mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-21 07:26:48 +00:00
eb0571cc9b
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management * integrate port * shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts * WIP * Update exchanges, update tests, update configuration so we can default off on buffer util. * Add buffer enabled switching to all exchanges and some that are missing, default to off. * lbtc set not aggregate books * Addr linter issues * EOD wip * optimization and bug fix pass * clean before test and benchmarking * add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap * Add tests and removed ptr for main book as we just ammend amount * addr exchange test issues * ci issues * addr glorious issues * Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return * addr linter issues * updated mistakes * Fix more tests * revert bypass * Addr mcb nits * fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation. * Allow for zero bid and ask books to be loaded and warn if found. * remove authentication subscription conflicts as they do not have a channel ID return * WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things. * finalised outbound request for kraken * filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit * expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero * Updated function comments and added in more realistic book sizing for sort cases * change map ordering * amalgamate maps in buffer * Rm ln * fix kraken linter issues * add in buffer initialisation * increase timout by 30seconds * Coinbene: Add websocket orderbook length check. * Engine: Improve switch statement for orderbook summary dissplay. * Binance: Added tests, remove deadlock * Exchanges: Change orderbook field -> IsFundingRate * Orderbook Buffer: Added method to orderbookHolder * Kraken: removed superfluous integer for sleep * Bitmex: fixed error return * cmd/gctcli: force 8 decimal place usage for orderbook streaming * Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts * Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope * Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP) * Bitfinex: Complete implementation of checksum * Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream * Bitfinex: Fix linter issues * Bitfinex: Fix even more linter issues. * Bitmex: Populate orderbook base identification fields to be passed back when error occurrs * OkGroup: Populate orderbook base identification fields to be passed back when error occurrs * BTSE: Change string check to 'connect success' to capture multiple user successful strings * Bitfinex: Updated handling of funding tickers * Bitfinex: Fix undocumented alignment bug for funding rates * Bitfinex: Updated error return with more information * Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy. * Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification. * Exchanges: Update failing tests * LocalBitcoins: Addr nit and bumped time by 1 second for fetching books * Kraken: Dynamically scale precision based on str return for checksum calculations * Kraken: Add pair and asset type to validateCRC32 error reponse * BTSE: Filter out zero amount orderbook price levels in websocket return * Exchanges: Update orderbook functions to return orderbook base to differentiate errors. * BTSE: Fix spelling * Bitmex: Fix error return string * BTSE: Add orderbook filtering function * Coinbene: Change wording * BTSE: Add test for filtering * Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages * GolangCI: Remove excess 0 * Binance: Reduces double ups on asset and pair in errors * Binance: Fix error checking
80 lines
1.4 KiB
Go
80 lines
1.4 KiB
Go
package orderbook
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import (
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"testing"
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"github.com/thrasher-corp/gocryptotrader/currency"
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)
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func testSetup() Base {
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return Base{
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ExchangeName: "a",
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Pair: currency.NewPair(currency.BTC, currency.USD),
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Asks: []Item{
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{Price: 7000, Amount: 1},
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{Price: 7001, Amount: 2},
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},
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Bids: []Item{
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{Price: 6999, Amount: 1},
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{Price: 6998, Amount: 2},
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},
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}
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}
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func TestWhaleBomb(t *testing.T) {
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t.Parallel()
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b := testSetup()
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// invalid price amount
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_, err := b.WhaleBomb(-1, true)
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if err == nil {
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t.Error("unexpected result")
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}
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// valid
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b.WhaleBomb(7001, true)
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// invalid
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b.WhaleBomb(7002, true)
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// valid
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b.WhaleBomb(6998, false)
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// invalid
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b.WhaleBomb(6997, false)
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}
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func TestSimulateOrder(t *testing.T) {
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t.Parallel()
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b := testSetup()
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b.SimulateOrder(8000, true)
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b.SimulateOrder(1.5, false)
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}
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func TestOrderSummary(t *testing.T) {
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var o orderSummary
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if p := o.MaximumPrice(false); p != 0 {
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t.Error("unexpected result")
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}
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if p := o.MinimumPrice(false); p != 0 {
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t.Error("unexpected result")
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}
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o = orderSummary{
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{Price: 1337, Amount: 1},
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{Price: 9001, Amount: 1},
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}
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if p := o.MaximumPrice(false); p != 1337 {
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t.Error("unexpected result")
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}
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if p := o.MaximumPrice(true); p != 9001 {
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t.Error("unexpected result")
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}
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if p := o.MinimumPrice(false); p != 1337 {
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t.Error("unexpected result")
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}
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if p := o.MinimumPrice(true); p != 9001 {
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t.Error("unexpected result")
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}
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o.Print()
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}
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