mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* stream: add exchange config pointer to setup WebsocketSetup struct to reduce and consolidate setting of variables. * config: reduce stutter * config: reduce minor stutter * glorious: nits addr. * Update exchanges/stream/websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * websocket: implement fix * engine/helpers: fix test * exchanges: fix after merge issues * exchange_template: fix output Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
1155 lines
27 KiB
Go
1155 lines
27 KiB
Go
package engine
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import (
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"context"
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"errors"
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"sync"
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"testing"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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)
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// omfExchange aka ordermanager fake exchange overrides exchange functions
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// we're not testing an actual exchange's implemented functions
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type omfExchange struct {
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exchange.IBotExchange
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}
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// CancelOrder overrides testExchange's cancel order function
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// to do the bare minimum required with no API calls or credentials required
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func (f omfExchange) CancelOrder(ctx context.Context, o *order.Cancel) error {
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o.Status = order.Cancelled
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return nil
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}
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// GetOrderInfo overrides testExchange's get order function
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// to do the bare minimum required with no API calls or credentials required
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func (f omfExchange) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
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switch orderID {
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case "":
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return order.Detail{}, errors.New("")
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case "Order1-unknown-to-active":
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return order.Detail{
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Exchange: testExchange,
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Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
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AssetType: asset.Spot,
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Amount: 1.0,
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Side: order.Buy,
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Status: order.Active,
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LastUpdated: time.Now().Add(-time.Hour),
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ID: "Order1-unknown-to-active",
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}, nil
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case "Order2-active-to-inactive":
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return order.Detail{
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Exchange: testExchange,
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Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
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AssetType: asset.Spot,
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Amount: 1.0,
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Side: order.Sell,
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Status: order.Cancelled,
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LastUpdated: time.Now().Add(-time.Hour),
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ID: "Order2-active-to-inactive",
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}, nil
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}
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return order.Detail{
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Exchange: testExchange,
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ID: orderID,
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Pair: pair,
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AssetType: assetType,
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Status: order.Cancelled,
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}, nil
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}
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// GetActiveOrders overrides the function used by processOrders to return 1 active order
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func (f omfExchange) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
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return []order.Detail{{
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Exchange: testExchange,
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Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
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AssetType: asset.Spot,
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Amount: 2.0,
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Side: order.Sell,
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Status: order.Active,
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LastUpdated: time.Now().Add(-time.Hour),
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ID: "Order3-unknown-to-active",
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}}, nil
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}
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func (f omfExchange) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
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ans := *action
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ans.ID = "modified_order_id"
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return ans, nil
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}
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func TestSetupOrderManager(t *testing.T) {
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_, err := SetupOrderManager(nil, nil, nil, false)
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if !errors.Is(err, errNilExchangeManager) {
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t.Errorf("error '%v', expected '%v'", err, errNilExchangeManager)
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}
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_, err = SetupOrderManager(SetupExchangeManager(), nil, nil, false)
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if !errors.Is(err, errNilCommunicationsManager) {
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t.Errorf("error '%v', expected '%v'", err, errNilCommunicationsManager)
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}
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_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, nil, false)
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if !errors.Is(err, errNilWaitGroup) {
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t.Errorf("error '%v', expected '%v'", err, errNilWaitGroup)
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}
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var wg sync.WaitGroup
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_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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}
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func TestOrderManagerStart(t *testing.T) {
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var m *OrderManager
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err := m.Start()
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if !errors.Is(err, ErrNilSubsystem) {
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t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
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}
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var wg sync.WaitGroup
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m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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err = m.Start()
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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err = m.Start()
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if !errors.Is(err, ErrSubSystemAlreadyStarted) {
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t.Errorf("error '%v', expected '%v'", err, ErrSubSystemAlreadyStarted)
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}
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}
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func TestOrderManagerIsRunning(t *testing.T) {
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var m *OrderManager
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if m.IsRunning() {
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t.Error("expected false")
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}
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var wg sync.WaitGroup
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m, err := SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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if m.IsRunning() {
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t.Error("expected false")
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}
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err = m.Start()
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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if !m.IsRunning() {
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t.Error("expected true")
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}
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}
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func TestOrderManagerStop(t *testing.T) {
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var m *OrderManager
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err := m.Stop()
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if !errors.Is(err, ErrNilSubsystem) {
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t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
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}
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var wg sync.WaitGroup
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m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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err = m.Stop()
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if !errors.Is(err, ErrSubSystemNotStarted) {
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t.Errorf("error '%v', expected '%v'", err, ErrSubSystemNotStarted)
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}
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err = m.Start()
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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err = m.Stop()
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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}
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func OrdersSetup(t *testing.T) *OrderManager {
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t.Helper()
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var wg sync.WaitGroup
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em := SetupExchangeManager()
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exch, err := em.NewExchangeByName(testExchange)
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if err != nil {
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t.Fatal(err)
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}
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exch.SetDefaults()
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cfg, err := exch.GetDefaultConfig()
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if err != nil {
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t.Fatal(err)
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}
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err = exch.Setup(cfg)
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if err != nil {
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t.Fatal(err)
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}
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fakeExchange := omfExchange{
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IBotExchange: exch,
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}
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em.Add(fakeExchange)
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m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false)
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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m.started = 1
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return m
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}
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func TestOrdersGet(t *testing.T) {
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m := OrdersSetup(t)
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if m.orderStore.get() == nil {
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t.Error("orderStore not established")
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}
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}
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func TestOrdersAdd(t *testing.T) {
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m := OrdersSetup(t)
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err := m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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ID: "TestOrdersAdd",
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})
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if err != nil {
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t.Error(err)
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}
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err = m.orderStore.add(&order.Detail{
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Exchange: "testTest",
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ID: "TestOrdersAdd",
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})
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if err == nil {
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t.Error("Expected error from non existent exchange")
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}
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err = m.orderStore.add(nil)
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if err == nil {
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t.Error("Expected error from nil order")
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}
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err = m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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ID: "TestOrdersAdd",
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})
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if err == nil {
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t.Error("Expected error re-adding order")
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}
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}
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func TestGetByInternalOrderID(t *testing.T) {
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m := OrdersSetup(t)
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err := m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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ID: "TestGetByInternalOrderID",
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InternalOrderID: "internalTest",
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})
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if err != nil {
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t.Error(err)
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}
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o, err := m.orderStore.getByInternalOrderID("internalTest")
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if err != nil {
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t.Error(err)
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}
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if o == nil {
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t.Fatal("Expected a matching order")
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}
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if o.ID != "TestGetByInternalOrderID" {
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t.Error("Expected to retrieve order")
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}
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_, err = m.orderStore.getByInternalOrderID("NoOrder")
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if err != ErrOrderNotFound {
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t.Error(err)
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}
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}
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func TestGetByExchange(t *testing.T) {
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m := OrdersSetup(t)
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err := m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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ID: "TestGetByExchange",
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InternalOrderID: "internalTestGetByExchange",
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})
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if err != nil {
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t.Error(err)
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}
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err = m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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ID: "TestGetByExchange2",
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InternalOrderID: "internalTestGetByExchange2",
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})
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if err != nil {
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t.Error(err)
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}
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err = m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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ID: "TestGetByExchange3",
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InternalOrderID: "internalTest3",
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})
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if err != nil {
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t.Error(err)
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}
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var o []*order.Detail
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o, err = m.orderStore.getByExchange(testExchange)
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if err != nil {
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t.Error(err)
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}
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if o == nil {
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t.Error("Expected non nil response")
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}
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var o1Found, o2Found bool
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for i := range o {
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if o[i].ID == "TestGetByExchange" && o[i].Exchange == testExchange {
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o1Found = true
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}
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if o[i].ID == "TestGetByExchange2" && o[i].Exchange == testExchange {
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o2Found = true
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}
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}
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if !o1Found || !o2Found {
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t.Error("Expected orders 'TestGetByExchange' and 'TestGetByExchange2' to be returned")
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}
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_, err = m.orderStore.getByInternalOrderID("NoOrder")
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if err != ErrOrderNotFound {
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t.Error(err)
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}
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err = m.orderStore.add(&order.Detail{
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Exchange: "thisWillFail",
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})
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if err == nil {
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t.Error("Expected exchange not found error")
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}
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}
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func TestGetByExchangeAndID(t *testing.T) {
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m := OrdersSetup(t)
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err := m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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ID: "TestGetByExchangeAndID",
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})
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if err != nil {
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t.Error(err)
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}
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o, err := m.orderStore.getByExchangeAndID(testExchange, "TestGetByExchangeAndID")
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if err != nil {
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t.Error(err)
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}
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if o.ID != "TestGetByExchangeAndID" {
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t.Error("Expected to retrieve order")
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}
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_, err = m.orderStore.getByExchangeAndID("", "TestGetByExchangeAndID")
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if err != ErrExchangeNotFound {
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t.Error(err)
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}
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_, err = m.orderStore.getByExchangeAndID(testExchange, "")
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if err != ErrOrderNotFound {
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t.Error(err)
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}
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}
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func TestExists(t *testing.T) {
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m := OrdersSetup(t)
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if m.orderStore.exists(nil) {
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t.Error("Expected false")
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}
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o := &order.Detail{
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Exchange: testExchange,
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ID: "TestExists",
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}
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if err := m.orderStore.add(o); err != nil {
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t.Error(err)
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}
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b := m.orderStore.exists(o)
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if !b {
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t.Error("Expected true")
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}
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}
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func TestStore_modifyOrder(t *testing.T) {
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m := OrdersSetup(t)
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pair := currency.Pair{
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Base: currency.NewCode("XXXXX"),
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Quote: currency.NewCode("YYYYY"),
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}
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err := m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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AssetType: asset.Spot,
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Pair: pair,
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ID: "fake_order_id",
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Price: 8,
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Amount: 128,
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})
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if err != nil {
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t.Error(err)
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}
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err = m.orderStore.modifyExisting("fake_order_id", &order.Modify{
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Exchange: testExchange,
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ID: "another_fake_order_id",
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Price: 16,
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Amount: 256,
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})
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if err != nil {
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t.Error(err)
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}
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_, err = m.orderStore.getByExchangeAndID(testExchange, "fake_order_id")
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if err == nil {
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// Expected error, such an order should not exist anymore in the store.
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t.Error("Expected error")
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}
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det, err := m.orderStore.getByExchangeAndID(testExchange, "another_fake_order_id")
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if det == nil || err != nil {
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t.Fatal("Failed to fetch order details")
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}
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if det.ID != "another_fake_order_id" || det.Price != 16 || det.Amount != 256 {
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t.Errorf(
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"have (%s,%f,%f), want (%s,%f,%f)",
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det.ID, det.Price, det.Amount,
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"another_fake_order_id", 16., 256.,
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)
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}
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}
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func TestCancelOrder(t *testing.T) {
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m := OrdersSetup(t)
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err := m.Cancel(context.Background(), nil)
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if err == nil {
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t.Error("Expected error due to empty order")
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}
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err = m.Cancel(context.Background(), &order.Cancel{})
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if err == nil {
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t.Error("Expected error due to empty order")
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}
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err = m.Cancel(context.Background(), &order.Cancel{
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Exchange: testExchange,
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})
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if err == nil {
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t.Error("Expected error due to no order ID")
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}
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err = m.Cancel(context.Background(), &order.Cancel{
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ID: "ID",
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})
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if err == nil {
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t.Error("Expected error due to no Exchange")
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}
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err = m.Cancel(context.Background(),
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&order.Cancel{
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ID: "ID",
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Exchange: testExchange,
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AssetType: asset.Binary,
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})
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if err == nil {
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t.Error("Expected error due to bad asset type")
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}
|
|
|
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o := &order.Detail{
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Exchange: testExchange,
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ID: "1337",
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Status: order.New,
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}
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err = m.orderStore.add(o)
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if err != nil {
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t.Error(err)
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}
|
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|
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err = m.Cancel(context.Background(),
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&order.Cancel{
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ID: "Unknown",
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Exchange: testExchange,
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AssetType: asset.Spot,
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})
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if err == nil {
|
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t.Error("Expected error due to no order found")
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}
|
|
|
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pair, err := currency.NewPairFromString("BTCUSD")
|
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if err != nil {
|
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t.Fatal(err)
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|
}
|
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|
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cancel := &order.Cancel{
|
|
Exchange: testExchange,
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ID: "1337",
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Side: order.Sell,
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Status: order.New,
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AssetType: asset.Spot,
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Date: time.Now(),
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Pair: pair,
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}
|
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err = m.Cancel(context.Background(), cancel)
|
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if !errors.Is(err, nil) {
|
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
|
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|
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if o.Status != order.Cancelled {
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t.Error("Failed to cancel")
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}
|
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}
|
|
|
|
func TestGetOrderInfo(t *testing.T) {
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m := OrdersSetup(t)
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_, err := m.GetOrderInfo(context.Background(), "", "", currency.Pair{}, "")
|
|
if err == nil {
|
|
t.Error("Expected error due to empty order")
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}
|
|
|
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var result order.Detail
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result, err = m.GetOrderInfo(context.Background(),
|
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testExchange, "1337", currency.Pair{}, "")
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if result.ID != "1337" {
|
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t.Error("unexpected order returned")
|
|
}
|
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|
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result, err = m.GetOrderInfo(context.Background(),
|
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testExchange, "1337", currency.Pair{}, "")
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if result.ID != "1337" {
|
|
t.Error("unexpected order returned")
|
|
}
|
|
}
|
|
|
|
func TestCancelAllOrders(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
o := &order.Detail{
|
|
Exchange: testExchange,
|
|
ID: "TestCancelAllOrders",
|
|
Status: order.New,
|
|
}
|
|
if err := m.orderStore.add(o); err != nil {
|
|
t.Error(err)
|
|
}
|
|
|
|
m.CancelAllOrders(context.Background(), []exchange.IBotExchange{})
|
|
if o.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})
|
|
if o.Status != order.Cancelled {
|
|
t.Error("Order should be cancelled")
|
|
}
|
|
|
|
o.Status = order.New
|
|
m.CancelAllOrders(context.Background(), nil)
|
|
if o.Status != order.New {
|
|
t.Error("Order should not be cancelled")
|
|
}
|
|
}
|
|
|
|
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{
|
|
Exchange: "",
|
|
ID: "FakePassingExchangeOrder",
|
|
Status: order.New,
|
|
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.ErrAuthenticatedRequestWithoutCredentialsSet) {
|
|
t.Errorf("error '%v', expected '%v'", err, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
|
|
}
|
|
|
|
err = m.orderStore.add(&order.Detail{
|
|
Exchange: testExchange,
|
|
ID: "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 == "" {
|
|
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,
|
|
ID: "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.ID != resp.OrderID || det.Price != price || det.Amount != amount {
|
|
t.Errorf(
|
|
"have (%s,%f,%f), want (%s,%f,%f)",
|
|
det.ID, det.Price, det.Amount,
|
|
resp.OrderID, price, amount,
|
|
)
|
|
}
|
|
}
|
|
|
|
model := order.Modify{
|
|
// These fields identify the order.
|
|
Exchange: testExchange,
|
|
AssetType: asset.Spot,
|
|
Pair: pair,
|
|
ID: "fake_order_id",
|
|
// These fields modify the order.
|
|
Price: 0,
|
|
Amount: 0,
|
|
}
|
|
|
|
// [1] Test if nonexistent order returns an error.
|
|
one := model
|
|
one.ID = "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)
|
|
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,
|
|
},
|
|
},
|
|
}
|
|
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,
|
|
},
|
|
},
|
|
},
|
|
}
|
|
|
|
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),
|
|
ID: "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),
|
|
ID: "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),
|
|
ID: "Order3-unknown-to-active",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); 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{ID: "Order1-unknown-to-active"})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 3 result, got: %d", len(res))
|
|
}
|
|
if res[0].Status != order.Active {
|
|
t.Errorf("Order 1 should be active, but status is %s", string(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{ID: "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", string(res[0].Status))
|
|
}
|
|
|
|
// Order3 is returned by exch.GetActiveOrders(), which will say it is active
|
|
res, err = m.GetOrdersFiltered(&order.Filter{ID: "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", string(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,
|
|
ID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
ID: "Test2",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
res, err := m.GetOrdersFiltered(&order.Filter{ID: "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,
|
|
ID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
ID: "Test2",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
res, err := m.orderStore.getFilteredOrders(&order.Filter{ID: "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,
|
|
ID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Sell,
|
|
Status: order.Active,
|
|
ID: "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,
|
|
ID: "Test1",
|
|
LastUpdated: time.Now(),
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
ID: "Test2",
|
|
LastUpdated: time.Now(),
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
ID: "Test3",
|
|
LastUpdated: time.Now().Add(-time.Hour),
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
ID: "Test4",
|
|
LastUpdated: time.Now().Add(-time.Hour),
|
|
},
|
|
}
|
|
requiresProcessing := make(map[string]bool, len(orders))
|
|
for i := range orders {
|
|
orders[i].GenerateInternalOrderID()
|
|
if i%2 == 0 {
|
|
requiresProcessing[orders[i].InternalOrderID] = false
|
|
} else {
|
|
requiresProcessing[orders[i].InternalOrderID] = true
|
|
}
|
|
}
|
|
var wg sync.WaitGroup
|
|
wg.Add(1)
|
|
m.processMatchingOrders(exch, orders, requiresProcessing, &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].ID != "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,
|
|
ID: "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,
|
|
ID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Sell,
|
|
Status: order.Active,
|
|
ID: "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))
|
|
}
|
|
}
|