package engine import ( "context" "errors" "strings" "sync" "testing" "time" "github.com/gofrs/uuid" "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" ) // omfExchange aka order manager fake exchange overrides exchange functions // we're not testing an actual exchange's implemented functions type omfExchange struct { exchange.IBotExchange } // CancelOrder overrides testExchange's cancel order function // to do the bare minimum required with no API calls or credentials required func (f omfExchange) CancelOrder(ctx context.Context, o *order.Cancel) error { return nil } func (f omfExchange) FetchTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) { return &ticker.Price{ Last: 1337, High: 1337, Low: 1337, Bid: 1337, Ask: 1337, Volume: 1337, QuoteVolume: 1337, PriceATH: 1337, Open: 1337, Close: 1337, Pair: p, ExchangeName: f.GetName(), AssetType: a, LastUpdated: time.Now(), FlashReturnRate: 1337, BidPeriod: 1337, BidSize: 1337, AskPeriod: 1337, AskSize: 1337, FlashReturnRateAmount: 1337, }, nil } // GetOrderInfo overrides testExchange's get order function // to do the bare minimum required with no API calls or credentials required func (f omfExchange) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) { switch orderID { case "": return order.Detail{}, errors.New("") case "Order1-unknown-to-active": return order.Detail{ Exchange: testExchange, Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD}, AssetType: asset.Spot, Amount: 1.0, Side: order.Buy, Status: order.Active, LastUpdated: time.Now().Add(-time.Hour), OrderID: "Order1-unknown-to-active", }, nil case "Order2-active-to-inactive": return order.Detail{ Exchange: testExchange, Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD}, AssetType: asset.Spot, Amount: 1.0, Side: order.Sell, Status: order.Cancelled, LastUpdated: time.Now().Add(-time.Hour), OrderID: "Order2-active-to-inactive", }, nil } return order.Detail{ Exchange: testExchange, OrderID: orderID, Pair: pair, AssetType: assetType, Status: order.Cancelled, }, nil } // GetActiveOrders overrides the function used by processOrders to return 1 active order func (f omfExchange) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) { return []order.Detail{{ Exchange: testExchange, Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD}, AssetType: asset.Spot, Amount: 2.0, Side: order.Sell, Status: order.Active, LastUpdated: time.Now().Add(-time.Hour), OrderID: "Order3-unknown-to-active", }}, nil } func (f omfExchange) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) { modResp, err := action.DeriveModifyResponse() if err != nil { return nil, err } modResp.OrderID = "modified_order_id" return modResp, nil } func (f omfExchange) GetFuturesPositions(ctx context.Context, req *order.PositionsRequest) ([]order.PositionDetails, error) { id, err := uuid.NewV4() if err != nil { return nil, err } resp := make([]order.PositionDetails, len(req.Pairs)) tt := time.Now() for i := range req.Pairs { resp[i] = order.PositionDetails{ Exchange: f.GetName(), Asset: req.Asset, Pair: req.Pairs[i], Orders: []order.Detail{ { Exchange: f.GetName(), Price: 1337, Amount: 1337, InternalOrderID: id, OrderID: "1337", ClientOrderID: "1337", Type: order.Market, Side: order.Short, Status: order.Open, AssetType: req.Asset, Date: tt, CloseTime: tt, LastUpdated: tt, Pair: req.Pairs[i], }, }, } } return resp, nil } func TestSetupOrderManager(t *testing.T) { _, err := SetupOrderManager(nil, nil, nil, false, false, 0) if !errors.Is(err, errNilExchangeManager) { t.Errorf("error '%v', expected '%v'", err, errNilExchangeManager) } _, err = SetupOrderManager(SetupExchangeManager(), nil, nil, false, false, 0) if !errors.Is(err, errNilCommunicationsManager) { t.Errorf("error '%v', expected '%v'", err, errNilCommunicationsManager) } _, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, nil, false, false, 0) if !errors.Is(err, errNilWaitGroup) { t.Errorf("error '%v', expected '%v'", err, errNilWaitGroup) } var wg sync.WaitGroup _, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false, 0) if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } _, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, true, 0) if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } _, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, true, 1337) if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } } func TestOrderManagerStart(t *testing.T) { var m *OrderManager err := m.Start() if !errors.Is(err, ErrNilSubsystem) { t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem) } var wg sync.WaitGroup m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false, 0) if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } err = m.Start() if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } err = m.Start() if !errors.Is(err, ErrSubSystemAlreadyStarted) { t.Errorf("error '%v', expected '%v'", err, ErrSubSystemAlreadyStarted) } } func TestOrderManagerIsRunning(t *testing.T) { var m *OrderManager if m.IsRunning() { t.Error("expected false") } var wg sync.WaitGroup m, err := SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false, 0) if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } if m.IsRunning() { t.Error("expected false") } err = m.Start() if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } if !m.IsRunning() { t.Error("expected true") } } func TestOrderManagerStop(t *testing.T) { var m *OrderManager err := m.Stop() if !errors.Is(err, ErrNilSubsystem) { t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem) } var wg sync.WaitGroup m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false, 0) if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } err = m.Stop() if !errors.Is(err, ErrSubSystemNotStarted) { t.Errorf("error '%v', expected '%v'", err, ErrSubSystemNotStarted) } err = m.Start() if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } err = m.Stop() if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } } func OrdersSetup(t *testing.T) *OrderManager { t.Helper() var wg sync.WaitGroup em := SetupExchangeManager() exch, err := em.NewExchangeByName(testExchange) if err != nil { t.Fatal(err) } exch.SetDefaults() cfg, err := exch.GetDefaultConfig() if err != nil { t.Fatal(err) } err = exch.Setup(cfg) if err != nil { t.Fatal(err) } fakeExchange := omfExchange{ IBotExchange: exch, } em.Add(fakeExchange) m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false, 0) if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } m.started = 1 return m } func TestOrdersGet(t *testing.T) { m := OrdersSetup(t) if m.orderStore.get() == nil { t.Error("orderStore not established") } } func TestOrdersAdd(t *testing.T) { m := OrdersSetup(t) err := m.orderStore.add(&order.Detail{ Exchange: testExchange, OrderID: "TestOrdersAdd", }) if err != nil { t.Error(err) } err = m.orderStore.add(&order.Detail{ Exchange: "testTest", OrderID: "TestOrdersAdd", }) if err == nil { t.Error("Expected error from non existent exchange") } err = m.orderStore.add(nil) if err == nil { t.Error("Expected error from nil order") } err = m.orderStore.add(&order.Detail{ Exchange: testExchange, OrderID: "TestOrdersAdd", }) if err == nil { t.Error("Expected error re-adding order") } } func TestGetByExchangeAndID(t *testing.T) { m := OrdersSetup(t) err := m.orderStore.add(&order.Detail{ Exchange: testExchange, OrderID: "TestGetByExchangeAndID", }) if err != nil { t.Error(err) } o, err := m.orderStore.getByExchangeAndID(testExchange, "TestGetByExchangeAndID") if err != nil { t.Error(err) } if o.OrderID != "TestGetByExchangeAndID" { t.Error("Expected to retrieve order") } _, err = m.orderStore.getByExchangeAndID("", "TestGetByExchangeAndID") if err != ErrExchangeNotFound { t.Error(err) } _, err = m.orderStore.getByExchangeAndID(testExchange, "") if err != ErrOrderNotFound { t.Error(err) } } func TestExists(t *testing.T) { m := OrdersSetup(t) if m.orderStore.exists(nil) { t.Error("Expected false") } o := &order.Detail{ Exchange: testExchange, OrderID: "TestExists", } if err := m.orderStore.add(o); err != nil { t.Error(err) } if b := m.orderStore.exists(o); !b { t.Error("Expected true") } } func TestStore_modifyOrder(t *testing.T) { m := OrdersSetup(t) pair := currency.Pair{ Base: currency.NewCode("XXXXX"), Quote: currency.NewCode("YYYYY"), } err := m.orderStore.add(&order.Detail{ Exchange: testExchange, AssetType: asset.Spot, Pair: pair, OrderID: "fake_order_id", Price: 8, Amount: 128, }) if err != nil { t.Error(err) } err = m.orderStore.modifyExisting("fake_order_id", &order.ModifyResponse{ Exchange: testExchange, OrderID: "another_fake_order_id", Price: 16, Amount: 256, }) if err != nil { t.Error(err) } _, err = m.orderStore.getByExchangeAndID(testExchange, "fake_order_id") if err == nil { // Expected error, such an order should not exist anymore in the store. t.Fatal("Expected error") } det, err := m.orderStore.getByExchangeAndID(testExchange, "another_fake_order_id") if det == nil || err != nil { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings t.Fatal("Failed to fetch order details") } if det.OrderID != "another_fake_order_id" || det.Price != 16 || det.Amount != 256 { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings t.Errorf( "have (%s,%f,%f), want (%s,%f,%f)", det.OrderID, det.Price, det.Amount, "another_fake_order_id", 16., 256., ) } } func TestCancelOrder(t *testing.T) { m := OrdersSetup(t) err := m.Cancel(context.Background(), nil) if err == nil { t.Error("Expected error due to empty order") } err = m.Cancel(context.Background(), &order.Cancel{}) if err == nil { t.Error("Expected error due to empty order") } err = m.Cancel(context.Background(), &order.Cancel{ Exchange: testExchange, }) if err == nil { t.Error("Expected error due to no order ID") } err = m.Cancel(context.Background(), &order.Cancel{ OrderID: "ID", }) if err == nil { t.Error("Expected error due to no Exchange") } err = m.Cancel(context.Background(), &order.Cancel{ OrderID: "ID", Exchange: testExchange, AssetType: asset.Binary, }) if err == nil { t.Error("Expected error due to bad asset type") } o := &order.Detail{ Exchange: testExchange, OrderID: "1337", Status: order.New, } err = m.orderStore.add(o) if err != nil { t.Error(err) } err = m.Cancel(context.Background(), &order.Cancel{ OrderID: "Unknown", Exchange: testExchange, AssetType: asset.Spot, }) if err == nil { t.Error("Expected error due to no order found") } pair, err := currency.NewPairFromString("BTCUSD") if err != nil { t.Fatal(err) } cancel := &order.Cancel{ Exchange: testExchange, OrderID: "1337", Side: order.Sell, AssetType: asset.Spot, Pair: pair, } err = m.Cancel(context.Background(), cancel) if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } if o.Status != order.Cancelled { t.Error("Failed to cancel") } } func TestGetOrderInfo(t *testing.T) { m := OrdersSetup(t) _, err := m.GetOrderInfo(context.Background(), "", "", currency.EMPTYPAIR, asset.Empty) if err == nil { t.Error("Expected error due to empty order") } var result order.Detail result, err = m.GetOrderInfo(context.Background(), testExchange, "1337", currency.EMPTYPAIR, asset.Empty) if err != nil { t.Error(err) } if result.OrderID != "1337" { t.Error("unexpected order returned") } result, err = m.GetOrderInfo(context.Background(), testExchange, "1337", currency.EMPTYPAIR, asset.Empty) if err != nil { t.Error(err) } if result.OrderID != "1337" { t.Error("unexpected order returned") } } func TestCancelAllOrders(t *testing.T) { m := OrdersSetup(t) o := &order.Detail{ Exchange: testExchange, OrderID: "TestCancelAllOrders", Status: order.New, } if err := m.orderStore.add(o); err != nil { t.Error(err) } m.CancelAllOrders(context.Background(), []exchange.IBotExchange{}) checkDeets, err := m.orderStore.getByExchangeAndID(testExchange, "TestCancelAllOrders") if err != nil { t.Fatal(err) } if checkDeets.Status == order.Cancelled { t.Error("Order should not be cancelled") } exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange) if err != nil { t.Fatal(err) } m.CancelAllOrders(context.Background(), []exchange.IBotExchange{exch}) checkDeets, err = m.orderStore.getByExchangeAndID(testExchange, "TestCancelAllOrders") if err != nil { t.Fatal(err) } if checkDeets.Status != order.Cancelled { t.Error("Order should be cancelled", checkDeets.Status) } } func TestSubmit(t *testing.T) { m := OrdersSetup(t) _, err := m.Submit(context.Background(), nil) if err == nil { t.Error("Expected error from nil order") } o := &order.Submit{Type: order.Market} _, err = m.Submit(context.Background(), o) if err == nil { t.Error("Expected error from empty exchange") } o.Exchange = testExchange _, err = m.Submit(context.Background(), o) if err == nil { t.Error("Expected error from validation") } pair, err := currency.NewPairFromString("BTCUSD") if err != nil { t.Fatal(err) } m.cfg.EnforceLimitConfig = true m.cfg.AllowMarketOrders = false o.Pair = pair o.AssetType = asset.Spot o.Side = order.Buy o.Amount = 1 o.Price = 1 _, err = m.Submit(context.Background(), o) if err == nil { t.Error("Expected fail due to order market type is not allowed") } m.cfg.AllowMarketOrders = true m.cfg.LimitAmount = 1 o.Amount = 2 _, err = m.Submit(context.Background(), o) if err == nil { t.Error("Expected fail due to order limit exceeds allowed limit") } m.cfg.LimitAmount = 0 m.cfg.AllowedExchanges = []string{"fake"} _, err = m.Submit(context.Background(), o) if err == nil { t.Error("Expected fail due to order exchange not found in allowed list") } failPair, err := currency.NewPairFromString("BTCAUD") if err != nil { t.Fatal(err) } m.cfg.AllowedExchanges = nil m.cfg.AllowedPairs = currency.Pairs{failPair} _, err = m.Submit(context.Background(), o) if err == nil { t.Error("Expected fail due to order pair not found in allowed list") } m.cfg.AllowedPairs = nil _, err = m.Submit(context.Background(), o) if !errors.Is(err, exchange.ErrAuthenticationSupportNotEnabled) { t.Errorf("received: %v but expected: %v", err, exchange.ErrAuthenticationSupportNotEnabled) } err = m.orderStore.add(&order.Detail{ Exchange: testExchange, OrderID: "FakePassingExchangeOrder", }) if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } o2, err := m.orderStore.getByExchangeAndID(testExchange, "FakePassingExchangeOrder") if err != nil { t.Error(err) } if o2.InternalOrderID.IsNil() { t.Error("Failed to assign internal order id") } } func TestOrderManager_Modify(t *testing.T) { pair := currency.Pair{ Base: currency.NewCode("XXXXX"), Quote: currency.NewCode("YYYYY"), } f := func(mod order.Modify, expectError bool, price, amount float64) { t.Helper() m := OrdersSetup(t) err := m.orderStore.add(&order.Detail{ Exchange: testExchange, AssetType: asset.Spot, Pair: pair, OrderID: "fake_order_id", Price: 8, Amount: 128, }) if err != nil { t.Error(err) } resp, err := m.Modify(context.Background(), &mod) if expectError { if err == nil { t.Fatal("Expected error") } return } else if err != nil { t.Fatal(err) } if resp.OrderID != "modified_order_id" { t.Errorf("have \"%s\", want \"modified_order_id\"", resp.OrderID) } det, err := m.orderStore.getByExchangeAndID(testExchange, resp.OrderID) if err != nil { t.Fatal(err) } if det.OrderID != resp.OrderID || det.Price != price || det.Amount != amount { t.Errorf( "have (%s,%f,%f), want (%s,%f,%f)", det.OrderID, det.Price, det.Amount, resp.OrderID, price, amount, ) } } model := order.Modify{ // These fields identify the order. Exchange: testExchange, AssetType: asset.Spot, Pair: pair, OrderID: "fake_order_id", // These fields modify the order. Price: 0, Amount: 0, } // [1] Test if nonexistent order returns an error. one := model one.OrderID = "nonexistent_order_id" f(one, true, 0, 0) // [2] Test if price of 0 is ignored. two := model two.Price = 0 two.Amount = 256 f(two, false, 8, 256) // [3] Test if amount of 0 is ignored. three := model three.Price = 16 three.Amount = 0 f(three, false, 16, 128) // [4] Test if both fields work together. four := model four.Price = 16 four.Amount = 256 f(four, false, 16, 256) // [5] Test if both fields missing modifies anything but the ID. five := model five.Price = 0 five.Amount = 0 f(five, false, 8, 128) } func TestProcessOrders(t *testing.T) { var wg sync.WaitGroup em := SetupExchangeManager() exch, err := em.NewExchangeByName(testExchange) if err != nil { t.Fatal(err) } exch.SetDefaults() fakeExchange := omfExchange{ IBotExchange: exch, } em.Add(fakeExchange) m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false, 0) if !errors.Is(err, nil) { t.Errorf("error '%v', expected '%v'", err, nil) } m.started = 1 pairs := currency.Pairs{ currency.Pair{Base: currency.BTC, Quote: currency.USD}, } // Ensure processOrders() can run the REST calls to GetActiveOrders // and to GetOrders exch.GetBase().API = exchange.API{ AuthenticatedSupport: true, AuthenticatedWebsocketSupport: false, } exch.GetBase().Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, RESTCapabilities: protocol.Features{ GetOrder: true, }, }, } exch.GetBase().CurrencyPairs = currency.PairsManager{ UseGlobalFormat: true, RequestFormat: ¤cy.PairFormat{ Delimiter: "-", Uppercase: true, }, ConfigFormat: ¤cy.PairFormat{ Delimiter: "-", Uppercase: true, }, Pairs: map[asset.Item]*currency.PairStore{ asset.Spot: { AssetEnabled: convert.BoolPtr(true), Enabled: pairs, Available: pairs, }, asset.Futures: { AssetEnabled: convert.BoolPtr(true), Enabled: pairs, Available: pairs, }, }, } exch.GetBase().Config = &config.Exchange{ CurrencyPairs: ¤cy.PairsManager{ UseGlobalFormat: true, RequestFormat: ¤cy.PairFormat{ Delimiter: "-", Uppercase: true, }, ConfigFormat: ¤cy.PairFormat{ Delimiter: "-", Uppercase: true, }, Pairs: map[asset.Item]*currency.PairStore{ asset.Spot: { AssetEnabled: convert.BoolPtr(true), Enabled: pairs, Available: pairs, }, asset.Futures: { AssetEnabled: convert.BoolPtr(true), Enabled: pairs, Available: pairs, }, }, }, } orders := []order.Detail{ { Exchange: testExchange, Pair: pairs[0], AssetType: asset.Spot, Amount: 1.0, Side: order.Buy, Status: order.UnknownStatus, LastUpdated: time.Now().Add(-time.Hour), OrderID: "Order1-unknown-to-active", }, { Exchange: testExchange, Pair: pairs[0], AssetType: asset.Spot, Amount: 1.0, Side: order.Sell, Status: order.Active, LastUpdated: time.Now().Add(-time.Hour), OrderID: "Order2-active-to-inactive", }, { Exchange: testExchange, Pair: pairs[0], AssetType: asset.Spot, Amount: 2.0, Side: order.Sell, Status: order.UnknownStatus, LastUpdated: time.Now().Add(-time.Hour), OrderID: "Order3-unknown-to-active", }, } for i := range orders { if err = m.orderStore.add(&orders[i]); err != nil { t.Error(err) } } m.orderStore.futuresPositionController = order.SetupPositionController() if err = m.orderStore.add(&order.Detail{ Exchange: testExchange, Pair: pairs[0], AssetType: asset.Futures, Amount: 2.0, Side: order.Short, Status: order.Open, LastUpdated: time.Now().Add(-time.Hour), OrderID: "4", Date: time.Now(), }); err != nil { t.Error(err) } m.processOrders() // Order1 is not returned by exch.GetActiveOrders() // It will be fetched by exch.GetOrderInfo(), which will say it is active res, err := m.GetOrdersFiltered(&order.Filter{OrderID: "Order1-unknown-to-active"}) if err != nil { t.Error(err) } if len(res) != 1 { t.Errorf("Expected 1 result, got: %d", len(res)) } if res[0].Status != order.Active { t.Errorf("Order 1 should be active, but status is %s", res[0].Status) } // Order2 is not returned by exch.GetActiveOrders() // It will be fetched by exch.GetOrderInfo(), which will say it is cancelled res, err = m.GetOrdersFiltered(&order.Filter{OrderID: "Order2-active-to-inactive"}) if err != nil { t.Error(err) } if len(res) != 1 { t.Errorf("Expected 1 result, got: %d", len(res)) } if res[0].Status != order.Cancelled { t.Errorf("Order 2 should be cancelled, but status is %s", res[0].Status) } // Order3 is returned by exch.GetActiveOrders(), which will say it is active res, err = m.GetOrdersFiltered(&order.Filter{OrderID: "Order3-unknown-to-active"}) if err != nil { t.Error(err) } if len(res) != 1 { t.Errorf("Expected 1 result, got: %d", len(res)) } if res[0].Status != order.Active { t.Errorf("Order 3 should be active, but status is %s", res[0].Status) } } func TestGetOrdersFiltered(t *testing.T) { m := OrdersSetup(t) _, err := m.GetOrdersFiltered(nil) if err == nil { t.Error("Expected error from nil filter") } orders := []order.Detail{ { Exchange: testExchange, OrderID: "Test1", }, { Exchange: testExchange, OrderID: "Test2", }, } for i := range orders { if err = m.orderStore.add(&orders[i]); err != nil { t.Error(err) } } res, err := m.GetOrdersFiltered(&order.Filter{OrderID: "Test2"}) if err != nil { t.Error(err) } if len(res) != 1 { t.Errorf("Expected 1 result, got: %d", len(res)) } } func Test_getFilteredOrders(t *testing.T) { m := OrdersSetup(t) _, err := m.orderStore.getFilteredOrders(nil) if err == nil { t.Error("Error expected when Filter is nil") } orders := []order.Detail{ { Exchange: testExchange, OrderID: "Test1", }, { Exchange: testExchange, OrderID: "Test2", }, } for i := range orders { if err = m.orderStore.add(&orders[i]); err != nil { t.Error(err) } } res, err := m.orderStore.getFilteredOrders(&order.Filter{OrderID: "Test1"}) if err != nil { t.Error(err) } if len(res) != 1 { t.Errorf("Expected 1 result, got: %d", len(res)) } } func TestGetOrdersActive(t *testing.T) { m := OrdersSetup(t) var err error orders := []order.Detail{ { Exchange: testExchange, Amount: 1.0, Side: order.Buy, Status: order.Cancelled, OrderID: "Test1", }, { Exchange: testExchange, Amount: 1.0, Side: order.Sell, Status: order.Active, OrderID: "Test2", }, } for i := range orders { if err = m.orderStore.add(&orders[i]); err != nil { t.Error(err) } } res, err := m.GetOrdersActive(nil) if err != nil { t.Error(err) } if len(res) != 1 { t.Errorf("TestGetOrdersActive - Expected 1 result, got: %d", len(res)) } res, err = m.GetOrdersActive(&order.Filter{Side: order.Sell}) if err != nil { t.Error(err) } if len(res) != 1 { t.Errorf("TestGetOrdersActive - Expected 1 result, got: %d", len(res)) } res, err = m.GetOrdersActive(&order.Filter{Side: order.Buy}) if err != nil { t.Error(err) } if len(res) != 0 { t.Errorf("TestGetOrdersActive - Expected 0 results, got: %d", len(res)) } } func Test_processMatchingOrders(t *testing.T) { m := OrdersSetup(t) exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange) if err != nil { t.Fatal(err) } orders := []order.Detail{ { Exchange: testExchange, OrderID: "Test2", LastUpdated: time.Now(), }, { Exchange: testExchange, OrderID: "Test4", LastUpdated: time.Now().Add(-time.Hour), }, } var wg sync.WaitGroup wg.Add(1) go m.processMatchingOrders(exch, orders, &wg) wg.Wait() res, err := m.GetOrdersFiltered(&order.Filter{Exchange: testExchange}) if err != nil { t.Error(err) } if len(res) != 1 { t.Errorf("Expected 1 result, got: %d", len(res)) } if res[0].OrderID != "Test4" { t.Error("Order Test4 should have been fetched and updated") } } func TestFetchAndUpdateExchangeOrder(t *testing.T) { m := OrdersSetup(t) exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange) if err != nil { t.Fatal(err) } err = m.FetchAndUpdateExchangeOrder(exch, nil, asset.Spot) if err == nil { t.Error("Error expected when order is nil") } o := &order.Detail{ Exchange: testExchange, Amount: 1.0, Side: order.Sell, Status: order.Active, OrderID: "Test", } err = m.FetchAndUpdateExchangeOrder(exch, o, asset.Spot) if err != nil { t.Error(err) } if o.Status != order.Active { t.Error("Order should be active") } res, err := m.GetOrdersFiltered(&order.Filter{Exchange: testExchange}) if err != nil { t.Error(err) } if len(res) != 1 { t.Errorf("Expected 1 result, got: %d", len(res)) } o.Status = order.PartiallyCancelled err = m.FetchAndUpdateExchangeOrder(exch, o, asset.Spot) if err != nil { t.Error(err) } res, err = m.GetOrdersFiltered(&order.Filter{Exchange: testExchange}) if err != nil { t.Error(err) } if len(res) != 1 { t.Errorf("Expected 1 result, got: %d", len(res)) } } func Test_getActiveOrders(t *testing.T) { m := OrdersSetup(t) var err error orders := []order.Detail{ { Exchange: testExchange, Amount: 1.0, Side: order.Buy, Status: order.Cancelled, OrderID: "Test1", }, { Exchange: testExchange, Amount: 1.0, Side: order.Sell, Status: order.Active, OrderID: "Test2", }, } for i := range orders { if err = m.orderStore.add(&orders[i]); err != nil { t.Error(err) } } res := m.orderStore.getActiveOrders(nil) if len(res) != 1 { t.Errorf("Test_getActiveOrders - Expected 1 result, got: %d", len(res)) } res = m.orderStore.getActiveOrders(&order.Filter{Side: order.Sell}) if len(res) != 1 { t.Errorf("Test_getActiveOrders - Expected 1 result, got: %d", len(res)) } res = m.orderStore.getActiveOrders(&order.Filter{Side: order.Buy}) if len(res) != 0 { t.Errorf("Test_getActiveOrders - Expected 0 results, got: %d", len(res)) } } func TestGetFuturesPositionsForExchange(t *testing.T) { t.Parallel() o := &OrderManager{} cp := currency.NewPair(currency.BTC, currency.USDT) _, err := o.GetFuturesPositionsForExchange("test", asset.Spot, cp) if !errors.Is(err, ErrSubSystemNotStarted) { t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted) } o.started = 1 o.orderStore.futuresPositionController = order.SetupPositionController() _, err = o.GetFuturesPositionsForExchange("test", asset.Spot, cp) if !errors.Is(err, order.ErrNotFuturesAsset) { t.Errorf("received '%v', expected '%v'", err, order.ErrNotFuturesAsset) } _, err = o.GetFuturesPositionsForExchange("test", asset.Futures, cp) if !errors.Is(err, order.ErrPositionNotFound) { t.Errorf("received '%v', expected '%v'", err, order.ErrPositionNotFound) } err = o.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{ OrderID: "test", Date: time.Now(), Exchange: "test", AssetType: asset.Futures, Pair: cp, Side: order.Buy, Amount: 1, Price: 1}) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } resp, err := o.GetFuturesPositionsForExchange("test", asset.Futures, cp) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } if len(resp) != 1 { t.Error("expected 1 position") } o = nil _, err = o.GetFuturesPositionsForExchange("test", asset.Futures, cp) if !errors.Is(err, ErrNilSubsystem) { t.Errorf("received '%v', expected '%v'", err, ErrNilSubsystem) } } func TestClearFuturesPositionsForExchange(t *testing.T) { t.Parallel() o := &OrderManager{} cp := currency.NewPair(currency.BTC, currency.USDT) err := o.ClearFuturesTracking("test", asset.Spot, cp) if !errors.Is(err, ErrSubSystemNotStarted) { t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted) } o.started = 1 o.orderStore.futuresPositionController = order.SetupPositionController() err = o.ClearFuturesTracking("test", asset.Spot, cp) if !errors.Is(err, order.ErrNotFuturesAsset) { t.Errorf("received '%v', expected '%v'", err, order.ErrNotFuturesAsset) } err = o.ClearFuturesTracking("test", asset.Futures, cp) if !errors.Is(err, order.ErrPositionNotFound) { t.Errorf("received '%v', expected '%v'", err, order.ErrPositionNotFound) } err = o.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{ OrderID: "test", Date: time.Now(), Exchange: "test", AssetType: asset.Futures, Pair: cp, Side: order.Buy, Amount: 1, Price: 1}) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } err = o.ClearFuturesTracking("test", asset.Futures, cp) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } resp, err := o.GetFuturesPositionsForExchange("test", asset.Futures, cp) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } if len(resp) != 0 { t.Errorf("expected no position, received '%v'", len(resp)) } o = nil err = o.ClearFuturesTracking("test", asset.Futures, cp) if !errors.Is(err, ErrNilSubsystem) { t.Errorf("received '%v', expected '%v'", err, ErrNilSubsystem) } } func TestUpdateOpenPositionUnrealisedPNL(t *testing.T) { t.Parallel() o := &OrderManager{} cp := currency.NewPair(currency.BTC, currency.USDT) _, err := o.UpdateOpenPositionUnrealisedPNL("test", asset.Spot, cp, 1, time.Now()) if !errors.Is(err, ErrSubSystemNotStarted) { t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted) } o.started = 1 o.orderStore.futuresPositionController = order.SetupPositionController() _, err = o.UpdateOpenPositionUnrealisedPNL("test", asset.Spot, cp, 1, time.Now()) if !errors.Is(err, order.ErrNotFuturesAsset) { t.Errorf("received '%v', expected '%v'", err, order.ErrNotFuturesAsset) } _, err = o.UpdateOpenPositionUnrealisedPNL("test", asset.Futures, cp, 1, time.Now()) if !errors.Is(err, order.ErrPositionNotFound) { t.Errorf("received '%v', expected '%v'", err, order.ErrPositionNotFound) } err = o.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{ OrderID: "test", Date: time.Now(), Exchange: "test", AssetType: asset.Futures, Pair: cp, Side: order.Buy, Amount: 1, Price: 1}) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } unrealised, err := o.UpdateOpenPositionUnrealisedPNL("test", asset.Futures, cp, 2, time.Now()) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } if !unrealised.Equal(decimal.NewFromInt(1)) { t.Errorf("received '%v', expected '%v'", unrealised, 1) } o = nil _, err = o.UpdateOpenPositionUnrealisedPNL("test", asset.Spot, cp, 1, time.Now()) if !errors.Is(err, ErrNilSubsystem) { t.Errorf("received '%v', expected '%v'", err, ErrNilSubsystem) } } func TestSubmitFakeOrder(t *testing.T) { t.Parallel() o := &OrderManager{} resp := &order.SubmitResponse{} _, err := o.SubmitFakeOrder(nil, resp, false) if !errors.Is(err, ErrSubSystemNotStarted) { t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted) } o.started = 1 _, err = o.SubmitFakeOrder(nil, resp, false) if !errors.Is(err, errNilOrder) { t.Errorf("received '%v', expected '%v'", err, errNilOrder) } ord := &order.Submit{} _, err = o.SubmitFakeOrder(ord, resp, false) if !errors.Is(err, ErrExchangeNameIsEmpty) { t.Errorf("received '%v', expected '%v'", err, ErrExchangeNameIsEmpty) } ord.Exchange = testExchange ord.AssetType = asset.Spot ord.Pair = currency.NewPair(currency.BTC, currency.DOGE) ord.Side = order.Buy ord.Type = order.Market ord.Amount = 1337 em := SetupExchangeManager() exch, err := em.NewExchangeByName(testExchange) if err != nil { t.Fatal(err) } exch.SetDefaults() em.Add(exch) o.orderStore.exchangeManager = em resp, err = ord.DeriveSubmitResponse("1234") if err != nil { t.Fatal(err) } resp.Status = order.Filled o.orderStore.commsManager = &CommunicationManager{} o.orderStore.Orders = make(map[string][]*order.Detail) _, err = o.SubmitFakeOrder(ord, resp, false) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } } func TestGetOrdersSnapshot(t *testing.T) { t.Parallel() o := &OrderManager{} o.GetOrdersSnapshot(order.AnyStatus) o.started = 1 o.orderStore.Orders = make(map[string][]*order.Detail) o.orderStore.Orders[testExchange] = []*order.Detail{ { Status: order.Open, }, } snap := o.GetOrdersSnapshot(order.Open) if len(snap) != 1 { t.Error("expected 1") } snap = o.GetOrdersSnapshot(order.Closed) if len(snap) != 0 { t.Error("expected 0") } } func TestUpdateExisting(t *testing.T) { t.Parallel() s := &store{} s.Orders = make(map[string][]*order.Detail) err := s.updateExisting(nil) if !errors.Is(err, errNilOrder) { t.Errorf("received '%v', expected '%v'", err, errNilOrder) } od := &order.Detail{Exchange: testExchange} err = s.updateExisting(od) if !errors.Is(err, ErrExchangeNotFound) { t.Errorf("received '%v', expected '%v'", err, ErrExchangeNotFound) } s.Orders[strings.ToLower(testExchange)] = nil err = s.updateExisting(od) if !errors.Is(err, ErrOrderNotFound) { t.Errorf("received '%v', expected '%v'", err, ErrOrderNotFound) } od.Exchange = testExchange od.AssetType = asset.Futures od.OrderID = "123" od.Pair = currency.NewPair(currency.BTC, currency.USDT) od.Side = order.Buy od.Type = order.Market od.Date = time.Now() od.Amount = 1337 s.Orders[strings.ToLower(testExchange)] = []*order.Detail{ od, } s.futuresPositionController = order.SetupPositionController() err = s.futuresPositionController.TrackNewOrder(od) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } err = s.updateExisting(od) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } pos, err := s.futuresPositionController.GetPositionsForExchange(testExchange, asset.Futures, od.Pair) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } if len(pos) != 1 { t.Error("expected 1") } } func TestOrderManagerExists(t *testing.T) { t.Parallel() o := &OrderManager{} if o.Exists(nil) { t.Error("expected false") } o.started = 1 if o.Exists(nil) { t.Error("expected false") } o = nil if o.Exists(nil) { t.Error("expected false") } } func TestOrderManagerAdd(t *testing.T) { t.Parallel() o := &OrderManager{} err := o.Add(nil) if !errors.Is(err, ErrSubSystemNotStarted) { t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted) } o.started = 1 err = o.Add(nil) if !errors.Is(err, errNilOrder) { t.Errorf("received '%v', expected '%v'", err, errNilOrder) } o = nil err = o.Add(nil) if !errors.Is(err, ErrNilSubsystem) { t.Errorf("received '%v', expected '%v'", err, ErrNilSubsystem) } } func TestGetAllOpenFuturesPositions(t *testing.T) { t.Parallel() wg := &sync.WaitGroup{} o, err := SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, wg, false, false, time.Hour) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } o.started = 0 _, err = o.GetAllOpenFuturesPositions() if !errors.Is(err, ErrSubSystemNotStarted) { t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted) } o.started = 1 o.activelyTrackFuturesPositions = true o.orderStore.futuresPositionController = order.SetupPositionController() _, err = o.GetAllOpenFuturesPositions() if !errors.Is(err, order.ErrNoPositionsFound) { t.Errorf("received '%v', expected '%v'", err, order.ErrNoPositionsFound) } o = nil _, err = o.GetAllOpenFuturesPositions() if !errors.Is(err, ErrNilSubsystem) { t.Errorf("received '%v', expected '%v'", err, ErrNilSubsystem) } } func TestGetOpenFuturesPosition(t *testing.T) { t.Parallel() wg := &sync.WaitGroup{} o, err := SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, wg, false, false, time.Hour) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } o.started = 0 cp := currency.NewPair(currency.BTC, currency.PERP) _, err = o.GetOpenFuturesPosition(testExchange, asset.Spot, cp) if !errors.Is(err, ErrSubSystemNotStarted) { t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted) } o.started = 1 _, err = o.GetOpenFuturesPosition(testExchange, asset.Spot, cp) if !errors.Is(err, order.ErrNotFuturesAsset) { t.Errorf("received '%v', expected '%v'", err, order.ErrNotFuturesAsset) } em := SetupExchangeManager() exch, err := em.NewExchangeByName("binance") if err != nil { t.Fatal(err) } exch.SetDefaults() b := exch.GetBase() b.Name = fakeExchangeName b.Enabled = true b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore) b.CurrencyPairs.Pairs[asset.Futures] = ¤cy.PairStore{ AssetEnabled: convert.BoolPtr(true), RequestFormat: ¤cy.PairFormat{Delimiter: "-"}, ConfigFormat: ¤cy.PairFormat{Delimiter: "-"}, Available: currency.Pairs{cp}, Enabled: currency.Pairs{cp}, } b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{ AssetEnabled: convert.BoolPtr(true), ConfigFormat: ¤cy.PairFormat{Delimiter: "/"}, RequestFormat: ¤cy.PairFormat{Delimiter: "/"}, Available: currency.Pairs{cp}, Enabled: currency.Pairs{cp}, } fakeExchange := fExchange{ IBotExchange: exch, } em.Add(fakeExchange) o, err = SetupOrderManager(em, &CommunicationManager{}, wg, false, true, time.Hour) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } o.started = 1 _, err = o.GetOpenFuturesPosition(testExchange, asset.Spot, cp) if !errors.Is(err, order.ErrNotFuturesAsset) { t.Errorf("received '%v', expected '%v'", err, order.ErrNotFuturesAsset) } _, err = o.GetOpenFuturesPosition(testExchange, asset.Futures, cp) if !errors.Is(err, order.ErrPositionNotFound) { t.Errorf("received '%v', expected '%v'", err, order.ErrPositionNotFound) } err = o.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{ AssetType: asset.Futures, OrderID: "123", Pair: cp, Side: order.Buy, Type: order.Market, Date: time.Now(), Amount: 1337, Exchange: testExchange, }) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } _, err = o.GetOpenFuturesPosition(testExchange, asset.Futures, cp) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } o = nil _, err = o.GetOpenFuturesPosition(testExchange, asset.Spot, cp) if !errors.Is(err, ErrNilSubsystem) { t.Errorf("received '%v', expected '%v'", err, ErrNilSubsystem) } } func TestProcessFuturesPositions(t *testing.T) { t.Parallel() o := &OrderManager{} err := o.processFuturesPositions(nil, nil) if !errors.Is(err, errFuturesTrackingDisabled) { t.Errorf("received '%v', expected '%v'", err, errFuturesTrackingDisabled) } em := SetupExchangeManager() exch, err := em.NewExchangeByName("binance") if err != nil { t.Fatal(err) } exch.SetDefaults() b := exch.GetBase() b.Name = fakeExchangeName b.Enabled = true cp, err := currency.NewPairFromString("btc-perp") if err != nil { t.Fatal(err) } cp2, err := currency.NewPairFromString("btc-usd") if err != nil { t.Fatal(err) } b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore) b.CurrencyPairs.Pairs[asset.Futures] = ¤cy.PairStore{ AssetEnabled: convert.BoolPtr(true), RequestFormat: ¤cy.PairFormat{Delimiter: "-"}, ConfigFormat: ¤cy.PairFormat{Delimiter: "-"}, Available: currency.Pairs{cp, cp2}, Enabled: currency.Pairs{cp, cp2}, } b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{ AssetEnabled: convert.BoolPtr(true), ConfigFormat: ¤cy.PairFormat{Delimiter: "/"}, RequestFormat: ¤cy.PairFormat{Delimiter: "/"}, Available: currency.Pairs{cp, cp2}, Enabled: currency.Pairs{cp, cp2}, } fakeExchange := fExchange{ IBotExchange: exch, } em.Add(fakeExchange) var wg sync.WaitGroup o, err = SetupOrderManager(em, &CommunicationManager{}, &wg, false, true, time.Hour) if !errors.Is(err, nil) { t.Errorf("received '%v', expected '%v'", err, nil) } o.started = 1 err = o.processFuturesPositions(fakeExchange, nil) if !errors.Is(err, common.ErrNilPointer) { t.Errorf("received '%v', expected '%v'", err, common.ErrNilPointer) } position := &order.PositionDetails{ Exchange: b.Name, Asset: asset.Spot, Pair: cp, Orders: nil, } err = o.processFuturesPositions(fakeExchange, position) if !errors.Is(err, errNilOrder) { t.Errorf("received '%v', expected '%v'", err, errNilOrder) } od := &order.Detail{ AssetType: asset.Spot, OrderID: "123", Pair: cp, Side: order.Buy, Type: order.Market, Date: time.Now().Add(-time.Hour), Amount: 1337, Exchange: b.Name, } position.Orders = []order.Detail{ *od, } err = o.processFuturesPositions(fakeExchange, position) if !errors.Is(err, order.ErrNotFuturesAsset) { t.Errorf("received '%v', expected '%v'", err, order.ErrNotFuturesAsset) } position.Orders[0].AssetType = asset.Futures position.Asset = asset.Futures err = o.processFuturesPositions(fakeExchange, position) if !errors.Is(err, common.ErrNotYetImplemented) { t.Errorf("received '%v', expected '%v'", err, common.ErrNotYetImplemented) } }