package orderbook import ( "math/rand" "strconv" "sync" "testing" "time" "github.com/thrasher-/gocryptotrader/currency/pair" ) func TestCalculateTotalBids(t *testing.T) { t.Parallel() currency := pair.NewCurrencyPair("BTC", "USD") base := Base{ Pair: currency, CurrencyPair: currency.Pair().String(), Bids: []Item{{Price: 100, Amount: 10}}, LastUpdated: time.Now(), } a, b := base.CalculateTotalBids() if a != 10 && b != 1000 { t.Fatal("Test failed. TestCalculateTotalBids expected a = 10 and b = 1000") } } func TestCalculateTotaAsks(t *testing.T) { t.Parallel() currency := pair.NewCurrencyPair("BTC", "USD") base := Base{ Pair: currency, CurrencyPair: currency.Pair().String(), Asks: []Item{{Price: 100, Amount: 10}}, LastUpdated: time.Now(), } a, b := base.CalculateTotalAsks() if a != 10 && b != 1000 { t.Fatal("Test failed. TestCalculateTotalAsks expected a = 10 and b = 1000") } } func TestUpdate(t *testing.T) { t.Parallel() currency := pair.NewCurrencyPair("BTC", "USD") timeNow := time.Now() base := Base{ Pair: currency, CurrencyPair: currency.Pair().String(), 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.CalculateTotalAsks() if a != 100 && b != 20200 { t.Fatal("Test failed. TestUpdate expected a = 100 and b = 20100") } a, b = base.CalculateTotalBids() if a != 100 && b != 20100 { t.Fatal("Test failed. TestUpdate expected a = 100 and b = 20100") } } func TestGetOrderbook(t *testing.T) { currency := pair.NewCurrencyPair("BTC", "USD") base := Base{ Pair: currency, CurrencyPair: currency.Pair().String(), Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, } CreateNewOrderbook("Exchange", currency, base, Spot) result, err := GetOrderbook("Exchange", currency, Spot) if err != nil { t.Fatalf("Test failed. TestGetOrderbook failed to get orderbook. Error %s", err) } if result.Pair.Pair() != currency.Pair() { t.Fatal("Test failed. TestGetOrderbook failed. Mismatched pairs") } _, err = GetOrderbook("nonexistent", currency, Spot) if err == nil { t.Fatal("Test failed. TestGetOrderbook retrieved non-existent orderbook") } currency.FirstCurrency = "blah" _, err = GetOrderbook("Exchange", currency, Spot) if err == nil { t.Fatal("Test failed. TestGetOrderbook retrieved non-existent orderbook using invalid first currency") } newCurrency := pair.NewCurrencyPair("BTC", "AUD") _, err = GetOrderbook("Exchange", newCurrency, Spot) if err == nil { t.Fatal("Test failed. TestGetOrderbook retrieved non-existent orderbook using invalid second currency") } } func TestGetOrderbookByExchange(t *testing.T) { currency := pair.NewCurrencyPair("BTC", "USD") base := Base{ Pair: currency, CurrencyPair: currency.Pair().String(), Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, } CreateNewOrderbook("Exchange", currency, base, Spot) _, err := GetOrderbookByExchange("Exchange") if err != nil { t.Fatalf("Test failed. TestGetOrderbookByExchange failed to get orderbook. Error %s", err) } _, err = GetOrderbookByExchange("nonexistent") if err == nil { t.Fatal("Test failed. TestGetOrderbookByExchange retrieved non-existent orderbook") } } func TestFirstCurrencyExists(t *testing.T) { currency := pair.NewCurrencyPair("BTC", "AUD") base := Base{ Pair: currency, CurrencyPair: currency.Pair().String(), Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, } CreateNewOrderbook("Exchange", currency, base, Spot) if !FirstCurrencyExists("Exchange", currency.FirstCurrency) { t.Fatal("Test failed. TestFirstCurrencyExists expected first currency doesn't exist") } var item pair.CurrencyItem = "blah" if FirstCurrencyExists("Exchange", item) { t.Fatal("Test failed. TestFirstCurrencyExists unexpected first currency exists") } } func TestSecondCurrencyExists(t *testing.T) { currency := pair.NewCurrencyPair("BTC", "USD") base := Base{ Pair: currency, CurrencyPair: currency.Pair().String(), Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, } CreateNewOrderbook("Exchange", currency, base, Spot) if !SecondCurrencyExists("Exchange", currency) { t.Fatal("Test failed. TestSecondCurrencyExists expected first currency doesn't exist") } currency.SecondCurrency = "blah" if SecondCurrencyExists("Exchange", currency) { t.Fatal("Test failed. TestSecondCurrencyExists unexpected first currency exists") } } func TestCreateNewOrderbook(t *testing.T) { currency := pair.NewCurrencyPair("BTC", "USD") base := Base{ Pair: currency, CurrencyPair: currency.Pair().String(), Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, } CreateNewOrderbook("Exchange", currency, base, Spot) result, err := GetOrderbook("Exchange", currency, Spot) if err != nil { t.Fatal("Test failed. TestCreateNewOrderbook failed to create new orderbook") } if result.Pair.Pair() != currency.Pair() { t.Fatal("Test failed. TestCreateNewOrderbook result pair is incorrect") } a, b := result.CalculateTotalAsks() if a != 10 && b != 1000 { t.Fatal("Test failed. TestCreateNewOrderbook CalculateTotalAsks value is incorrect") } a, b = result.CalculateTotalBids() if a != 10 && b != 2000 { t.Fatal("Test failed. TestCreateNewOrderbook CalculateTotalBids value is incorrect") } } func TestProcessOrderbook(t *testing.T) { Orderbooks = []Orderbook{} currency := pair.NewCurrencyPair("BTC", "USD") base := Base{ Pair: currency, CurrencyPair: currency.Pair().String(), Asks: []Item{{Price: 100, Amount: 10}}, Bids: []Item{{Price: 200, Amount: 10}}, } ProcessOrderbook("Exchange", currency, base, Spot) result, err := GetOrderbook("Exchange", currency, Spot) if err != nil { t.Fatal("Test failed. TestProcessOrderbook failed to create new orderbook") } if result.Pair.Pair() != currency.Pair() { t.Fatal("Test failed. TestProcessOrderbook result pair is incorrect") } currency = pair.NewCurrencyPair("BTC", "GBP") base.Pair = currency ProcessOrderbook("Exchange", currency, base, Spot) result, err = GetOrderbook("Exchange", currency, Spot) if err != nil { t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook") } if result.Pair.Pair() != currency.Pair() { t.Fatal("Test failed. TestProcessOrderbook result pair is incorrect") } base.Asks = []Item{{Price: 200, Amount: 200}} ProcessOrderbook("Exchange", currency, base, "monthly") result, err = GetOrderbook("Exchange", currency, "monthly") if err != nil { t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook") } a, b := result.CalculateTotalAsks() if a != 200 && b != 40000 { t.Fatal("Test failed. TestProcessOrderbook CalculateTotalsAsks incorrect values") } base.Bids = []Item{{Price: 420, Amount: 200}} ProcessOrderbook("Blah", currency, base, "quarterly") result, err = GetOrderbook("Blah", currency, "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 pair.CurrencyPair Bids []Item Asks []Item } var testArray []quick _ = rand.NewSource(time.Now().Unix()) var wg sync.WaitGroup var m sync.Mutex for i := 0; i < 500; i++ { wg.Add(1) go func() { newName := "Exchange" + strconv.FormatInt(rand.Int63(), 10) newPairs := pair.NewCurrencyPair("BTC"+strconv.FormatInt(rand.Int63(), 10), "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, CurrencyPair: newPairs.Pair().String(), Asks: asks, Bids: bids, } ProcessOrderbook(newName, newPairs, base, Spot) m.Lock() testArray = append(testArray, quick{Name: newName, P: newPairs, Bids: bids, Asks: asks}) m.Unlock() wg.Done() }() } wg.Wait() for _, test := range testArray { wg.Add(1) go func(test quick) { result, err := GetOrderbook(test.Name, test.P, Spot) if err != nil { t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook") } 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) } wg.Wait() }