Files
gocryptotrader/engine/order_manager_test.go
Ryan O'Hara-Reid 099ffa1a60 stream/websocket: Consolidate fields by using exchange config pointer (#809)
* 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>
2021-10-20 15:45:06 +11:00

1155 lines
27 KiB
Go

package engine
import (
"context"
"errors"
"sync"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
)
// omfExchange aka ordermanager fake exchange overrides exchange functions
// we're not testing an actual exchange's implemented functions
type omfExchange struct {
exchange.IBotExchange
}
// CancelOrder overrides testExchange's cancel order function
// to do the bare minimum required with no API calls or credentials required
func (f omfExchange) CancelOrder(ctx context.Context, o *order.Cancel) error {
o.Status = order.Cancelled
return nil
}
// GetOrderInfo overrides testExchange's get order function
// to do the bare minimum required with no API calls or credentials required
func (f omfExchange) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
switch orderID {
case "":
return order.Detail{}, errors.New("")
case "Order1-unknown-to-active":
return order.Detail{
Exchange: testExchange,
Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
AssetType: asset.Spot,
Amount: 1.0,
Side: order.Buy,
Status: order.Active,
LastUpdated: time.Now().Add(-time.Hour),
ID: "Order1-unknown-to-active",
}, nil
case "Order2-active-to-inactive":
return order.Detail{
Exchange: testExchange,
Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
AssetType: asset.Spot,
Amount: 1.0,
Side: order.Sell,
Status: order.Cancelled,
LastUpdated: time.Now().Add(-time.Hour),
ID: "Order2-active-to-inactive",
}, nil
}
return order.Detail{
Exchange: testExchange,
ID: orderID,
Pair: pair,
AssetType: assetType,
Status: order.Cancelled,
}, nil
}
// GetActiveOrders overrides the function used by processOrders to return 1 active order
func (f omfExchange) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
return []order.Detail{{
Exchange: testExchange,
Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
AssetType: asset.Spot,
Amount: 2.0,
Side: order.Sell,
Status: order.Active,
LastUpdated: time.Now().Add(-time.Hour),
ID: "Order3-unknown-to-active",
}}, nil
}
func (f omfExchange) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
ans := *action
ans.ID = "modified_order_id"
return ans, nil
}
func TestSetupOrderManager(t *testing.T) {
_, err := SetupOrderManager(nil, nil, nil, false)
if !errors.Is(err, errNilExchangeManager) {
t.Errorf("error '%v', expected '%v'", err, errNilExchangeManager)
}
_, err = SetupOrderManager(SetupExchangeManager(), nil, nil, false)
if !errors.Is(err, errNilCommunicationsManager) {
t.Errorf("error '%v', expected '%v'", err, errNilCommunicationsManager)
}
_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, nil, false)
if !errors.Is(err, errNilWaitGroup) {
t.Errorf("error '%v', expected '%v'", err, errNilWaitGroup)
}
var wg sync.WaitGroup
_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
}
func TestOrderManagerStart(t *testing.T) {
var m *OrderManager
err := m.Start()
if !errors.Is(err, ErrNilSubsystem) {
t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
}
var wg sync.WaitGroup
m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
err = m.Start()
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
err = m.Start()
if !errors.Is(err, ErrSubSystemAlreadyStarted) {
t.Errorf("error '%v', expected '%v'", err, ErrSubSystemAlreadyStarted)
}
}
func TestOrderManagerIsRunning(t *testing.T) {
var m *OrderManager
if m.IsRunning() {
t.Error("expected false")
}
var wg sync.WaitGroup
m, err := SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
if m.IsRunning() {
t.Error("expected false")
}
err = m.Start()
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
if !m.IsRunning() {
t.Error("expected true")
}
}
func TestOrderManagerStop(t *testing.T) {
var m *OrderManager
err := m.Stop()
if !errors.Is(err, ErrNilSubsystem) {
t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
}
var wg sync.WaitGroup
m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
err = m.Stop()
if !errors.Is(err, ErrSubSystemNotStarted) {
t.Errorf("error '%v', expected '%v'", err, ErrSubSystemNotStarted)
}
err = m.Start()
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
err = m.Stop()
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
}
func OrdersSetup(t *testing.T) *OrderManager {
t.Helper()
var wg sync.WaitGroup
em := SetupExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
cfg, err := exch.GetDefaultConfig()
if err != nil {
t.Fatal(err)
}
err = exch.Setup(cfg)
if err != nil {
t.Fatal(err)
}
fakeExchange := omfExchange{
IBotExchange: exch,
}
em.Add(fakeExchange)
m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
m.started = 1
return m
}
func TestOrdersGet(t *testing.T) {
m := OrdersSetup(t)
if m.orderStore.get() == nil {
t.Error("orderStore not established")
}
}
func TestOrdersAdd(t *testing.T) {
m := OrdersSetup(t)
err := m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestOrdersAdd",
})
if err != nil {
t.Error(err)
}
err = m.orderStore.add(&order.Detail{
Exchange: "testTest",
ID: "TestOrdersAdd",
})
if err == nil {
t.Error("Expected error from non existent exchange")
}
err = m.orderStore.add(nil)
if err == nil {
t.Error("Expected error from nil order")
}
err = m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestOrdersAdd",
})
if err == nil {
t.Error("Expected error re-adding order")
}
}
func TestGetByInternalOrderID(t *testing.T) {
m := OrdersSetup(t)
err := m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestGetByInternalOrderID",
InternalOrderID: "internalTest",
})
if err != nil {
t.Error(err)
}
o, err := m.orderStore.getByInternalOrderID("internalTest")
if err != nil {
t.Error(err)
}
if o == nil {
t.Fatal("Expected a matching order")
}
if o.ID != "TestGetByInternalOrderID" {
t.Error("Expected to retrieve order")
}
_, err = m.orderStore.getByInternalOrderID("NoOrder")
if err != ErrOrderNotFound {
t.Error(err)
}
}
func TestGetByExchange(t *testing.T) {
m := OrdersSetup(t)
err := m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestGetByExchange",
InternalOrderID: "internalTestGetByExchange",
})
if err != nil {
t.Error(err)
}
err = m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestGetByExchange2",
InternalOrderID: "internalTestGetByExchange2",
})
if err != nil {
t.Error(err)
}
err = m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestGetByExchange3",
InternalOrderID: "internalTest3",
})
if err != nil {
t.Error(err)
}
var o []*order.Detail
o, err = m.orderStore.getByExchange(testExchange)
if err != nil {
t.Error(err)
}
if o == nil {
t.Error("Expected non nil response")
}
var o1Found, o2Found bool
for i := range o {
if o[i].ID == "TestGetByExchange" && o[i].Exchange == testExchange {
o1Found = true
}
if o[i].ID == "TestGetByExchange2" && o[i].Exchange == testExchange {
o2Found = true
}
}
if !o1Found || !o2Found {
t.Error("Expected orders 'TestGetByExchange' and 'TestGetByExchange2' to be returned")
}
_, err = m.orderStore.getByInternalOrderID("NoOrder")
if err != ErrOrderNotFound {
t.Error(err)
}
err = m.orderStore.add(&order.Detail{
Exchange: "thisWillFail",
})
if err == nil {
t.Error("Expected exchange not found error")
}
}
func TestGetByExchangeAndID(t *testing.T) {
m := OrdersSetup(t)
err := m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestGetByExchangeAndID",
})
if err != nil {
t.Error(err)
}
o, err := m.orderStore.getByExchangeAndID(testExchange, "TestGetByExchangeAndID")
if err != nil {
t.Error(err)
}
if o.ID != "TestGetByExchangeAndID" {
t.Error("Expected to retrieve order")
}
_, err = m.orderStore.getByExchangeAndID("", "TestGetByExchangeAndID")
if err != ErrExchangeNotFound {
t.Error(err)
}
_, err = m.orderStore.getByExchangeAndID(testExchange, "")
if err != ErrOrderNotFound {
t.Error(err)
}
}
func TestExists(t *testing.T) {
m := OrdersSetup(t)
if m.orderStore.exists(nil) {
t.Error("Expected false")
}
o := &order.Detail{
Exchange: testExchange,
ID: "TestExists",
}
if err := m.orderStore.add(o); err != nil {
t.Error(err)
}
b := m.orderStore.exists(o)
if !b {
t.Error("Expected true")
}
}
func TestStore_modifyOrder(t *testing.T) {
m := OrdersSetup(t)
pair := currency.Pair{
Base: currency.NewCode("XXXXX"),
Quote: currency.NewCode("YYYYY"),
}
err := m.orderStore.add(&order.Detail{
Exchange: testExchange,
AssetType: asset.Spot,
Pair: pair,
ID: "fake_order_id",
Price: 8,
Amount: 128,
})
if err != nil {
t.Error(err)
}
err = m.orderStore.modifyExisting("fake_order_id", &order.Modify{
Exchange: testExchange,
ID: "another_fake_order_id",
Price: 16,
Amount: 256,
})
if err != nil {
t.Error(err)
}
_, err = m.orderStore.getByExchangeAndID(testExchange, "fake_order_id")
if err == nil {
// Expected error, such an order should not exist anymore in the store.
t.Error("Expected error")
}
det, err := m.orderStore.getByExchangeAndID(testExchange, "another_fake_order_id")
if det == nil || err != nil {
t.Fatal("Failed to fetch order details")
}
if det.ID != "another_fake_order_id" || det.Price != 16 || det.Amount != 256 {
t.Errorf(
"have (%s,%f,%f), want (%s,%f,%f)",
det.ID, det.Price, det.Amount,
"another_fake_order_id", 16., 256.,
)
}
}
func TestCancelOrder(t *testing.T) {
m := OrdersSetup(t)
err := m.Cancel(context.Background(), nil)
if err == nil {
t.Error("Expected error due to empty order")
}
err = m.Cancel(context.Background(), &order.Cancel{})
if err == nil {
t.Error("Expected error due to empty order")
}
err = m.Cancel(context.Background(), &order.Cancel{
Exchange: testExchange,
})
if err == nil {
t.Error("Expected error due to no order ID")
}
err = m.Cancel(context.Background(), &order.Cancel{
ID: "ID",
})
if err == nil {
t.Error("Expected error due to no Exchange")
}
err = m.Cancel(context.Background(),
&order.Cancel{
ID: "ID",
Exchange: testExchange,
AssetType: asset.Binary,
})
if err == nil {
t.Error("Expected error due to bad asset type")
}
o := &order.Detail{
Exchange: testExchange,
ID: "1337",
Status: order.New,
}
err = m.orderStore.add(o)
if err != nil {
t.Error(err)
}
err = m.Cancel(context.Background(),
&order.Cancel{
ID: "Unknown",
Exchange: testExchange,
AssetType: asset.Spot,
})
if err == nil {
t.Error("Expected error due to no order found")
}
pair, err := currency.NewPairFromString("BTCUSD")
if err != nil {
t.Fatal(err)
}
cancel := &order.Cancel{
Exchange: testExchange,
ID: "1337",
Side: order.Sell,
Status: order.New,
AssetType: asset.Spot,
Date: time.Now(),
Pair: pair,
}
err = m.Cancel(context.Background(), cancel)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
if o.Status != order.Cancelled {
t.Error("Failed to cancel")
}
}
func TestGetOrderInfo(t *testing.T) {
m := OrdersSetup(t)
_, err := m.GetOrderInfo(context.Background(), "", "", currency.Pair{}, "")
if err == nil {
t.Error("Expected error due to empty order")
}
var result order.Detail
result, err = m.GetOrderInfo(context.Background(),
testExchange, "1337", currency.Pair{}, "")
if err != nil {
t.Error(err)
}
if result.ID != "1337" {
t.Error("unexpected order returned")
}
result, err = m.GetOrderInfo(context.Background(),
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: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
ConfigFormat: &currency.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: &currency.PairsManager{
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
ConfigFormat: &currency.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))
}
}