package orderbook import ( "math/rand" "strconv" "sync" "testing" "time" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" ) func TestVerify(t *testing.T) { t.Parallel() b := Base{ ExchangeName: "TestExchange", Pair: currency.NewPair(currency.BTC, currency.USD), Bids: []Item{ {Price: 100}, {Price: 101}, {Price: 99}, }, Asks: []Item{ {Price: 100}, {Price: 99}, {Price: 101}, }, } b.Verify() if r := b.Bids[1].Price; r != 100 { t.Error("unexpected result") } if r := b.Asks[1].Price; r != 100 { t.Error("unexpected result") } } func TestCalculateTotalBids(t *testing.T) { t.Parallel() currency := currency.NewPairFromStrings("BTC", "USD") base := Base{ Pair: currency, Bids: []Item{{Price: 100, Amount: 10}}, LastUpdated: time.Now(), } a, b := base.TotalBidsAmount() if a != 10 && b != 1000 { t.Fatal("Test failed. TestCalculateTotalBids expected a = 10 and b = 1000") } } func TestCalculateTotaAsks(t *testing.T) { t.Parallel() currency := currency.NewPairFromStrings("BTC", "USD") base := Base{ Pair: currency, Asks: []Item{{Price: 100, Amount: 10}}, } a, b := base.TotalAsksAmount() if a != 10 && b != 1000 { t.Fatal("Test failed. TestCalculateTotalAsks expected a = 10 and b = 1000") } } func TestUpdate(t *testing.T) { t.Parallel() currency := currency.NewPairFromStrings("BTC", "USD") timeNow := time.Now() base := Base{ Pair: currency, Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, LastUpdated: timeNow, } asks := []Item{{Price: 200, Amount: 101}} bids := []Item{{Price: 201, Amount: 100}} time.Sleep(time.Millisecond * 50) base.Update(bids, asks) if !base.LastUpdated.After(timeNow) { t.Fatal("test failed. 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") } a, b = base.TotalBidsAmount() if a != 100 && b != 20100 { t.Fatal("Test failed. TestUpdate expected a = 100 and b = 20100") } } func TestGetOrderbook(t *testing.T) { c := currency.NewPairFromStrings("BTC", "USD") base := Base{ Pair: c, Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, } CreateNewOrderbook("Exchange", &base, asset.Spot) result, err := Get("Exchange", c, asset.Spot) if err != nil { t.Fatalf("Test failed. TestGetOrderbook failed to get orderbook. Error %s", err) } if !result.Pair.Equal(c) { t.Fatal("Test failed. TestGetOrderbook failed. Mismatched pairs") } _, err = Get("nonexistent", c, asset.Spot) if err == nil { t.Fatal("Test failed. 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") } 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") } } func TestGetOrderbookByExchange(t *testing.T) { currency := currency.NewPairFromStrings("BTC", "USD") base := Base{ Pair: currency, Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, } CreateNewOrderbook("Exchange", &base, asset.Spot) _, err := GetByExchange("Exchange") if err != nil { t.Fatalf("Test failed. TestGetOrderbookByExchange failed to get orderbook. Error %s", err) } _, err = GetByExchange("nonexistent") if err == nil { t.Fatal("Test failed. TestGetOrderbookByExchange retrieved non-existent orderbook") } } func TestFirstCurrencyExists(t *testing.T) { c := currency.NewPairFromStrings("BTC", "AUD") base := Base{ Pair: c, Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, } CreateNewOrderbook("Exchange", &base, asset.Spot) if !BaseCurrencyExists("Exchange", c.Base) { t.Fatal("Test failed. TestFirstCurrencyExists expected first currency doesn't exist") } var item = currency.NewCode("blah") if BaseCurrencyExists("Exchange", item) { t.Fatal("Test failed. TestFirstCurrencyExists unexpected first currency exists") } } func TestSecondCurrencyExists(t *testing.T) { c := currency.NewPairFromStrings("BTC", "USD") base := Base{ Pair: c, Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, } CreateNewOrderbook("Exchange", &base, asset.Spot) if !QuoteCurrencyExists("Exchange", c) { t.Fatal("Test failed. TestSecondCurrencyExists expected first currency doesn't exist") } c.Quote = currency.NewCode("blah") if QuoteCurrencyExists("Exchange", c) { t.Fatal("Test failed. TestSecondCurrencyExists unexpected first currency exists") } } func TestCreateNewOrderbook(t *testing.T) { c := currency.NewPairFromStrings("BTC", "USD") base := Base{ Pair: c, Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, } CreateNewOrderbook("Exchange", &base, asset.Spot) result, err := Get("Exchange", c, asset.Spot) if err != nil { t.Fatal("Test failed. TestCreateNewOrderbook failed to create new orderbook") } if !result.Pair.Equal(c) { t.Fatal("Test failed. TestCreateNewOrderbook result pair is incorrect") } a, b := result.TotalAsksAmount() if a != 10 && b != 1000 { t.Fatal("Test failed. TestCreateNewOrderbook CalculateTotalAsks value is incorrect") } a, b = result.TotalBidsAmount() if a != 10 && b != 2000 { t.Fatal("Test failed. TestCreateNewOrderbook CalculateTotalBids value is incorrect") } } func TestProcessOrderbook(t *testing.T) { Orderbooks = []Orderbook{} c := currency.NewPairFromStrings("BTC", "USD") base := Base{ Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, ExchangeName: "Exchange", } // test for empty pair base.Pair = currency.Pair{} err := base.Process() 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.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") } // 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") } base.Asks = []Item{{Price: 200, Amount: 200}} base.AssetType = "monthly" err = base.Process() if err != nil { t.Error("Test Failed - Process() error", err) } result, err = Get("Exchange", c, "monthly") if err != nil { t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook") } a, b := result.TotalAsksAmount() if a != 200 && b != 40000 { t.Fatal("Test failed. TestProcessOrderbook CalculateTotalsAsks incorrect values") } base.Bids = []Item{{Price: 420, Amount: 200}} base.ExchangeName = "Blah" base.AssetType = "quarterly" err = base.Process() if err != nil { t.Error("Test Failed - Process() error", err) } result, err = Get("Blah", c, "quarterly") if err != nil { t.Fatal("Test failed. TestProcessOrderbook failed to create new orderbook") } if a != 200 && b != 84000 { t.Fatal("Test failed. TestProcessOrderbook CalculateTotalsBids incorrect values") } type quick struct { Name string P currency.Pair Bids []Item Asks []Item } var testArray []quick _ = rand.NewSource(time.Now().Unix()) var wg sync.WaitGroup var m sync.Mutex var catastrophicFailure bool for i := 0; i < 500; i++ { if catastrophicFailure { break } wg.Add(1) go func() { newName := "Exchange" + strconv.FormatInt(rand.Int63(), 10) newPairs := currency.NewPair(currency.NewCode("BTC"+strconv.FormatInt(rand.Int63(), 10)), currency.NewCode("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, Asks: asks, Bids: bids, ExchangeName: newName, AssetType: asset.Spot, } m.Lock() err = base.Process() if err != nil { t.Error(err) catastrophicFailure = true return } testArray = append(testArray, quick{Name: newName, P: newPairs, Bids: bids, Asks: asks}) m.Unlock() wg.Done() }() } if catastrophicFailure { t.Fatal("Test Failed - Process() error", err) } wg.Wait() for _, test := range testArray { wg.Add(1) fatalErr := false go func(test quick) { result, err := Get(test.Name, test.P, asset.Spot) if err != nil { fatalErr = true return } 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) if fatalErr { t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook") } } wg.Wait() }