Files
gocryptotrader/exchanges/order/order_test.go
Ryan O'Hara-Reid 11da520dc8 Currency: Add additional functionality, refactor and improvements (#881)
* currency: Add method to derive pair

* currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway.

* currency/pairs: add filter method

* currency: add function to derive select currencies from currency pairs

* currency/engine: slight adjustments

* currency: fix linter issue also shift burden of proof to caller instead of repair, more performant.

* currency: more linter

* pairs: optimize; reduce allocs/op and B/op

* currency: Add in function 'NewPairsFromString' for testing purposes

* currency: don't suppress error

* currency: stop panic on empty currency code

* currency: Add helper method to match currencies between exchanges

* currency: fixed my bad spelling

* currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs

* currency: add pairs method to derive stable coins from internal list.

* Currency: Cleanup, fix tests.

* engine/exchanges/currency: fix whoops

* Currency: force govet no copy on Item datatype

* Currency: fix naughty linter issues

* exchange: revert change

* currency/config: fix config upgrade mistake

* currency: re-implement currency sub-systems

* *RetrieveConfigCurrencyPairs removed
*CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values.
*Drop Cryptocurrencies from configuration as this is not needed.
*Drop REST Poll delay field as this was unused.
*Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration.
*Allow Role to be marshalled for file type.
*Refactor RunUpdater to verify and check config values and set default running foreign exchange provider.

* currency: cleanup

* currency: change match -> equal for comparison which is more of a standard and little easier to find

* currency: address nits

* currency: fix whoops

* currency: Add some more pairs methods

* currency: linter issues

* currency: RM unused field

* currency: rm verbose

* currency: fix word

* currency: gocritic

* currency: fix another whoopsie

* example_config: default to show log system name

* Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation

* currency: fix log name

* ordermanager: fix potential panic

* currency: small optim.

* engine: display correct bool and force shutdown

* currency: add function and fix regression
* Change ConvertCurrency -> ConvertFiat to be more precise
* ADD GetForeignExchangeRate to get specific exchange rate for fiat pair
* Fix currency display and formatting regression and tied in with config.Currency fields

* engine: fix tests

* currency: return the amount when no conversion needs to take place

* currency: reduce method name

* currency: Address nits glorious nits

* currency: fix linter

* currency: addr nits

* currency: check underlying role in test

* gct: change to EMPTYCODE and EMPTYPAIR across codebase

* currency: fix nits

* currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades

* currency: Add temp dir for testing

* Update engine/engine.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* documentation: update and regen

* currency: Address niterinos

* currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider

* currency: addr nits

* currency: fix whoops

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2022-02-17 16:24:57 +11:00

1460 lines
37 KiB
Go

package order
import (
"errors"
"reflect"
"strings"
"testing"
"time"
"github.com/gofrs/uuid"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/validate"
)
var errValidationCheckFailed = errors.New("validation check failed")
func TestValidate(t *testing.T) {
testPair := currency.NewPair(currency.BTC, currency.LTC)
tester := []struct {
ExpectedErr error
Submit *Submit
ValidOpts validate.Checker
}{
{
ExpectedErr: ErrSubmissionIsNil,
Submit: nil,
}, // nil struct
{
ExpectedErr: ErrPairIsEmpty,
Submit: &Submit{},
}, // empty pair
{
ExpectedErr: ErrAssetNotSet,
Submit: &Submit{Pair: testPair},
}, // valid pair but invalid asset
{
ExpectedErr: ErrSideIsInvalid,
Submit: &Submit{Pair: testPair, AssetType: asset.Spot},
}, // valid pair but invalid order side
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{Pair: testPair,
Side: Buy,
AssetType: asset.Spot},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{Pair: testPair,
Side: Sell,
AssetType: asset.Spot},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{Pair: testPair,
Side: Bid,
AssetType: asset.Spot},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{Pair: testPair,
Side: Ask,
AssetType: asset.Spot},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrAmountIsInvalid,
Submit: &Submit{Pair: testPair,
Side: Ask,
Type: Market,
AssetType: asset.Spot},
}, // valid pair, order side, type but invalid amount
{
ExpectedErr: ErrPriceMustBeSetIfLimitOrder,
Submit: &Submit{Pair: testPair,
Side: Ask,
Type: Limit,
Amount: 1,
AssetType: asset.Spot},
}, // valid pair, order side, type, amount but invalid price
{
ExpectedErr: errValidationCheckFailed,
Submit: &Submit{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{Pair: testPair,
Side: Ask,
Type: Limit,
Amount: 1,
Price: 1000,
AssetType: asset.Spot},
ValidOpts: validate.Check(func() error { return nil }),
}, // valid order!
}
for x := range tester {
err := tester[x].Submit.Validate(tester[x].ValidOpts)
if !errors.Is(err, tester[x].ExpectedErr) {
t.Errorf("Unexpected result. Got: %v, want: %v", err, tester[x].ExpectedErr)
}
}
}
func TestOrderSides(t *testing.T) {
t.Parallel()
var os = Buy
if os.String() != "BUY" {
t.Errorf("unexpected string %s", os.String())
}
if os.Lower() != "buy" {
t.Errorf("unexpected string %s", os.Lower())
}
if os.Title() != "Buy" {
t.Errorf("unexpected string %s", os.Title())
}
}
func TestOrderTypes(t *testing.T) {
t.Parallel()
var ot Type = "Mo'Money"
if ot.String() != "Mo'Money" {
t.Errorf("unexpected string %s", ot.String())
}
if ot.Lower() != "mo'money" {
t.Errorf("unexpected string %s", ot.Lower())
}
if ot.Title() != "Mo'Money" {
t.Errorf("unexpected string %s", ot.Title())
}
}
func TestInferCostsAndTimes(t *testing.T) {
t.Parallel()
var detail Detail
detail.InferCostsAndTimes()
if detail.Amount != detail.ExecutedAmount+detail.RemainingAmount {
t.Errorf(
"Order detail amounts not equals. Expected 0, received %f",
detail.Amount-(detail.ExecutedAmount+detail.RemainingAmount),
)
}
detail.CloseTime = time.Now()
detail.InferCostsAndTimes()
if detail.LastUpdated != detail.CloseTime {
t.Errorf(
"Order last updated not equals close time. Expected %s, received %s",
detail.CloseTime,
detail.LastUpdated,
)
}
detail.Amount = 1
detail.ExecutedAmount = 1
detail.InferCostsAndTimes()
if detail.AverageExecutedPrice != 0 {
t.Errorf(
"Unexpected AverageExecutedPrice. Expected 0, received %f",
detail.AverageExecutedPrice,
)
}
detail.Amount = 1
detail.ExecutedAmount = 1
detail.InferCostsAndTimes()
if detail.Cost != 0 {
t.Errorf(
"Unexpected Cost. Expected 0, received %f",
detail.Cost,
)
}
detail.ExecutedAmount = 0
detail.Amount = 1
detail.RemainingAmount = 1
detail.InferCostsAndTimes()
if detail.Amount != detail.ExecutedAmount+detail.RemainingAmount {
t.Errorf(
"Order detail amounts not equals. Expected 0, received %f",
detail.Amount-(detail.ExecutedAmount+detail.RemainingAmount),
)
}
detail.RemainingAmount = 0
detail.Amount = 1
detail.ExecutedAmount = 1
detail.Price = 2
detail.InferCostsAndTimes()
if detail.AverageExecutedPrice != 2 {
t.Errorf(
"Unexpected AverageExecutedPrice. Expected 2, received %f",
detail.AverageExecutedPrice,
)
}
detail = Detail{Amount: 1, ExecutedAmount: 2, Cost: 3, Price: 0}
detail.InferCostsAndTimes()
if detail.AverageExecutedPrice != 1.5 {
t.Errorf(
"Unexpected AverageExecutedPrice. Expected 1.5, received %f",
detail.AverageExecutedPrice,
)
}
detail = Detail{Amount: 1, ExecutedAmount: 2, AverageExecutedPrice: 3}
detail.InferCostsAndTimes()
if detail.Cost != 6 {
t.Errorf(
"Unexpected Cost. Expected 6, received %f",
detail.Cost,
)
}
}
func TestFilterOrdersByType(t *testing.T) {
t.Parallel()
var orders = []Detail{
{
Type: ImmediateOrCancel,
},
{
Type: Limit,
},
}
FilterOrdersByType(&orders, AnyType)
if len(orders) != 2 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 2, len(orders))
}
FilterOrdersByType(&orders, Limit)
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
FilterOrdersByType(&orders, Stop)
if len(orders) != 0 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 0, len(orders))
}
}
func TestFilterOrdersBySide(t *testing.T) {
t.Parallel()
var orders = []Detail{
{
Side: Buy,
},
{
Side: Sell,
},
{},
}
FilterOrdersBySide(&orders, AnySide)
if len(orders) != 3 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 3, len(orders))
}
FilterOrdersBySide(&orders, Buy)
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
FilterOrdersBySide(&orders, Sell)
if len(orders) != 0 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 0, len(orders))
}
}
func TestFilterOrdersByTimeRange(t *testing.T) {
t.Parallel()
var orders = []Detail{
{
Date: time.Unix(100, 0),
},
{
Date: time.Unix(110, 0),
},
{
Date: time.Unix(111, 0),
},
}
FilterOrdersByTimeRange(&orders, time.Unix(0, 0), time.Unix(0, 0))
if len(orders) != 3 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 3, len(orders))
}
FilterOrdersByTimeRange(&orders, time.Unix(100, 0), time.Unix(111, 0))
if len(orders) != 3 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 3, len(orders))
}
FilterOrdersByTimeRange(&orders, time.Unix(101, 0), time.Unix(111, 0))
if len(orders) != 2 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 2, len(orders))
}
FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0))
if len(orders) != 0 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 0, len(orders))
}
orders = append(orders, Detail{})
// test for event no timestamp is set on an order, best to include it
FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0))
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
}
func TestFilterOrdersByCurrencies(t *testing.T) {
t.Parallel()
var orders = []Detail{
{
Pair: currency.NewPair(currency.BTC, currency.USD),
},
{
Pair: currency.NewPair(currency.LTC, currency.EUR),
},
{
Pair: currency.NewPair(currency.DOGE, currency.RUB),
},
}
currencies := []currency.Pair{currency.NewPair(currency.BTC, currency.USD),
currency.NewPair(currency.LTC, currency.EUR),
currency.NewPair(currency.DOGE, currency.RUB)}
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 3 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 3, len(orders))
}
currencies = []currency.Pair{currency.NewPair(currency.BTC, currency.USD),
currency.NewPair(currency.LTC, currency.EUR)}
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 2 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 2, len(orders))
}
currencies = []currency.Pair{currency.NewPair(currency.BTC, currency.USD)}
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
currencies = []currency.Pair{currency.NewPair(currency.USD, currency.BTC)}
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 1 {
t.Errorf("Reverse Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
currencies = []currency.Pair{}
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
currencies = append(currencies, currency.EMPTYPAIR)
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
}
func TestSortOrdersByPrice(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Price: 100,
}, {
Price: 0,
}, {
Price: 50,
},
}
SortOrdersByPrice(&orders, false)
if orders[0].Price != 0 {
t.Errorf("Expected: '%v', received: '%v'", 0, orders[0].Price)
}
SortOrdersByPrice(&orders, true)
if orders[0].Price != 100 {
t.Errorf("Expected: '%v', received: '%v'", 100, orders[0].Price)
}
}
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)
if orders[0].Date.Unix() != time.Unix(0, 0).Unix() {
t.Errorf("Expected: '%v', received: '%v'",
time.Unix(0, 0).Unix(),
orders[0].Date.Unix())
}
SortOrdersByDate(&orders, true)
if orders[0].Date.Unix() != time.Unix(2, 0).Unix() {
t.Errorf("Expected: '%v', received: '%v'",
time.Unix(2, 0).Unix(),
orders[0].Date.Unix())
}
}
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)
if orders[0].Pair.String() != currency.BTC.String()+"-"+currency.RUB.String() {
t.Errorf("Expected: '%v', received: '%v'",
currency.BTC.String()+"-"+currency.RUB.String(),
orders[0].Pair.String())
}
SortOrdersByCurrency(&orders, true)
if orders[0].Pair.String() != currency.LTC.String()+"-"+currency.EUR.String() {
t.Errorf("Expected: '%v', received: '%v'",
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)
if !strings.EqualFold(orders[0].Side.String(), Buy.String()) {
t.Errorf("Expected: '%v', received: '%v'",
Buy,
orders[0].Side)
}
SortOrdersBySide(&orders, true)
if !strings.EqualFold(orders[0].Side.String(), Sell.String()) {
t.Errorf("Expected: '%v', received: '%v'",
Sell,
orders[0].Side)
}
}
func TestSortOrdersByOrderType(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Type: Market,
}, {
Type: Limit,
}, {
Type: ImmediateOrCancel,
}, {
Type: TrailingStop,
},
}
SortOrdersByType(&orders, false)
if !strings.EqualFold(orders[0].Type.String(), ImmediateOrCancel.String()) {
t.Errorf("Expected: '%v', received: '%v'",
ImmediateOrCancel,
orders[0].Type)
}
SortOrdersByType(&orders, true)
if !strings.EqualFold(orders[0].Type.String(), TrailingStop.String()) {
t.Errorf("Expected: '%v', received: '%v'",
TrailingStop,
orders[0].Type)
}
}
var stringsToOrderSide = []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},
{"any", AnySide, nil},
{"ANY", AnySide, nil},
{"aNy", AnySide, nil},
{"woahMan", Buy, errors.New("woahMan not recognised as order side")},
}
func TestStringToOrderSide(t *testing.T) {
for i := range stringsToOrderSide {
testData := &stringsToOrderSide[i]
t.Run(testData.in, func(t *testing.T) {
out, err := StringToOrderSide(testData.in)
if err != nil {
if err.Error() != testData.err.Error() {
t.Error("Unexpected error", err)
}
} else if out != testData.out {
t.Errorf("Unexpected output %v. Expected %v", out, testData.out)
}
})
}
}
var stringsToOrderType = []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},
{"immediate_or_cancel", ImmediateOrCancel, nil},
{"IMMEDIATE_OR_CANCEL", ImmediateOrCancel, nil},
{"iMmEdIaTe_Or_CaNcEl", ImmediateOrCancel, nil},
{"iMmEdIaTe Or CaNcEl", ImmediateOrCancel, 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},
{"fOk", FillOrKill, nil},
{"exchange fOk", FillOrKill, nil},
{"ios", IOS, nil},
{"post_ONly", PostOnly, nil},
{"any", AnyType, nil},
{"ANY", AnyType, nil},
{"aNy", AnyType, nil},
{"trigger", Trigger, nil},
{"TRIGGER", Trigger, nil},
{"tRiGgEr", Trigger, nil},
{"woahMan", UnknownType, errors.New("woahMan not recognised as order type")},
}
func TestStringToOrderType(t *testing.T) {
for i := range stringsToOrderType {
testData := &stringsToOrderType[i]
t.Run(testData.in, func(t *testing.T) {
out, err := StringToOrderType(testData.in)
if err != nil {
if err.Error() != testData.err.Error() {
t.Error("Unexpected error", err)
}
} else if out != testData.out {
t.Errorf("Unexpected output %v. Expected %v", out, testData.out)
}
})
}
}
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},
{"woahMan", UnknownStatus, errors.New("woahMan not recognised as order status")},
}
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)
if err != nil {
if err.Error() != testData.err.Error() {
t.Error("Unexpected error", err)
}
} else if out != testData.out {
t.Errorf("Unexpected output %v. Expected %v", out, testData.out)
}
})
}
}
func TestUpdateOrderFromModify(t *testing.T) {
var leet = "1337"
od := Detail{
ImmediateOrCancel: false,
HiddenOrder: false,
FillOrKill: false,
PostOnly: false,
Leverage: 0,
Price: 0,
Amount: 0,
LimitPriceUpper: 0,
LimitPriceLower: 0,
TriggerPrice: 0,
TargetAmount: 0,
ExecutedAmount: 0,
RemainingAmount: 0,
Fee: 0,
Exchange: "",
ID: "1",
AccountID: "",
ClientID: "",
WalletAddress: "",
Type: "",
Side: "",
Status: "",
AssetType: "",
Date: time.Time{},
LastUpdated: time.Time{},
Pair: currency.EMPTYPAIR,
Trades: nil,
}
updated := time.Now()
pair, err := currency.NewPairFromString("BTCUSD")
if err != nil {
t.Fatal(err)
}
om := Modify{
ImmediateOrCancel: true,
HiddenOrder: true,
FillOrKill: true,
PostOnly: true,
Leverage: 1.0,
Price: 1,
Amount: 1,
LimitPriceUpper: 1,
LimitPriceLower: 1,
TriggerPrice: 1,
TargetAmount: 1,
ExecutedAmount: 1,
RemainingAmount: 1,
Fee: 1,
Exchange: "1",
InternalOrderID: "1",
ID: "1",
AccountID: "1",
ClientID: "1",
WalletAddress: "1",
Type: "1",
Side: "1",
Status: "1",
AssetType: "1",
LastUpdated: updated,
Pair: pair,
Trades: []TradeHistory{},
}
od.UpdateOrderFromModify(&om)
if od.InternalOrderID == "1" {
t.Error("Should not be able to update the internal order ID")
}
if !od.ImmediateOrCancel {
t.Error("Failed to update")
}
if !od.HiddenOrder {
t.Error("Failed to update")
}
if !od.FillOrKill {
t.Error("Failed to update")
}
if !od.PostOnly {
t.Error("Failed to update")
}
if od.Leverage != 1 {
t.Error("Failed to update")
}
if od.Price != 1 {
t.Error("Failed to update")
}
if od.Amount != 1 {
t.Error("Failed to update")
}
if od.LimitPriceLower != 1 {
t.Error("Failed to update")
}
if od.LimitPriceUpper != 1 {
t.Error("Failed to update")
}
if od.TriggerPrice != 1 {
t.Error("Failed to update")
}
if od.TargetAmount != 1 {
t.Error("Failed to update")
}
if od.ExecutedAmount != 1 {
t.Error("Failed to update")
}
if od.RemainingAmount != 1 {
t.Error("Failed to update")
}
if od.Fee != 1 {
t.Error("Failed to update")
}
if od.Exchange != "" {
t.Error("Should not be able to update exchange via modify")
}
if od.ID != "1" {
t.Error("Failed to update")
}
if od.ClientID != "1" {
t.Error("Failed to update")
}
if od.WalletAddress != "1" {
t.Error("Failed to update")
}
if od.Type != "1" {
t.Error("Failed to update")
}
if od.Side != "1" {
t.Error("Failed to update")
}
if od.Status != "1" {
t.Error("Failed to update")
}
if od.AssetType != "1" {
t.Error("Failed to update")
}
if od.LastUpdated != updated {
t.Error("Failed to update")
}
if od.Pair.String() != "BTCUSD" {
t.Error("Failed to update")
}
if od.Trades != nil {
t.Error("Failed to update")
}
om.Trades = append(om.Trades, TradeHistory{TID: "1"}, TradeHistory{TID: "2"})
od.UpdateOrderFromModify(&om)
if len(od.Trades) != 2 {
t.Error("Failed to add trades")
}
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
od.UpdateOrderFromModify(&om)
if od.Trades[0].Exchange == leet {
t.Error("Should not be able to update exchange from update")
}
if od.Trades[0].Price != 1337 {
t.Error("Failed to update trades")
}
if od.Trades[0].Fee != 1337 {
t.Error("Failed to update trades")
}
if !od.Trades[0].IsMaker {
t.Error("Failed to update trades")
}
if od.Trades[0].Timestamp != updated {
t.Error("Failed to update trades")
}
if od.Trades[0].Description != leet {
t.Error("Failed to update trades")
}
if od.Trades[0].Side != UnknownSide {
t.Error("Failed to update trades")
}
if od.Trades[0].Type != UnknownType {
t.Error("Failed to update trades")
}
if od.Trades[0].Amount != 1337 {
t.Error("Failed to update trades")
}
}
func TestUpdateOrderFromDetail(t *testing.T) {
var leet = "1337"
od := Detail{
ImmediateOrCancel: false,
HiddenOrder: false,
FillOrKill: false,
PostOnly: false,
Leverage: 0,
Price: 0,
Amount: 0,
LimitPriceUpper: 0,
LimitPriceLower: 0,
TriggerPrice: 0,
TargetAmount: 0,
ExecutedAmount: 0,
RemainingAmount: 0,
Fee: 0,
Exchange: "test",
ID: "",
AccountID: "",
ClientID: "",
WalletAddress: "",
Type: "",
Side: "",
Status: "",
AssetType: "",
Date: time.Time{},
LastUpdated: time.Time{},
Pair: currency.EMPTYPAIR,
Trades: nil,
}
updated := time.Now()
pair, err := currency.NewPairFromString("BTCUSD")
if err != nil {
t.Fatal(err)
}
om := Detail{
ImmediateOrCancel: true,
HiddenOrder: true,
FillOrKill: true,
PostOnly: true,
Leverage: 1,
Price: 1,
Amount: 1,
LimitPriceUpper: 1,
LimitPriceLower: 1,
TriggerPrice: 1,
TargetAmount: 1,
ExecutedAmount: 1,
RemainingAmount: 1,
Fee: 1,
Exchange: "1",
InternalOrderID: "1",
ID: "1",
AccountID: "1",
ClientID: "1",
WalletAddress: "1",
Type: "1",
Side: "1",
Status: "1",
AssetType: "1",
LastUpdated: updated,
Pair: pair,
Trades: []TradeHistory{},
}
od.UpdateOrderFromDetail(&om)
if od.InternalOrderID != "1" {
t.Error("Failed to initialize the internal order ID")
}
if !od.ImmediateOrCancel {
t.Error("Failed to update")
}
if !od.HiddenOrder {
t.Error("Failed to update")
}
if !od.FillOrKill {
t.Error("Failed to update")
}
if !od.PostOnly {
t.Error("Failed to update")
}
if od.Leverage != 1 {
t.Error("Failed to update")
}
if od.Price != 1 {
t.Error("Failed to update")
}
if od.Amount != 1 {
t.Error("Failed to update")
}
if od.LimitPriceLower != 1 {
t.Error("Failed to update")
}
if od.LimitPriceUpper != 1 {
t.Error("Failed to update")
}
if od.TriggerPrice != 1 {
t.Error("Failed to update")
}
if od.TargetAmount != 1 {
t.Error("Failed to update")
}
if od.ExecutedAmount != 1 {
t.Error("Failed to update")
}
if od.RemainingAmount != 1 {
t.Error("Failed to update")
}
if od.Fee != 1 {
t.Error("Failed to update")
}
if od.Exchange != "test" {
t.Error("Should not be able to update exchange via modify")
}
if od.ID != "1" {
t.Error("Failed to update")
}
if od.ClientID != "1" {
t.Error("Failed to update")
}
if od.WalletAddress != "1" {
t.Error("Failed to update")
}
if od.Type != "1" {
t.Error("Failed to update")
}
if od.Side != "1" {
t.Error("Failed to update")
}
if od.Status != "1" {
t.Error("Failed to update")
}
if od.AssetType != "1" {
t.Error("Failed to update")
}
if od.LastUpdated != updated {
t.Error("Failed to update")
}
if od.Pair.String() != "BTCUSD" {
t.Error("Failed to update")
}
if od.Trades != nil {
t.Error("Failed to update")
}
om.Trades = append(om.Trades, TradeHistory{TID: "1"}, TradeHistory{TID: "2"})
od.UpdateOrderFromDetail(&om)
if len(od.Trades) != 2 {
t.Error("Failed to add trades")
}
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
od.UpdateOrderFromDetail(&om)
if od.Trades[0].Exchange == leet {
t.Error("Should not be able to update exchange from update")
}
if od.Trades[0].Price != 1337 {
t.Error("Failed to update trades")
}
if od.Trades[0].Fee != 1337 {
t.Error("Failed to update trades")
}
if !od.Trades[0].IsMaker {
t.Error("Failed to update trades")
}
if od.Trades[0].Timestamp != updated {
t.Error("Failed to update trades")
}
if od.Trades[0].Description != leet {
t.Error("Failed to update trades")
}
if od.Trades[0].Side != UnknownSide {
t.Error("Failed to update trades")
}
if od.Trades[0].Type != UnknownType {
t.Error("Failed to update trades")
}
if od.Trades[0].Amount != 1337 {
t.Error("Failed to update trades")
}
om = Detail{
InternalOrderID: "2",
}
od.UpdateOrderFromDetail(&om)
if od.InternalOrderID == "2" {
t.Error("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")}
if class.Error() != "test - OrderID: 1337 classification error: test error" {
t.Fatal("unexpected output")
}
class.OrderID = ""
if class.Error() != "test - classification error: test error" {
t.Fatal("unexpected output")
}
}
func TestValidationOnOrderTypes(t *testing.T) {
var cancelMe *Cancel
if cancelMe.Validate() != ErrCancelOrderIsNil {
t.Fatal("unexpected error")
}
cancelMe = new(Cancel)
err := cancelMe.Validate()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = cancelMe.Validate(cancelMe.PairAssetRequired())
if err == nil || err.Error() != ErrPairIsEmpty.Error() {
t.Errorf("received '%v' expected '%v'", err, ErrPairIsEmpty)
}
cancelMe.Pair = currency.NewPair(currency.BTC, currency.USDT)
err = cancelMe.Validate(cancelMe.PairAssetRequired())
if err == nil || err.Error() != ErrAssetNotSet.Error() {
t.Errorf("received '%v' expected '%v'", err, ErrAssetNotSet)
}
cancelMe.AssetType = asset.Spot
err = cancelMe.Validate(cancelMe.PairAssetRequired())
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if cancelMe.Validate(cancelMe.StandardCancel()) == nil {
t.Fatal("expected error")
}
if cancelMe.Validate(validate.Check(func() error {
return nil
})) != nil {
t.Fatal("should return nil")
}
cancelMe.ID = "1337"
if cancelMe.Validate(cancelMe.StandardCancel()) != nil {
t.Fatal("should return nil")
}
var getOrders *GetOrdersRequest
if getOrders.Validate() != ErrGetOrdersRequestIsNil {
t.Fatal("unexpected error")
}
getOrders = new(GetOrdersRequest)
if getOrders.Validate() == nil {
t.Fatal("should error since assetType hasn't been provided")
}
if getOrders.Validate(validate.Check(func() error {
return errors.New("this should error")
})) == nil {
t.Fatal("expected error")
}
if getOrders.Validate(validate.Check(func() error {
return nil
})) == nil {
t.Fatal("should output an error since assetType isn't provided")
}
var modifyOrder *Modify
if modifyOrder.Validate() != ErrModifyOrderIsNil {
t.Fatal("unexpected error")
}
modifyOrder = new(Modify)
if modifyOrder.Validate() != ErrPairIsEmpty {
t.Fatal("unexpected error")
}
p, err := currency.NewPairFromString("BTC-USD")
if err != nil {
t.Fatal(err)
}
modifyOrder.Pair = p
if modifyOrder.Validate() != ErrAssetNotSet {
t.Fatal("unexpected error")
}
modifyOrder.AssetType = asset.Spot
if modifyOrder.Validate() != ErrOrderIDNotSet {
t.Fatal("unexpected error")
}
modifyOrder.ClientOrderID = "1337"
if modifyOrder.Validate() != nil {
t.Fatal("should not error")
}
if modifyOrder.Validate(validate.Check(func() error {
return errors.New("this should error")
})) == nil {
t.Fatal("expected error")
}
if modifyOrder.Validate(validate.Check(func() error {
return nil
})) != nil {
t.Fatal("unexpected error")
}
}
func TestMatchFilter(t *testing.T) {
filters := map[int]Filter{
0: {},
1: {Exchange: "Binance"},
2: {InternalOrderID: "1234"},
3: {ID: "2222"},
4: {ClientOrderID: "3333"},
5: {ClientID: "4444"},
6: {WalletAddress: "5555"},
7: {Type: AnyType},
8: {Type: Limit},
9: {Side: AnySide},
10: {Side: Sell},
11: {Status: AnyStatus},
12: {Status: New},
13: {AssetType: asset.Spot},
14: {Pair: currency.NewPair(currency.BTC, currency.USD)},
15: {Exchange: "Binance", Type: Limit, Status: New},
16: {Exchange: "Binance", Type: AnyType},
17: {AccountID: "8888"},
}
orders := map[int]Detail{
0: {},
1: {Exchange: "Binance"},
2: {InternalOrderID: "1234"},
3: {ID: "2222"},
4: {ClientOrderID: "3333"},
5: {ClientID: "4444"},
6: {WalletAddress: "5555"},
7: {Type: AnyType},
8: {Type: Limit},
9: {Side: AnySide},
10: {Side: Sell},
11: {Status: AnyStatus},
12: {Status: New},
13: {AssetType: asset.Spot},
14: {Pair: currency.NewPair(currency.BTC, currency.USD)},
15: {Exchange: "Binance", Type: Limit, Status: New},
16: {AccountID: "8888"},
}
// empty filter tests
emptyFilter := filters[0]
for _, o := range orders {
if !o.MatchFilter(&emptyFilter) {
t.Error("empty filter should match everything")
}
}
tests := map[int]struct {
f Filter
o Detail
expRes bool
}{
0: {filters[1], orders[1], true},
1: {filters[1], orders[0], false},
2: {filters[2], orders[2], true},
3: {filters[2], orders[3], false},
4: {filters[3], orders[3], true},
5: {filters[3], orders[4], false},
6: {filters[4], orders[4], true},
7: {filters[4], orders[5], false},
8: {filters[5], orders[5], true},
9: {filters[5], orders[6], false},
10: {filters[6], orders[6], true},
11: {filters[6], orders[7], false},
12: {filters[7], orders[7], true},
13: {filters[7], orders[8], true},
14: {filters[7], orders[9], true},
15: {filters[8], orders[7], false},
16: {filters[8], orders[8], true},
17: {filters[8], orders[9], false},
18: {filters[9], orders[9], true},
19: {filters[9], orders[10], true},
20: {filters[9], orders[11], true},
21: {filters[10], orders[10], true},
22: {filters[10], orders[11], false},
23: {filters[10], orders[9], false},
24: {filters[11], orders[11], true},
25: {filters[11], orders[12], true},
26: {filters[11], orders[10], true},
27: {filters[12], orders[12], true},
28: {filters[12], orders[13], false},
29: {filters[12], orders[11], false},
30: {filters[13], orders[13], true},
31: {filters[13], orders[12], false},
32: {filters[14], orders[14], true},
33: {filters[14], orders[13], false},
34: {filters[15], orders[15], true},
35: {filters[16], orders[15], true},
36: {filters[17], orders[16], true},
37: {filters[17], orders[15], false},
}
// specific tests
for num, tt := range tests {
if tt.o.MatchFilter(&tt.f) != tt.expRes {
t.Errorf("tests[%v] failed", num)
}
}
}
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
expRes bool
}{
0: {orders[0], false},
1: {orders[1], true},
2: {orders[2], false},
3: {orders[3], false},
}
// specific tests
for num, tt := range amountTests {
if tt.o.IsActive() != tt.expRes {
t.Errorf("amountTests[%v] failed", num)
}
}
statusTests := map[int]struct {
o Detail
expRes bool
}{
0: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AnyStatus}, true},
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},
13: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: UnknownStatus}, true},
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 {
if tt.o.IsActive() != tt.expRes {
t.Errorf("statusTests[%v] failed", num)
}
}
}
func TestIsInctive(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
expRes bool
}{
0: {orders[0], true},
1: {orders[1], false},
2: {orders[2], true},
3: {orders[3], true},
}
// specific tests
for num, tt := range amountTests {
if tt.o.IsInactive() != tt.expRes {
t.Errorf("amountTests[%v] failed", num)
}
}
statusTests := map[int]struct {
o Detail
expRes bool
}{
0: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AnyStatus}, false},
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},
13: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: UnknownStatus}, false},
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 {
if tt.o.IsInactive() != tt.expRes {
t.Errorf("statusTests[%v] failed", num)
}
}
}
func TestGenerateInternalOrderID(t *testing.T) {
id, err := uuid.NewV4()
if err != nil {
t.Errorf("unable to create uuid: %s", err)
}
od := Detail{
InternalOrderID: id.String(),
}
od.GenerateInternalOrderID()
if od.InternalOrderID != id.String() {
t.Error("Should not be able to generate a new internal order ID")
}
od = Detail{}
od.GenerateInternalOrderID()
if od.InternalOrderID == "" {
t.Error("unable to generate internal order ID")
}
}
func TestDetail_Copy(t *testing.T) {
d := []Detail{
{
Exchange: "Binance",
},
{
Exchange: "Binance",
Trades: []TradeHistory{
{Price: 1},
},
},
}
for i := range d {
r := d[i].Copy()
if !reflect.DeepEqual(d[i], r) {
t.Errorf("[%d] Copy does not contain same elements, expected: %v\ngot:%v", i, d[i], r)
}
if len(d[i].Trades) > 0 {
if &d[i].Trades[0] == &r.Trades[0] {
t.Errorf("[%d]Trades point to the same data elements", i)
}
}
}
}