package order import ( "errors" "fmt" "reflect" "strconv" "testing" "time" "github.com/gofrs/uuid" "github.com/stretchr/testify/assert" "github.com/stretchr/testify/require" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/encoding/json" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/margin" "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" "github.com/thrasher-corp/gocryptotrader/exchanges/validate" ) var errValidationCheckFailed = errors.New("validation check failed") func TestSubmitValidate(t *testing.T) { t.Parallel() testPair := currency.NewPair(currency.BTC, currency.LTC) tester := []struct { ExpectedErr error Submit *Submit ValidOpts validate.Checker HasToPurchaseWithQuoteAmountSet bool HasToSellWithBaseAmountSet bool RequiresID bool }{ { ExpectedErr: ErrSubmissionIsNil, Submit: nil, }, // nil struct { ExpectedErr: common.ErrExchangeNameNotSet, Submit: &Submit{}, }, // empty exchange { ExpectedErr: ErrPairIsEmpty, Submit: &Submit{Exchange: "test"}, }, // empty pair { ExpectedErr: ErrAssetNotSet, Submit: &Submit{Exchange: "test", Pair: testPair}, }, // valid pair but invalid asset { ExpectedErr: asset.ErrNotSupported, Submit: &Submit{ Exchange: "test", Pair: testPair, AssetType: asset.All, }, }, // valid pair but invalid asset { ExpectedErr: ErrSideIsInvalid, Submit: &Submit{ Exchange: "test", Pair: testPair, AssetType: asset.Spot, }, }, // valid pair but invalid order side { ExpectedErr: ErrInvalidTimeInForce, Submit: &Submit{ Exchange: "test", Pair: testPair, AssetType: asset.Spot, Side: Ask, Type: Market, TimeInForce: TimeInForce(89), }, }, { ExpectedErr: ErrTypeIsInvalid, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Buy, AssetType: asset.Spot, }, }, // valid pair and order side but invalid order type { ExpectedErr: ErrTypeIsInvalid, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Sell, AssetType: asset.Spot, }, }, // valid pair and order side but invalid order type { ExpectedErr: ErrTypeIsInvalid, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Bid, AssetType: asset.Spot, }, }, // valid pair and order side but invalid order type { ExpectedErr: ErrTypeIsInvalid, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Ask, AssetType: asset.Spot, }, }, // valid pair and order side but invalid order type { ExpectedErr: ErrAmountIsInvalid, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Ask, Type: Market, AssetType: asset.Spot, }, }, // valid pair, order side, type but invalid amount { ExpectedErr: ErrAmountIsInvalid, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Ask, Type: Market, AssetType: asset.Spot, Amount: -1, }, }, // valid pair, order side, type but invalid amount { ExpectedErr: ErrAmountIsInvalid, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Ask, Type: Market, AssetType: asset.Spot, QuoteAmount: -1, }, }, // valid pair, order side, type but invalid amount { ExpectedErr: ErrPriceMustBeSetIfLimitOrder, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Ask, Type: Limit, Amount: 1, AssetType: asset.Spot, }, }, // valid pair, order side, type, amount but invalid price { ExpectedErr: errValidationCheckFailed, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Ask, Type: Limit, Amount: 1, Price: 1000, AssetType: asset.Spot, }, ValidOpts: validate.Check(func() error { return errValidationCheckFailed }), }, // custom validation error check { ExpectedErr: nil, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Ask, Type: Limit, Amount: 1, Price: 1000, AssetType: asset.Spot, }, ValidOpts: validate.Check(func() error { return nil }), }, // valid order! { ExpectedErr: ErrAmountMustBeSet, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Buy, Type: Market, Amount: 1, AssetType: asset.Spot, }, HasToPurchaseWithQuoteAmountSet: true, ValidOpts: validate.Check(func() error { return nil }), }, { ExpectedErr: ErrAmountMustBeSet, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Sell, Type: Market, QuoteAmount: 1, AssetType: asset.Spot, }, HasToSellWithBaseAmountSet: true, ValidOpts: validate.Check(func() error { return nil }), }, { ExpectedErr: ErrClientOrderIDMustBeSet, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Buy, Type: Market, Amount: 1, AssetType: asset.Spot, }, RequiresID: true, ValidOpts: validate.Check(func() error { return nil }), }, { ExpectedErr: nil, Submit: &Submit{ Exchange: "test", Pair: testPair, Side: Buy, Type: Market, Amount: 1, AssetType: asset.Spot, ClientOrderID: "69420", }, RequiresID: true, ValidOpts: validate.Check(func() error { return nil }), }, } for x, tc := range tester { t.Run(strconv.Itoa(x), func(t *testing.T) { t.Parallel() requirements := protocol.TradingRequirements{ SpotMarketOrderAmountPurchaseQuotationOnly: tc.HasToPurchaseWithQuoteAmountSet, SpotMarketOrderAmountSellBaseOnly: tc.HasToSellWithBaseAmountSet, ClientOrderID: tc.RequiresID, } err := tc.Submit.Validate(requirements, tc.ValidOpts) assert.ErrorIs(t, err, tc.ExpectedErr) }) } } func TestSubmit_DeriveSubmitResponse(t *testing.T) { t.Parallel() var s *Submit _, err := s.DeriveSubmitResponse("") require.ErrorIs(t, err, errOrderSubmitIsNil) s = &Submit{} _, err = s.DeriveSubmitResponse("") require.ErrorIs(t, err, ErrOrderIDNotSet) resp, err := s.DeriveSubmitResponse("1337") require.NoError(t, err) require.Equal(t, "1337", resp.OrderID) require.Equal(t, New, resp.Status) require.False(t, resp.Date.IsZero()) assert.False(t, resp.LastUpdated.IsZero()) } func TestSubmitResponse_DeriveDetail(t *testing.T) { t.Parallel() var s *SubmitResponse _, err := s.DeriveDetail(uuid.Nil) require.ErrorIs(t, err, errOrderSubmitResponseIsNil) id, err := uuid.NewV4() require.NoError(t, err) s = &SubmitResponse{} deets, err := s.DeriveDetail(id) require.NoError(t, err) assert.Equal(t, id, deets.InternalOrderID) } func TestOrderSides(t *testing.T) { t.Parallel() os := Buy assert.Equal(t, "BUY", os.String()) assert.Equal(t, "buy", os.Lower()) assert.Equal(t, "Buy", os.Title()) } func TestTitle(t *testing.T) { t.Parallel() orderType := Limit require.Equal(t, "Limit", orderType.Title()) } func TestOrderIs(t *testing.T) { t.Parallel() orderComparisonList := []struct { Type Type Targets []Type }{ {Type: Limit | TakeProfit, Targets: []Type{TakeProfit, Limit}}, {Type: IOS, Targets: []Type{IOS}}, {Type: Stop, Targets: []Type{Stop}}, {Type: AnyType, Targets: []Type{AnyType}}, {Type: StopLimit, Targets: []Type{Stop, Limit}}, {Type: TakeProfit, Targets: []Type{TakeProfit}}, {Type: StopMarket, Targets: []Type{Stop, Market}}, {Type: TrailingStop, Targets: []Type{TrailingStop}}, {Type: UnknownType | Limit, Targets: []Type{Limit}}, {Type: TakeProfitMarket, Targets: []Type{TakeProfit, Market}}, } for _, oType := range orderComparisonList { t.Run(oType.Type.String(), func(t *testing.T) { t.Parallel() for _, target := range oType.Targets { assert.Truef(t, oType.Type.Is(target), "expected %v, got %q", target, oType.Type.String()) } }) } } func TestOrderTypes(t *testing.T) { t.Parallel() var orderType Type assert.Equal(t, "UNKNOWN", orderType.String()) assert.Equal(t, "unknown", orderType.Lower()) assert.Equal(t, "Unknown", orderType.Title()) } func TestOrderTypeToString(t *testing.T) { t.Parallel() orderToToStringsList := []struct { OrderType Type String string }{ {StopMarket, "STOP MARKET"}, {StopLimit, "STOP LIMIT"}, {Limit, "LIMIT"}, {Market, "MARKET"}, {Stop, "STOP"}, {ConditionalStop, "CONDITIONAL"}, {TWAP, "TWAP"}, {Chase, "CHASE"}, {TakeProfit, "TAKE PROFIT"}, {TakeProfitMarket, "TAKE PROFIT MARKET"}, {TrailingStop, "TRAILING_STOP"}, {IOS, "IOS"}, {Liquidation, "LIQUIDATION"}, {Trigger, "TRIGGER"}, {OCO, "OCO"}, {OptimalLimit, "OPTIMAL_LIMIT"}, {MarketMakerProtection, "MMP"}, {AnyType, "ANY"}, {UnknownType | Limit, "LIMIT"}, {StopMarket | ConditionalStop, "UNKNOWN"}, } for _, tt := range orderToToStringsList { t.Run(tt.String, func(t *testing.T) { t.Parallel() assert.Equal(t, tt.String, tt.OrderType.String()) }) } } func TestInferCostsAndTimes(t *testing.T) { t.Parallel() var detail Detail detail.InferCostsAndTimes() assert.Zero(t, detail.Amount, "InferCostsAndTimes on empty details should set correct Amount") detail.CloseTime = time.Now() detail.InferCostsAndTimes() assert.Equal(t, detail.CloseTime, detail.LastUpdated, "Order last updated not equals close time") detail.Amount = 1 detail.ExecutedAmount = 1 detail.InferCostsAndTimes() assert.Zero(t, detail.AverageExecutedPrice, "InferCostsAndTimes should set AverageExecutedPrice correctly") detail.Amount = 1 detail.ExecutedAmount = 1 detail.InferCostsAndTimes() assert.Zero(t, detail.Cost, "InferCostsAndTimes should set Cost correctly") detail.ExecutedAmount = 0 detail.Amount = 1 detail.RemainingAmount = 1 detail.InferCostsAndTimes() assert.Equal(t, detail.ExecutedAmount+detail.RemainingAmount, detail.Amount) detail.RemainingAmount = 0 detail.Amount = 1 detail.ExecutedAmount = 1 detail.Price = 2 detail.InferCostsAndTimes() assert.Equal(t, 2.0, detail.AverageExecutedPrice) detail = Detail{Amount: 1, ExecutedAmount: 2, Cost: 3, Price: 0} detail.InferCostsAndTimes() assert.Equal(t, 1.5, detail.AverageExecutedPrice) detail = Detail{Amount: 1, ExecutedAmount: 2, AverageExecutedPrice: 3} detail.InferCostsAndTimes() assert.Equal(t, 6.0, detail.Cost) } func TestFilterOrdersByType(t *testing.T) { t.Parallel() orders := []Detail{ { Type: Limit, }, {}, // Unpopulated fields are preserved for API differences } FilterOrdersByType(&orders, AnyType) assert.Len(t, orders, 2, "Orders should be filtered correctly") FilterOrdersByType(&orders, Limit) assert.Len(t, orders, 2, "Orders should be filtered correctly") FilterOrdersByType(&orders, Stop) assert.Len(t, orders, 1, "Orders should be filtered correctly") } var filterOrdersByTypeBenchmark = &[]Detail{ {Type: Limit}, {Type: Limit}, {Type: Limit}, {Type: Limit}, {Type: Limit}, {Type: Limit}, {Type: Limit}, {Type: Limit}, {Type: Limit}, {Type: Limit}, } // BenchmarkFilterOrdersByType benchmark // // 392455 3226 ns/op 15840 B/op 5 allocs/op // PREV // 9486490 109.5 ns/op 0 B/op 0 allocs/op // CURRENT func BenchmarkFilterOrdersByType(b *testing.B) { for b.Loop() { FilterOrdersByType(filterOrdersByTypeBenchmark, Limit) } } func TestFilterOrdersBySide(t *testing.T) { t.Parallel() orders := []Detail{ { Side: Buy, }, { Side: Sell, }, {}, // Unpopulated fields are preserved for API differences } FilterOrdersBySide(&orders, AnySide) assert.Len(t, orders, 3, "Orders should be filtered correctly") FilterOrdersBySide(&orders, Buy) assert.Len(t, orders, 2, "Orders should be filtered correctly") FilterOrdersBySide(&orders, Sell) assert.Len(t, orders, 1, "Orders should be filtered correctly") } var filterOrdersBySideBenchmark = &[]Detail{ {Side: Ask}, {Side: Ask}, {Side: Ask}, {Side: Ask}, {Side: Ask}, {Side: Ask}, {Side: Ask}, {Side: Ask}, {Side: Ask}, {Side: Ask}, } // BenchmarkFilterOrdersBySide benchmark // // 372594 3049 ns/op 15840 B/op 5 allocs/op // PREV // 7412187 148.8 ns/op 0 B/op 0 allocs/op // CURRENT func BenchmarkFilterOrdersBySide(b *testing.B) { for b.Loop() { FilterOrdersBySide(filterOrdersBySideBenchmark, Ask) } } func TestFilterOrdersByTimeRange(t *testing.T) { t.Parallel() orders := []Detail{ { Date: time.Unix(100, 0), }, { Date: time.Unix(110, 0), }, { Date: time.Unix(111, 0), }, } err := FilterOrdersByTimeRange(&orders, time.Unix(0, 0), time.Unix(0, 0)) require.NoError(t, err) assert.Len(t, orders, 3, "Orders should be filtered correctly") err = FilterOrdersByTimeRange(&orders, time.Unix(100, 0), time.Unix(111, 0)) require.NoError(t, err) assert.Len(t, orders, 3, "Orders should be filtered correctly") err = FilterOrdersByTimeRange(&orders, time.Unix(101, 0), time.Unix(111, 0)) require.NoError(t, err) assert.Len(t, orders, 2, "Orders should be filtered correctly") err = FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0)) require.NoError(t, err) assert.Empty(t, orders, "Orders should be filtered correctly") orders = append(orders, Detail{}) // test for event no timestamp is set on an order, best to include it err = FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0)) require.NoError(t, err) assert.Len(t, orders, 1, "Orders should be filtered correctly") err = FilterOrdersByTimeRange(&orders, time.Unix(300, 0), time.Unix(50, 0)) require.ErrorIs(t, err, common.ErrStartAfterEnd) } var filterOrdersByTimeRangeBenchmark = &[]Detail{ {Date: time.Unix(100, 0)}, {Date: time.Unix(100, 0)}, {Date: time.Unix(100, 0)}, {Date: time.Unix(100, 0)}, {Date: time.Unix(100, 0)}, {Date: time.Unix(100, 0)}, {Date: time.Unix(100, 0)}, {Date: time.Unix(100, 0)}, {Date: time.Unix(100, 0)}, {Date: time.Unix(100, 0)}, } // BenchmarkFilterOrdersByTimeRange benchmark // // 390822 3335 ns/op 15840 B/op 5 allocs/op // PREV // 6201034 172.1 ns/op 0 B/op 0 allocs/op // CURRENT func BenchmarkFilterOrdersByTimeRange(b *testing.B) { for b.Loop() { err := FilterOrdersByTimeRange(filterOrdersByTimeRangeBenchmark, time.Unix(50, 0), time.Unix(150, 0)) require.NoError(b, err) } } func TestFilterOrdersByPairs(t *testing.T) { t.Parallel() orders := []Detail{ { Pair: currency.NewBTCUSD(), }, { Pair: currency.NewPair(currency.LTC, currency.EUR), }, { Pair: currency.NewPair(currency.DOGE, currency.RUB), }, {}, // Unpopulated fields are preserved for API differences } currencies := []currency.Pair{ currency.NewBTCUSD(), currency.NewPair(currency.LTC, currency.EUR), currency.NewPair(currency.DOGE, currency.RUB), } FilterOrdersByPairs(&orders, currencies) assert.Len(t, orders, 4, "Orders should be filtered correctly") currencies = []currency.Pair{ currency.NewBTCUSD(), currency.NewPair(currency.LTC, currency.EUR), } FilterOrdersByPairs(&orders, currencies) assert.Len(t, orders, 3, "Orders should be filtered correctly") currencies = []currency.Pair{currency.NewBTCUSD()} FilterOrdersByPairs(&orders, currencies) assert.Len(t, orders, 2, "Orders should be filtered correctly") currencies = []currency.Pair{currency.NewPair(currency.USD, currency.BTC)} FilterOrdersByPairs(&orders, currencies) assert.Len(t, orders, 2, "Reverse Orders should be filtered correctly") currencies = []currency.Pair{} FilterOrdersByPairs(&orders, currencies) assert.Len(t, orders, 2, "Orders should be filtered correctly") currencies = append(currencies, currency.EMPTYPAIR) FilterOrdersByPairs(&orders, currencies) assert.Len(t, orders, 2, "Orders should be filtered correctly") } var filterOrdersByPairsBenchmark = &[]Detail{ {Pair: currency.NewBTCUSD()}, {Pair: currency.NewBTCUSD()}, {Pair: currency.NewBTCUSD()}, {Pair: currency.NewBTCUSD()}, {Pair: currency.NewBTCUSD()}, {Pair: currency.NewBTCUSD()}, {Pair: currency.NewBTCUSD()}, {Pair: currency.NewBTCUSD()}, {Pair: currency.NewBTCUSD()}, {Pair: currency.NewBTCUSD()}, } // BenchmarkFilterOrdersByPairs benchmark // // 400032 2977 ns/op 15840 B/op 5 allocs/op // PREV // 6977242 172.8 ns/op 0 B/op 0 allocs/op // CURRENT func BenchmarkFilterOrdersByPairs(b *testing.B) { pairs := []currency.Pair{currency.NewBTCUSD()} for b.Loop() { FilterOrdersByPairs(filterOrdersByPairsBenchmark, pairs) } } func TestSortOrdersByPrice(t *testing.T) { t.Parallel() orders := []Detail{ { Price: 100, }, { Price: 0, }, { Price: 50, }, } SortOrdersByPrice(&orders, false) assert.Zero(t, orders[0].Price, "Price should be correct") SortOrdersByPrice(&orders, true) assert.Equal(t, 100.0, orders[0].Price, "Price should be correct") } func TestSortOrdersByDate(t *testing.T) { t.Parallel() orders := []Detail{ { Date: time.Unix(0, 0), }, { Date: time.Unix(1, 0), }, { Date: time.Unix(2, 0), }, } SortOrdersByDate(&orders, false) assert.Equal(t, orders[0].Date.Unix(), time.Unix(0, 0).Unix()) SortOrdersByDate(&orders, true) assert.Equal(t, orders[0].Date, time.Unix(2, 0)) } func TestSortOrdersByCurrency(t *testing.T) { t.Parallel() orders := []Detail{ { Pair: currency.NewPairWithDelimiter(currency.BTC.String(), currency.USD.String(), "-"), }, { Pair: currency.NewPairWithDelimiter(currency.DOGE.String(), currency.USD.String(), "-"), }, { Pair: currency.NewPairWithDelimiter(currency.BTC.String(), currency.RUB.String(), "-"), }, { Pair: currency.NewPairWithDelimiter(currency.LTC.String(), currency.EUR.String(), "-"), }, { Pair: currency.NewPairWithDelimiter(currency.LTC.String(), currency.AUD.String(), "-"), }, } SortOrdersByCurrency(&orders, false) assert.Equal(t, currency.BTC.String()+"-"+currency.RUB.String(), orders[0].Pair.String()) SortOrdersByCurrency(&orders, true) assert.Equal(t, currency.LTC.String()+"-"+currency.EUR.String(), orders[0].Pair.String()) } func TestSortOrdersByOrderSide(t *testing.T) { t.Parallel() orders := []Detail{ { Side: Buy, }, { Side: Sell, }, { Side: Sell, }, { Side: Buy, }, } SortOrdersBySide(&orders, false) assert.Equal(t, Buy.String(), orders[0].Side.String()) SortOrdersBySide(&orders, true) assert.Equal(t, Sell.String(), orders[0].Side.String()) } func TestSortOrdersByOrderType(t *testing.T) { t.Parallel() orders := []Detail{ { Type: Market, }, { Type: Limit, }, { Type: TrailingStop, }, } SortOrdersByType(&orders, false) assert.Equal(t, Limit.String(), orders[0].Type.String()) SortOrdersByType(&orders, true) assert.Equal(t, TrailingStop.String(), orders[0].Type.String()) } func TestStringToOrderSide(t *testing.T) { cases := []struct { in string out Side err error }{ {"buy", Buy, nil}, {"BUY", Buy, nil}, {"bUy", Buy, nil}, {"sell", Sell, nil}, {"SELL", Sell, nil}, {"sElL", Sell, nil}, {"bid", Bid, nil}, {"BID", Bid, nil}, {"bId", Bid, nil}, {"ask", Ask, nil}, {"ASK", Ask, nil}, {"aSk", Ask, nil}, {"lOnG", Long, nil}, {"ShoRt", Short, nil}, {"any", AnySide, nil}, {"ANY", AnySide, nil}, {"aNy", AnySide, nil}, {"woahMan", UnknownSide, ErrSideIsInvalid}, } for i := range cases { testData := &cases[i] t.Run(testData.in, func(t *testing.T) { out, err := StringToOrderSide(testData.in) require.ErrorIs(t, err, testData.err) require.Equal(t, out, testData.out) }) } } var sideBenchmark Side // 9756914 126.7 ns/op 0 B/op 0 allocs/op // PREV // 25200660 57.63 ns/op 3 B/op 1 allocs/op // CURRENT func BenchmarkStringToOrderSide(b *testing.B) { for b.Loop() { sideBenchmark, _ = StringToOrderSide("any") } } func TestStringToOrderType(t *testing.T) { t.Parallel() cases := []struct { in string out Type err error }{ {"limit", Limit, nil}, {"LIMIT", Limit, nil}, {"lImIt", Limit, nil}, {"market", Market, nil}, {"MARKET", Market, nil}, {"mArKeT", Market, nil}, {"stop", Stop, nil}, {"STOP", Stop, nil}, {"sToP", Stop, nil}, {"sToP LiMit", StopLimit, nil}, {"ExchangE sToP Limit", StopLimit, nil}, {"trailing_stop", TrailingStop, nil}, {"TRAILING_STOP", TrailingStop, nil}, {"tRaIlInG_sToP", TrailingStop, nil}, {"tRaIlInG sToP", TrailingStop, nil}, {"ios", IOS, nil}, {"any", AnyType, nil}, {"ANY", AnyType, nil}, {"aNy", AnyType, nil}, {"trigger", Trigger, nil}, {"TRIGGER", Trigger, nil}, {"tRiGgEr", Trigger, nil}, {"conDitiOnal", ConditionalStop, nil}, {"oCo", OCO, nil}, {"mMp", MarketMakerProtection, nil}, {"tWaP", TWAP, nil}, {"TWAP", TWAP, nil}, {"woahMan", UnknownType, ErrUnrecognisedOrderType}, {"chase", Chase, nil}, {"MOVE_ORDER_STOP", TrailingStop, nil}, {"mOVe_OrdeR_StoP", TrailingStop, nil}, {"Stop_market", StopMarket, nil}, {"liquidation", Liquidation, nil}, {"LiQuidation", Liquidation, nil}, {"take_profit", TakeProfit, nil}, {"Take ProfIt", TakeProfit, nil}, {"TAKE PROFIT MARkEt", TakeProfitMarket, nil}, {"TAKE_PROFIT_MARkEt", TakeProfitMarket, nil}, {"brAcket", Bracket, nil}, {"TRIGGER_bracket", Bracket, nil}, {"optimal_limit", OptimalLimit, nil}, {"OPTIMAL_LIMIT", OptimalLimit, nil}, } for i := range cases { testData := &cases[i] t.Run(testData.in, func(t *testing.T) { t.Parallel() out, err := StringToOrderType(testData.in) require.ErrorIs(t, err, testData.err) assert.Equal(t, testData.out, out) }) } } var typeBenchmark Type // 5703705 299.9 ns/op 0 B/op 0 allocs/op // PREV // 16353608 81.23 ns/op 8 B/op 1 allocs/op // CURRENT func BenchmarkStringToOrderType(b *testing.B) { for b.Loop() { typeBenchmark, _ = StringToOrderType("trigger") } } var stringsToOrderStatus = []struct { in string out Status err error }{ {"any", AnyStatus, nil}, {"ANY", AnyStatus, nil}, {"aNy", AnyStatus, nil}, {"new", New, nil}, {"NEW", New, nil}, {"nEw", New, nil}, {"active", Active, nil}, {"ACTIVE", Active, nil}, {"aCtIvE", Active, nil}, {"partially_filled", PartiallyFilled, nil}, {"PARTIALLY_FILLED", PartiallyFilled, nil}, {"pArTiAlLy_FiLlEd", PartiallyFilled, nil}, {"filled", Filled, nil}, {"FILLED", Filled, nil}, {"fIlLeD", Filled, nil}, {"cancelled", Cancelled, nil}, {"CANCELlED", Cancelled, nil}, {"cAnCellEd", Cancelled, nil}, {"pending_cancel", PendingCancel, nil}, {"PENDING_CANCEL", PendingCancel, nil}, {"pENdInG_cAnCeL", PendingCancel, nil}, {"rejected", Rejected, nil}, {"REJECTED", Rejected, nil}, {"rEjEcTeD", Rejected, nil}, {"expired", Expired, nil}, {"EXPIRED", Expired, nil}, {"eXpIrEd", Expired, nil}, {"hidden", Hidden, nil}, {"HIDDEN", Hidden, nil}, {"hIdDeN", Hidden, nil}, {"market_unavailable", MarketUnavailable, nil}, {"MARKET_UNAVAILABLE", MarketUnavailable, nil}, {"mArKeT_uNaVaIlAbLe", MarketUnavailable, nil}, {"insufficient_balance", InsufficientBalance, nil}, {"INSUFFICIENT_BALANCE", InsufficientBalance, nil}, {"iNsUfFiCiEnT_bAlAnCe", InsufficientBalance, nil}, {"PARTIALLY_CANCELLEd", PartiallyCancelled, nil}, {"partially canceLLed", PartiallyCancelled, nil}, {"opeN", Open, nil}, {"cLosEd", Closed, nil}, {"cancellinG", Cancelling, nil}, {"woahMan", UnknownStatus, errUnrecognisedOrderStatus}, {"PLAcED", New, nil}, {"ACCePTED", New, nil}, {"FAILeD", Rejected, nil}, } func TestStringToOrderStatus(t *testing.T) { for i := range stringsToOrderStatus { testData := &stringsToOrderStatus[i] t.Run(testData.in, func(t *testing.T) { out, err := StringToOrderStatus(testData.in) require.ErrorIs(t, err, testData.err) assert.Equal(t, testData.out, out) }) } } var statusBenchmark Status // 3569052 351.8 ns/op 0 B/op 0 allocs/op // PREV // 11126791 101.9 ns/op 24 B/op 1 allocs/op // CURRENT func BenchmarkStringToOrderStatus(b *testing.B) { for b.Loop() { statusBenchmark, _ = StringToOrderStatus("market_unavailable") } } func TestUpdateOrderFromModifyResponse(t *testing.T) { od := Detail{OrderID: "1"} updated := time.Now() om := ModifyResponse{ TimeInForce: PostOnly | GoodTillTime, Price: 1, Amount: 1, TriggerPrice: 1, RemainingAmount: 1, Exchange: "1", Type: 1, Side: 1, Status: 1, AssetType: 1, LastUpdated: updated, Pair: currency.NewBTCUSD(), } od.UpdateOrderFromModifyResponse(&om) require.NotEqual(t, UnknownTIF, od.TimeInForce) assert.True(t, od.TimeInForce.Is(GoodTillTime)) assert.True(t, od.TimeInForce.Is(PostOnly)) assert.Equal(t, 1.0, od.Price) assert.Equal(t, 1.0, od.Amount) assert.Equal(t, 1.0, od.TriggerPrice) assert.Equal(t, 1.0, od.RemainingAmount) assert.Empty(t, od.Exchange, "Should not be able to update exchange via modify") assert.Equal(t, "1", od.OrderID) assert.Equal(t, Type(1), od.Type) assert.Equal(t, Side(1), od.Side) assert.Equal(t, Status(1), od.Status) assert.Equal(t, asset.Item(1), od.AssetType) assert.Equal(t, od.LastUpdated, updated) assert.Equal(t, "BTCUSD", od.Pair.String()) assert.Nil(t, od.Trades) } func TestUpdateOrderFromDetail(t *testing.T) { t.Parallel() var od *Detail err := od.UpdateOrderFromDetail(nil) require.ErrorIs(t, err, ErrOrderDetailIsNil) id, err := uuid.NewV4() require.NoError(t, err) const leet = "1337" updated := time.Now() om := &Detail{ TimeInForce: GoodTillCancel | PostOnly, HiddenOrder: true, Leverage: 1, Price: 1, Amount: 1, LimitPriceUpper: 1, LimitPriceLower: 1, TriggerPrice: 1, QuoteAmount: 1, ExecutedAmount: 1, RemainingAmount: 1, Fee: 1, Exchange: "1", InternalOrderID: id, OrderID: "1", AccountID: "1", ClientID: "1", ClientOrderID: "DukeOfWombleton", Type: 1, Side: 1, Status: 1, AssetType: 1, LastUpdated: updated, Pair: currency.NewBTCUSD(), Trades: []TradeHistory{}, } od = &Detail{Exchange: "test"} err = od.UpdateOrderFromDetail(nil) require.ErrorIs(t, err, ErrOrderDetailIsNil) err = od.UpdateOrderFromDetail(om) require.NoError(t, err) assert.Equal(t, od.InternalOrderID, id) assert.True(t, od.TimeInForce.Is(GoodTillCancel)) assert.True(t, od.TimeInForce.Is(PostOnly)) require.True(t, od.HiddenOrder) assert.Equal(t, 1.0, od.Leverage) assert.Equal(t, 1.0, od.Price) assert.Equal(t, 1.0, od.Amount) assert.Equal(t, 1.0, od.LimitPriceLower) assert.Equal(t, 1.0, od.LimitPriceUpper) assert.Equal(t, 1.0, od.TriggerPrice) assert.Equal(t, 1.0, od.QuoteAmount) assert.Equal(t, 1.0, od.ExecutedAmount) assert.Equal(t, 1.0, od.RemainingAmount) assert.Equal(t, 1.0, od.Fee) assert.Equal(t, "test", od.Exchange, "Should not be able to update exchange via modify") assert.Equal(t, "1", od.OrderID) assert.Equal(t, "1", od.ClientID) assert.Equal(t, "DukeOfWombleton", od.ClientOrderID) assert.Equal(t, Type(1), od.Type) assert.Equal(t, Side(1), od.Side) assert.Equal(t, Status(1), od.Status) assert.Equal(t, asset.Item(1), od.AssetType) assert.Equal(t, updated, od.LastUpdated) assert.Equal(t, "BTCUSD", od.Pair.String()) assert.Nil(t, od.Trades) om.Trades = append(om.Trades, TradeHistory{TID: "1"}, TradeHistory{TID: "2"}) err = od.UpdateOrderFromDetail(om) require.NoError(t, err) assert.Len(t, od.Trades, 2) om.Trades[0].Exchange = leet om.Trades[0].Price = 1337 om.Trades[0].Fee = 1337 om.Trades[0].IsMaker = true om.Trades[0].Timestamp = updated om.Trades[0].Description = leet om.Trades[0].Side = UnknownSide om.Trades[0].Type = UnknownType om.Trades[0].Amount = 1337 err = od.UpdateOrderFromDetail(om) require.NoError(t, err) assert.NotEqual(t, leet, od.Trades[0].Exchange, "Should not be able to update exchange from update") assert.Equal(t, 1337.0, od.Trades[0].Price) assert.Equal(t, 1337.0, od.Trades[0].Fee) assert.True(t, od.Trades[0].IsMaker) assert.Equal(t, updated, od.Trades[0].Timestamp) assert.Equal(t, leet, od.Trades[0].Description) assert.Equal(t, UnknownSide, od.Trades[0].Side) assert.Equal(t, UnknownType, od.Trades[0].Type) assert.Equal(t, 1337.0, od.Trades[0].Amount) id, err = uuid.NewV4() require.NoError(t, err) om = &Detail{ InternalOrderID: id, } err = od.UpdateOrderFromDetail(om) require.NoError(t, err) assert.NotEqual(t, id, od.InternalOrderID, "Should not be able to update the internal order ID after initialization") } func TestClassificationError_Error(t *testing.T) { class := ClassificationError{OrderID: "1337", Exchange: "test", Err: errors.New("test error")} require.Equal(t, "Exchange test: OrderID: 1337 classification error: test error", class.Error()) class.OrderID = "" assert.Equal(t, "Exchange test: classification error: test error", class.Error()) } func TestValidationOnOrderTypes(t *testing.T) { var cancelMe *Cancel require.ErrorIs(t, cancelMe.Validate(), ErrCancelOrderIsNil) cancelMe = new(Cancel) err := cancelMe.Validate() assert.NoError(t, err) err = cancelMe.Validate(cancelMe.PairAssetRequired()) assert.ErrorIs(t, err, ErrPairIsEmpty) cancelMe.Pair = currency.NewBTCUSDT() err = cancelMe.Validate(cancelMe.PairAssetRequired()) assert.ErrorIs(t, err, ErrAssetNotSet) cancelMe.AssetType = asset.Spot err = cancelMe.Validate(cancelMe.PairAssetRequired()) assert.NoError(t, err) require.Error(t, cancelMe.Validate(cancelMe.StandardCancel())) require.NoError(t, cancelMe.Validate(validate.Check(func() error { return nil }))) cancelMe.OrderID = "1337" require.NoError(t, cancelMe.Validate(cancelMe.StandardCancel())) var getOrders *MultiOrderRequest err = getOrders.Validate() require.ErrorIs(t, err, ErrGetOrdersRequestIsNil) getOrders = new(MultiOrderRequest) err = getOrders.Validate() require.ErrorIs(t, err, asset.ErrNotSupported) getOrders.AssetType = asset.Spot err = getOrders.Validate() require.ErrorIs(t, err, ErrSideIsInvalid) getOrders.Side = AnySide err = getOrders.Validate() require.ErrorIs(t, err, ErrUnrecognisedOrderType) errTestError := errors.New("test error") getOrders.Type = AnyType err = getOrders.Validate(validate.Check(func() error { return errTestError })) require.ErrorIs(t, err, errTestError) err = getOrders.Validate(validate.Check(func() error { return nil })) require.NoError(t, err) var modifyOrder *Modify require.ErrorIs(t, modifyOrder.Validate(), ErrModifyOrderIsNil) modifyOrder = new(Modify) require.ErrorIs(t, modifyOrder.Validate(), ErrPairIsEmpty) modifyOrder.Pair = currency.NewBTCUSD() require.ErrorIs(t, modifyOrder.Validate(), ErrAssetNotSet) modifyOrder.AssetType = asset.Spot require.ErrorIs(t, modifyOrder.Validate(), ErrOrderIDNotSet) modifyOrder.ClientOrderID = "1337" require.NoError(t, modifyOrder.Validate()) require.Error(t, modifyOrder.Validate(validate.Check(func() error { return errors.New("this must error") }))) require.NoError(t, modifyOrder.Validate(validate.Check(func() error { return nil }))) } func TestMatchFilter(t *testing.T) { t.Parallel() id := uuid.Must(uuid.NewV4()) assert.True(t, new(Detail).MatchFilter(&Filter{}), "an empty filter should match an empty order") assert.True(t, (&Detail{Exchange: "E", OrderID: "A", Side: Sell, Pair: currency.NewBTCUSD()}).MatchFilter(&Filter{}), "an empty filter should match any order") tests := []struct { description string filter Filter order Detail result bool }{ {"Exchange ✓", Filter{Exchange: "A"}, Detail{Exchange: "A"}, true}, {"Exchange 𐄂", Filter{Exchange: "A"}, Detail{Exchange: "B"}, false}, {"Exchange Empty", Filter{Exchange: "A"}, Detail{}, false}, {"InternalOrderID ✓", Filter{InternalOrderID: id}, Detail{InternalOrderID: id}, true}, {"InternalOrderID 𐄂", Filter{InternalOrderID: id}, Detail{InternalOrderID: uuid.Must(uuid.NewV4())}, false}, {"InternalOrderID Empty", Filter{InternalOrderID: id}, Detail{}, false}, {"OrderID ✓", Filter{OrderID: "A"}, Detail{OrderID: "A"}, true}, {"OrderID 𐄂", Filter{OrderID: "A"}, Detail{OrderID: "B"}, false}, {"OrderID Empty", Filter{OrderID: "A"}, Detail{}, false}, {"ClientOrderID ✓", Filter{ClientOrderID: "A"}, Detail{ClientOrderID: "A"}, true}, {"ClientOrderID 𐄂", Filter{ClientOrderID: "A"}, Detail{ClientOrderID: "B"}, false}, {"ClientOrderID Empty", Filter{ClientOrderID: "A"}, Detail{}, false}, {"ClientID ✓", Filter{ClientID: "A"}, Detail{ClientID: "A"}, true}, {"ClientID 𐄂", Filter{ClientID: "A"}, Detail{ClientID: "B"}, false}, {"ClientID Empty", Filter{ClientID: "A"}, Detail{}, false}, {"AnySide Buy", Filter{Side: AnySide}, Detail{Side: Buy}, true}, {"AnySide Sell", Filter{Side: AnySide}, Detail{Side: Sell}, true}, {"AnySide Empty", Filter{Side: AnySide}, Detail{}, true}, {"Side ✓", Filter{Side: Buy}, Detail{Side: Buy}, true}, {"Side 𐄂", Filter{Side: Buy}, Detail{Side: Sell}, false}, {"Side Empty", Filter{Side: Buy}, Detail{}, false}, {"Status ✓", Filter{Status: Open}, Detail{Status: Open}, true}, {"Status 𐄂", Filter{Status: Open}, Detail{Status: New}, false}, {"Status Empty", Filter{Status: Open}, Detail{}, false}, {"AssetType ✓", Filter{AssetType: asset.Spot}, Detail{AssetType: asset.Spot}, true}, {"AssetType 𐄂", Filter{AssetType: asset.Spot}, Detail{AssetType: asset.Index}, false}, {"AssetType Empty", Filter{AssetType: asset.Spot}, Detail{}, false}, {"Pair ✓", Filter{Pair: currency.NewBTCUSDT()}, Detail{Pair: currency.NewBTCUSDT()}, true}, {"Pair 𐄂", Filter{Pair: currency.NewBTCUSDT()}, Detail{Pair: currency.NewBTCUSD()}, false}, {"Pair Empty", Filter{Pair: currency.NewBTCUSDT()}, Detail{}, false}, {"AccountID ✓", Filter{AccountID: "A"}, Detail{AccountID: "A"}, true}, {"AccountID 𐄂", Filter{AccountID: "A"}, Detail{AccountID: "B"}, false}, {"AccountID Empty", Filter{AccountID: "A"}, Detail{}, false}, } for _, tt := range tests { t.Run(tt.description, func(t *testing.T) { t.Parallel() require.Equal(t, tt.result, tt.order.MatchFilter(&tt.filter), "MatchFilter must return correctly") }) } } func TestIsActive(t *testing.T) { orders := map[int]Detail{ 0: {Amount: 0.0, Status: Active}, 1: {Amount: 1.0, ExecutedAmount: 0.9, Status: Active}, 2: {Amount: 1.0, ExecutedAmount: 1.0, Status: Active}, 3: {Amount: 1.0, ExecutedAmount: 1.1, Status: Active}, } amountTests := map[int]struct { o Detail expectedResult bool }{ 0: {orders[0], false}, 1: {orders[1], true}, 2: {orders[2], false}, 3: {orders[3], false}, } // specific tests for num, tt := range amountTests { assert.Equalf(t, tt.expectedResult, tt.o.IsActive(), "amountTests[%v] failed", num) } statusTests := map[int]struct { o Detail expectedResult bool }{ // For now force inactive on any status 0: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AnyStatus}, false}, 1: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: New}, true}, 2: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Active}, true}, 3: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyCancelled}, false}, 4: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyFilled}, true}, 5: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Filled}, false}, 6: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Cancelled}, false}, 7: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PendingCancel}, true}, 8: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: InsufficientBalance}, false}, 9: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: MarketUnavailable}, false}, 10: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Rejected}, false}, 11: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Expired}, false}, 12: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Hidden}, true}, // For now force inactive on unknown status 13: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: UnknownStatus}, false}, 14: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Open}, true}, 15: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AutoDeleverage}, true}, 16: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Closed}, false}, 17: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Pending}, true}, } // specific tests for num, tt := range statusTests { require.Equalf(t, tt.expectedResult, tt.o.IsActive(), "statusTests[%v] failed", num) } } var activeBenchmark = Detail{Status: Pending, Amount: 1} // 610732089 2.414 ns/op 0 B/op 0 allocs/op // PREV // 1000000000 1.188 ns/op 0 B/op 0 allocs/op // CURRENT func BenchmarkIsActive(b *testing.B) { for b.Loop() { if !activeBenchmark.IsActive() { b.Fatal("expected true") } } } func TestIsInactive(t *testing.T) { orders := map[int]Detail{ 0: {Amount: 0.0, Status: Active}, 1: {Amount: 1.0, ExecutedAmount: 0.9, Status: Active}, 2: {Amount: 1.0, ExecutedAmount: 1.0, Status: Active}, 3: {Amount: 1.0, ExecutedAmount: 1.1, Status: Active}, } amountTests := map[int]struct { o Detail expectedResult bool }{ 0: {orders[0], true}, 1: {orders[1], false}, 2: {orders[2], true}, 3: {orders[3], true}, } // specific tests for num, tt := range amountTests { assert.Equalf(t, tt.expectedResult, tt.o.IsInactive(), "amountTests[%v] failed", num) } statusTests := map[int]struct { o Detail expectedResult bool }{ // For now force inactive on any status 0: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AnyStatus}, true}, 1: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: New}, false}, 2: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Active}, false}, 3: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyCancelled}, true}, 4: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyFilled}, false}, 5: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Filled}, true}, 6: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Cancelled}, true}, 7: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PendingCancel}, false}, 8: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: InsufficientBalance}, true}, 9: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: MarketUnavailable}, true}, 10: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Rejected}, true}, 11: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Expired}, true}, 12: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Hidden}, false}, // For now force inactive on unknown status 13: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: UnknownStatus}, true}, 14: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Open}, false}, 15: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AutoDeleverage}, false}, 16: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Closed}, true}, 17: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Pending}, false}, } // specific tests for num, tt := range statusTests { assert.Equalf(t, tt.expectedResult, tt.o.IsInactive(), "statusTests[%v] failed", num) } } var inactiveBenchmark = Detail{Status: Closed, Amount: 1} // 1000000000 1.043 ns/op 0 B/op 0 allocs/op // CURRENT func BenchmarkIsInactive(b *testing.B) { for b.Loop() { require.True(b, inactiveBenchmark.IsInactive()) } } func TestIsOrderPlaced(t *testing.T) { t.Parallel() statusTests := map[int]struct { o Detail expectedResult bool }{ 0: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AnyStatus}, false}, 1: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: New}, true}, 2: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Active}, true}, 3: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyCancelled}, true}, 4: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyFilled}, true}, 5: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Filled}, true}, 6: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Cancelled}, true}, 7: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PendingCancel}, true}, 8: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: InsufficientBalance}, false}, 9: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: MarketUnavailable}, false}, 10: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Rejected}, false}, 11: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Expired}, true}, 12: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Hidden}, true}, 13: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: UnknownStatus}, false}, 14: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Open}, true}, 15: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AutoDeleverage}, true}, 16: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Closed}, true}, 17: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Pending}, true}, } // specific tests for num, tt := range statusTests { t.Run(fmt.Sprintf("TEST CASE: %d", num), func(t *testing.T) { t.Parallel() assert.Equalf(t, tt.expectedResult, tt.o.WasOrderPlaced(), "statusTests[%v] failed", num) }) } } func TestGenerateInternalOrderID(t *testing.T) { id, err := uuid.NewV4() assert.NoError(t, err) od := Detail{ InternalOrderID: id, } od.GenerateInternalOrderID() assert.Equal(t, id, od.InternalOrderID, "Should not be able to generate a new internal order ID") od = Detail{} od.GenerateInternalOrderID() assert.False(t, od.InternalOrderID.IsNil(), "unable to generate internal order ID") } func TestDetail_Copy(t *testing.T) { t.Parallel() d := []Detail{ { Exchange: "Binance", }, { Exchange: "Binance", Trades: []TradeHistory{ {Price: 1}, }, }, } for i := range d { r := d[i].Copy() assert.Truef(t, reflect.DeepEqual(d[i], r), "[%d] Copy does not contain same elements, expected: %v\ngot:%v", i, d[i], r) if len(d[i].Trades) > 0 { assert.NotSamef(t, &d[i].Trades[0], &r.Trades[0], "[%d]Trades point to the same data elements", i) } } } func TestDetail_CopyToPointer(t *testing.T) { t.Parallel() d := []Detail{ { Exchange: "Binance", }, { Exchange: "Binance", Trades: []TradeHistory{ {Price: 1}, }, }, } for i := range d { r := d[i].CopyToPointer() assert.Truef(t, reflect.DeepEqual(d[i], *r), "[%d] Copy does not contain same elements, expected: %v\ngot:%v", i, d[i], r) if len(d[i].Trades) > 0 { assert.NotSamef(t, &d[i].Trades[0], &r.Trades[0], "[%d]Trades point to the same data elements", i) } } } func TestDetail_CopyPointerOrderSlice(t *testing.T) { t.Parallel() d := []*Detail{ { Exchange: "Binance", }, { Exchange: "Binance", Trades: []TradeHistory{ {Price: 1}, }, }, } sliceCopy := CopyPointerOrderSlice(d) for i := range sliceCopy { assert.Truef(t, reflect.DeepEqual(*sliceCopy[i], *d[i]), "[%d] Copy does not contain same elements, expected: %v\ngot:%v", i, sliceCopy[i], d[i]) if len(sliceCopy[i].Trades) > 0 { assert.NotSamef(t, &sliceCopy[i].Trades[0], &d[i].Trades[0], "[%d]Trades point to the same data elements", i) } } } func TestDeriveModify(t *testing.T) { t.Parallel() var o *Detail _, err := o.DeriveModify() require.ErrorIs(t, err, errOrderDetailIsNil) pair := currency.NewPair(currency.BTC, currency.AUD) o = &Detail{ Exchange: "wow", OrderID: "wow2", ClientOrderID: "wow3", Type: Market, Side: Long, AssetType: asset.Futures, Pair: pair, } mod, err := o.DeriveModify() require.NoError(t, err) require.NotNil(t, mod) exp := &Modify{ Exchange: "wow", OrderID: "wow2", ClientOrderID: "wow3", Type: Market, Side: Long, AssetType: asset.Futures, Pair: pair, } assert.Equal(t, exp, mod) } func TestDeriveModifyResponse(t *testing.T) { t.Parallel() var mod *Modify _, err := mod.DeriveModifyResponse() require.ErrorIs(t, err, errOrderDetailIsNil) pair := currency.NewPair(currency.BTC, currency.AUD) mod = &Modify{ Exchange: "wow", OrderID: "wow2", ClientOrderID: "wow3", Type: Market, Side: Long, AssetType: asset.Futures, Pair: pair, } modresp, err := mod.DeriveModifyResponse() require.NoError(t, err, "DeriveModifyResponse must not error") require.NotNil(t, modresp) exp := &ModifyResponse{ Exchange: "wow", OrderID: "wow2", ClientOrderID: "wow3", Type: Market, Side: Long, AssetType: asset.Futures, Pair: pair, } assert.Equal(t, exp, modresp) } func TestDeriveCancel(t *testing.T) { t.Parallel() var o *Detail _, err := o.DeriveCancel() require.ErrorIs(t, err, errOrderDetailIsNil) pair := currency.NewPair(currency.BTC, currency.AUD) o = &Detail{ Exchange: "wow", OrderID: "wow1", AccountID: "wow2", ClientID: "wow3", ClientOrderID: "wow4", Type: Market, Side: Long, Pair: pair, AssetType: asset.Futures, } cancel, err := o.DeriveCancel() require.NoError(t, err) assert.Equal(t, "wow", cancel.Exchange, "DeriveCancel should set Exchange correctly") assert.Equal(t, "wow1", cancel.OrderID, "DeriveCancel should set OrderID correctly") assert.Equal(t, "wow2", cancel.AccountID, "DeriveCancel should set AccountID correctly") assert.Equal(t, "wow3", cancel.ClientID, "DeriveCancel should set ClientID correctly") assert.Equal(t, "wow4", cancel.ClientOrderID, "DeriveCancel should set ClientOrderID correctly") assert.Equal(t, Market, cancel.Type, "DeriveCancel should set Type correctly") assert.Equal(t, Long, cancel.Side, "DeriveCancel should set Side correctly") assert.True(t, pair.Equal(cancel.Pair), "DeriveCancel should set Pair correctly") assert.Equal(t, asset.Futures, cancel.AssetType, "DeriveCancel should set AssetType correctly") } func TestGetOrdersRequest_Filter(t *testing.T) { request := new(MultiOrderRequest) request.AssetType = asset.Spot request.Type = AnyType request.Side = AnySide BTCUSD := currency.NewBTCUSD() LTCUSD := currency.NewPair(currency.LTC, currency.USD) orders := []Detail{ {OrderID: "0", Pair: BTCUSD, AssetType: asset.Spot, Type: Limit, Side: Buy}, {OrderID: "1", Pair: BTCUSD, AssetType: asset.Spot, Type: Limit, Side: Sell}, {OrderID: "2", Pair: BTCUSD, AssetType: asset.Spot, Type: Market, Side: Buy}, {OrderID: "3", Pair: BTCUSD, AssetType: asset.Spot, Type: Market, Side: Sell}, {OrderID: "4", Pair: BTCUSD, AssetType: asset.Futures, Type: Limit, Side: Buy}, {OrderID: "5", Pair: BTCUSD, AssetType: asset.Futures, Type: Limit, Side: Sell}, {OrderID: "6", Pair: BTCUSD, AssetType: asset.Futures, Type: Market, Side: Buy}, {OrderID: "7", Pair: BTCUSD, AssetType: asset.Futures, Type: Market, Side: Sell}, {OrderID: "8", Pair: LTCUSD, AssetType: asset.Spot, Type: Limit, Side: Buy}, {OrderID: "9", Pair: LTCUSD, AssetType: asset.Spot, Type: Limit, Side: Sell}, {OrderID: "10", Pair: LTCUSD, AssetType: asset.Spot, Type: Market, Side: Buy}, {OrderID: "11", Pair: LTCUSD, AssetType: asset.Spot, Type: Market, Side: Sell}, {OrderID: "12", Pair: LTCUSD, AssetType: asset.Futures, Type: Limit, Side: Buy}, {OrderID: "13", Pair: LTCUSD, AssetType: asset.Futures, Type: Limit, Side: Sell}, {OrderID: "14", Pair: LTCUSD, AssetType: asset.Futures, Type: Market, Side: Buy}, {OrderID: "15", Pair: LTCUSD, AssetType: asset.Futures, Type: Market, Side: Sell}, } shinyAndClean := request.Filter("test", orders) require.Len(t, shinyAndClean, 16) for x := range shinyAndClean { require.Equal(t, strconv.FormatInt(int64(x), 10), shinyAndClean[x].OrderID) } request.Pairs = []currency.Pair{LTCUSD} // Kicks off time error request.EndTime = time.Unix(1336, 0) request.StartTime = time.Unix(1337, 0) shinyAndClean = request.Filter("test", orders) require.Len(t, shinyAndClean, 8) for x := range shinyAndClean { require.Equal(t, strconv.FormatInt(int64(x)+8, 10), shinyAndClean[x].OrderID) } } func TestIsValidOrderSubmissionSide(t *testing.T) { t.Parallel() assert.False(t, IsValidOrderSubmissionSide(UnknownSide)) assert.True(t, IsValidOrderSubmissionSide(Buy)) assert.False(t, IsValidOrderSubmissionSide(CouldNotBuy)) } func TestAdjustBaseAmount(t *testing.T) { t.Parallel() var s *SubmitResponse err := s.AdjustBaseAmount(0) require.ErrorIs(t, err, errOrderSubmitResponseIsNil) s = &SubmitResponse{} err = s.AdjustBaseAmount(0) require.ErrorIs(t, err, errAmountIsZero) s.Amount = 1.7777777777 err = s.AdjustBaseAmount(1.7777777777) require.NoError(t, err) require.Equal(t, 1.7777777777, s.Amount) s.Amount = 1.7777777777 err = s.AdjustBaseAmount(1.777) require.NoError(t, err) assert.Equal(t, 1.777, s.Amount) } func TestAdjustQuoteAmount(t *testing.T) { t.Parallel() var s *SubmitResponse err := s.AdjustQuoteAmount(0) require.ErrorIs(t, err, errOrderSubmitResponseIsNil) s = &SubmitResponse{} err = s.AdjustQuoteAmount(0) require.ErrorIs(t, err, errAmountIsZero) s.QuoteAmount = 5.222222222222 err = s.AdjustQuoteAmount(5.222222222222) require.NoError(t, err) require.Equal(t, 5.222222222222, s.QuoteAmount) s.QuoteAmount = 5.222222222222 err = s.AdjustQuoteAmount(5.22222222) require.NoError(t, err) assert.Equal(t, 5.22222222, s.QuoteAmount) } func TestSideUnmarshal(t *testing.T) { t.Parallel() var s Side assert.NoError(t, s.UnmarshalJSON([]byte(`"SELL"`)), "Quoted valid side okay") assert.Equal(t, Sell, s, "Correctly set order Side") assert.ErrorIs(t, s.UnmarshalJSON([]byte(`"STEAL"`)), ErrSideIsInvalid, "Quoted invalid side errors") var jErr *json.UnmarshalTypeError assert.ErrorAs(t, s.UnmarshalJSON([]byte(`14`)), &jErr, "non-string valid json is rejected") } func TestSideMarshalJSON(t *testing.T) { t.Parallel() b, err := Buy.MarshalJSON() assert.NoError(t, err) assert.Equal(t, `"BUY"`, string(b)) b, err = UnknownSide.MarshalJSON() assert.NoError(t, err) assert.Equal(t, `"UNKNOWN"`, string(b)) } func TestGetTradeAmount(t *testing.T) { t.Parallel() var s *Submit require.Zero(t, s.GetTradeAmount(protocol.TradingRequirements{})) baseAmount := 420.0 quoteAmount := 69.0 s = &Submit{Amount: baseAmount, QuoteAmount: quoteAmount} // below will default to base amount with nothing set require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{})) require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountPurchaseQuotationOnly: true})) s.AssetType = asset.Spot s.Type = Market s.Side = Buy require.Equal(t, quoteAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountPurchaseQuotationOnly: true})) require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountSellBaseOnly: true})) s.Side = Sell require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountSellBaseOnly: true})) } func TestStringToTrackingMode(t *testing.T) { t.Parallel() inputs := map[string]TrackingMode{ "diStance": Distance, "distance": Distance, "Percentage": Percentage, "percentage": Percentage, "": UnknownTrackingMode, } for k, v := range inputs { assert.Equal(t, v, StringToTrackingMode(k)) } } func TestTrackingModeString(t *testing.T) { t.Parallel() inputs := map[TrackingMode]string{ Distance: "distance", Percentage: "percentage", UnknownTrackingMode: "", } for k, v := range inputs { require.Equal(t, v, k.String()) } } func TestMarshalOrder(t *testing.T) { t.Parallel() btx := currency.NewBTCUSDT() btx.Delimiter = "-" orderSubmit := Submit{ Exchange: "test", Pair: btx, AssetType: asset.Spot, MarginType: margin.Multi, Side: Buy, Type: Market, Amount: 1, Price: 1000, } j, err := json.Marshal(orderSubmit) require.NoError(t, err, "Marshal must not error") exp := []byte(`{"Exchange":"test","Type":4,"Side":"BUY","Pair":"BTC-USDT","AssetType":"spot","TimeInForce":"","ReduceOnly":false,"Leverage":0,"Price":1000,"Amount":1,"QuoteAmount":0,"TriggerPrice":0,"TriggerPriceType":0,"ClientID":"","ClientOrderID":"","AutoBorrow":false,"MarginType":"multi","RetrieveFees":false,"RetrieveFeeDelay":0,"RiskManagementModes":{"Mode":"","TakeProfit":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0},"StopLoss":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0},"StopEntry":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0}},"Hidden":false,"Iceberg":false,"EndTime":"0001-01-01T00:00:00Z","StopDirection":false,"TrackingMode":0,"TrackingValue":0,"RFQDisabled":false}`) assert.Equal(t, exp, j) }