"math/rand"
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"slices"
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"strconv"
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"testing"
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"time"
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@@ -37,20 +35,20 @@ func getExclusivePair() (currency.Pair, error) {
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return currency.NewPairFromStrings(currency.BTC.String(), currency.USDT.String()+strconv.FormatInt(offset.IncrementAndGet(), 10))
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}
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func createSnapshot(pair currency.Pair, bookVerifiy ...bool) (holder *Orderbook, asks, bids orderbook.Levels, err error) {
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func createSnapshot(pair currency.Pair) (holder *Orderbook, asks, bids orderbook.Levels, err error) {
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asks = orderbook.Levels{{Price: 4000, Amount: 1, ID: 6}}
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bids = orderbook.Levels{{Price: 4000, Amount: 1, ID: 6}}
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book := &orderbook.Book{
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Exchange: exchangeName,
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Asks: asks,
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Bids: bids,
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Asset: asset.Spot,
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Pair: pair,
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PriceDuplication: true,
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LastUpdated: time.Now(),
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VerifyOrderbook: len(bookVerifiy) > 0 && bookVerifiy[0],
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LastUpdateID: 69420,
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Exchange: exchangeName,
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Asks: asks,
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Bids: bids,
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Asset: asset.Spot,
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Pair: pair,
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PriceDuplication: true,
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LastUpdated: time.Now(),
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LastUpdateID: 69420,
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ValidateOrderbook: true,
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}
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newBook := make(map[key.PairAsset]*orderbookHolder)
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@@ -70,64 +68,6 @@ func createSnapshot(pair currency.Pair, bookVerifiy ...bool) (holder *Orderbook,
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return holder, asks, bids, err
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}
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func bidAskGenerator() []orderbook.Level {
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response := make([]orderbook.Level, 100)
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for i := range 100 {
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price := float64(rand.Intn(1000)) //nolint:gosec // no need to import crypo/rand for testing
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if price == 0 {
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price = 1
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}
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response[i] = orderbook.Level{
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Amount: float64(rand.Intn(10)), //nolint:gosec // no need to import crypo/rand for testing
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Price: price,
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ID: int64(i),
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}
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}
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return response
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}
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func BenchmarkUpdateBidsByPrice(b *testing.B) {
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cp, err := getExclusivePair()
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require.NoError(b, err)
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ob, _, _, err := createSnapshot(cp)
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require.NoError(b, err)
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for b.Loop() {
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bidAsks := bidAskGenerator()
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update := &orderbook.Update{
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Bids: bidAsks,
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Asks: bidAsks,
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Pair: cp,
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UpdateTime: time.Now(),
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Asset: asset.Spot,
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}
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holder := ob.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
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require.NoError(b, holder.updateByPrice(update))
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}
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}
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func BenchmarkUpdateAsksByPrice(b *testing.B) {
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cp, err := getExclusivePair()
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require.NoError(b, err)
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ob, _, _, err := createSnapshot(cp)
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require.NoError(b, err)
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for b.Loop() {
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bidAsks := bidAskGenerator()
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update := &orderbook.Update{
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Bids: bidAsks,
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Asks: bidAsks,
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Pair: cp,
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UpdateTime: time.Now(),
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Asset: asset.Spot,
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}
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holder := ob.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
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require.NoError(b, holder.updateByPrice(update))
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}
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}
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// BenchmarkBufferPerformance demonstrates buffer more performant than multi
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// process calls
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// 890016 1688 ns/op 416 B/op 3 allocs/op
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@@ -237,38 +177,6 @@ func BenchmarkNoBufferPerformance(b *testing.B) {
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}
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}
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func TestUpdates(t *testing.T) {
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t.Parallel()
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cp, err := getExclusivePair()
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require.NoError(t, err)
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holder, _, _, err := createSnapshot(cp)
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require.NoError(t, err)
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book := holder.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
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err = book.updateByPrice(&orderbook.Update{
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Bids: itemArray[5],
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Asks: itemArray[5],
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Pair: cp,
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UpdateTime: time.Now(),
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Asset: asset.Spot,
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})
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assert.NoError(t, err)
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err = book.updateByPrice(&orderbook.Update{
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Bids: itemArray[0],
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Asks: itemArray[0],
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Pair: cp,
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UpdateTime: time.Now(),
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Asset: asset.Spot,
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})
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assert.NoError(t, err)
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askLen, err := book.ob.GetAskLength()
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require.NoError(t, err)
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assert.Equal(t, 3, askLen)
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}
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// TestHittingTheBuffer logic test
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func TestHittingTheBuffer(t *testing.T) {
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t.Parallel()
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@@ -313,7 +221,6 @@ func TestInsertWithIDs(t *testing.T) {
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require.NoError(t, err)
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holder.bufferEnabled = true
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holder.updateEntriesByID = true
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holder.obBufferLimit = 5
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for i := range itemArray {
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asks := itemArray[i]
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@@ -327,7 +234,7 @@ func TestInsertWithIDs(t *testing.T) {
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Pair: cp,
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UpdateTime: time.Now(),
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Asset: asset.Spot,
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Action: orderbook.UpdateInsert,
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Action: orderbook.UpdateOrInsertAction,
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})
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require.NoError(t, err)
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}
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@@ -341,21 +248,13 @@ func TestInsertWithIDs(t *testing.T) {
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require.NoError(t, err)
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assert.Equal(t, 6, bidLen)
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cp, err = getExclusivePair()
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require.NoError(t, err)
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holder, _, _, err = createSnapshot(cp, true)
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require.NoError(t, err)
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holder.checksum = nil
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holder.updateIDProgression = false
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holder.obBufferLimit = 1
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err = holder.Update(&orderbook.Update{
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UpdateTime: time.Now(),
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Asset: asset.Spot,
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Asks: []orderbook.Level{{Price: 999999}},
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Pair: cp,
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})
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require.NoError(t, err)
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assert.ErrorIs(t, err, orderbook.ErrEmptyUpdate)
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}
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// TestSortIDs logic test
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@@ -437,15 +336,15 @@ func TestOrderbookLastUpdateID(t *testing.T) {
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assert.Equal(t, 1000., itemArray[0][0].Price)
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holder.checksum = func(*orderbook.Book, uint32) error { return errors.New("testerino") }
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// this update invalidates the book
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err = holder.Update(&orderbook.Update{
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Asks: []orderbook.Level{{Price: 999999}},
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Pair: cp,
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UpdateID: -1,
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Asset: asset.Spot,
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UpdateTime: time.Now(),
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Asks: orderbook.Levels{{Price: 999999}},
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Pair: cp,
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UpdateID: -1,
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Asset: asset.Spot,
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UpdateTime: time.Now(),
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ExpectedChecksum: 1337,
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GenerateChecksum: func(*orderbook.Book) uint32 { return 1336 },
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})
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require.ErrorIs(t, err, orderbook.ErrOrderbookInvalid)
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@@ -455,33 +354,34 @@ func TestOrderbookLastUpdateID(t *testing.T) {
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holder, _, _, err = createSnapshot(cp)
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require.NoError(t, err)
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holder.checksum = func(*orderbook.Book, uint32) error { return nil }
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holder.updateIDProgression = true
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for i := range itemArray {
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asks := itemArray[i]
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err = holder.Update(&orderbook.Update{
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Asks: asks,
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Pair: cp,
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UpdateID: int64(i) + 1 + 69420,
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Asset: asset.Spot,
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UpdateTime: time.Now(),
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Asks: asks,
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Pair: cp,
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UpdateID: int64(i) + 1 + 69420,
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Asset: asset.Spot,
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UpdateTime: time.Now(),
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SkipOutOfOrderLastUpdateID: true,
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ExpectedChecksum: 1337,
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GenerateChecksum: func(*orderbook.Book) uint32 { return 1337 },
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})
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require.NoError(t, err)
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}
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// out of order
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err = holder.Update(&orderbook.Update{
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Asks: []orderbook.Level{{Price: 999999}},
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Pair: cp,
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UpdateID: 1,
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Asset: asset.Spot,
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Asks: orderbook.Levels{{Price: 999999}},
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Pair: cp,
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UpdateID: 1,
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Asset: asset.Spot,
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SkipOutOfOrderLastUpdateID: true,
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})
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require.NoError(t, err)
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require.NoError(t, err, "Out of sequence Update must not error")
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ob, err := holder.GetOrderbook(cp, asset.Spot)
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require.NoError(t, err)
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assert.Equal(t, int64(len(itemArray)+69420), ob.LastUpdateID)
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require.NoError(t, err, "GetOrderbook must not error")
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assert.Equal(t, int64(len(itemArray)+69420), ob.LastUpdateID, "Out of sequence Update should not change LastUpdateID")
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}
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// TestRunUpdateWithoutSnapshot logic test
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@@ -501,7 +401,7 @@ func TestRunUpdateWithoutSnapshot(t *testing.T) {
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UpdateTime: time.Now(),
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Asset: asset.Spot,
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})
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require.ErrorIs(t, err, ErrDepthNotFound)
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require.ErrorIs(t, err, orderbook.ErrDepthNotFound)
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}
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// TestRunUpdateWithoutAnyUpdates logic test
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@@ -510,16 +410,18 @@ func TestRunUpdateWithoutAnyUpdates(t *testing.T) {
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cp, err := getExclusivePair()
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require.NoError(t, err)
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var obl Orderbook
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obl.exchangeName = exchangeName
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err = obl.Update(&orderbook.Update{
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Bids: []orderbook.Level{},
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Asks: []orderbook.Level{},
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holder, _, _, err := createSnapshot(cp)
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require.NoError(t, err)
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holder.exchangeName = exchangeName
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err = holder.Update(&orderbook.Update{
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Bids: orderbook.Levels{},
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Asks: orderbook.Levels{},
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Pair: cp,
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UpdateTime: time.Now(),
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Asset: asset.Spot,
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})
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require.ErrorIs(t, err, errUpdateNoTargets)
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require.ErrorIs(t, err, orderbook.ErrEmptyUpdate)
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}
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// TestRunSnapshotWithNoData logic test
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@@ -549,6 +451,16 @@ func TestLoadSnapshot(t *testing.T) {
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var obl Orderbook
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obl.dataHandler = make(chan any, 100)
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obl.ob = make(map[key.PairAsset]*orderbookHolder)
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err = obl.LoadSnapshot(&orderbook.Book{Asks: orderbook.Levels{{Amount: 1}}, ValidateOrderbook: true})
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require.ErrorIs(t, err, orderbook.ErrPriceZero)
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err = obl.LoadSnapshot(&orderbook.Book{Asks: orderbook.Levels{{Amount: 1}}})
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require.ErrorIs(t, err, orderbook.ErrExchangeNameEmpty)
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err = obl.LoadSnapshot(&orderbook.Book{Asks: orderbook.Levels{{Amount: 1}}, Exchange: "test", Pair: cp, Asset: asset.Spot})
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require.ErrorIs(t, err, orderbook.ErrLastUpdatedNotSet)
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var snapShot1 orderbook.Book
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snapShot1.Exchange = "SnapshotWithOverride"
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asks := []orderbook.Level{{Price: 4000, Amount: 1, ID: 8}}
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@@ -568,11 +480,19 @@ func TestFlushBuffer(t *testing.T) {
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require.NoError(t, err)
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obl, _, _, err := createSnapshot(cp)
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require.NoError(t, err)
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require.NoError(t, err, "createSnapshot must not error")
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require.NotEmpty(t, obl.ob, "createSnapshot must not return empty")
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k := key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}
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holder, ok := obl.ob[k]
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require.Truef(t, ok, "createSnapshot must return a orderbook for %v", k)
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holder.buffer = make([]orderbook.Update, 0, 10)
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holder.buffer = append(holder.buffer, orderbook.Update{})
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assert.NotEmpty(t, obl.ob)
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obl.FlushBuffer()
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assert.Empty(t, obl.ob)
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assert.Empty(t, holder.buffer, "FlushBuffer should empty buffer")
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assert.Equal(t, 10, cap(holder.buffer), "FlushBuffer should leave the buffer cap to avoid reallocs")
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}
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// TestInsertingSnapShots logic test
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@@ -767,7 +687,7 @@ func TestLastUpdateID(t *testing.T) {
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require.ErrorIs(t, err, asset.ErrInvalidAsset)
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_, err = holder.LastUpdateID(cp, asset.FutureCombo)
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require.ErrorIs(t, err, ErrDepthNotFound)
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require.ErrorIs(t, err, orderbook.ErrDepthNotFound)
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ob, err := holder.LastUpdateID(cp, asset.Spot)
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require.NoError(t, err)
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@@ -797,194 +717,17 @@ func TestSetup(t *testing.T) {
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exchangeConfig.Name = "test"
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bufferConf.SortBuffer = true
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bufferConf.SortBufferByUpdateIDs = true
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bufferConf.UpdateEntriesByID = true
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err = w.Setup(exchangeConfig, bufferConf, make(chan any))
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require.NoError(t, err)
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if w.obBufferLimit != 1337 ||
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!w.bufferEnabled ||
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!w.sortBuffer ||
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!w.sortBufferByUpdateIDs ||
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!w.updateEntriesByID ||
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w.exchangeName != "test" {
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t.Errorf("Setup incorrectly loaded %s", w.exchangeName)
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}
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require.Equal(t, 1337, w.obBufferLimit)
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require.True(t, w.bufferEnabled)
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require.True(t, w.sortBuffer)
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require.True(t, w.sortBufferByUpdateIDs)
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require.Equal(t, "test", w.exchangeName)
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}
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func TestValidate(t *testing.T) {
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t.Parallel()
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w := Orderbook{}
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err := w.validate(nil)
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require.ErrorIs(t, err, errUpdateIsNil)
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err = w.validate(&orderbook.Update{})
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require.ErrorIs(t, err, errUpdateNoTargets)
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}
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func TestEnsureMultipleUpdatesViaPrice(t *testing.T) {
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t.Parallel()
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cp, err := getExclusivePair()
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require.NoError(t, err)
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holder, _, _, err := createSnapshot(cp)
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require.NoError(t, err)
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asks := bidAskGenerator()
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book := holder.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
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err = book.updateByPrice(&orderbook.Update{
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Bids: asks,
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Asks: asks,
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Pair: cp,
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UpdateTime: time.Now(),
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Asset: asset.Spot,
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})
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require.NoError(t, err)
|
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|
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askLen, err := book.ob.GetAskLength()
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require.NoError(t, err)
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assert.LessOrEqual(t, 3, askLen)
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}
|
||||
|
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func deploySliceOrdered(size int) orderbook.Levels {
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items := make([]orderbook.Level, size)
|
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for i := range size {
|
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items[i] = orderbook.Level{Amount: 1, Price: rand.Float64() + float64(i), ID: rand.Int63()} //nolint:gosec // Not needed for tests
|
||||
}
|
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return items
|
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}
|
||||
|
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func TestUpdateByIDAndAction(t *testing.T) {
|
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t.Parallel()
|
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cp, err := getExclusivePair()
|
||||
require.NoError(t, err)
|
||||
|
||||
asks := deploySliceOrdered(100)
|
||||
bids := slices.Clone(asks)
|
||||
bids.Reverse()
|
||||
|
||||
book, err := orderbook.DeployDepth("test", cp, asset.Spot)
|
||||
require.NoError(t, err)
|
||||
|
||||
err = book.LoadSnapshot(slices.Clone(bids), slices.Clone(asks), 0, time.Now(), time.Now(), true)
|
||||
require.NoError(t, err)
|
||||
|
||||
ob, err := book.Retrieve()
|
||||
require.NoError(t, err)
|
||||
|
||||
require.NoError(t, ob.Verify())
|
||||
|
||||
holder := orderbookHolder{ob: book}
|
||||
err = holder.updateByIDAndAction(&orderbook.Update{})
|
||||
require.ErrorIs(t, err, errInvalidAction)
|
||||
|
||||
err = holder.updateByIDAndAction(&orderbook.Update{
|
||||
Action: orderbook.Amend,
|
||||
Bids: []orderbook.Level{{Price: 100, ID: 6969}},
|
||||
})
|
||||
require.ErrorIs(t, err, errAmendFailure)
|
||||
|
||||
err = book.LoadSnapshot(slices.Clone(bids), slices.Clone(asks), 0, time.Now(), time.Now(), true)
|
||||
require.NoError(t, err)
|
||||
|
||||
// append to slice
|
||||
err = holder.updateByIDAndAction(&orderbook.Update{
|
||||
Action: orderbook.UpdateInsert,
|
||||
Bids: []orderbook.Level{{Price: 0, ID: 1337, Amount: 1}},
|
||||
Asks: []orderbook.Level{{Price: 100, ID: 1337, Amount: 1}},
|
||||
UpdateTime: time.Now(),
|
||||
})
|
||||
require.NoError(t, err)
|
||||
|
||||
cpy, err := book.Retrieve()
|
||||
require.NoError(t, err)
|
||||
require.Equal(t, 0., cpy.Bids[len(cpy.Bids)-1].Price)
|
||||
require.Equal(t, 100., cpy.Asks[len(cpy.Asks)-1].Price)
|
||||
|
||||
// Change amount
|
||||
err = holder.updateByIDAndAction(&orderbook.Update{
|
||||
Action: orderbook.UpdateInsert,
|
||||
Bids: []orderbook.Level{{Price: 0, ID: 1337, Amount: 100}},
|
||||
Asks: []orderbook.Level{{Price: 100, ID: 1337, Amount: 100}},
|
||||
UpdateTime: time.Now(),
|
||||
})
|
||||
require.NoError(t, err)
|
||||
|
||||
cpy, err = book.Retrieve()
|
||||
require.NoError(t, err)
|
||||
require.Equal(t, 100., cpy.Bids[len(cpy.Bids)-1].Amount)
|
||||
require.Equal(t, 100., cpy.Asks[len(cpy.Asks)-1].Amount)
|
||||
|
||||
// Change price level
|
||||
err = holder.updateByIDAndAction(&orderbook.Update{
|
||||
Action: orderbook.UpdateInsert,
|
||||
Bids: []orderbook.Level{{Price: 100, ID: 1337, Amount: 99}},
|
||||
Asks: []orderbook.Level{{Price: 0, ID: 1337, Amount: 99}},
|
||||
UpdateTime: time.Now(),
|
||||
})
|
||||
require.NoError(t, err)
|
||||
|
||||
cpy, err = book.Retrieve()
|
||||
require.NoError(t, err)
|
||||
|
||||
require.Equal(t, 99., cpy.Bids[0].Amount)
|
||||
require.Equal(t, 100., cpy.Bids[0].Price)
|
||||
require.Equal(t, 99., cpy.Asks[0].Amount)
|
||||
require.Equal(t, 0., cpy.Asks[0].Price)
|
||||
|
||||
err = book.LoadSnapshot(slices.Clone(bids), slices.Clone(asks), 0, time.Now(), time.Now(), true)
|
||||
require.NoError(t, err)
|
||||
// Delete - not found
|
||||
err = holder.updateByIDAndAction(&orderbook.Update{
|
||||
Action: orderbook.Delete,
|
||||
Asks: []orderbook.Level{{Price: 0, ID: 1337, Amount: 99}},
|
||||
})
|
||||
require.ErrorIs(t, err, errDeleteFailure)
|
||||
|
||||
err = book.LoadSnapshot(slices.Clone(bids), slices.Clone(asks), 0, time.Now(), time.Now(), true)
|
||||
require.NoError(t, err)
|
||||
|
||||
// Delete - found
|
||||
err = holder.updateByIDAndAction(&orderbook.Update{
|
||||
Action: orderbook.Delete,
|
||||
Asks: []orderbook.Level{asks[0]},
|
||||
UpdateTime: time.Now(),
|
||||
})
|
||||
require.NoError(t, err)
|
||||
|
||||
askLen, err := book.GetAskLength()
|
||||
require.NoError(t, err)
|
||||
require.Equal(t, 99, askLen)
|
||||
|
||||
// Apply update
|
||||
err = holder.updateByIDAndAction(&orderbook.Update{
|
||||
Action: orderbook.Amend,
|
||||
Asks: []orderbook.Level{{ID: 123456}},
|
||||
})
|
||||
require.ErrorIs(t, err, errAmendFailure)
|
||||
|
||||
err = book.LoadSnapshot(slices.Clone(bids), slices.Clone(bids), 0, time.Now(), time.Now(), true)
|
||||
require.NoError(t, err)
|
||||
|
||||
ob, err = book.Retrieve()
|
||||
require.NoError(t, err)
|
||||
require.NotEmpty(t, ob.Asks)
|
||||
require.NotEmpty(t, ob.Bids)
|
||||
|
||||
update := ob.Asks[0]
|
||||
update.Amount = 1337
|
||||
|
||||
err = holder.updateByIDAndAction(&orderbook.Update{
|
||||
Action: orderbook.Amend,
|
||||
Asks: []orderbook.Level{update},
|
||||
UpdateTime: time.Now(),
|
||||
})
|
||||
require.NoError(t, err)
|
||||
|
||||
ob, err = book.Retrieve()
|
||||
require.NoError(t, err)
|
||||
require.Equal(t, 1337., ob.Asks[0].Amount)
|
||||
}
|
||||
|
||||
func TestFlushOrderbook(t *testing.T) {
|
||||
func TestInvalidateOrderbook(t *testing.T) {
|
||||
t.Parallel()
|
||||
cp, err := getExclusivePair()
|
||||
require.NoError(t, err)
|
||||
@@ -1003,16 +746,16 @@ func TestFlushOrderbook(t *testing.T) {
|
||||
snapShot1.Pair = cp
|
||||
snapShot1.LastUpdated = time.Now()
|
||||
|
||||
err = w.FlushOrderbook(cp, asset.Spot)
|
||||
err = w.InvalidateOrderbook(cp, asset.Spot)
|
||||
if err == nil {
|
||||
t.Fatal("book not loaded error cannot be nil")
|
||||
}
|
||||
|
||||
_, err = w.GetOrderbook(cp, asset.Spot)
|
||||
require.ErrorIs(t, err, ErrDepthNotFound)
|
||||
require.ErrorIs(t, err, orderbook.ErrDepthNotFound)
|
||||
|
||||
require.NoError(t, w.LoadSnapshot(&snapShot1))
|
||||
require.NoError(t, w.FlushOrderbook(cp, asset.Spot))
|
||||
require.NoError(t, w.InvalidateOrderbook(cp, asset.Spot))
|
||||
|
||||
_, err = w.GetOrderbook(cp, asset.Spot)
|
||||
require.ErrorIs(t, err, orderbook.ErrOrderbookInvalid)
|
||||
|
||||
Reference in New Issue
Block a user