Files
gocryptotrader/engine/rpcserver_test.go
Copilot 1c24bf2491 engine: Fix nil pointer panic in TestGetHistoricCandles (#1976)
* Initial plan

* Fix nil pointer panic in TestGetHistoricCandles by adding early returns

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

* Replace error handling with require.NoError in TestGetHistoricCandles

Co-authored-by: gbjk <86617+gbjk@users.noreply.github.com>

---------

Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
Co-authored-by: gbjk <86617+gbjk@users.noreply.github.com>
2025-07-21 10:19:32 +10:00

3896 lines
115 KiB
Go

package engine
import (
"context"
"crypto/tls"
"crypto/x509"
"errors"
"fmt"
"io"
"log"
"math/rand"
"net/http"
"net/http/httptest"
"os"
"path/filepath"
"reflect"
"strconv"
"strings"
"sync"
"testing"
"time"
"github.com/gofrs/uuid"
"github.com/shopspring/decimal"
"github.com/stretchr/testify/assert"
"github.com/stretchr/testify/require"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/database"
"github.com/thrasher-corp/gocryptotrader/database/drivers"
"github.com/thrasher-corp/gocryptotrader/database/repository"
dbexchange "github.com/thrasher-corp/gocryptotrader/database/repository/exchange"
sqltrade "github.com/thrasher-corp/gocryptotrader/database/repository/trade"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/binance"
"github.com/thrasher-corp/gocryptotrader/exchanges/collateral"
"github.com/thrasher-corp/gocryptotrader/exchanges/currencystate"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/gctrpc"
"github.com/thrasher-corp/gocryptotrader/portfolio/banking"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
"github.com/thrasher-corp/goose"
"google.golang.org/grpc/metadata"
)
const (
unexpectedLackOfError = "unexpected lack of error"
migrationsFolder = "migrations"
databaseFolder = "database"
fakeExchangeName = "fake"
)
var errExpectedTestError = errors.New("expected test error")
// fExchange is a fake exchange with function overrides
// we're not testing an actual exchange's implemented functions
type fExchange struct {
exchange.IBotExchange
}
func (f fExchange) GetFuturesPositionSummary(context.Context, *futures.PositionSummaryRequest) (*futures.PositionSummary, error) {
leet := decimal.NewFromInt(1337)
return &futures.PositionSummary{
MaintenanceMarginRequirement: leet,
InitialMarginRequirement: leet,
EstimatedLiquidationPrice: leet,
CollateralUsed: leet,
MarkPrice: leet,
CurrentSize: leet,
AverageOpenPrice: leet,
UnrealisedPNL: leet,
MaintenanceMarginFraction: leet,
FreeCollateral: leet,
TotalCollateral: leet,
}, nil
}
func (f fExchange) ChangePositionMargin(_ context.Context, req *margin.PositionChangeRequest) (*margin.PositionChangeResponse, error) {
return &margin.PositionChangeResponse{
Exchange: f.GetName(),
Pair: req.Pair,
Asset: req.Asset,
AllocatedMargin: req.NewAllocatedMargin,
MarginType: req.MarginType,
}, nil
}
func (f fExchange) SetLeverage(_ context.Context, _ asset.Item, _ currency.Pair, _ margin.Type, _ float64, _ order.Side) error {
return nil
}
func (f fExchange) GetLeverage(_ context.Context, _ asset.Item, _ currency.Pair, _ margin.Type, _ order.Side) (float64, error) {
return 1337, nil
}
func (f fExchange) SetMarginType(_ context.Context, _ asset.Item, _ currency.Pair, _ margin.Type) error {
return nil
}
func (f fExchange) SetCollateralMode(_ context.Context, _ asset.Item, _ collateral.Mode) error {
return nil
}
func (f fExchange) GetOpenInterest(_ context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) {
if len(k) > 0 {
return []futures.OpenInterest{
{
Key: key.ExchangePairAsset{
Exchange: f.GetName(),
Base: k[0].Base,
Quote: k[0].Quote,
Asset: k[0].Asset,
},
OpenInterest: 1337,
},
}, nil
}
return nil, nil
}
func (f fExchange) GetCollateralMode(_ context.Context, _ asset.Item) (collateral.Mode, error) {
return collateral.SingleMode, nil
}
func (f fExchange) GetFuturesPositionOrders(_ context.Context, req *futures.PositionsRequest) ([]futures.PositionResponse, error) {
id, err := uuid.NewV4()
if err != nil {
return nil, err
}
resp := make([]futures.PositionResponse, len(req.Pairs))
tt := time.Now()
for i := range req.Pairs {
resp[i] = futures.PositionResponse{
Asset: req.Asset,
Pair: req.Pairs[i],
Orders: []order.Detail{
{
Exchange: f.GetName(),
Price: 1337,
Amount: 1337,
InternalOrderID: id,
OrderID: "1337",
ClientOrderID: "1337",
Type: order.Market,
Side: order.Short,
Status: order.Open,
AssetType: req.Asset,
Date: tt,
CloseTime: tt,
LastUpdated: tt,
Pair: req.Pairs[i],
},
},
}
}
return resp, nil
}
func (f fExchange) GetLatestFundingRates(_ context.Context, request *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
leet := decimal.NewFromInt(1337)
return []fundingrate.LatestRateResponse{
{
Exchange: f.GetName(),
Asset: request.Asset,
Pair: request.Pair,
LatestRate: fundingrate.Rate{
Time: time.Now(),
Rate: leet,
Payment: leet,
},
PredictedUpcomingRate: fundingrate.Rate{
Time: time.Now(),
Rate: leet,
Payment: leet,
},
TimeOfNextRate: time.Now(),
},
}, nil
}
func (f fExchange) GetHistoricalFundingRates(_ context.Context, request *fundingrate.HistoricalRatesRequest) (*fundingrate.HistoricalRates, error) {
leet := decimal.NewFromInt(1337)
return &fundingrate.HistoricalRates{
Exchange: f.GetName(),
Asset: request.Asset,
Pair: request.Pair,
StartDate: request.StartDate,
EndDate: request.EndDate,
LatestRate: fundingrate.Rate{
Time: request.EndDate,
Rate: leet,
Payment: leet,
},
PredictedUpcomingRate: fundingrate.Rate{
Time: request.EndDate,
Rate: leet,
Payment: leet,
},
FundingRates: []fundingrate.Rate{
{
Time: request.EndDate,
Rate: leet,
Payment: leet,
},
},
PaymentSum: leet,
}, nil
}
func (f fExchange) GetHistoricCandles(_ context.Context, p currency.Pair, a asset.Item, interval kline.Interval, timeStart, _ time.Time) (*kline.Item, error) {
return &kline.Item{
Exchange: fakeExchangeName,
Pair: p,
Asset: a,
Interval: interval,
Candles: []kline.Candle{
{
Time: timeStart,
Open: 1337,
High: 1337,
Low: 1337,
Close: 1337,
Volume: 1337,
},
},
}, nil
}
func generateCandles(amount int, timeStart time.Time, interval kline.Interval) []kline.Candle {
candy := make([]kline.Candle, amount)
for x := range amount {
candy[x] = kline.Candle{
Time: timeStart,
Open: 1337,
High: 1337,
Low: 1337,
Close: 1337,
Volume: 1337,
}
timeStart = timeStart.Add(interval.Duration())
}
return candy
}
func (f fExchange) GetHistoricCandlesExtended(_ context.Context, p currency.Pair, a asset.Item, interval kline.Interval, timeStart, _ time.Time) (*kline.Item, error) {
if interval == 0 {
return nil, errExpectedTestError
}
return &kline.Item{
Exchange: fakeExchangeName,
Pair: p,
Asset: a,
Interval: interval,
Candles: generateCandles(33, timeStart, interval),
}, nil
}
func (f fExchange) GetCurrencyTradeURL(_ context.Context, _ asset.Item, _ currency.Pair) (string, error) {
return "https://google.com", nil
}
func (f fExchange) GetMarginRatesHistory(context.Context, *margin.RateHistoryRequest) (*margin.RateHistoryResponse, error) {
leet := decimal.NewFromInt(1337)
rates := []margin.Rate{
{
Time: time.Now(),
MarketBorrowSize: leet,
HourlyRate: leet,
HourlyBorrowRate: leet,
LendingPayment: margin.LendingPayment{
Payment: leet,
Size: leet,
},
BorrowCost: margin.BorrowCost{
Cost: leet,
Size: leet,
},
},
}
resp := &margin.RateHistoryResponse{
Rates: rates,
SumBorrowCosts: leet,
AverageBorrowSize: leet,
SumLendingPayments: leet,
AverageLendingSize: leet,
PredictedRate: rates[0],
TakerFeeRate: leet,
}
return resp, nil
}
func (f fExchange) GetCachedTicker(p currency.Pair, a asset.Item) (*ticker.Price, error) {
return &ticker.Price{
Last: 1337,
High: 1337,
Low: 1337,
Bid: 1337,
Ask: 1337,
Volume: 1337,
QuoteVolume: 1337,
PriceATH: 1337,
Open: 1337,
Close: 1337,
Pair: p,
ExchangeName: f.GetName(),
AssetType: a,
LastUpdated: time.Now(),
}, nil
}
// GetCachedAccountInfo overrides testExchange's fetch account info function
// to do the bare minimum required with no API calls or credentials required
func (f fExchange) GetCachedAccountInfo(_ context.Context, a asset.Item) (account.Holdings, error) {
return account.Holdings{
Exchange: f.GetName(),
Accounts: []account.SubAccount{
{
ID: "1337",
AssetType: a,
Currencies: []account.Balance{
{
Currency: currency.USD,
Total: 1337,
},
{
Currency: currency.BTC,
Total: 13337,
},
},
},
},
}, nil
}
// CalculateTotalCollateral overrides testExchange's CalculateTotalCollateral function
func (f fExchange) CalculateTotalCollateral(context.Context, *futures.TotalCollateralCalculator) (*futures.TotalCollateralResponse, error) {
return &futures.TotalCollateralResponse{
CollateralCurrency: currency.USD,
AvailableMaintenanceCollateral: decimal.NewFromInt(1338),
AvailableCollateral: decimal.NewFromInt(1337),
UsedBreakdown: &collateral.UsedBreakdown{
LockedInStakes: decimal.NewFromInt(3),
LockedInNFTBids: decimal.NewFromInt(3),
LockedInFeeVoucher: decimal.NewFromInt(3),
LockedInSpotMarginFundingOffers: decimal.NewFromInt(3),
LockedInSpotOrders: decimal.NewFromInt(3),
LockedAsCollateral: decimal.NewFromInt(3),
},
BreakdownByCurrency: []collateral.ByCurrency{
{
Currency: currency.USD,
TotalFunds: decimal.NewFromInt(1330),
CollateralContribution: decimal.NewFromInt(1330),
ScaledCurrency: currency.USD,
},
{
Currency: currency.DOGE,
TotalFunds: decimal.NewFromInt(1000),
ScaledUsed: decimal.NewFromInt(6),
ScaledUsedBreakdown: &collateral.UsedBreakdown{
LockedInStakes: decimal.NewFromInt(1),
LockedInNFTBids: decimal.NewFromInt(1),
LockedInFeeVoucher: decimal.NewFromInt(1),
LockedInSpotMarginFundingOffers: decimal.NewFromInt(1),
LockedInSpotOrders: decimal.NewFromInt(1),
LockedAsCollateral: decimal.NewFromInt(1),
},
CollateralContribution: decimal.NewFromInt(4),
ScaledCurrency: currency.USD,
},
{
Currency: currency.XRP,
TotalFunds: decimal.NewFromInt(1333333333333337),
CollateralContribution: decimal.NewFromInt(-3),
ScaledCurrency: currency.USD,
},
},
}, nil
}
// UpdateAccountInfo overrides testExchange's update account info function
// to do the bare minimum required with no API calls or credentials required
func (f fExchange) UpdateAccountInfo(_ context.Context, a asset.Item) (account.Holdings, error) {
if a == asset.Futures {
return account.Holdings{}, asset.ErrNotSupported
}
return account.Holdings{
Exchange: f.GetName(),
Accounts: []account.SubAccount{
{
ID: "1337",
AssetType: a,
Currencies: nil,
},
},
}, nil
}
// GetCurrencyStateSnapshot overrides interface function
func (f fExchange) GetCurrencyStateSnapshot() ([]currencystate.Snapshot, error) {
return []currencystate.Snapshot{
{
Code: currency.BTC,
Asset: asset.Spot,
},
}, nil
}
// CanTradePair overrides interface function
func (f fExchange) CanTradePair(_ currency.Pair, _ asset.Item) error {
return nil
}
// CanTrade overrides interface function
func (f fExchange) CanTrade(_ currency.Code, _ asset.Item) error {
return nil
}
// CanWithdraw overrides interface function
func (f fExchange) CanWithdraw(_ currency.Code, _ asset.Item) error {
return nil
}
// CanDeposit overrides interface function
func (f fExchange) CanDeposit(_ currency.Code, _ asset.Item) error {
return nil
}
// Sets up everything required to run any function inside rpcserver
// Only use if you require a database, this makes tests slow
func RPCTestSetup(t *testing.T) *Engine {
t.Helper()
var err error
dbConf := database.Config{
Enabled: true,
Driver: database.DBSQLite3,
ConnectionDetails: drivers.ConnectionDetails{
Host: "localhost",
Database: "test123.db",
},
}
engerino := new(Engine)
dbm, err := SetupDatabaseConnectionManager(&dbConf)
if err != nil {
t.Fatal(err)
}
dbm.dbConn.DataPath = t.TempDir()
engerino.DatabaseManager = dbm
var wg sync.WaitGroup
err = dbm.Start(&wg)
if err != nil {
t.Fatal(err)
}
t.Cleanup(func() {
err = dbm.Stop()
if err != nil {
t.Fatal(err)
}
})
engerino.Config = &config.Config{}
em := NewExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
cp := currency.NewBTCUSD()
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Uppercase: true},
RequestFormat: &currency.PairFormat{Uppercase: true},
}
err = em.Add(exch)
require.NoError(t, err)
exch, err = em.NewExchangeByName("Binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b = exch.GetBase()
cp = currency.NewBTCUSDT()
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Uppercase: true},
RequestFormat: &currency.PairFormat{Uppercase: true},
}
err = em.Add(exch)
require.NoError(t, err)
engerino.ExchangeManager = em
engerino.Config.Database = dbConf
engerino.DatabaseManager, err = SetupDatabaseConnectionManager(&engerino.Config.Database)
if err != nil {
log.Fatal(err)
}
err = engerino.DatabaseManager.Start(&engerino.ServicesWG)
if err != nil {
log.Fatal(err)
}
path := filepath.Join("..", databaseFolder, migrationsFolder)
err = goose.Run("up", database.DB.SQL, repository.GetSQLDialect(), path, "")
if err != nil {
t.Fatalf("failed to run migrations %v", err)
}
uuider, err := uuid.NewV4()
if err != nil {
t.Fatal(err)
}
uuider2, err := uuid.NewV4()
if err != nil {
t.Fatal(err)
}
err = dbexchange.InsertMany([]dbexchange.Details{{Name: testExchange, UUID: uuider}, {Name: "Binance", UUID: uuider2}})
if err != nil {
t.Fatalf("failed to insert exchange %v", err)
}
return engerino
}
func CleanRPCTest(t *testing.T, engerino *Engine) {
t.Helper()
err := engerino.DatabaseManager.Stop()
if err != nil {
t.Error(err)
return
}
err = os.Remove(filepath.Join(engerino.DatabaseManager.dbConn.DataPath, engerino.DatabaseManager.cfg.Database))
if err != nil {
t.Error(err)
}
}
func TestGetSavedTrades(t *testing.T) {
engerino := RPCTestSetup(t)
defer CleanRPCTest(t, engerino)
s := RPCServer{Engine: engerino}
_, err := s.GetSavedTrades(t.Context(), &gctrpc.GetSavedTradesRequest{})
assert.ErrorIs(t, err, errInvalidArguments)
_, err = s.GetSavedTrades(t.Context(), &gctrpc.GetSavedTradesRequest{
Exchange: fakeExchangeName,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 1, 1, 1, 1, 1, 1, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
})
assert.ErrorIs(t, err, ErrExchangeNotFound)
_, err = s.GetSavedTrades(t.Context(), &gctrpc.GetSavedTradesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 1, 1, 1, 1, 1, 1, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
})
if err == nil {
t.Error(unexpectedLackOfError)
return
}
if err.Error() != "request for Bitstamp spot trade data between 2019-11-30 00:00:00 UTC and 2020-01-01 01:01:01 UTC and returned no results" {
t.Error(err)
}
err = sqltrade.Insert(sqltrade.Data{
Timestamp: time.Date(2020, 0, 0, 0, 0, 1, 0, time.UTC),
Exchange: testExchange,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
AssetType: asset.Spot.String(),
Price: 1337,
Amount: 1337,
Side: order.Buy.String(),
})
if err != nil {
t.Error(err)
return
}
_, err = s.GetSavedTrades(t.Context(), &gctrpc.GetSavedTradesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 1, 1, 1, 1, 1, 1, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
})
if err != nil {
t.Error(err)
}
}
func TestConvertTradesToCandles(t *testing.T) {
engerino := RPCTestSetup(t)
defer CleanRPCTest(t, engerino)
s := RPCServer{Engine: engerino}
// bad param test
_, err := s.ConvertTradesToCandles(t.Context(), &gctrpc.ConvertTradesToCandlesRequest{})
assert.ErrorIs(t, err, errInvalidArguments)
// bad exchange test
_, err = s.ConvertTradesToCandles(t.Context(), &gctrpc.ConvertTradesToCandlesRequest{
Exchange: "faker",
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 0, 0, 1, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
TimeInterval: int64(kline.OneHour.Duration()),
})
assert.ErrorIs(t, err, ErrExchangeNotFound)
// no trades test
_, err = s.ConvertTradesToCandles(t.Context(), &gctrpc.ConvertTradesToCandlesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 0, 0, 1, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
TimeInterval: int64(kline.OneHour.Duration()),
})
assert.ErrorIs(t, err, errNoTrades)
// add a trade
err = sqltrade.Insert(sqltrade.Data{
Timestamp: time.Date(2020, 0, 0, 0, 30, 0, 0, time.UTC),
Exchange: testExchange,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
AssetType: asset.Spot.String(),
Price: 1337,
Amount: 1337,
Side: order.Buy.String(),
})
if err != nil {
t.Fatal(err)
}
// get candle from one trade
var candles *gctrpc.GetHistoricCandlesResponse
candles, err = s.ConvertTradesToCandles(t.Context(), &gctrpc.ConvertTradesToCandlesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 0, 0, 1, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
TimeInterval: int64(kline.OneHour.Duration()),
})
if err != nil {
t.Error(err)
}
if len(candles.Candle) == 0 {
t.Error("no candles returned")
}
// save generated candle to database
_, err = s.ConvertTradesToCandles(t.Context(), &gctrpc.ConvertTradesToCandlesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 0, 0, 1, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
TimeInterval: int64(kline.OneHour.Duration()),
Sync: true,
})
if err != nil {
t.Error(err)
}
// forcefully remove previous candle and insert a new one
_, err = s.ConvertTradesToCandles(t.Context(), &gctrpc.ConvertTradesToCandlesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 0, 0, 1, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
TimeInterval: int64(kline.OneHour.Duration()),
Sync: true,
Force: true,
})
if err != nil {
t.Error(err)
}
// load the saved candle to verify that it was overwritten
candles, err = s.GetHistoricCandles(t.Context(), &gctrpc.GetHistoricCandlesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 0, 0, 1, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
TimeInterval: int64(kline.OneHour.Duration()),
UseDb: true,
})
if err != nil {
t.Error(err)
}
if len(candles.Candle) != 1 {
t.Error("expected only one candle")
}
}
func TestGetHistoricCandles(t *testing.T) {
engerino := RPCTestSetup(t)
defer CleanRPCTest(t, engerino)
s := RPCServer{Engine: engerino}
// error checks
defaultStart := time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC)
defaultEnd := time.Date(2020, 0, 0, 1, 0, 0, 0, time.UTC)
cp := currency.NewBTCUSD()
_, err := s.GetHistoricCandles(t.Context(), &gctrpc.GetHistoricCandlesRequest{
Exchange: "",
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
Start: defaultStart.Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.Format(common.SimpleTimeFormatWithTimezone),
AssetType: asset.Spot.String(),
})
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
_, err = s.GetHistoricCandles(t.Context(), &gctrpc.GetHistoricCandlesRequest{
Exchange: "bruh",
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
Start: defaultStart.Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.Format(common.SimpleTimeFormatWithTimezone),
AssetType: asset.Spot.String(),
})
assert.ErrorIs(t, err, ErrExchangeNotFound)
_, err = s.GetHistoricCandles(t.Context(), &gctrpc.GetHistoricCandlesRequest{
Exchange: testExchange,
Start: defaultStart.Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.Format(common.SimpleTimeFormatWithTimezone),
Pair: nil,
AssetType: asset.Spot.String(),
})
assert.ErrorIs(t, err, errCurrencyPairUnset)
_, err = s.GetHistoricCandles(t.Context(), &gctrpc.GetHistoricCandlesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
Start: "2020-01-02 15:04:05 UTC",
End: "2020-01-02 15:04:05 UTC",
})
assert.ErrorIs(t, err, common.ErrStartEqualsEnd)
var results *gctrpc.GetHistoricCandlesResponse
// default run
results, err = s.GetHistoricCandles(t.Context(), &gctrpc.GetHistoricCandlesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
Start: defaultStart.Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.Format(common.SimpleTimeFormatWithTimezone),
AssetType: asset.Spot.String(),
TimeInterval: int64(kline.OneHour.Duration()),
})
require.NoError(t, err)
if len(results.Candle) == 0 {
t.Error("expected results")
}
// sync run
results, err = s.GetHistoricCandles(t.Context(), &gctrpc.GetHistoricCandlesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
AssetType: asset.Spot.String(),
Start: defaultStart.Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.Format(common.SimpleTimeFormatWithTimezone),
TimeInterval: int64(kline.OneHour.Duration()),
Sync: true,
ExRequest: true,
})
require.NoError(t, err)
if len(results.Candle) == 0 {
t.Error("expected results")
}
// db run
results, err = s.GetHistoricCandles(t.Context(), &gctrpc.GetHistoricCandlesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
AssetType: asset.Spot.String(),
Start: defaultStart.Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.Format(common.SimpleTimeFormatWithTimezone),
TimeInterval: int64(kline.OneHour.Duration()),
UseDb: true,
})
require.NoError(t, err)
if len(results.Candle) == 0 {
t.Error("expected results")
}
err = trade.SaveTradesToDatabase(trade.Data{
TID: "test123",
Exchange: testExchange,
CurrencyPair: cp,
AssetType: asset.Spot,
Price: 1337,
Amount: 1337,
Side: order.Buy,
Timestamp: time.Date(2020, 0, 0, 2, 0, 0, 0, time.UTC),
})
if err != nil {
t.Error(err)
return
}
// db run including trades
results, err = s.GetHistoricCandles(t.Context(), &gctrpc.GetHistoricCandlesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
AssetType: asset.Spot.String(),
Start: defaultStart.Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 0, 0, 3, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
TimeInterval: int64(kline.OneHour.Duration()),
UseDb: true,
FillMissingWithTrades: true,
})
require.NoError(t, err)
if results.Candle[len(results.Candle)-1].Close != 1337 {
t.Error("expected fancy new candle based off fancy new trade data")
}
}
func TestFindMissingSavedTradeIntervals(t *testing.T) {
engerino := RPCTestSetup(t)
defer CleanRPCTest(t, engerino)
s := RPCServer{Engine: engerino}
// bad request checks
_, err := s.FindMissingSavedTradeIntervals(t.Context(), &gctrpc.FindMissingTradePeriodsRequest{})
if err == nil {
t.Error("expected error")
return
}
require.ErrorIs(t, err, errInvalidArguments)
cp := currency.NewBTCUSD()
// no data found response
defaultStart := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC).UTC()
defaultEnd := time.Date(2020, 1, 2, 0, 0, 0, 0, time.UTC).UTC()
var resp *gctrpc.FindMissingIntervalsResponse
resp, err = s.FindMissingSavedTradeIntervals(t.Context(), &gctrpc.FindMissingTradePeriodsRequest{
ExchangeName: testExchange,
AssetType: asset.Spot.String(),
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
Start: defaultStart.UTC().Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.UTC().Format(common.SimpleTimeFormatWithTimezone),
})
if err != nil {
t.Error(err)
}
if resp.Status == "" {
t.Errorf("expected a status message")
}
// one trade response
err = trade.SaveTradesToDatabase(trade.Data{
TID: "test1234",
Exchange: testExchange,
CurrencyPair: cp,
AssetType: asset.Spot,
Price: 1337,
Amount: 1337,
Side: order.Buy,
Timestamp: time.Date(2020, 1, 1, 12, 0, 0, 0, time.UTC),
})
if err != nil {
t.Error(err)
return
}
resp, err = s.FindMissingSavedTradeIntervals(t.Context(), &gctrpc.FindMissingTradePeriodsRequest{
ExchangeName: testExchange,
AssetType: asset.Spot.String(),
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
Start: defaultStart.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
})
if err != nil {
t.Error(err)
}
if len(resp.MissingPeriods) != 2 {
t.Errorf("expected 2 missing period, received: %v", len(resp.MissingPeriods))
}
// two trades response
err = trade.SaveTradesToDatabase(trade.Data{
TID: "test123",
Exchange: testExchange,
CurrencyPair: cp,
AssetType: asset.Spot,
Price: 1337,
Amount: 1337,
Side: order.Buy,
Timestamp: time.Date(2020, 1, 1, 13, 0, 0, 0, time.UTC),
})
if err != nil {
t.Error(err)
return
}
resp, err = s.FindMissingSavedTradeIntervals(t.Context(), &gctrpc.FindMissingTradePeriodsRequest{
ExchangeName: testExchange,
AssetType: asset.Spot.String(),
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
Start: defaultStart.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
})
if err != nil {
t.Error(err)
}
if len(resp.MissingPeriods) != 2 {
t.Errorf("expected 2 missing periods, received: %v", len(resp.MissingPeriods))
}
}
func TestFindMissingSavedCandleIntervals(t *testing.T) {
engerino := RPCTestSetup(t)
defer CleanRPCTest(t, engerino)
s := RPCServer{Engine: engerino}
// bad request checks
_, err := s.FindMissingSavedCandleIntervals(t.Context(), &gctrpc.FindMissingCandlePeriodsRequest{})
if err == nil {
t.Error("expected error")
return
}
require.ErrorIs(t, err, errInvalidArguments)
cp := currency.NewBTCUSD()
// no data found response
defaultStart := time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC)
defaultEnd := time.Date(2020, 0, 0, 4, 0, 0, 0, time.UTC)
var resp *gctrpc.FindMissingIntervalsResponse
_, err = s.FindMissingSavedCandleIntervals(t.Context(), &gctrpc.FindMissingCandlePeriodsRequest{
ExchangeName: testExchange,
AssetType: asset.Spot.String(),
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
Interval: int64(time.Hour),
Start: defaultStart.Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.Format(common.SimpleTimeFormatWithTimezone),
})
if err != nil && err.Error() != "no candle data found: Bitstamp BTC USD 3600 spot" {
t.Error(err)
return
}
// one candle missing periods response
_, err = kline.StoreInDatabase(&kline.Item{
Exchange: testExchange,
Pair: cp,
Asset: asset.Spot,
Interval: kline.OneHour,
Candles: []kline.Candle{
{
Time: time.Date(2020, 0, 0, 0, 30, 0, 0, time.UTC),
Open: 1337,
High: 1337,
Low: 1337,
Close: 1337,
Volume: 1337,
},
},
}, false)
if err != nil {
t.Error(err)
return
}
_, err = s.FindMissingSavedCandleIntervals(t.Context(), &gctrpc.FindMissingCandlePeriodsRequest{
ExchangeName: testExchange,
AssetType: asset.Spot.String(),
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
Interval: int64(time.Hour),
Start: defaultStart.Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.Format(common.SimpleTimeFormatWithTimezone),
})
if err != nil {
t.Error(err)
}
// two candle missing periods response
_, err = kline.StoreInDatabase(&kline.Item{
Exchange: testExchange,
Pair: cp,
Asset: asset.Spot,
Interval: kline.OneHour,
Candles: []kline.Candle{
{
Time: time.Date(2020, 0, 0, 2, 45, 0, 0, time.UTC),
Open: 1337,
High: 1337,
Low: 1337,
Close: 1337,
Volume: 1337,
},
},
}, false)
if err != nil {
t.Error(err)
return
}
resp, err = s.FindMissingSavedCandleIntervals(t.Context(), &gctrpc.FindMissingCandlePeriodsRequest{
ExchangeName: testExchange,
AssetType: asset.Spot.String(),
Pair: &gctrpc.CurrencyPair{
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
Interval: int64(time.Hour),
Start: defaultStart.Format(common.SimpleTimeFormatWithTimezone),
End: defaultEnd.Format(common.SimpleTimeFormatWithTimezone),
})
if err != nil {
t.Error(err)
}
if len(resp.MissingPeriods) != 2 {
t.Errorf("expected 2 missing periods, received: %v", len(resp.MissingPeriods))
}
}
func TestSetExchangeTradeProcessing(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Config = &config.Exchange{
Features: &config.FeaturesConfig{Enabled: config.FeaturesEnabledConfig{SaveTradeData: false}},
}
err = em.Add(exch)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
_, err = s.SetExchangeTradeProcessing(t.Context(), &gctrpc.SetExchangeTradeProcessingRequest{Exchange: testExchange, Status: true})
if err != nil {
t.Error(err)
return
}
if !b.IsSaveTradeDataEnabled() {
t.Error("expected true")
}
_, err = s.SetExchangeTradeProcessing(t.Context(), &gctrpc.SetExchangeTradeProcessingRequest{Exchange: testExchange, Status: false})
if err != nil {
t.Error(err)
return
}
if b.IsSaveTradeDataEnabled() {
t.Error("expected false")
}
}
func TestGetRecentTrades(t *testing.T) {
engerino := RPCTestSetup(t)
defer CleanRPCTest(t, engerino)
s := RPCServer{Engine: engerino}
_, err := s.GetRecentTrades(t.Context(), &gctrpc.GetSavedTradesRequest{})
assert.ErrorIs(t, err, errInvalidArguments)
_, err = s.GetRecentTrades(t.Context(), &gctrpc.GetSavedTradesRequest{
Exchange: fakeExchangeName,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 0, 0, 1, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
})
assert.ErrorIs(t, err, ErrExchangeNotFound)
_, err = s.GetRecentTrades(t.Context(), &gctrpc.GetSavedTradesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
})
if err != nil {
t.Error(err)
}
}
// dummyServer implements a basic RPC server interface for deployment in a test
// when streaming occurs, so we can deliver a context value.
type dummyServer struct{}
func (d *dummyServer) Send(*gctrpc.SavedTradesResponse) error { return nil }
func (d *dummyServer) SetHeader(metadata.MD) error { return nil }
func (d *dummyServer) SendHeader(metadata.MD) error { return nil }
func (d *dummyServer) SetTrailer(metadata.MD) {}
func (d *dummyServer) Context() context.Context { return context.Background() }
func (d *dummyServer) SendMsg(_ any) error { return nil }
func (d *dummyServer) RecvMsg(_ any) error { return nil }
func TestGetHistoricTrades(t *testing.T) {
engerino := RPCTestSetup(t)
defer CleanRPCTest(t, engerino)
s := RPCServer{Engine: engerino}
err := s.GetHistoricTrades(&gctrpc.GetSavedTradesRequest{}, nil)
assert.ErrorIs(t, err, errInvalidArguments)
err = s.GetHistoricTrades(&gctrpc.GetSavedTradesRequest{
Exchange: fakeExchangeName,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 0, 0, 1, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
}, nil)
assert.ErrorIs(t, err, ErrExchangeNotFound)
err = s.GetHistoricTrades(&gctrpc.GetSavedTradesRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: currency.BTC.String(),
Quote: currency.USD.String(),
},
AssetType: asset.Spot.String(),
Start: time.Date(2020, 0, 0, 0, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
End: time.Date(2020, 0, 0, 1, 0, 0, 0, time.UTC).Format(common.SimpleTimeFormatWithTimezone),
}, &dummyServer{})
if err != common.ErrFunctionNotSupported {
t.Error(err)
}
}
func TestGetAccountInfo(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
_, err = s.GetAccountInfo(t.Context(), &gctrpc.GetAccountInfoRequest{Exchange: fakeExchangeName, AssetType: asset.Spot.String()})
assert.NoError(t, err)
}
func TestUpdateAccountInfo(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
_, err = s.GetAccountInfo(t.Context(), &gctrpc.GetAccountInfoRequest{Exchange: fakeExchangeName, AssetType: asset.Spot.String()})
assert.NoError(t, err)
_, err = s.UpdateAccountInfo(t.Context(), &gctrpc.GetAccountInfoRequest{Exchange: fakeExchangeName, AssetType: asset.Futures.String()})
assert.ErrorIs(t, err, currency.ErrAssetNotFound)
_, err = s.UpdateAccountInfo(t.Context(), &gctrpc.GetAccountInfoRequest{
Exchange: fakeExchangeName,
AssetType: asset.Spot.String(),
})
assert.NoError(t, err)
}
func TestGetOrders(t *testing.T) {
t.Parallel()
exchName := "Binance"
engerino := &Engine{}
em := NewExchangeManager()
exch, err := em.NewExchangeByName(exchName)
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
cp := currency.NewBTCUSDT()
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Uppercase: true},
RequestFormat: &currency.PairFormat{Uppercase: true},
}
err = em.Add(exch)
require.NoError(t, err)
var wg sync.WaitGroup
om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, &config.OrderManager{})
assert.NoError(t, err)
om.started = 1
s := RPCServer{Engine: &Engine{ExchangeManager: em, OrderManager: om}}
p := &gctrpc.CurrencyPair{
Delimiter: "-",
Base: currency.BTC.String(),
Quote: currency.USDT.String(),
}
_, err = s.GetOrders(t.Context(), nil)
assert.ErrorIs(t, err, errInvalidArguments)
_, err = s.GetOrders(t.Context(), &gctrpc.GetOrdersRequest{
AssetType: asset.Spot.String(),
Pair: p,
})
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
_, err = s.GetOrders(t.Context(), &gctrpc.GetOrdersRequest{
Exchange: "bruh",
AssetType: asset.Spot.String(),
Pair: p,
})
assert.ErrorIs(t, err, ErrExchangeNotFound)
_, err = s.GetOrders(t.Context(), &gctrpc.GetOrdersRequest{
Exchange: exchName,
AssetType: asset.Spot.String(),
})
assert.ErrorIs(t, err, errCurrencyPairUnset)
_, err = s.GetOrders(t.Context(), &gctrpc.GetOrdersRequest{
Exchange: exchName,
Pair: p,
})
assert.ErrorIs(t, err, asset.ErrNotSupported)
_, err = s.GetOrders(t.Context(), &gctrpc.GetOrdersRequest{
Exchange: exchName,
AssetType: asset.Spot.String(),
Pair: p,
StartDate: time.Now().UTC().Add(time.Second).Format(common.SimpleTimeFormatWithTimezone),
EndDate: time.Now().UTC().Add(-time.Hour).Format(common.SimpleTimeFormatWithTimezone),
})
assert.ErrorIs(t, err, common.ErrStartAfterEnd)
_, err = s.GetOrders(t.Context(), &gctrpc.GetOrdersRequest{
Exchange: exchName,
AssetType: asset.Spot.String(),
Pair: p,
StartDate: time.Now().UTC().Add(-time.Hour).Format(common.SimpleTimeFormatWithTimezone),
EndDate: time.Now().UTC().Add(time.Hour).Format(common.SimpleTimeFormatWithTimezone),
})
assert.ErrorIs(t, err, exchange.ErrCredentialsAreEmpty)
b.SetCredentials("test", "test", "", "", "", "")
b.API.AuthenticatedSupport = true
_, err = s.GetOrders(t.Context(), &gctrpc.GetOrdersRequest{
Exchange: exchName,
AssetType: asset.Spot.String(),
Pair: p,
})
if err == nil {
t.Error("expected error")
}
}
func TestGetOrder(t *testing.T) {
t.Parallel()
exchName := "Binance"
engerino := &Engine{}
em := NewExchangeManager()
exch, err := em.NewExchangeByName(exchName)
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
cp := currency.NewBTCUSDT()
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Uppercase: true},
RequestFormat: &currency.PairFormat{Uppercase: true},
}
err = em.Add(exch)
require.NoError(t, err)
var wg sync.WaitGroup
om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, &config.OrderManager{})
assert.NoError(t, err)
om.started = 1
assert.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em, OrderManager: om}}
p := &gctrpc.CurrencyPair{
Delimiter: "-",
Base: "BTC",
Quote: "USDT",
}
_, err = s.GetOrder(t.Context(), nil)
assert.ErrorIs(t, err, errInvalidArguments)
_, err = s.GetOrder(t.Context(), &gctrpc.GetOrderRequest{
Exchange: "test123",
OrderId: "",
Pair: p,
Asset: "spot",
})
assert.ErrorIs(t, err, ErrExchangeNotFound)
_, err = s.GetOrder(t.Context(), &gctrpc.GetOrderRequest{
Exchange: exchName,
OrderId: "",
Pair: nil,
Asset: "",
})
assert.ErrorIs(t, err, errCurrencyPairUnset)
_, err = s.GetOrder(t.Context(), &gctrpc.GetOrderRequest{
Exchange: exchName,
OrderId: "",
Pair: p,
Asset: "",
})
assert.ErrorIs(t, err, asset.ErrNotSupported)
_, err = s.GetOrder(t.Context(), &gctrpc.GetOrderRequest{
Exchange: exchName,
OrderId: "",
Pair: p,
Asset: asset.Spot.String(),
})
assert.ErrorIs(t, err, ErrOrderIDCannotBeEmpty)
_, err = s.GetOrder(t.Context(), &gctrpc.GetOrderRequest{
Exchange: exchName,
OrderId: "1234",
Pair: p,
Asset: asset.Spot.String(),
})
assert.ErrorIs(t, err, exchange.ErrCredentialsAreEmpty)
}
func TestCheckVars(t *testing.T) {
t.Parallel()
var e exchange.IBotExchange
err := checkParams("Binance", e, asset.Spot, currency.NewBTCUSDT())
assert.ErrorIs(t, err, errExchangeNotLoaded, "checkParams should error correctly")
e = &binance.Exchange{}
err = checkParams("Binance", e, asset.Spot, currency.NewBTCUSDT())
assert.ErrorIs(t, err, errExchangeNotEnabled, "checkParams should error correctly")
e.SetEnabled(true)
err = checkParams("Binance", e, asset.Spot, currency.NewBTCUSDT())
assert.ErrorIs(t, err, currency.ErrPairManagerNotInitialised, "checkParams should error correctly")
b := e.GetBase()
for _, a := range []asset.Item{asset.Spot, asset.Margin, asset.CoinMarginedFutures, asset.USDTMarginedFutures} {
ps := currency.PairStore{
AssetEnabled: true,
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true},
}
switch a {
case asset.CoinMarginedFutures:
ps.RequestFormat = &currency.PairFormat{Uppercase: true, Delimiter: currency.UnderscoreDelimiter}
ps.ConfigFormat = &currency.PairFormat{Uppercase: true, Delimiter: currency.UnderscoreDelimiter}
case asset.USDTMarginedFutures:
ps.ConfigFormat = &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
}
require.NoError(t, b.SetAssetPairStore(a, ps), "SetAssetPairStore must not error")
}
err = checkParams("Binance", e, asset.Spot, currency.NewBTCUSDT())
assert.ErrorIs(t, err, errCurrencyPairInvalid, "checkParams should error correctly")
data := []currency.Pair{
{Delimiter: currency.DashDelimiter, Base: currency.BTC, Quote: currency.USDT},
}
err = b.CurrencyPairs.StorePairs(asset.Spot, data, false)
require.NoError(t, err, "StorePairs must not error")
err = checkParams("Binance", e, asset.Spot, currency.NewBTCUSDT())
require.ErrorIs(t, err, errCurrencyNotEnabled, "checkParams must error correctly")
err = b.CurrencyPairs.EnablePair(asset.Spot, currency.Pair{Delimiter: currency.DashDelimiter, Base: currency.BTC, Quote: currency.USDT})
require.NoError(t, err, "EnablePair must not error")
err = checkParams("Binance", e, asset.Spot, currency.NewBTCUSDT())
require.NoError(t, err, "checkParams must not error")
}
func TestParseEvents(t *testing.T) {
t.Parallel()
exchangeName := "Binance"
testData := make([]*withdraw.Response, 5)
for x := range 5 {
test := fmt.Sprintf("test-%v", x)
resp := &withdraw.Response{
ID: withdraw.DryRunID,
Exchange: withdraw.ExchangeResponse{
Name: test,
ID: test,
Status: test,
},
RequestDetails: withdraw.Request{
Exchange: test,
Description: test,
Amount: 1.0,
},
}
if x%2 == 0 {
resp.RequestDetails.Currency = currency.AUD
resp.RequestDetails.Type = 1
resp.RequestDetails.Fiat = withdraw.FiatRequest{
Bank: banking.Account{
Enabled: false,
ID: fmt.Sprintf("test-%v", x),
BankName: fmt.Sprintf("test-%v-bank", x),
AccountName: "hello",
AccountNumber: fmt.Sprintf("test-%v", x),
BSBNumber: "123456",
SupportedCurrencies: "BTC-AUD",
SupportedExchanges: exchangeName,
},
}
} else {
resp.RequestDetails.Currency = currency.BTC
resp.RequestDetails.Type = 0
resp.RequestDetails.Crypto.Address = test
resp.RequestDetails.Crypto.FeeAmount = 0
resp.RequestDetails.Crypto.AddressTag = test
}
testData[x] = resp
}
v := parseMultipleEvents(testData)
if reflect.TypeOf(v).String() != "*gctrpc.WithdrawalEventsByExchangeResponse" {
t.Fatal("expected type to be *gctrpc.WithdrawalEventsByExchangeResponse")
}
if len(testData) < 2 {
t.Fatal("expected at least 2")
}
v = parseSingleEvents(testData[0])
if reflect.TypeOf(v).String() != "*gctrpc.WithdrawalEventsByExchangeResponse" {
t.Fatal("expected type to be *gctrpc.WithdrawalEventsByExchangeResponse")
}
v = parseSingleEvents(testData[1])
if v.Event[0].Request.Type != 0 {
t.Fatal("Expected second entry in slice to return a Request.Type of Crypto")
}
}
func TestRPCServerUpsertDataHistoryJob(t *testing.T) {
t.Parallel()
m, _ := createDHM(t)
em := NewExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
cp := currency.NewBTCUSD()
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
AssetEnabled: true,
}
err = em.Add(exch)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{dataHistoryManager: m, ExchangeManager: em}}
_, err = s.UpsertDataHistoryJob(t.Context(), nil)
assert.ErrorIs(t, err, errNilRequestData)
_, err = s.UpsertDataHistoryJob(t.Context(), &gctrpc.UpsertDataHistoryJobRequest{})
assert.ErrorIs(t, err, asset.ErrNotSupported)
job := &gctrpc.UpsertDataHistoryJobRequest{
Nickname: "hellomoto",
Exchange: testExchange,
Asset: asset.Spot.String(),
Pair: &gctrpc.CurrencyPair{
Delimiter: "-",
Base: "BTC",
Quote: "USD",
},
StartDate: time.Now().Add(-time.Hour * 24).Format(common.SimpleTimeFormatWithTimezone),
EndDate: time.Now().Format(common.SimpleTimeFormatWithTimezone),
Interval: int64(kline.OneHour.Duration()),
RequestSizeLimit: 10,
DataType: int64(dataHistoryCandleDataType),
MaxRetryAttempts: 3,
BatchSize: 500,
}
_, err = s.UpsertDataHistoryJob(t.Context(), job)
assert.NoError(t, err)
}
func TestGetDataHistoryJobDetails(t *testing.T) {
t.Parallel()
m, _ := createDHM(t)
s := RPCServer{Engine: &Engine{dataHistoryManager: m}}
dhj := &DataHistoryJob{
Nickname: "TestGetDataHistoryJobDetails",
Exchange: testExchange,
Asset: asset.Spot,
Pair: currency.NewBTCUSD(),
StartDate: time.Now().UTC().Add(-time.Minute * 2),
EndDate: time.Now().UTC(),
Interval: kline.OneMin,
}
err := m.UpsertJob(dhj, false)
assert.NoError(t, err)
_, err = s.GetDataHistoryJobDetails(t.Context(), nil)
assert.ErrorIs(t, err, errNilRequestData)
_, err = s.GetDataHistoryJobDetails(t.Context(), &gctrpc.GetDataHistoryJobDetailsRequest{})
assert.ErrorIs(t, err, errNicknameIDUnset)
_, err = s.GetDataHistoryJobDetails(t.Context(), &gctrpc.GetDataHistoryJobDetailsRequest{Id: "123", Nickname: "123"})
assert.ErrorIs(t, err, errOnlyNicknameOrID)
_, err = s.GetDataHistoryJobDetails(t.Context(), &gctrpc.GetDataHistoryJobDetailsRequest{Nickname: "TestGetDataHistoryJobDetails"})
assert.NoError(t, err)
_, err = s.GetDataHistoryJobDetails(t.Context(), &gctrpc.GetDataHistoryJobDetailsRequest{Id: dhj.ID.String()})
assert.NoError(t, err)
resp, err := s.GetDataHistoryJobDetails(t.Context(), &gctrpc.GetDataHistoryJobDetailsRequest{Nickname: "TestGetDataHistoryJobDetails", FullDetails: true})
require.NoError(t, err)
if resp == nil { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
t.Fatal("expected job")
}
if !strings.EqualFold(resp.Nickname, "TestGetDataHistoryJobDetails") { //nolint:nolintlint,staticcheck // SA5011 Ignore the nil warnings
t.Errorf("received %v, expected %v", resp.Nickname, "TestGetDataHistoryJobDetails")
}
}
func TestSetDataHistoryJobStatus(t *testing.T) {
t.Parallel()
m, j := createDHM(t)
s := RPCServer{Engine: &Engine{dataHistoryManager: m}}
dhj := &DataHistoryJob{
Nickname: "TestDeleteDataHistoryJob",
Exchange: testExchange,
Asset: asset.Spot,
Pair: currency.NewBTCUSD(),
StartDate: time.Now().UTC().Add(-time.Minute * 2),
EndDate: time.Now().UTC(),
Interval: kline.OneMin,
}
err := m.UpsertJob(dhj, false)
require.NoError(t, err)
_, err = s.SetDataHistoryJobStatus(t.Context(), nil)
assert.ErrorIs(t, err, errNilRequestData)
_, err = s.SetDataHistoryJobStatus(t.Context(), &gctrpc.SetDataHistoryJobStatusRequest{})
assert.ErrorIs(t, err, errNicknameIDUnset)
_, err = s.SetDataHistoryJobStatus(t.Context(), &gctrpc.SetDataHistoryJobStatusRequest{Id: "123", Nickname: "123"})
assert.ErrorIs(t, err, errOnlyNicknameOrID)
id := dhj.ID
_, err = s.SetDataHistoryJobStatus(t.Context(), &gctrpc.SetDataHistoryJobStatusRequest{Nickname: "TestDeleteDataHistoryJob", Status: int64(dataHistoryStatusRemoved)})
assert.NoError(t, err)
dhj.ID = id
j.Status = int64(dataHistoryStatusActive)
_, err = s.SetDataHistoryJobStatus(t.Context(), &gctrpc.SetDataHistoryJobStatusRequest{Id: id.String(), Status: int64(dataHistoryStatusRemoved)})
assert.NoError(t, err)
_, err = s.SetDataHistoryJobStatus(t.Context(), &gctrpc.SetDataHistoryJobStatusRequest{Id: id.String(), Status: int64(dataHistoryStatusActive)})
assert.ErrorIs(t, err, errBadStatus)
j.Status = int64(dataHistoryStatusActive)
_, err = s.SetDataHistoryJobStatus(t.Context(), &gctrpc.SetDataHistoryJobStatusRequest{Id: id.String(), Status: int64(dataHistoryStatusPaused)})
assert.NoError(t, err)
if j.Status != int64(dataHistoryStatusPaused) {
t.Errorf("received %v, expected %v", dataHistoryStatus(j.Status), dataHistoryStatusPaused)
}
}
func TestGetActiveDataHistoryJobs(t *testing.T) {
t.Parallel()
m, _ := createDHM(t)
s := RPCServer{Engine: &Engine{dataHistoryManager: m}}
dhj := &DataHistoryJob{
Nickname: "TestGetActiveDataHistoryJobs",
Exchange: testExchange,
Asset: asset.Spot,
Pair: currency.NewBTCUSD(),
StartDate: time.Now().UTC().Add(-time.Minute * 2),
EndDate: time.Now().UTC(),
Interval: kline.OneMin,
}
require.NoError(t, m.UpsertJob(dhj, false))
r, err := s.GetActiveDataHistoryJobs(t.Context(), nil)
require.NoError(t, err)
if len(r.Results) != 1 {
t.Fatalf("received %v, expected %v", len(r.Results), 1)
}
}
func TestGetDataHistoryJobsBetween(t *testing.T) {
t.Parallel()
m, _ := createDHM(t)
s := RPCServer{Engine: &Engine{dataHistoryManager: m}}
dhj := &DataHistoryJob{
Nickname: "GetDataHistoryJobsBetween",
Exchange: testExchange,
Asset: asset.Spot,
Pair: currency.NewBTCUSD(),
StartDate: time.Now().UTC().Add(-time.Minute * 2),
EndDate: time.Now().UTC(),
Interval: kline.OneMin,
}
_, err := s.GetDataHistoryJobsBetween(t.Context(), nil)
require.ErrorIs(t, err, errNilRequestData)
_, err = s.GetDataHistoryJobsBetween(t.Context(), &gctrpc.GetDataHistoryJobsBetweenRequest{
StartDate: time.Now().UTC().Add(time.Minute).Format(common.SimpleTimeFormatWithTimezone),
EndDate: time.Now().UTC().Format(common.SimpleTimeFormatWithTimezone),
})
require.ErrorIs(t, err, common.ErrStartAfterEnd)
err = m.UpsertJob(dhj, false)
require.NoError(t, err)
r, err := s.GetDataHistoryJobsBetween(t.Context(), &gctrpc.GetDataHistoryJobsBetweenRequest{
StartDate: time.Now().Add(-time.Minute).UTC().Format(common.SimpleTimeFormatWithTimezone),
EndDate: time.Now().Add(time.Minute).UTC().Format(common.SimpleTimeFormatWithTimezone),
})
assert.NoError(t, err)
if len(r.Results) != 1 {
t.Errorf("received %v, expected %v", len(r.Results), 1)
}
}
func TestGetDataHistoryJobSummary(t *testing.T) {
t.Parallel()
m, _ := createDHM(t)
s := RPCServer{Engine: &Engine{dataHistoryManager: m}}
dhj := &DataHistoryJob{
Nickname: "TestGetDataHistoryJobSummary",
Exchange: testExchange,
Asset: asset.Spot,
Pair: currency.NewBTCUSD(),
StartDate: time.Now().UTC().Add(-time.Minute * 2),
EndDate: time.Now().UTC(),
Interval: kline.OneMin,
}
assert.NoError(t, m.UpsertJob(dhj, false), "UpsertJob should not error")
_, err := s.GetDataHistoryJobSummary(t.Context(), nil)
assert.ErrorIs(t, err, errNilRequestData)
_, err = s.GetDataHistoryJobSummary(t.Context(), &gctrpc.GetDataHistoryJobDetailsRequest{})
assert.ErrorIs(t, err, errNicknameUnset)
resp, err := s.GetDataHistoryJobSummary(t.Context(), &gctrpc.GetDataHistoryJobDetailsRequest{Nickname: "TestGetDataHistoryJobSummary"})
assert.NoError(t, err, "GetDataHistoryJobSummary should not error")
require.NotNil(t, resp)
assert.NotEmpty(t, resp.Nickname)
assert.NotEmpty(t, resp.ResultSummaries)
}
func TestGetManagedOrders(t *testing.T) {
exchName := "Binance"
engerino := &Engine{}
em := NewExchangeManager()
exch, err := em.NewExchangeByName(exchName)
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
cp := currency.NewBTCUSDT()
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Uppercase: true},
RequestFormat: &currency.PairFormat{Uppercase: true},
}
err = em.Add(exch)
require.NoError(t, err)
var wg sync.WaitGroup
om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, &config.OrderManager{})
assert.NoError(t, err)
om.started = 1
s := RPCServer{Engine: &Engine{ExchangeManager: em, OrderManager: om}}
p := &gctrpc.CurrencyPair{
Delimiter: "-",
Base: currency.BTC.String(),
Quote: currency.USDT.String(),
}
_, err = s.GetManagedOrders(t.Context(), nil)
assert.ErrorIs(t, err, errInvalidArguments)
_, err = s.GetManagedOrders(t.Context(), &gctrpc.GetOrdersRequest{
AssetType: asset.Spot.String(),
Pair: p,
})
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
_, err = s.GetManagedOrders(t.Context(), &gctrpc.GetOrdersRequest{
Exchange: "bruh",
AssetType: asset.Spot.String(),
Pair: p,
})
assert.ErrorIs(t, err, ErrExchangeNotFound)
_, err = s.GetManagedOrders(t.Context(), &gctrpc.GetOrdersRequest{
Exchange: exchName,
AssetType: asset.Spot.String(),
})
assert.ErrorIs(t, err, errCurrencyPairUnset)
_, err = s.GetManagedOrders(t.Context(), &gctrpc.GetOrdersRequest{
Exchange: exchName,
Pair: p,
})
assert.ErrorIs(t, err, asset.ErrNotSupported)
o := order.Detail{
Price: 100000,
Amount: 0.002,
Exchange: "Binance",
Type: order.Limit,
Side: order.Sell,
Status: order.New,
AssetType: asset.Spot,
Pair: currency.NewBTCUSDT(),
}
err = om.Add(&o)
if err != nil {
t.Errorf("Error: %v", err)
}
oo, err := s.GetManagedOrders(t.Context(), &gctrpc.GetOrdersRequest{
Exchange: exchName,
AssetType: "spot",
Pair: p,
})
if err != nil {
t.Errorf("non expected Error: %v", err)
} else if oo == nil || len(oo.GetOrders()) != 1 {
t.Errorf("unexpected order result: %v", oo)
}
}
func TestRPCServer_unixTimestamp(t *testing.T) {
t.Parallel()
s := RPCServer{
Engine: &Engine{
Config: &config.Config{
RemoteControl: config.RemoteControlConfig{
GRPC: config.GRPCConfig{
TimeInNanoSeconds: false,
},
},
},
},
}
const sec = 1618888141
const nsec = 2
x := time.Unix(sec, nsec)
timestampSeconds := s.unixTimestamp(x)
if timestampSeconds != sec {
t.Errorf("have %d, want %d", timestampSeconds, sec)
}
s.Config.RemoteControl.GRPC.TimeInNanoSeconds = true
timestampNanos := s.unixTimestamp(x)
if want := int64(sec*1_000_000_000 + nsec); timestampNanos != want {
t.Errorf("have %d, want %d", timestampSeconds, want)
}
}
func TestRPCServer_GetTicker_LastUpdatedNanos(t *testing.T) {
t.Parallel()
// Make a dummy pair we'll be using for this test.
pair := currency.NewPairWithDelimiter("XXXXX", "YYYYY", "")
// Create a mock-up RPCServer and add our newly made pair to its list of
// available and enabled pairs.
server := RPCServer{Engine: RPCTestSetup(t)}
exch, err := server.GetExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
b := exch.GetBase()
b.CurrencyPairs.Pairs[asset.Spot].Available = append(
b.CurrencyPairs.Pairs[asset.Spot].Available,
pair,
)
b.CurrencyPairs.Pairs[asset.Spot].Enabled = append(
b.CurrencyPairs.Pairs[asset.Spot].Enabled,
pair,
)
// Push a mock-up ticker.
now := time.Now()
err = ticker.ProcessTicker(&ticker.Price{
ExchangeName: testExchange,
Pair: pair,
AssetType: asset.Spot,
LastUpdated: now,
Open: 69,
High: 96,
Low: 169,
Close: 196,
})
if err != nil {
t.Fatal(err)
}
// Prepare a ticker request.
request := &gctrpc.GetTickerRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Delimiter: pair.Delimiter,
Base: pair.Base.String(),
Quote: pair.Quote.String(),
},
AssetType: asset.Spot.String(),
}
// Check if timestamp returned is in seconds if !TimeInNanoSeconds.
server.Config.RemoteControl.GRPC.TimeInNanoSeconds = false
one, err := server.GetTicker(t.Context(), request)
if err != nil {
t.Error(err)
}
if want := now.Unix(); one.LastUpdated != want {
t.Errorf("have %d, want %d", one.LastUpdated, want)
}
// Check if timestamp returned is in nanoseconds if TimeInNanoSeconds.
server.Config.RemoteControl.GRPC.TimeInNanoSeconds = true
two, err := server.GetTicker(t.Context(), request)
if err != nil {
t.Error(err)
}
if want := now.UnixNano(); two.LastUpdated != want {
t.Errorf("have %d, want %d", two.LastUpdated, want)
}
}
func TestUpdateDataHistoryJobPrerequisite(t *testing.T) {
t.Parallel()
m, _ := createDHM(t)
s := RPCServer{Engine: &Engine{dataHistoryManager: m}}
_, err := s.UpdateDataHistoryJobPrerequisite(t.Context(), nil)
assert.ErrorIs(t, err, errNilRequestData)
_, err = s.UpdateDataHistoryJobPrerequisite(t.Context(), &gctrpc.UpdateDataHistoryJobPrerequisiteRequest{})
assert.ErrorIs(t, err, errNicknameUnset)
_, err = s.UpdateDataHistoryJobPrerequisite(t.Context(), &gctrpc.UpdateDataHistoryJobPrerequisiteRequest{
Nickname: "test456",
})
assert.NoError(t, err)
_, err = s.UpdateDataHistoryJobPrerequisite(t.Context(), &gctrpc.UpdateDataHistoryJobPrerequisiteRequest{
Nickname: "test456",
PrerequisiteJobNickname: "test123",
})
assert.NoError(t, err)
}
func TestCurrencyStateGetAll(t *testing.T) {
t.Parallel()
_, err := (&RPCServer{Engine: &Engine{}}).CurrencyStateGetAll(t.Context(),
&gctrpc.CurrencyStateGetAllRequest{Exchange: fakeExchangeName})
assert.ErrorIs(t, err, ErrSubSystemNotStarted)
}
func TestCurrencyStateWithdraw(t *testing.T) {
t.Parallel()
_, err := (&RPCServer{
Engine: &Engine{},
}).CurrencyStateWithdraw(t.Context(),
&gctrpc.CurrencyStateWithdrawRequest{
Exchange: "wow", Asset: "meow",
})
require.ErrorIs(t, err, asset.ErrNotSupported)
_, err = (&RPCServer{
Engine: &Engine{},
}).CurrencyStateWithdraw(t.Context(),
&gctrpc.CurrencyStateWithdrawRequest{
Exchange: "wow", Asset: "spot",
})
require.ErrorIs(t, err, ErrSubSystemNotStarted)
}
func TestCurrencyStateDeposit(t *testing.T) {
t.Parallel()
_, err := (&RPCServer{
Engine: &Engine{},
}).CurrencyStateDeposit(t.Context(),
&gctrpc.CurrencyStateDepositRequest{Exchange: "wow", Asset: "meow"})
require.ErrorIs(t, err, asset.ErrNotSupported)
_, err = (&RPCServer{
Engine: &Engine{},
}).CurrencyStateDeposit(t.Context(),
&gctrpc.CurrencyStateDepositRequest{Exchange: "wow", Asset: "spot"})
require.ErrorIs(t, err, ErrSubSystemNotStarted)
}
func TestCurrencyStateTrading(t *testing.T) {
t.Parallel()
_, err := (&RPCServer{
Engine: &Engine{},
}).CurrencyStateTrading(t.Context(),
&gctrpc.CurrencyStateTradingRequest{Exchange: "wow", Asset: "meow"})
require.ErrorIs(t, err, asset.ErrNotSupported)
_, err = (&RPCServer{
Engine: &Engine{},
}).CurrencyStateTrading(t.Context(),
&gctrpc.CurrencyStateTradingRequest{Exchange: "wow", Asset: "spot"})
require.ErrorIs(t, err, ErrSubSystemNotStarted)
}
func TestCurrencyStateTradingPair(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-usd")
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.EMPTYFORMAT,
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{
ExchangeManager: em,
currencyStateManager: &CurrencyStateManager{started: 1, iExchangeManager: em},
}}
_, err = s.CurrencyStateTradingPair(t.Context(),
&gctrpc.CurrencyStateTradingPairRequest{
Exchange: fakeExchangeName,
Pair: "btc-usd",
Asset: "spot",
})
require.NoError(t, err)
}
func TestGetFuturesPositionsOrders(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-perp")
if err != nil {
t.Fatal(err)
}
cp.Delimiter = ""
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Futures] = &currency.PairStore{
AssetEnabled: true,
RequestFormat: &currency.PairFormat{Delimiter: "-"},
ConfigFormat: &currency.PairFormat{Delimiter: "-"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
var wg sync.WaitGroup
om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{FuturesTrackingSeekDuration: time.Hour})
assert.NoError(t, err)
om.started = 1
s := RPCServer{
Engine: &Engine{
ExchangeManager: em,
currencyStateManager: &CurrencyStateManager{
started: 1,
iExchangeManager: em,
},
OrderManager: om,
},
}
_, err = s.GetFuturesPositionsOrders(t.Context(), &gctrpc.GetFuturesPositionsOrdersRequest{
Exchange: fakeExchangeName,
Asset: asset.Futures.String(),
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
})
require.NoError(t, err)
_, err = s.GetFuturesPositionsOrders(t.Context(), &gctrpc.GetFuturesPositionsOrdersRequest{
Exchange: fakeExchangeName,
Asset: asset.Spot.String(),
Pair: &gctrpc.CurrencyPair{
Delimiter: currency.DashDelimiter,
Base: cp.Base.String(),
Quote: cp.Quote.String(),
},
})
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
}
func TestGetCollateral(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-usd")
require.NoError(t, err)
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Futures] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.EMPTYFORMAT,
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.EMPTYFORMAT,
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
b.Features.Supports.FuturesCapabilities.Collateral = true
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{
Engine: &Engine{
ExchangeManager: em,
currencyStateManager: &CurrencyStateManager{
started: 1, iExchangeManager: em,
},
},
}
_, err = s.GetCollateral(t.Context(), &gctrpc.GetCollateralRequest{
Exchange: fakeExchangeName,
Asset: asset.Futures.String(),
})
require.ErrorIs(t, err, exchange.ErrCredentialsAreEmpty)
ctx := account.DeployCredentialsToContext(t.Context(),
&account.Credentials{Key: "fakerino", Secret: "supafake"})
_, err = s.GetCollateral(ctx, &gctrpc.GetCollateralRequest{
Exchange: fakeExchangeName,
Asset: asset.Futures.String(),
})
require.ErrorIs(t, err, errNoAccountInformation)
ctx = account.DeployCredentialsToContext(t.Context(),
&account.Credentials{Key: "fakerino", Secret: "supafake", SubAccount: "1337"})
r, err := s.GetCollateral(ctx, &gctrpc.GetCollateralRequest{
Exchange: fakeExchangeName,
Asset: asset.Futures.String(),
IncludeBreakdown: true,
})
require.NoError(t, err)
if len(r.CurrencyBreakdown) != 3 {
t.Errorf("expected 3 currencies, received '%v'", len(r.CurrencyBreakdown))
}
if r.AvailableCollateral != "1337 USD" {
t.Errorf("received '%v' expected '1337 USD'", r.AvailableCollateral)
}
_, err = s.GetCollateral(ctx, &gctrpc.GetCollateralRequest{
Exchange: fakeExchangeName,
Asset: asset.Spot.String(),
IncludeBreakdown: true,
})
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
_, err = s.GetCollateral(ctx, &gctrpc.GetCollateralRequest{
Exchange: fakeExchangeName,
Asset: asset.Futures.String(),
IncludeBreakdown: true,
CalculateOffline: true,
})
assert.NoError(t, err)
}
func TestShutdown(t *testing.T) {
t.Parallel()
s := RPCServer{Engine: &Engine{}}
_, err := s.Shutdown(t.Context(), &gctrpc.ShutdownRequest{})
require.ErrorIs(t, err, errShutdownNotAllowed)
s.Engine.Settings.EnableGRPCShutdown = true
_, err = s.Shutdown(t.Context(), &gctrpc.ShutdownRequest{})
require.ErrorIs(t, err, errGRPCShutdownSignalIsNil)
s.Engine.GRPCShutdownSignal = make(chan struct{}, 1)
_, err = s.Shutdown(t.Context(), &gctrpc.ShutdownRequest{})
require.NoError(t, err)
}
func TestGetTechnicalAnalysis(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-usd")
require.NoError(t, err)
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Futures] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
b.Features.Enabled.Kline.Intervals = kline.DeployExchangeIntervals(kline.IntervalCapacity{Interval: kline.OneDay})
err = em.Add(fExchange{IBotExchange: exch})
require.NoError(t, err)
s := RPCServer{
Engine: &Engine{
ExchangeManager: em,
currencyStateManager: &CurrencyStateManager{
started: 1,
iExchangeManager: em,
},
},
}
_, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{})
require.ErrorIs(t, err, ErrExchangeNameIsEmpty)
_, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
})
require.ErrorIs(t, err, asset.ErrNotSupported)
_, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "upsideprofitcontract",
Pair: &gctrpc.CurrencyPair{},
})
require.ErrorIs(t, err, errExpectedTestError)
_, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
})
require.ErrorIs(t, err, errInvalidStrategy)
resp, err := s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
AlgorithmType: "twap",
})
require.NoError(t, err)
if resp.Signals["TWAP"].Signals[0] != 1337 {
t.Fatalf("received: '%v' but expected: '%v'", resp.Signals["TWAP"].Signals[0], 1337)
}
resp, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
AlgorithmType: "vwap",
})
require.NoError(t, err)
if len(resp.Signals["VWAP"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["VWAP"].Signals), 33)
}
resp, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
AlgorithmType: "atr",
Period: 9,
})
require.NoError(t, err)
if len(resp.Signals["ATR"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["ATR"].Signals), 33)
}
resp, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
AlgorithmType: "bbands",
Period: 9,
StandardDeviationUp: 0.5,
StandardDeviationDown: 0.5,
})
require.NoError(t, err)
if len(resp.Signals["UPPER"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["UPPER"].Signals), 33)
}
if len(resp.Signals["MIDDLE"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["MIDDLE"].Signals), 33)
}
if len(resp.Signals["LOWER"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["LOWER"].Signals), 33)
}
resp, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
OtherPair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
AlgorithmType: "COCO",
Period: 9,
})
require.NoError(t, err)
if len(resp.Signals["COCO"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["COCO"].Signals), 33)
}
resp, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
AlgorithmType: "sma",
Period: 9,
})
require.NoError(t, err)
if len(resp.Signals["SMA"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["SMA"].Signals), 33)
}
resp, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
AlgorithmType: "ema",
Period: 9,
})
require.NoError(t, err)
if len(resp.Signals["EMA"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["EMA"].Signals), 33)
}
resp, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
AlgorithmType: "macd",
Period: 9,
FastPeriod: 12,
SlowPeriod: 26,
})
require.NoError(t, err)
if len(resp.Signals["MACD"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["MACD"].Signals), 33)
}
if len(resp.Signals["SIGNAL"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["SIGNAL"].Signals), 33)
}
if len(resp.Signals["HISTOGRAM"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["HISTOGRAM"].Signals), 33)
}
resp, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
AlgorithmType: "mfi",
Period: 9,
})
require.NoError(t, err)
if len(resp.Signals["MFI"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["MFI"].Signals), 33)
}
resp, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
AlgorithmType: "obv",
Period: 9,
})
require.NoError(t, err)
if len(resp.Signals["OBV"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["OBV"].Signals), 33)
}
resp, err = s.GetTechnicalAnalysis(t.Context(), &gctrpc.GetTechnicalAnalysisRequest{
Exchange: fakeExchangeName,
AssetType: "spot",
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
Interval: int64(kline.OneDay),
AlgorithmType: "rsi",
Period: 9,
})
require.NoError(t, err)
if len(resp.Signals["RSI"].Signals) != 33 {
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["RSI"].Signals), 33)
}
}
func TestGetMarginRatesHistory(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-usd")
require.NoError(t, err)
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{
Engine: &Engine{
ExchangeManager: em,
currencyStateManager: &CurrencyStateManager{
started: 1, iExchangeManager: em,
},
},
}
_, err = s.GetMarginRatesHistory(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
request := &gctrpc.GetMarginRatesHistoryRequest{}
_, err = s.GetMarginRatesHistory(t.Context(), request)
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
request.Exchange = fakeExchangeName
_, err = s.GetMarginRatesHistory(t.Context(), request)
assert.ErrorIs(t, err, asset.ErrNotSupported)
request.Asset = asset.Spot.String()
_, err = s.GetMarginRatesHistory(t.Context(), request)
assert.ErrorIs(t, err, currency.ErrCurrencyNotFound)
request.Currency = "usd"
_, err = s.GetMarginRatesHistory(t.Context(), request)
assert.NoError(t, err)
request.GetBorrowRates = true
request.GetLendingPayments = true
request.GetBorrowCosts = true
request.GetPredictedRate = true
request.IncludeAllRates = true
resp, err := s.GetMarginRatesHistory(t.Context(), request)
assert.NoError(t, err)
if len(resp.Rates) == 0 {
t.Errorf("received '%v' expected '%v'", len(resp.Rates), 1)
}
if resp.PredictedRate == nil {
t.Errorf("received '%v' expected '%v'", nil, "not nil")
}
if resp.TakerFeeRate != "1337" {
t.Errorf("received '%v' expected '%v'", resp.TakerFeeRate, "1337")
}
if resp.SumLendingPayments != "1337" {
t.Errorf("received '%v' expected '%v'", resp.SumLendingPayments, "1337")
}
if resp.AvgBorrowSize != "1337" {
t.Errorf("received '%v' expected '%v'", resp.AvgBorrowSize, "1337")
}
if resp.AvgLendingSize != "1337" {
t.Errorf("received '%v' expected '%v'", resp.AvgLendingSize, "1337")
}
if resp.SumBorrowCosts != "1337" {
t.Errorf("received '%v' expected '%v'", resp.SumBorrowCosts, "1337")
}
request.CalculateOffline = true
_, err = s.GetMarginRatesHistory(t.Context(), request)
assert.ErrorIs(t, err, common.ErrCannotCalculateOffline)
request.TakerFeeRate = "-1337"
_, err = s.GetMarginRatesHistory(t.Context(), request)
assert.ErrorIs(t, err, common.ErrCannotCalculateOffline)
request.TakerFeeRate = "1337"
_, err = s.GetMarginRatesHistory(t.Context(), request)
assert.ErrorIs(t, err, common.ErrCannotCalculateOffline)
request.Rates = []*gctrpc.MarginRate{
{
Time: time.Now().Format(common.SimpleTimeFormatWithTimezone),
HourlyRate: "1337",
},
}
_, err = s.GetMarginRatesHistory(t.Context(), request)
assert.NoError(t, err)
request.Rates = []*gctrpc.MarginRate{
{
Time: time.Now().Format(common.SimpleTimeFormatWithTimezone),
HourlyRate: "1337",
LendingPayment: &gctrpc.LendingPayment{Size: "1337"},
BorrowCost: &gctrpc.BorrowCost{Size: "1337"},
},
}
_, err = s.GetMarginRatesHistory(t.Context(), request)
assert.NoError(t, err)
}
func TestGetFundingRates(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-perp")
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
err = b.CurrencyPairs.Store(asset.Futures, &currency.PairStore{
AssetEnabled: true,
RequestFormat: &currency.PairFormat{Delimiter: "-"},
ConfigFormat: &currency.PairFormat{Delimiter: "-"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
})
if err != nil {
t.Fatal(err)
}
err = b.CurrencyPairs.Store(asset.Spot, &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
})
if err != nil {
t.Fatal(err)
}
b.Features.Supports.FuturesCapabilities.FundingRates = true
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
var wg sync.WaitGroup
om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{FuturesTrackingSeekDuration: time.Hour})
assert.NoError(t, err)
om.started = 1
s := RPCServer{
Engine: &Engine{
ExchangeManager: em,
currencyStateManager: &CurrencyStateManager{
started: 1,
iExchangeManager: em,
},
OrderManager: om,
},
}
_, err = s.GetFundingRates(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
request := &gctrpc.GetFundingRatesRequest{
Exchange: "",
Asset: "",
Pair: nil,
StartDate: "",
EndDate: "",
IncludePredicted: false,
IncludePayments: false,
}
_, err = s.GetFundingRates(t.Context(), request)
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
request.Exchange = exch.GetName()
_, err = s.GetFundingRates(t.Context(), request)
assert.ErrorIs(t, err, asset.ErrNotSupported)
request.Asset = asset.Spot.String()
_, err = s.GetFundingRates(t.Context(), request)
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
request.Asset = asset.Futures.String()
request.Pair = &gctrpc.CurrencyPair{
Delimiter: cp.Delimiter,
Base: cp.Base.String(),
Quote: cp.Quote.String(),
}
request.IncludePredicted = true
request.IncludePayments = true
_, err = s.GetFundingRates(t.Context(), request)
assert.NoError(t, err)
}
func TestGetLatestFundingRate(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-perp")
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
err = b.CurrencyPairs.Store(asset.Futures, &currency.PairStore{
AssetEnabled: true,
RequestFormat: &currency.PairFormat{Delimiter: "-"},
ConfigFormat: &currency.PairFormat{Delimiter: "-"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
})
if err != nil {
t.Fatal(err)
}
err = b.CurrencyPairs.Store(asset.Spot, &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
})
if err != nil {
t.Fatal(err)
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
var wg sync.WaitGroup
om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{FuturesTrackingSeekDuration: time.Hour})
assert.NoError(t, err)
om.started = 1
s := RPCServer{
Engine: &Engine{
ExchangeManager: em,
currencyStateManager: &CurrencyStateManager{
started: 1,
iExchangeManager: em,
},
OrderManager: om,
},
}
_, err = s.GetLatestFundingRate(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
request := &gctrpc.GetLatestFundingRateRequest{
Exchange: "",
Asset: "",
Pair: nil,
IncludePredicted: false,
}
_, err = s.GetLatestFundingRate(t.Context(), request)
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
request.Exchange = exch.GetName()
_, err = s.GetLatestFundingRate(t.Context(), request)
assert.ErrorIs(t, err, asset.ErrNotSupported)
request.Asset = asset.Spot.String()
_, err = s.GetLatestFundingRate(t.Context(), request)
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
request.Asset = asset.Futures.String()
request.Pair = &gctrpc.CurrencyPair{
Delimiter: cp.Delimiter,
Base: cp.Base.String(),
Quote: cp.Quote.String(),
}
request.IncludePredicted = true
_, err = s.GetLatestFundingRate(t.Context(), request)
assert.NoError(t, err)
}
func TestGetManagedPosition(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-perp")
if err != nil {
t.Fatal(err)
}
cp2, err := currency.NewPairFromString("btc-usd")
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Futures] = &currency.PairStore{
AssetEnabled: true,
RequestFormat: &currency.PairFormat{Delimiter: "-"},
ConfigFormat: &currency.PairFormat{Delimiter: "-"},
Available: currency.Pairs{cp, cp2},
Enabled: currency.Pairs{cp, cp2},
}
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp, cp2},
Enabled: currency.Pairs{cp, cp2},
}
b.Features.Supports.FuturesCapabilities.OrderManagerPositionTracking = true
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
var wg sync.WaitGroup
om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{FuturesTrackingSeekDuration: time.Hour})
assert.NoError(t, err)
om.started = 1
s := RPCServer{
Engine: &Engine{
ExchangeManager: em,
currencyStateManager: &CurrencyStateManager{
started: 1,
iExchangeManager: em,
},
OrderManager: om,
},
}
_, err = s.GetManagedPosition(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
request := &gctrpc.GetManagedPositionRequest{}
_, err = s.GetManagedPosition(t.Context(), request)
assert.ErrorIs(t, err, common.ErrNilPointer)
request.Pair = &gctrpc.CurrencyPair{
Delimiter: "-",
Base: "BTC",
Quote: "USD",
}
_, err = s.GetManagedPosition(t.Context(), request)
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
request.Exchange = fakeExchangeName
_, err = s.GetManagedPosition(t.Context(), request)
assert.ErrorIs(t, err, asset.ErrNotSupported)
request.Asset = asset.Spot.String()
_, err = s.GetManagedPosition(t.Context(), request)
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
request.Asset = asset.Futures.String()
s.OrderManager, err = SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{FuturesTrackingSeekDuration: time.Hour})
assert.NoError(t, err)
s.OrderManager.started = 1
s.OrderManager.activelyTrackFuturesPositions = true
_, err = s.GetManagedPosition(t.Context(), request)
assert.ErrorIs(t, err, futures.ErrPositionNotFound)
err = s.OrderManager.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{
Leverage: 1337,
Price: 1337,
Amount: 1337,
LimitPriceUpper: 1337,
LimitPriceLower: 1337,
TriggerPrice: 1337,
AverageExecutedPrice: 1337,
QuoteAmount: 1337,
ExecutedAmount: 1337,
RemainingAmount: 1337,
Cost: 1337,
Exchange: fakeExchangeName,
OrderID: "1337",
Type: order.Market,
Side: order.Buy,
Status: order.Filled,
AssetType: asset.Futures,
Date: time.Now(),
LastUpdated: time.Now(),
Pair: cp2,
Trades: []order.TradeHistory{
{
Timestamp: time.Now(),
Side: order.Buy,
},
},
})
assert.NoError(t, err)
_, err = s.GetManagedPosition(t.Context(), request)
assert.NoError(t, err)
}
func TestGetAllManagedPositions(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-perp")
if err != nil {
t.Fatal(err)
}
cp2, err := currency.NewPairFromString("btc-usd")
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Futures] = &currency.PairStore{
AssetEnabled: true,
RequestFormat: &currency.PairFormat{Delimiter: "-"},
ConfigFormat: &currency.PairFormat{Delimiter: "-"},
Available: currency.Pairs{cp, cp2},
Enabled: currency.Pairs{cp, cp2},
}
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp, cp2},
Enabled: currency.Pairs{cp, cp2},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
var wg sync.WaitGroup
om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{FuturesTrackingSeekDuration: time.Hour})
assert.NoError(t, err)
om.started = 1
s := RPCServer{
Engine: &Engine{
ExchangeManager: em,
currencyStateManager: &CurrencyStateManager{
started: 1,
iExchangeManager: em,
},
OrderManager: om,
},
}
_, err = s.GetAllManagedPositions(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
request := &gctrpc.GetAllManagedPositionsRequest{}
s.OrderManager, err = SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{FuturesTrackingSeekDuration: time.Hour, ActivelyTrackFuturesPositions: true})
assert.NoError(t, err)
s.OrderManager.started = 1
_, err = s.GetAllManagedPositions(t.Context(), request)
assert.ErrorIs(t, err, futures.ErrNoPositionsFound)
err = s.OrderManager.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{
Leverage: 1337,
Price: 1337,
Amount: 1337,
LimitPriceUpper: 1337,
LimitPriceLower: 1337,
TriggerPrice: 1337,
AverageExecutedPrice: 1337,
QuoteAmount: 1337,
ExecutedAmount: 1337,
RemainingAmount: 1337,
Cost: 1337,
Exchange: fakeExchangeName,
OrderID: "1337",
Type: order.Market,
Side: order.Buy,
Status: order.Filled,
AssetType: asset.Futures,
Date: time.Now(),
LastUpdated: time.Now(),
Pair: cp2,
})
assert.NoError(t, err)
request.IncludePredictedRate = true
request.GetFundingPayments = true
request.IncludeFullFundingRates = true
request.IncludeFullOrderData = true
_, err = s.GetAllManagedPositions(t.Context(), request)
assert.NoError(t, err)
}
func TestGetOrderbookMovement(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
require.NoError(t, err, "NewExchangeByName must not error")
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp := currency.NewPairWithDelimiter("btc", "metal", "-")
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
req := &gctrpc.GetOrderbookMovementRequest{}
_, err = s.GetOrderbookMovement(t.Context(), req)
require.ErrorIs(t, err, ErrExchangeNameIsEmpty)
req.Exchange = "fake"
_, err = s.GetOrderbookMovement(t.Context(), req)
require.ErrorIs(t, err, asset.ErrNotSupported)
req.Asset = asset.Spot.String()
req.Pair = &gctrpc.CurrencyPair{}
_, err = s.GetOrderbookMovement(t.Context(), req)
require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
req.Pair = &gctrpc.CurrencyPair{
Base: currency.BTC.String(),
Quote: currency.METAL.String(),
}
_, err = s.GetOrderbookMovement(t.Context(), req)
if !strings.Contains(err.Error(), "cannot find orderbook") {
t.Fatalf("received: '%+v' but expected: '%v'", err, "cannot find orderbook")
}
depth, err := orderbook.DeployDepth(req.Exchange, currency.NewPair(currency.BTC, currency.METAL), asset.Spot)
require.NoError(t, err, "orderbook.DeployDepth must not error")
bid := []orderbook.Level{
{Price: 10, Amount: 1},
{Price: 9, Amount: 1},
{Price: 8, Amount: 1},
{Price: 7, Amount: 1},
}
ask := []orderbook.Level{
{Price: 11, Amount: 1},
{Price: 12, Amount: 1},
{Price: 13, Amount: 1},
{Price: 14, Amount: 1},
}
err = depth.LoadSnapshot(&orderbook.Book{Bids: bid, Asks: ask, LastUpdated: time.Now(), LastPushed: time.Now(), RestSnapshot: true})
require.NoError(t, err, "depth.LoadSnapshot must not error")
_, err = s.GetOrderbookMovement(t.Context(), req)
if err.Error() != "quote amount invalid" {
t.Fatalf("received: '%+v' but expected: '%v'", err, "quote amount invalid")
}
req.Amount = 11
move, err := s.GetOrderbookMovement(t.Context(), req)
require.NoError(t, err)
if move.Bought != 1 {
t.Fatalf("received: '%v' but expected: '%v'", move.Bought, 1)
}
req.Sell = true
req.Amount = 1
move, err = s.GetOrderbookMovement(t.Context(), req)
require.NoError(t, err)
if move.Bought != 10 {
t.Fatalf("received: '%v' but expected: '%v'", move.Bought, 10)
}
}
func TestGetOrderbookAmountByNominal(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
require.NoError(t, err, "NewExchangeByName must not error")
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp := currency.NewPairWithDelimiter("btc", "meme", "-")
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
req := &gctrpc.GetOrderbookAmountByNominalRequest{}
_, err = s.GetOrderbookAmountByNominal(t.Context(), req)
require.ErrorIs(t, err, ErrExchangeNameIsEmpty)
req.Exchange = "fake"
_, err = s.GetOrderbookAmountByNominal(t.Context(), req)
require.ErrorIs(t, err, asset.ErrNotSupported)
req.Asset = asset.Spot.String()
req.Pair = &gctrpc.CurrencyPair{}
_, err = s.GetOrderbookAmountByNominal(t.Context(), req)
require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
req.Pair = &gctrpc.CurrencyPair{
Base: currency.BTC.String(),
Quote: currency.MEME.String(),
}
_, err = s.GetOrderbookAmountByNominal(t.Context(), req)
if !strings.Contains(err.Error(), "cannot find orderbook") {
t.Fatalf("received: '%+v' but expected: '%v'", err, "cannot find orderbook")
}
depth, err := orderbook.DeployDepth(req.Exchange, currency.NewPair(currency.BTC, currency.MEME), asset.Spot)
require.NoError(t, err, "orderbook.DeployDepth must not error")
bid := []orderbook.Level{
{Price: 10, Amount: 1},
{Price: 9, Amount: 1},
{Price: 8, Amount: 1},
{Price: 7, Amount: 1},
}
ask := []orderbook.Level{
{Price: 11, Amount: 1},
{Price: 12, Amount: 1},
{Price: 13, Amount: 1},
{Price: 14, Amount: 1},
}
err = depth.LoadSnapshot(&orderbook.Book{Bids: bid, Asks: ask, LastUpdated: time.Now(), LastPushed: time.Now(), RestSnapshot: true})
require.NoError(t, err, "depth.LoadSnapshot must not error")
nominal, err := s.GetOrderbookAmountByNominal(t.Context(), req)
require.NoError(t, err)
if nominal.AmountRequired != 11 {
t.Fatalf("received: '%v' but expected: '%v'", nominal.AmountRequired, 11)
}
req.Sell = true
nominal, err = s.GetOrderbookAmountByNominal(t.Context(), req)
require.NoError(t, err)
if nominal.AmountRequired != 1 {
t.Fatalf("received: '%v' but expected: '%v'", nominal.AmountRequired, 1)
}
}
func TestGetOrderbookAmountByImpact(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
require.NoError(t, err, "NewExchangeByName must not error")
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp := currency.NewPairWithDelimiter("btc", "mad", "-")
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
req := &gctrpc.GetOrderbookAmountByImpactRequest{}
_, err = s.GetOrderbookAmountByImpact(t.Context(), req)
require.ErrorIs(t, err, ErrExchangeNameIsEmpty)
req.Exchange = "fake"
_, err = s.GetOrderbookAmountByImpact(t.Context(), req)
require.ErrorIs(t, err, asset.ErrNotSupported)
req.Asset = asset.Spot.String()
req.Pair = &gctrpc.CurrencyPair{}
_, err = s.GetOrderbookAmountByImpact(t.Context(), req)
require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
req.Pair = &gctrpc.CurrencyPair{
Base: currency.BTC.String(),
Quote: currency.MAD.String(),
}
_, err = s.GetOrderbookAmountByImpact(t.Context(), req)
if !strings.Contains(err.Error(), "cannot find orderbook") {
t.Fatalf("received: '%+v' but expected: '%v'", err, "cannot find orderbook")
}
depth, err := orderbook.DeployDepth(req.Exchange, currency.NewPair(currency.BTC, currency.MAD), asset.Spot)
require.NoError(t, err, "orderbook.DeployDepth must not error")
bid := []orderbook.Level{
{Price: 10, Amount: 1},
{Price: 9, Amount: 1},
{Price: 8, Amount: 1},
{Price: 7, Amount: 1},
}
ask := []orderbook.Level{
{Price: 11, Amount: 1},
{Price: 12, Amount: 1},
{Price: 13, Amount: 1},
{Price: 14, Amount: 1},
}
err = depth.LoadSnapshot(&orderbook.Book{Bids: bid, Asks: ask, LastUpdated: time.Now(), LastPushed: time.Now(), RestSnapshot: true})
require.NoError(t, err, "depth.LoadSnapshot must not error")
req.ImpactPercentage = 9.090909090909092
impact, err := s.GetOrderbookAmountByImpact(t.Context(), req)
require.NoError(t, err)
if impact.AmountRequired != 11 {
t.Fatalf("received: '%v' but expected: '%v'", impact.AmountRequired, 11)
}
req.Sell = true
req.ImpactPercentage = 10
impact, err = s.GetOrderbookAmountByImpact(t.Context(), req)
require.NoError(t, err)
if impact.AmountRequired != 1 {
t.Fatalf("received: '%v' but expected: '%v'", impact.AmountRequired, 1)
}
}
func TestChangePositionMargin(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-mad")
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.USDTMarginedFutures] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
_, err = s.ChangePositionMargin(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
req := &gctrpc.ChangePositionMarginRequest{}
_, err = s.ChangePositionMargin(t.Context(), req)
assert.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
req.Exchange = fakeExchangeName
req.Pair = &gctrpc.CurrencyPair{
Delimiter: "-",
Base: cp.Base.String(),
Quote: cp.Quote.String(),
}
req.Asset = asset.USDTMarginedFutures.String()
req.MarginSide = "BOTH"
req.OriginalAllocatedMargin = 1337
req.NewAllocatedMargin = 1338
req.MarginType = "isolated"
_, err = s.ChangePositionMargin(t.Context(), req)
assert.NoError(t, err)
}
func TestSetLeverage(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-mad")
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.USDTMarginedFutures] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
_, err = s.SetLeverage(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
req := &gctrpc.SetLeverageRequest{}
_, err = s.SetLeverage(t.Context(), req)
assert.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
req.Exchange = fakeExchangeName
req.Pair = &gctrpc.CurrencyPair{
Delimiter: "-",
Base: cp.Base.String(),
Quote: cp.Quote.String(),
}
req.UnderlyingPair = &gctrpc.CurrencyPair{
Delimiter: "-",
Base: cp.Base.String(),
Quote: cp.Quote.String(),
}
req.Asset = asset.USDTMarginedFutures.String()
req.MarginType = "isolated"
req.Leverage = 1337
_, err = s.SetLeverage(t.Context(), req)
assert.NoError(t, err)
req.OrderSide = "lol"
_, err = s.SetLeverage(t.Context(), req)
assert.ErrorIs(t, err, order.ErrSideIsInvalid)
req.OrderSide = order.Long.String()
_, err = s.SetLeverage(t.Context(), req)
assert.NoError(t, err)
}
func TestGetLeverage(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-mad")
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.USDTMarginedFutures] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
_, err = s.GetLeverage(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
req := &gctrpc.GetLeverageRequest{}
_, err = s.GetLeverage(t.Context(), req)
assert.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
req.Exchange = fakeExchangeName
req.Pair = &gctrpc.CurrencyPair{
Delimiter: "-",
Base: cp.Base.String(),
Quote: cp.Quote.String(),
}
req.UnderlyingPair = &gctrpc.CurrencyPair{
Delimiter: "-",
Base: cp.Base.String(),
Quote: cp.Quote.String(),
}
req.Asset = asset.USDTMarginedFutures.String()
req.MarginType = "isolated"
lev, err := s.GetLeverage(t.Context(), req)
assert.NoError(t, err)
if lev.Leverage != 1337 {
t.Errorf("received '%v' expected '%v'", lev, 1337)
}
req.OrderSide = "lol"
_, err = s.GetLeverage(t.Context(), req)
assert.ErrorIs(t, err, order.ErrSideIsInvalid)
req.OrderSide = order.Long.String()
_, err = s.GetLeverage(t.Context(), req)
assert.NoError(t, err)
}
func TestSetMarginType(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-mad")
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.USDTMarginedFutures] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
_, err = s.SetMarginType(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
req := &gctrpc.SetMarginTypeRequest{}
_, err = s.SetMarginType(t.Context(), req)
assert.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
req.Exchange = fakeExchangeName
req.Pair = &gctrpc.CurrencyPair{
Delimiter: "-",
Base: cp.Base.String(),
Quote: cp.Quote.String(),
}
req.Asset = asset.USDTMarginedFutures.String()
req.MarginType = "isolated"
_, err = s.SetMarginType(t.Context(), req)
assert.NoError(t, err)
}
func TestSetCollateralMode(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
cp, err := currency.NewPairFromString("btc-mad")
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.USDTMarginedFutures] = &currency.PairStore{
AssetEnabled: true,
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
_, err = s.SetCollateralMode(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
req := &gctrpc.SetCollateralModeRequest{}
_, err = s.SetCollateralMode(t.Context(), req)
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
req.Exchange = fakeExchangeName
req.Asset = asset.USDTMarginedFutures.String()
req.CollateralMode = "single"
_, err = s.SetCollateralMode(t.Context(), req)
assert.NoError(t, err)
}
func TestGetCollateralMode(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.USDTMarginedFutures] = &currency.PairStore{
AssetEnabled: true,
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
_, err = s.GetCollateralMode(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
req := &gctrpc.GetCollateralModeRequest{}
_, err = s.GetCollateralMode(t.Context(), req)
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
req.Exchange = fakeExchangeName
req.Asset = asset.USDTMarginedFutures.String()
_, err = s.GetCollateralMode(t.Context(), req)
assert.NoError(t, err)
}
func TestGetOpenInterest(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
assert.NoError(t, err)
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.USDTMarginedFutures] = &currency.PairStore{
AssetEnabled: true,
}
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
assert.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
_, err = s.GetOpenInterest(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
req := &gctrpc.GetOpenInterestRequest{}
_, err = s.GetOpenInterest(t.Context(), req)
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
req.Exchange = fakeExchangeName
_, err = s.GetOpenInterest(t.Context(), req)
assert.NoError(t, err)
req.Data = append(req.Data, &gctrpc.OpenInterestDataRequest{
Asset: asset.USDTMarginedFutures.String(),
Pair: &gctrpc.CurrencyPair{Base: currency.BTC.String(), Quote: currency.USDT.String()},
})
_, err = s.GetOpenInterest(t.Context(), req)
assert.NoError(t, err)
}
func TestStartRPCRESTProxy(t *testing.T) {
t.Parallel()
tempDir := filepath.Join(os.TempDir(), "gct-grpc-proxy-test")
tempDirTLS := filepath.Join(tempDir, "tls")
t.Cleanup(func() {
assert.NoErrorf(t, os.RemoveAll(tempDir), "RemoveAll should not error, manual directory deletion required for TempDir: %s", tempDir)
})
if !assert.NoError(t, genCert(tempDirTLS), "genCert should not error") {
t.FailNow()
}
gRPCPort := rand.Intn(65535-42069) + 42069 //nolint:gosec // Don't require crypto/rand usage here
gRPCProxyPort := gRPCPort + 1
e := &Engine{
Config: &config.Config{
RemoteControl: config.RemoteControlConfig{
Username: "bobmarley",
Password: "Sup3rdup3rS3cr3t",
GRPC: config.GRPCConfig{
Enabled: true,
ListenAddress: "localhost:" + strconv.Itoa(gRPCPort),
GRPCProxyListenAddress: "localhost:" + strconv.Itoa(gRPCProxyPort),
},
},
},
Settings: Settings{
DataDir: tempDir,
CoreSettings: CoreSettings{EnableGRPCProxy: true},
},
}
fakeTime := time.Now().Add(-time.Hour)
e.uptime = fakeTime
StartRPCServer(e)
// Give the proxy time to start
time.Sleep(time.Millisecond * 500)
certFile := filepath.Join(tempDirTLS, "cert.pem")
caCert, err := os.ReadFile(certFile)
require.NoError(t, err, "ReadFile must not error")
caCertPool := x509.NewCertPool()
ok := caCertPool.AppendCertsFromPEM(caCert)
require.True(t, ok, "AppendCertsFromPEM must return true")
client := &http.Client{Transport: &http.Transport{TLSClientConfig: &tls.Config{RootCAs: caCertPool, MinVersion: tls.VersionTLS12}}}
for _, creds := range []struct {
testDescription string
username string
password string
}{
{"Valid credentials", "bobmarley", "Sup3rdup3rS3cr3t"},
{"Valid username but invalid password", "bobmarley", "wrongpass"},
{"Invalid username but valid password", "bonk", "Sup3rdup3rS3cr3t"},
{"Invalid username and password despite glorious credentials", "bonk", "wif"},
} {
t.Run(creds.testDescription, func(t *testing.T) {
t.Parallel()
req, err := http.NewRequestWithContext(t.Context(), http.MethodGet, "https://localhost:"+strconv.Itoa(gRPCProxyPort)+"/v1/getinfo", http.NoBody)
require.NoError(t, err, "NewRequestWithContext must not error")
req.SetBasicAuth(creds.username, creds.password)
resp, err := client.Do(req)
require.NoError(t, err, "Do must not error")
defer resp.Body.Close()
if creds.username == "bobmarley" && creds.password == "Sup3rdup3rS3cr3t" {
var info gctrpc.GetInfoResponse
err = json.NewDecoder(resp.Body).Decode(&info)
require.NoError(t, err, "Decode must not error")
uptimeDuration, err := time.ParseDuration(info.Uptime)
require.NoError(t, err, "ParseDuration must not error")
assert.InDelta(t, time.Since(fakeTime).Seconds(), uptimeDuration.Seconds(), 1.0, "Uptime should be within 1 second of the expected duration")
} else {
respBody, err := io.ReadAll(resp.Body)
require.NoError(t, err, "ReadAll must not error")
assert.Equal(t, http.StatusUnauthorized, resp.StatusCode, "HTTP status code should be 401")
assert.Equal(t, "Access denied\n", string(respBody), "Response body should be 'Access denied\n'")
}
})
}
}
func TestRPCProxyAuthClient(t *testing.T) {
t.Parallel()
s := new(RPCServer)
s.Engine = &Engine{
Config: &config.Config{
RemoteControl: config.RemoteControlConfig{
Username: "bobmarley",
Password: "Sup3rdup3rS3cr3t",
},
},
}
dummyHandler := http.HandlerFunc(func(w http.ResponseWriter, _ *http.Request) {
w.WriteHeader(http.StatusOK)
_, err := w.Write([]byte("MEOW"))
assert.NoError(t, err, "Write should not error")
})
handler := s.authClient(dummyHandler)
for _, creds := range []struct {
testDescription string
username string
password string
}{
{"Valid credentials", "bobmarley", "Sup3rdup3rS3cr3t"},
{"Valid username but invalid password", "bobmarley", "wrongpass"},
{"Invalid username but valid password", "bonk", "Sup3rdup3rS3cr3t"},
{"Invalid username and password despite glorious credentials", "bonk", "wif"},
} {
t.Run(creds.testDescription, func(t *testing.T) {
t.Parallel()
req, err := http.NewRequestWithContext(t.Context(), http.MethodGet, "/", http.NoBody)
require.NoError(t, err, "NewRequestWithContext must not error")
req.SetBasicAuth(creds.username, creds.password)
rr := httptest.NewRecorder()
handler.ServeHTTP(rr, req)
if creds.username == "bobmarley" && creds.password == "Sup3rdup3rS3cr3t" {
assert.Equal(t, http.StatusOK, rr.Code, "HTTP status code should be 200")
assert.Equal(t, "MEOW", rr.Body.String(), "Response body should be 'MEOW'")
} else {
assert.Equal(t, http.StatusUnauthorized, rr.Code, "HTTP status code should be 401")
assert.Equal(t, "Access denied\n", rr.Body.String(), "Response body should be 'Access denied\n'")
}
})
}
}
func TestGetCurrencyTradeURL(t *testing.T) {
t.Parallel()
em := NewExchangeManager()
exch, err := em.NewExchangeByName("binance")
require.NoError(t, err)
exch.SetDefaults()
b := exch.GetBase()
b.Name = fakeExchangeName
b.Enabled = true
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
err = b.CurrencyPairs.Store(asset.Spot, &currency.PairStore{
AssetEnabled: true,
Enabled: []currency.Pair{currency.NewBTCUSDT()},
Available: []currency.Pair{currency.NewBTCUSDT()},
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{Uppercase: true},
})
require.NoError(t, err)
fakeExchange := fExchange{
IBotExchange: exch,
}
err = em.Add(fakeExchange)
require.NoError(t, err)
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
_, err = s.GetCurrencyTradeURL(t.Context(), nil)
assert.ErrorIs(t, err, common.ErrNilPointer)
req := &gctrpc.GetCurrencyTradeURLRequest{}
_, err = s.GetCurrencyTradeURL(t.Context(), req)
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
req.Exchange = fakeExchangeName
_, err = s.GetCurrencyTradeURL(t.Context(), req)
assert.ErrorIs(t, err, asset.ErrNotSupported)
req.Asset = "spot"
_, err = s.GetCurrencyTradeURL(t.Context(), req)
assert.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
req.Pair = &gctrpc.CurrencyPair{
Delimiter: "-",
Base: "btc",
Quote: "usdt",
}
resp, err := s.GetCurrencyTradeURL(t.Context(), req)
assert.NoError(t, err)
assert.NotEmpty(t, resp.Url)
}