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Engine: Protocol Features, coverage, types, BTC markets websocket (#368)

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* Attempts to update orderbook so it doesn't need to sort

* Reverts the ws ob stuff. Gets rid of sorting because it happens later. Adds some exchange features

* update existing feature lists. Expands list definition to match my emotions

* Adds bithumb bitmex and bitstamp. adds a couple more types

* Features for you, features for me, features for bittrex, btcmarkets, btse, coinbasepro, coinut, exmo, gateio and gemini

* Features for hitbtc, huobi, itbit, kraken, lakebtc, lbank, localbitcoins, okcoin, okex, poloniex, yobit, zb

* Who can forget good old alphapoint?

* Adds btcmarksets websocket :glitch_crab: fixes alphapoint features

* Adds extra data not in the documentation :/

* Replaces websocket features by using protocol features. However, it breaks it due to import cycles. I'm not sure what I'll do just yet

* Removes import cycle via duplicate structs.

* Increases coverage of config with `TestCheckCurrencyConfigValues`. Moves all currency pair package types into their own files or places it at the bottom of files if necessary

* Increase coverage in code.go

* One way of determining a test has failed, is when to it fails. Removed redundant explanation

* Increases code coverage of conversion

* Lint fixes

* Fixes orderbook tests

* Re-adds sorting because its important to still have the internal pre-processed orderbook to be representative of a real orderbook

* Secret lints that did not show up via Windows linting

* Adds protocol package to contain exchange features

* Fixes protocol implementation

* Fixes ws tests

* Addresses the following: Removes st-st-stutters in config types, changes GetAvailableForexProviders -> GetSupportedForexProviders, removes errors from tests where error is nil, removes orderbook setup when not necessary, removes import newlines, removes false bools from declaration, changes should of to should have

* imports and casing

* Fixes two more nil error checks
This commit is contained in:
Scott
2019-10-22 10:56:20 +11:00
committed by Adrian Gallagher
parent ec0ed1c1e5
commit ccfcdf26aa
156 changed files with 5228 additions and 4337 deletions
Download Patch File Download Diff File Expand all files Collapse all files

74
exchanges/orderbook/orderbook_test.go
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@@ -56,7 +56,7 @@ func TestSubscribeOrderbook(t *testing.T) {
err = b.Process()
if err != nil {
t.Error("test failed - process error", err)
t.Error("process error", err)
}
_, err = SubscribeOrderbook("SubscribeOBTest", p, asset.Spot)
@@ -67,7 +67,7 @@ func TestSubscribeOrderbook(t *testing.T) {
// process redundant update
err = b.Process()
if err != nil {
t.Error("test failed - process error", err)
t.Error("process error", err)
}
}
@@ -125,7 +125,7 @@ func TestSubscribeToExchangeOrderbooks(t *testing.T) {
err = b.Process()
if err != nil {
t.Error("test failed:", err)
t.Error("", err)
}
_, err = SubscribeToExchangeOrderbooks("SubscribeToExchangeOrderbooks")
@@ -167,7 +167,7 @@ func TestCalculateTotalBids(t *testing.T) {
a, b := base.TotalBidsAmount()
if a != 10 && b != 1000 {
t.Fatal("Test failed. TestCalculateTotalBids expected a = 10 and b = 1000")
t.Fatal("TestCalculateTotalBids expected a = 10 and b = 1000")
}
}
@@ -181,7 +181,7 @@ func TestCalculateTotaAsks(t *testing.T) {
a, b := base.TotalAsksAmount()
if a != 10 && b != 1000 {
t.Fatal("Test failed. TestCalculateTotalAsks expected a = 10 and b = 1000")
t.Fatal("TestCalculateTotalAsks expected a = 10 and b = 1000")
}
}
@@ -202,17 +202,17 @@ func TestUpdate(t *testing.T) {
base.Update(bids, asks)
if !base.LastUpdated.After(timeNow) {
t.Fatal("test failed. TestUpdate expected LastUpdated to be greater then original time")
t.Fatal("TestUpdate expected LastUpdated to be greater then original time")
}
a, b := base.TotalAsksAmount()
if a != 100 && b != 20200 {
t.Fatal("Test failed. TestUpdate expected a = 100 and b = 20100")
t.Fatal("TestUpdate expected a = 100 and b = 20100")
}
a, b = base.TotalBidsAmount()
if a != 100 && b != 20100 {
t.Fatal("Test failed. TestUpdate expected a = 100 and b = 20100")
t.Fatal("TestUpdate expected a = 100 and b = 20100")
}
}
@@ -233,28 +233,28 @@ func TestGetOrderbook(t *testing.T) {
result, err := Get("Exchange", c, asset.Spot)
if err != nil {
t.Fatalf("Test failed. TestGetOrderbook failed to get orderbook. Error %s",
t.Fatalf("TestGetOrderbook failed to get orderbook. Error %s",
err)
}
if !result.Pair.Equal(c) {
t.Fatal("Test failed. TestGetOrderbook failed. Mismatched pairs")
t.Fatal("TestGetOrderbook failed. Mismatched pairs")
}
_, err = Get("nonexistent", c, asset.Spot)
if err == nil {
t.Fatal("Test failed. TestGetOrderbook retrieved non-existent orderbook")
t.Fatal("TestGetOrderbook retrieved non-existent orderbook")
}
c.Base = currency.NewCode("blah")
_, err = Get("Exchange", c, asset.Spot)
if err == nil {
t.Fatal("Test failed. TestGetOrderbook retrieved non-existent orderbook using invalid first currency")
t.Fatal("TestGetOrderbook retrieved non-existent orderbook using invalid first currency")
}
newCurrency := currency.NewPairFromStrings("BTC", "AUD")
_, err = Get("Exchange", newCurrency, asset.Spot)
if err == nil {
t.Fatal("Test failed. TestGetOrderbook retrieved non-existent orderbook using invalid second currency")
t.Fatal("TestGetOrderbook retrieved non-existent orderbook using invalid second currency")
}
base.Pair = newCurrency
@@ -286,21 +286,21 @@ func TestCreateNewOrderbook(t *testing.T) {
result, err := Get("testCreateNewOrderbook", c, asset.Spot)
if err != nil {
t.Fatal("Test failed. TestCreateNewOrderbook failed to create new orderbook", err)
t.Fatal("TestCreateNewOrderbook failed to create new orderbook", err)
}
if !result.Pair.Equal(c) {
t.Fatal("Test failed. TestCreateNewOrderbook result pair is incorrect")
t.Fatal("TestCreateNewOrderbook result pair is incorrect")
}
a, b := result.TotalAsksAmount()
if a != 10 && b != 1000 {
t.Fatal("Test failed. TestCreateNewOrderbook CalculateTotalAsks value is incorrect")
t.Fatal("TestCreateNewOrderbook CalculateTotalAsks value is incorrect")
}
a, b = result.TotalBidsAmount()
if a != 10 && b != 2000 {
t.Fatal("Test failed. TestCreateNewOrderbook CalculateTotalBids value is incorrect")
t.Fatal("TestCreateNewOrderbook CalculateTotalBids value is incorrect")
}
}
@@ -334,10 +334,10 @@ func TestProcessOrderbook(t *testing.T) {
}
result, err := Get("ProcessOrderbook", c, asset.Spot)
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to create new orderbook")
t.Fatal("TestProcessOrderbook failed to create new orderbook")
}
if !result.Pair.Equal(c) {
t.Fatal("Test failed. TestProcessOrderbook result pair is incorrect")
t.Fatal("TestProcessOrderbook result pair is incorrect")
}
// now test for processing a pair with a different quote currency
@@ -345,14 +345,14 @@ func TestProcessOrderbook(t *testing.T) {
base.Pair = c
err = base.Process()
if err != nil {
t.Error("Test Failed - Process() error", err)
t.Error("Process() error", err)
}
result, err = Get("ProcessOrderbook", c, asset.Spot)
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook")
t.Fatal("TestProcessOrderbook failed to retrieve new orderbook")
}
if !result.Pair.Equal(c) {
t.Fatal("Test failed. TestProcessOrderbook result pair is incorrect")
t.Fatal("TestProcessOrderbook result pair is incorrect")
}
// now test for processing a pair which has a different base currency
@@ -360,31 +360,31 @@ func TestProcessOrderbook(t *testing.T) {
base.Pair = c
err = base.Process()
if err != nil {
t.Error("Test Failed - Process() error", err)
t.Error("Process() error", err)
}
result, err = Get("ProcessOrderbook", c, asset.Spot)
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook")
t.Fatal("TestProcessOrderbook failed to retrieve new orderbook")
}
if !result.Pair.Equal(c) {
t.Fatal("Test failed. TestProcessOrderbook result pair is incorrect")
t.Fatal("TestProcessOrderbook result pair is incorrect")
}
base.Asks = []Item{{Price: 200, Amount: 200}}
base.AssetType = "monthly"
err = base.Process()
if err != nil {
t.Error("Test Failed - Process() error", err)
t.Error("Process() error", err)
}
result, err = Get("ProcessOrderbook", c, "monthly")
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook")
t.Fatal("TestProcessOrderbook failed to retrieve new orderbook")
}
a, b := result.TotalAsksAmount()
if a != 200 && b != 40000 {
t.Fatal("Test failed. TestProcessOrderbook CalculateTotalsAsks incorrect values")
t.Fatal("TestProcessOrderbook CalculateTotalsAsks incorrect values")
}
base.Bids = []Item{{Price: 420, Amount: 200}}
@@ -392,16 +392,16 @@ func TestProcessOrderbook(t *testing.T) {
base.AssetType = "quarterly"
err = base.Process()
if err != nil {
t.Error("Test Failed - Process() error", err)
t.Error("Process() error", err)
}
result, err = Get("Blah", c, "quarterly")
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to create new orderbook")
t.Fatal("TestProcessOrderbook failed to create new orderbook")
}
if a != 200 && b != 84000 {
t.Fatal("Test failed. TestProcessOrderbook CalculateTotalsBids incorrect values")
t.Fatal("TestProcessOrderbook CalculateTotalsBids incorrect values")
}
type quick struct {
@@ -456,7 +456,7 @@ func TestProcessOrderbook(t *testing.T) {
}
if catastrophicFailure {
t.Fatal("Test Failed - Process() error", err)
t.Fatal("Process() error", err)
}
wg.Wait()
@@ -472,18 +472,18 @@ func TestProcessOrderbook(t *testing.T) {
}
if result.Asks[0] != test.Asks[0] {
t.Error("Test failed. TestProcessOrderbook failed bad values")
t.Error("TestProcessOrderbook failed bad values")
}
if result.Bids[0] != test.Bids[0] {
t.Error("Test failed. TestProcessOrderbook failed bad values")
t.Error("TestProcessOrderbook failed bad values")
}
wg.Done()
}(test)
if fatalErr {
t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook")
t.Fatal("TestProcessOrderbook failed to retrieve new orderbook")
}
}
@@ -493,13 +493,13 @@ func TestProcessOrderbook(t *testing.T) {
func TestSetNewData(t *testing.T) {
err := service.SetNewData(nil)
if err == nil {
t.Error("error cannot be nil ")
t.Error("error cannot be nil")
}
}
func TestGetAssociations(t *testing.T) {
_, err := service.GetAssociations(nil)
if err == nil {
t.Error("error cannot be nil ")
t.Error("error cannot be nil")
}
}