package orderbook import ( "log" "math/rand" "os" "strconv" "sync" "testing" "time" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/dispatch" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" ) func TestMain(m *testing.M) { err := dispatch.Start(1, dispatch.DefaultJobsLimit) if err != nil { log.Fatal(err) } cpyMux = service.mux os.Exit(m.Run()) } var cpyMux *dispatch.Mux func TestSubscribeOrderbook(t *testing.T) { _, err := SubscribeOrderbook("", currency.Pair{}, asset.Item("")) if err == nil { t.Error("error cannot be nil") } p := currency.NewPair(currency.BTC, currency.USD) b := Base{ Pair: p, AssetType: asset.Spot, } err = b.Process() if err == nil { t.Error("error cannot be nil") } b.ExchangeName = "SubscribeOBTest" err = b.Process() if err == nil { t.Error("error cannot be nil") } b.Bids = []Item{{}} err = b.Process() if err != nil { t.Error("process error", err) } _, err = SubscribeOrderbook("SubscribeOBTest", p, asset.Spot) if err != nil { t.Error("error cannot be nil") } // process redundant update err = b.Process() if err != nil { t.Error("process error", err) } } func TestUpdateBooks(t *testing.T) { p := currency.NewPair(currency.BTC, currency.USD) b := Base{ Pair: p, AssetType: asset.Spot, ExchangeName: "UpdateTest", } service.mux = nil err := service.Update(&b) if err == nil { t.Error("error cannot be nil") } b.Pair.Base = currency.CYC err = service.Update(&b) if err == nil { t.Error("error cannot be nil") } b.Pair.Quote = currency.ENAU err = service.Update(&b) if err == nil { t.Error("error cannot be nil") } b.AssetType = "unicorns" err = service.Update(&b) if err == nil { t.Error("error cannot be nil") } service.mux = cpyMux } func TestSubscribeToExchangeOrderbooks(t *testing.T) { _, err := SubscribeToExchangeOrderbooks("") if err == nil { t.Error("error cannot be nil") } p := currency.NewPair(currency.BTC, currency.USD) b := Base{ Pair: p, AssetType: asset.Spot, ExchangeName: "SubscribeToExchangeOrderbooks", Bids: []Item{{}}, } err = b.Process() if err != nil { t.Error("", err) } _, err = SubscribeToExchangeOrderbooks("SubscribeToExchangeOrderbooks") if err != nil { t.Error(err) } } 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() curr := currency.NewPairFromStrings("BTC", "USD") base := Base{ Pair: curr, Bids: []Item{{Price: 100, Amount: 10}}, LastUpdated: time.Now(), } a, b := base.TotalBidsAmount() if a != 10 && b != 1000 { t.Fatal("TestCalculateTotalBids expected a = 10 and b = 1000") } } func TestCalculateTotaAsks(t *testing.T) { t.Parallel() curr := currency.NewPairFromStrings("BTC", "USD") base := Base{ Pair: curr, Asks: []Item{{Price: 100, Amount: 10}}, } a, b := base.TotalAsksAmount() if a != 10 && b != 1000 { t.Fatal("TestCalculateTotalAsks expected a = 10 and b = 1000") } } func TestUpdate(t *testing.T) { t.Parallel() curr := currency.NewPairFromStrings("BTC", "USD") timeNow := time.Now() base := Base{ Pair: curr, 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("TestUpdate expected LastUpdated to be greater then original time") } a, b := base.TotalAsksAmount() if a != 100 && b != 20200 { t.Fatal("TestUpdate expected a = 100 and b = 20100") } a, b = base.TotalBidsAmount() if a != 100 && b != 20100 { t.Fatal("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}}, ExchangeName: "Exchange", AssetType: asset.Spot, } err := base.Process() if err != nil { t.Fatal(err) } result, err := Get("Exchange", c, asset.Spot) if err != nil { t.Fatalf("TestGetOrderbook failed to get orderbook. Error %s", err) } if !result.Pair.Equal(c) { t.Fatal("TestGetOrderbook failed. Mismatched pairs") } _, err = Get("nonexistent", c, asset.Spot) if err == nil { t.Fatal("TestGetOrderbook retrieved non-existent orderbook") } c.Base = currency.NewCode("blah") _, err = Get("Exchange", c, asset.Spot) if err == nil { 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("TestGetOrderbook retrieved non-existent orderbook using invalid second currency") } base.Pair = newCurrency err = base.Process() if err != nil { t.Error(err) } _, err = Get("Exchange", newCurrency, "meowCats") if err == nil { t.Error("error cannot be nil") } } 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}}, ExchangeName: "testCreateNewOrderbook", AssetType: asset.Spot, } err := base.Process() if err != nil { t.Fatal(err) } result, err := Get("testCreateNewOrderbook", c, asset.Spot) if err != nil { t.Fatal("TestCreateNewOrderbook failed to create new orderbook", err) } if !result.Pair.Equal(c) { t.Fatal("TestCreateNewOrderbook result pair is incorrect") } a, b := result.TotalAsksAmount() if a != 10 && b != 1000 { t.Fatal("TestCreateNewOrderbook CalculateTotalAsks value is incorrect") } a, b = result.TotalBidsAmount() if a != 10 && b != 2000 { t.Fatal("TestCreateNewOrderbook CalculateTotalBids value is incorrect") } } func TestProcessOrderbook(t *testing.T) { c := currency.NewPairFromStrings("BTC", "USD") base := Base{ Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, ExchangeName: "ProcessOrderbook", } // 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("ProcessOrderbook", c, asset.Spot) if err != nil { t.Fatal("TestProcessOrderbook failed to create new orderbook") } if !result.Pair.Equal(c) { t.Fatal("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("Process() error", err) } result, err = Get("ProcessOrderbook", c, asset.Spot) if err != nil { t.Fatal("TestProcessOrderbook failed to retrieve new orderbook") } if !result.Pair.Equal(c) { t.Fatal("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("Process() error", err) } result, err = Get("ProcessOrderbook", c, asset.Spot) if err != nil { t.Fatal("TestProcessOrderbook failed to retrieve new orderbook") } if !result.Pair.Equal(c) { 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("Process() error", err) } result, err = Get("ProcessOrderbook", c, "monthly") if err != nil { t.Fatal("TestProcessOrderbook failed to retrieve new orderbook") } a, b := result.TotalAsksAmount() if a != 200 && b != 40000 { t.Fatal("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("Process() error", err) } _, err = Get("Blah", c, "quarterly") if err != nil { t.Fatal("TestProcessOrderbook failed to create new orderbook") } if a != 200 && b != 84000 { t.Fatal("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("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("TestProcessOrderbook failed bad values") } if result.Bids[0] != test.Bids[0] { t.Error("TestProcessOrderbook failed bad values") } wg.Done() }(test) if fatalErr { t.Fatal("TestProcessOrderbook failed to retrieve new orderbook") } } wg.Wait() } func TestSetNewData(t *testing.T) { err := service.SetNewData(nil) if err == 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") } }