mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* engine: shutdown and unload exchange when engine is stopped * linter: fixes * engine/exchMan: add nil check * engine/exchanges: add shutdown method to exchanges, rm len check lock not needed, expanded code coverage, address some nits * exchMan: report all failed shutdowns across exchanges, implement timer and monitoring routines. * exchMan: improve shutdown sequence and aloc. * further improvement * exchman: log from warn to error * websockconnection: Suppress error return when closure is caused by library * linter: fix * fix racies * add note on why not parallel tests * glorious: nits * spelling kween * thrasher: nits * engine: change print of setting using reflection, I keep forgetting to implement this so program around forgetfulness * engine/exchange_management: remove wait group and just rely on intermediary lock * glorious: nits * Update common/common.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
3581 lines
109 KiB
Go
3581 lines
109 KiB
Go
package engine
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import (
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"context"
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"errors"
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"fmt"
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"log"
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"os"
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"path/filepath"
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"reflect"
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"strings"
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"sync"
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"testing"
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"time"
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"github.com/gofrs/uuid"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/database"
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"github.com/thrasher-corp/gocryptotrader/database/drivers"
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"github.com/thrasher-corp/gocryptotrader/database/repository"
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dbexchange "github.com/thrasher-corp/gocryptotrader/database/repository/exchange"
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sqltrade "github.com/thrasher-corp/gocryptotrader/database/repository/trade"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/binance"
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"github.com/thrasher-corp/gocryptotrader/exchanges/currencystate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/gctrpc"
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"github.com/thrasher-corp/gocryptotrader/portfolio/banking"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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"github.com/thrasher-corp/goose"
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"google.golang.org/grpc/metadata"
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)
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const (
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unexpectedLackOfError = "unexpected lack of error"
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migrationsFolder = "migrations"
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databaseFolder = "database"
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fakeExchangeName = "fake"
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)
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var errExpectedTestError = errors.New("expected test error")
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// fExchange is a fake exchange with function overrides
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// we're not testing an actual exchange's implemented functions
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type fExchange struct {
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exchange.IBotExchange
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}
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func (f fExchange) GetPositionSummary(context.Context, *order.PositionSummaryRequest) (*order.PositionSummary, error) {
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leet := decimal.NewFromInt(1337)
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return &order.PositionSummary{
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MaintenanceMarginRequirement: leet,
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InitialMarginRequirement: leet,
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EstimatedLiquidationPrice: leet,
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CollateralUsed: leet,
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MarkPrice: leet,
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CurrentSize: leet,
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BreakEvenPrice: leet,
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AverageOpenPrice: leet,
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RecentPNL: leet,
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MarginFraction: leet,
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FreeCollateral: leet,
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TotalCollateral: leet,
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}, nil
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}
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func (f fExchange) GetFuturesPositions(ctx context.Context, req *order.PositionsRequest) ([]order.PositionDetails, error) {
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id, err := uuid.NewV4()
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if err != nil {
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return nil, err
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}
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resp := make([]order.PositionDetails, len(req.Pairs))
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tt := time.Now()
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for i := range req.Pairs {
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resp[i] = order.PositionDetails{
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Exchange: f.GetName(),
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Asset: req.Asset,
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Pair: req.Pairs[i],
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Orders: []order.Detail{
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{
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Exchange: f.GetName(),
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Price: 1337,
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Amount: 1337,
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InternalOrderID: id,
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OrderID: "1337",
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ClientOrderID: "1337",
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Type: order.Market,
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Side: order.Short,
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Status: order.Open,
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AssetType: req.Asset,
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Date: tt,
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CloseTime: tt,
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LastUpdated: tt,
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Pair: req.Pairs[i],
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},
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},
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}
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}
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return resp, nil
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}
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func (f fExchange) GetFundingRates(ctx context.Context, request *order.FundingRatesRequest) ([]order.FundingRates, error) {
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leet := decimal.NewFromInt(1337)
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return []order.FundingRates{
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{
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Exchange: f.GetName(),
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Asset: request.Asset,
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Pair: request.Pairs[0],
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StartDate: request.StartDate,
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EndDate: request.EndDate,
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LatestRate: order.FundingRate{
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Time: request.EndDate,
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Rate: leet,
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Payment: leet,
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},
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PredictedUpcomingRate: order.FundingRate{
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Time: request.EndDate,
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Rate: leet,
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Payment: leet,
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},
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FundingRates: []order.FundingRate{
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{
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Time: request.EndDate,
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Rate: leet,
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Payment: leet,
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},
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},
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PaymentSum: leet,
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},
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}, nil
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}
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func (f fExchange) GetHistoricCandles(ctx context.Context, p currency.Pair, a asset.Item, interval kline.Interval, timeStart, _ time.Time) (*kline.Item, error) {
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return &kline.Item{
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Exchange: fakeExchangeName,
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Pair: p,
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Asset: a,
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Interval: interval,
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Candles: []kline.Candle{
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{
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Time: timeStart,
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Open: 1337,
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High: 1337,
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Low: 1337,
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Close: 1337,
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Volume: 1337,
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},
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},
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}, nil
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}
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func generateCandles(amount int, timeStart time.Time, interval kline.Interval) []kline.Candle {
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candy := make([]kline.Candle, amount)
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for x := 0; x < amount; x++ {
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candy[x] = kline.Candle{
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Time: timeStart,
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Open: 1337,
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High: 1337,
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Low: 1337,
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Close: 1337,
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Volume: 1337,
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}
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timeStart = timeStart.Add(interval.Duration())
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}
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return candy
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}
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func (f fExchange) GetHistoricCandlesExtended(ctx context.Context, p currency.Pair, a asset.Item, interval kline.Interval, timeStart, _ time.Time) (*kline.Item, error) {
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if interval == 0 {
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return nil, errExpectedTestError
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}
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return &kline.Item{
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Exchange: fakeExchangeName,
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Pair: p,
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Asset: a,
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Interval: interval,
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Candles: generateCandles(33, timeStart, interval),
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}, nil
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}
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func (f fExchange) GetMarginRatesHistory(context.Context, *margin.RateHistoryRequest) (*margin.RateHistoryResponse, error) {
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leet := decimal.NewFromInt(1337)
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rates := []margin.Rate{
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{
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Time: time.Now(),
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MarketBorrowSize: leet,
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HourlyRate: leet,
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HourlyBorrowRate: leet,
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LendingPayment: margin.LendingPayment{
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Payment: leet,
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Size: leet,
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},
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BorrowCost: margin.BorrowCost{
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Cost: leet,
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Size: leet,
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},
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},
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}
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resp := &margin.RateHistoryResponse{
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Rates: rates,
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SumBorrowCosts: leet,
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AverageBorrowSize: leet,
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SumLendingPayments: leet,
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AverageLendingSize: leet,
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PredictedRate: rates[0],
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TakerFeeRate: leet,
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}
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return resp, nil
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}
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func (f fExchange) FetchTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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return &ticker.Price{
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Last: 1337,
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High: 1337,
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Low: 1337,
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Bid: 1337,
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Ask: 1337,
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Volume: 1337,
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QuoteVolume: 1337,
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PriceATH: 1337,
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Open: 1337,
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Close: 1337,
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Pair: p,
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ExchangeName: f.GetName(),
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AssetType: a,
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LastUpdated: time.Now(),
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}, nil
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}
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// FetchAccountInfo overrides testExchange's fetch account info function
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// to do the bare minimum required with no API calls or credentials required
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func (f fExchange) FetchAccountInfo(_ context.Context, a asset.Item) (account.Holdings, error) {
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return account.Holdings{
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Exchange: f.GetName(),
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Accounts: []account.SubAccount{
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{
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ID: "1337",
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AssetType: a,
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Currencies: []account.Balance{
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{
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Currency: currency.USD,
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Total: 1337,
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},
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{
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Currency: currency.BTC,
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Total: 13337,
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},
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},
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},
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},
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}, nil
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}
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// CalculateTotalCollateral overrides testExchange's CalculateTotalCollateral function
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func (f fExchange) CalculateTotalCollateral(context.Context, *order.TotalCollateralCalculator) (*order.TotalCollateralResponse, error) {
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return &order.TotalCollateralResponse{
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CollateralCurrency: currency.USD,
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AvailableMaintenanceCollateral: decimal.NewFromInt(1338),
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AvailableCollateral: decimal.NewFromInt(1337),
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UsedBreakdown: &order.UsedCollateralBreakdown{
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LockedInStakes: decimal.NewFromInt(3),
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LockedInNFTBids: decimal.NewFromInt(3),
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LockedInFeeVoucher: decimal.NewFromInt(3),
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LockedInSpotMarginFundingOffers: decimal.NewFromInt(3),
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LockedInSpotOrders: decimal.NewFromInt(3),
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LockedAsCollateral: decimal.NewFromInt(3),
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},
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BreakdownByCurrency: []order.CollateralByCurrency{
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{
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Currency: currency.USD,
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TotalFunds: decimal.NewFromInt(1330),
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CollateralContribution: decimal.NewFromInt(1330),
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ScaledCurrency: currency.USD,
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},
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{
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Currency: currency.DOGE,
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TotalFunds: decimal.NewFromInt(1000),
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ScaledUsed: decimal.NewFromInt(6),
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ScaledUsedBreakdown: &order.UsedCollateralBreakdown{
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LockedInStakes: decimal.NewFromInt(1),
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LockedInNFTBids: decimal.NewFromInt(1),
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LockedInFeeVoucher: decimal.NewFromInt(1),
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LockedInSpotMarginFundingOffers: decimal.NewFromInt(1),
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LockedInSpotOrders: decimal.NewFromInt(1),
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LockedAsCollateral: decimal.NewFromInt(1),
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},
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CollateralContribution: decimal.NewFromInt(4),
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ScaledCurrency: currency.USD,
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},
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{
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Currency: currency.XRP,
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TotalFunds: decimal.NewFromInt(1333333333333337),
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CollateralContribution: decimal.NewFromInt(-3),
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ScaledCurrency: currency.USD,
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},
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},
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}, nil
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}
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// UpdateAccountInfo overrides testExchange's update account info function
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// to do the bare minimum required with no API calls or credentials required
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func (f fExchange) UpdateAccountInfo(ctx context.Context, a asset.Item) (account.Holdings, error) {
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if a == asset.Futures {
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return account.Holdings{}, errAssetTypeDisabled
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}
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return account.Holdings{
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Exchange: f.GetName(),
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Accounts: []account.SubAccount{
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{
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ID: "1337",
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AssetType: a,
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Currencies: nil,
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},
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},
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}, nil
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}
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// GetCurrencyStateSnapshot overrides interface function
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func (f fExchange) GetCurrencyStateSnapshot() ([]currencystate.Snapshot, error) {
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return []currencystate.Snapshot{
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{
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Code: currency.BTC,
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Asset: asset.Spot,
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},
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}, nil
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}
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// CanTradePair overrides interface function
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func (f fExchange) CanTradePair(p currency.Pair, a asset.Item) error {
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return nil
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}
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// CanTrade overrides interface function
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func (f fExchange) CanTrade(c currency.Code, a asset.Item) error {
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return nil
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}
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// CanWithdraw overrides interface function
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func (f fExchange) CanWithdraw(c currency.Code, a asset.Item) error {
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return nil
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}
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// CanDeposit overrides interface function
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func (f fExchange) CanDeposit(c currency.Code, a asset.Item) error {
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return nil
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}
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// Sets up everything required to run any function inside rpcserver
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// Only use if you require a database, this makes tests slow
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func RPCTestSetup(t *testing.T) *Engine {
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t.Helper()
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var err error
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dbConf := database.Config{
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Enabled: true,
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Driver: database.DBSQLite3,
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ConnectionDetails: drivers.ConnectionDetails{
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Host: "localhost",
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Database: "test123.db",
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},
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}
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engerino := new(Engine)
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dbm, err := SetupDatabaseConnectionManager(&dbConf)
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if err != nil {
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t.Fatal(err)
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}
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dbm.dbConn.DataPath = t.TempDir()
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engerino.DatabaseManager = dbm
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var wg sync.WaitGroup
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err = dbm.Start(&wg)
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if err != nil {
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t.Fatal(err)
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}
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t.Cleanup(func() {
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err = dbm.Stop()
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if err != nil {
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t.Fatal(err)
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}
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})
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engerino.Config = &config.Config{}
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em := NewExchangeManager()
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exch, err := em.NewExchangeByName(testExchange)
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if err != nil {
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t.Fatal(err)
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}
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exch.SetDefaults()
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b := exch.GetBase()
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cp := currency.NewPair(currency.BTC, currency.USD)
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b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
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b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
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Available: currency.Pairs{cp},
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Enabled: currency.Pairs{cp},
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AssetEnabled: convert.BoolPtr(true),
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ConfigFormat: ¤cy.PairFormat{Uppercase: true},
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RequestFormat: ¤cy.PairFormat{Uppercase: true}}
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err = em.Add(exch)
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if !errors.Is(err, nil) {
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t.Fatalf("received: '%v' but expected: '%v'", err, nil)
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}
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exch, err = em.NewExchangeByName("Binance")
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if err != nil {
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t.Fatal(err)
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}
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exch.SetDefaults()
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b = exch.GetBase()
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cp = currency.NewPair(currency.BTC, currency.USDT)
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b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
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b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
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Available: currency.Pairs{cp},
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Enabled: currency.Pairs{cp},
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AssetEnabled: convert.BoolPtr(true),
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ConfigFormat: ¤cy.PairFormat{Uppercase: true},
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RequestFormat: ¤cy.PairFormat{Uppercase: true}}
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err = em.Add(exch)
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if !errors.Is(err, nil) {
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t.Fatalf("received: '%v' but expected: '%v'", err, nil)
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}
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engerino.ExchangeManager = em
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engerino.Config.Database = dbConf
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engerino.DatabaseManager, err = SetupDatabaseConnectionManager(&engerino.Config.Database)
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if err != nil {
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log.Fatal(err)
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}
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err = engerino.DatabaseManager.Start(&engerino.ServicesWG)
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if err != nil {
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log.Fatal(err)
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}
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path := filepath.Join("..", databaseFolder, migrationsFolder)
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err = goose.Run("up", database.DB.SQL, repository.GetSQLDialect(), path, "")
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if err != nil {
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t.Fatalf("failed to run migrations %v", err)
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}
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uuider, err := uuid.NewV4()
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if err != nil {
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t.Fatal(err)
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}
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uuider2, err := uuid.NewV4()
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if err != nil {
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t.Fatal(err)
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}
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err = dbexchange.InsertMany([]dbexchange.Details{{Name: testExchange, UUID: uuider}, {Name: "Binance", UUID: uuider2}})
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if err != nil {
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t.Fatalf("failed to insert exchange %v", err)
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}
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return engerino
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}
|
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|
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func CleanRPCTest(t *testing.T, engerino *Engine) {
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t.Helper()
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err := engerino.DatabaseManager.Stop()
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if err != nil {
|
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t.Error(err)
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return
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}
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|
err = os.Remove(filepath.Join(engerino.DatabaseManager.dbConn.DataPath, engerino.DatabaseManager.cfg.Database))
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if err != nil {
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t.Error(err)
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}
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}
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|
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func TestGetSavedTrades(t *testing.T) {
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engerino := RPCTestSetup(t)
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defer CleanRPCTest(t, engerino)
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s := RPCServer{Engine: engerino}
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_, err := s.GetSavedTrades(context.Background(), &gctrpc.GetSavedTradesRequest{})
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if !errors.Is(err, errInvalidArguments) {
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t.Error(err)
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}
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_, err = s.GetSavedTrades(context.Background(), &gctrpc.GetSavedTradesRequest{
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Exchange: fakeExchangeName,
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Pair: &gctrpc.CurrencyPair{
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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 !errors.Is(err, ErrExchangeNotFound) {
|
|
t.Error(err)
|
|
}
|
|
_, err = s.GetSavedTrades(context.Background(), &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(context.Background(), &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(context.Background(), &gctrpc.ConvertTradesToCandlesRequest{})
|
|
if !errors.Is(err, errInvalidArguments) {
|
|
t.Error(err)
|
|
}
|
|
|
|
// bad exchange test
|
|
_, err = s.ConvertTradesToCandles(context.Background(), &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()),
|
|
})
|
|
if !errors.Is(err, ErrExchangeNotFound) {
|
|
t.Error(err)
|
|
}
|
|
|
|
// no trades test
|
|
_, err = s.ConvertTradesToCandles(context.Background(), &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 !errors.Is(err, errNoTrades) {
|
|
t.Errorf("received '%v' expected '%v'", 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(context.Background(), &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(context.Background(), &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(context.Background(), &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(context.Background(), &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.NewPair(currency.BTC, currency.USD)
|
|
_, err := s.GetHistoricCandles(context.Background(), &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(),
|
|
})
|
|
if !errors.Is(err, ErrExchangeNameIsEmpty) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrExchangeNameIsEmpty)
|
|
}
|
|
|
|
_, err = s.GetHistoricCandles(context.Background(), &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(),
|
|
})
|
|
if !errors.Is(err, ErrExchangeNotFound) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrExchangeNotFound)
|
|
}
|
|
|
|
_, err = s.GetHistoricCandles(context.Background(), &gctrpc.GetHistoricCandlesRequest{
|
|
Exchange: testExchange,
|
|
Start: defaultStart.Format(common.SimpleTimeFormatWithTimezone),
|
|
End: defaultEnd.Format(common.SimpleTimeFormatWithTimezone),
|
|
Pair: nil,
|
|
AssetType: asset.Spot.String(),
|
|
})
|
|
if !errors.Is(err, errCurrencyPairUnset) {
|
|
t.Errorf("received '%v', expected '%v'", err, errCurrencyPairUnset)
|
|
}
|
|
_, err = s.GetHistoricCandles(context.Background(), &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",
|
|
})
|
|
if !errors.Is(err, common.ErrStartEqualsEnd) {
|
|
t.Errorf("received %v, expected %v", err, common.ErrStartEqualsEnd)
|
|
}
|
|
var results *gctrpc.GetHistoricCandlesResponse
|
|
// default run
|
|
results, err = s.GetHistoricCandles(context.Background(), &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()),
|
|
})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(results.Candle) == 0 {
|
|
t.Error("expected results")
|
|
}
|
|
|
|
// sync run
|
|
results, err = s.GetHistoricCandles(context.Background(), &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,
|
|
})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(results.Candle) == 0 {
|
|
t.Error("expected results")
|
|
}
|
|
|
|
// db run
|
|
results, err = s.GetHistoricCandles(context.Background(), &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,
|
|
})
|
|
if err != nil {
|
|
t.Error(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(context.Background(), &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,
|
|
})
|
|
if err != nil {
|
|
t.Error(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(context.Background(), &gctrpc.FindMissingTradePeriodsRequest{})
|
|
if err == nil {
|
|
t.Error("expected error")
|
|
return
|
|
}
|
|
if !errors.Is(err, errInvalidArguments) {
|
|
t.Error(err)
|
|
return
|
|
}
|
|
cp := currency.NewPair(currency.BTC, currency.USD)
|
|
// 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(context.Background(), &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(context.Background(), &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(context.Background(), &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(context.Background(), &gctrpc.FindMissingCandlePeriodsRequest{})
|
|
if err == nil {
|
|
t.Error("expected error")
|
|
return
|
|
}
|
|
if !errors.Is(err, errInvalidArguments) {
|
|
t.Error(err)
|
|
return
|
|
}
|
|
cp := currency.NewPair(currency.BTC, currency.USD)
|
|
// 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(context.Background(), &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(context.Background(), &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(context.Background(), &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)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
|
|
_, err = s.SetExchangeTradeProcessing(context.Background(), &gctrpc.SetExchangeTradeProcessingRequest{Exchange: testExchange, Status: true})
|
|
if err != nil {
|
|
t.Error(err)
|
|
return
|
|
}
|
|
if !b.IsSaveTradeDataEnabled() {
|
|
t.Error("expected true")
|
|
}
|
|
_, err = s.SetExchangeTradeProcessing(context.Background(), &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(context.Background(), &gctrpc.GetSavedTradesRequest{})
|
|
if !errors.Is(err, errInvalidArguments) {
|
|
t.Error(err)
|
|
}
|
|
_, err = s.GetRecentTrades(context.Background(), &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),
|
|
})
|
|
if !errors.Is(err, ErrExchangeNotFound) {
|
|
t.Error(err)
|
|
}
|
|
_, err = s.GetRecentTrades(context.Background(), &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(m interface{}) error { return nil }
|
|
func (d *dummyServer) RecvMsg(m interface{}) 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)
|
|
if !errors.Is(err, errInvalidArguments) {
|
|
t.Error(err)
|
|
}
|
|
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)
|
|
if !errors.Is(err, ErrExchangeNotFound) {
|
|
t.Error(err)
|
|
}
|
|
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] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
}
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
|
|
_, err = s.GetAccountInfo(context.Background(), &gctrpc.GetAccountInfoRequest{Exchange: fakeExchangeName, AssetType: asset.Spot.String()})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
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] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
}
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
|
|
|
|
_, err = s.GetAccountInfo(context.Background(), &gctrpc.GetAccountInfoRequest{Exchange: fakeExchangeName, AssetType: asset.Spot.String()})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
|
|
_, err = s.UpdateAccountInfo(context.Background(), &gctrpc.GetAccountInfoRequest{Exchange: fakeExchangeName, AssetType: asset.Futures.String()})
|
|
if !errors.Is(err, errAssetTypeDisabled) {
|
|
t.Errorf("received '%v', expected '%v'", err, errAssetTypeDisabled)
|
|
}
|
|
|
|
_, err = s.UpdateAccountInfo(context.Background(), &gctrpc.GetAccountInfoRequest{
|
|
Exchange: fakeExchangeName,
|
|
AssetType: asset.Spot.String(),
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
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.NewPair(currency.BTC, currency.USDT)
|
|
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{Uppercase: true},
|
|
RequestFormat: ¤cy.PairFormat{Uppercase: true}}
|
|
err = em.Add(exch)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
var wg sync.WaitGroup
|
|
om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, false, false, 0)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
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(context.Background(), nil)
|
|
if !errors.Is(err, errInvalidArguments) {
|
|
t.Errorf("received '%v', expected '%v'", err, errInvalidArguments)
|
|
}
|
|
|
|
_, err = s.GetOrders(context.Background(), &gctrpc.GetOrdersRequest{
|
|
AssetType: asset.Spot.String(),
|
|
Pair: p,
|
|
})
|
|
if !errors.Is(err, ErrExchangeNameIsEmpty) {
|
|
t.Errorf("received '%v', expected '%v'", ErrExchangeNameIsEmpty, err)
|
|
}
|
|
|
|
_, err = s.GetOrders(context.Background(), &gctrpc.GetOrdersRequest{
|
|
Exchange: "bruh",
|
|
AssetType: asset.Spot.String(),
|
|
Pair: p,
|
|
})
|
|
if !errors.Is(err, ErrExchangeNotFound) {
|
|
t.Errorf("received '%v', expected '%v'", ErrExchangeNotFound, err)
|
|
}
|
|
|
|
_, err = s.GetOrders(context.Background(), &gctrpc.GetOrdersRequest{
|
|
Exchange: exchName,
|
|
AssetType: asset.Spot.String(),
|
|
})
|
|
if !errors.Is(err, errCurrencyPairUnset) {
|
|
t.Errorf("received '%v', expected '%v'", err, errCurrencyPairUnset)
|
|
}
|
|
|
|
_, err = s.GetOrders(context.Background(), &gctrpc.GetOrdersRequest{
|
|
Exchange: exchName,
|
|
Pair: p,
|
|
})
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Errorf("received '%v', expected '%v'", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
_, err = s.GetOrders(context.Background(), &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),
|
|
})
|
|
if !errors.Is(err, common.ErrStartAfterEnd) {
|
|
t.Errorf("received %v, expected %v", err, common.ErrStartAfterEnd)
|
|
}
|
|
|
|
_, err = s.GetOrders(context.Background(), &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),
|
|
})
|
|
if !errors.Is(err, exchange.ErrCredentialsAreEmpty) {
|
|
t.Errorf("received '%v', expected '%v'", err, exchange.ErrCredentialsAreEmpty)
|
|
}
|
|
|
|
b.SetCredentials("test", "test", "", "", "", "")
|
|
b.API.AuthenticatedSupport = true
|
|
|
|
_, err = s.GetOrders(context.Background(), &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.NewPair(currency.BTC, currency.USDT)
|
|
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{Uppercase: true},
|
|
RequestFormat: ¤cy.PairFormat{Uppercase: true}}
|
|
err = em.Add(exch)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
var wg sync.WaitGroup
|
|
om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, false, false, 0)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
om.started = 1
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
s := RPCServer{Engine: &Engine{ExchangeManager: em, OrderManager: om}}
|
|
p := &gctrpc.CurrencyPair{
|
|
Delimiter: "-",
|
|
Base: "BTC",
|
|
Quote: "USDT",
|
|
}
|
|
|
|
_, err = s.GetOrder(context.Background(), nil)
|
|
if !errors.Is(err, errInvalidArguments) {
|
|
t.Errorf("received '%v', expected '%v'", err, errInvalidArguments)
|
|
}
|
|
|
|
_, err = s.GetOrder(context.Background(), &gctrpc.GetOrderRequest{
|
|
Exchange: "test123",
|
|
OrderId: "",
|
|
Pair: p,
|
|
Asset: "spot",
|
|
})
|
|
if !errors.Is(err, ErrExchangeNotFound) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrExchangeNotFound)
|
|
}
|
|
|
|
_, err = s.GetOrder(context.Background(), &gctrpc.GetOrderRequest{
|
|
Exchange: exchName,
|
|
OrderId: "",
|
|
Pair: nil,
|
|
Asset: "",
|
|
})
|
|
if !errors.Is(err, errCurrencyPairUnset) {
|
|
t.Errorf("received '%v', expected '%v'", err, errCurrencyPairUnset)
|
|
}
|
|
|
|
_, err = s.GetOrder(context.Background(), &gctrpc.GetOrderRequest{
|
|
Exchange: exchName,
|
|
OrderId: "",
|
|
Pair: p,
|
|
Asset: "",
|
|
})
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Errorf("received '%v', expected '%v'", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
_, err = s.GetOrder(context.Background(), &gctrpc.GetOrderRequest{
|
|
Exchange: exchName,
|
|
OrderId: "",
|
|
Pair: p,
|
|
Asset: asset.Spot.String(),
|
|
})
|
|
if !errors.Is(err, ErrOrderIDCannotBeEmpty) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrOrderIDCannotBeEmpty)
|
|
}
|
|
_, err = s.GetOrder(context.Background(), &gctrpc.GetOrderRequest{
|
|
Exchange: exchName,
|
|
OrderId: "1234",
|
|
Pair: p,
|
|
Asset: asset.Spot.String(),
|
|
})
|
|
if !errors.Is(err, exchange.ErrCredentialsAreEmpty) {
|
|
t.Errorf("received '%v', expected '%v'", err, exchange.ErrCredentialsAreEmpty)
|
|
}
|
|
}
|
|
|
|
func TestCheckVars(t *testing.T) {
|
|
t.Parallel()
|
|
var e exchange.IBotExchange
|
|
err := checkParams("Binance", e, asset.Spot, currency.NewPair(currency.BTC, currency.USDT))
|
|
if !errors.Is(err, errExchangeNotLoaded) {
|
|
t.Errorf("expected %v, got %v", errExchangeNotLoaded, err)
|
|
}
|
|
|
|
e = &binance.Binance{}
|
|
err = checkParams("Binance", e, asset.Spot, currency.NewPair(currency.BTC, currency.USDT))
|
|
if !errors.Is(err, errExchangeNotEnabled) {
|
|
t.Errorf("expected %v, got %v", errExchangeNotEnabled, err)
|
|
}
|
|
|
|
e.SetEnabled(true)
|
|
|
|
err = checkParams("Binance", e, asset.Spot, currency.NewPair(currency.BTC, currency.USDT))
|
|
if !errors.Is(err, errAssetTypeDisabled) {
|
|
t.Errorf("expected %v, got %v", errAssetTypeDisabled, err)
|
|
}
|
|
|
|
fmt1 := currency.PairStore{
|
|
RequestFormat: ¤cy.PairFormat{Uppercase: true},
|
|
ConfigFormat: ¤cy.PairFormat{
|
|
Delimiter: currency.DashDelimiter,
|
|
Uppercase: true,
|
|
},
|
|
}
|
|
coinFutures := currency.PairStore{
|
|
RequestFormat: ¤cy.PairFormat{
|
|
Uppercase: true,
|
|
Delimiter: currency.UnderscoreDelimiter,
|
|
},
|
|
ConfigFormat: ¤cy.PairFormat{
|
|
Uppercase: true,
|
|
Delimiter: currency.UnderscoreDelimiter,
|
|
},
|
|
}
|
|
usdtFutures := currency.PairStore{
|
|
RequestFormat: ¤cy.PairFormat{
|
|
Uppercase: true,
|
|
},
|
|
ConfigFormat: ¤cy.PairFormat{
|
|
Uppercase: true,
|
|
Delimiter: currency.DashDelimiter,
|
|
},
|
|
}
|
|
err = e.GetBase().StoreAssetPairFormat(asset.Spot, fmt1)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
err = e.GetBase().StoreAssetPairFormat(asset.Margin, fmt1)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
err = e.GetBase().StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
err = e.GetBase().StoreAssetPairFormat(asset.USDTMarginedFutures, usdtFutures)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
|
|
err = checkParams("Binance", e, asset.Spot, currency.NewPair(currency.BTC, currency.USDT))
|
|
if !errors.Is(err, errCurrencyPairInvalid) {
|
|
t.Errorf("expected %v, got %v", errCurrencyPairInvalid, err)
|
|
}
|
|
|
|
var data = []currency.Pair{
|
|
{Delimiter: currency.DashDelimiter, Base: currency.BTC, Quote: currency.USDT},
|
|
}
|
|
|
|
err = e.GetBase().CurrencyPairs.StorePairs(asset.Spot, data, false)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
err = checkParams("Binance", e, asset.Spot, currency.NewPair(currency.BTC, currency.USDT))
|
|
if !errors.Is(err, errCurrencyNotEnabled) {
|
|
t.Errorf("expected %v, got %v", errCurrencyNotEnabled, err)
|
|
}
|
|
|
|
err = e.GetBase().CurrencyPairs.EnablePair(
|
|
asset.Spot,
|
|
currency.Pair{Delimiter: currency.DashDelimiter, Base: currency.BTC, Quote: currency.USDT},
|
|
)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
|
|
err = checkParams("Binance", e, asset.Spot, currency.NewPair(currency.BTC, currency.USDT))
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
|
|
func TestParseEvents(t *testing.T) {
|
|
t.Parallel()
|
|
var exchangeName = "Binance"
|
|
var testData []*withdraw.Response
|
|
for x := 0; x < 5; x++ {
|
|
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 = append(testData, resp)
|
|
}
|
|
v := parseMultipleEvents(testData)
|
|
if reflect.TypeOf(v).String() != "*gctrpc.WithdrawalEventsByExchangeResponse" {
|
|
t.Fatal("expected type to be *gctrpc.WithdrawalEventsByExchangeResponse")
|
|
}
|
|
if testData == nil || 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.NewPair(currency.BTC, currency.USD)
|
|
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
AssetEnabled: convert.BoolPtr(true)}
|
|
err = em.Add(exch)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
s := RPCServer{Engine: &Engine{dataHistoryManager: m, ExchangeManager: em}}
|
|
_, err = s.UpsertDataHistoryJob(context.Background(), nil)
|
|
if !errors.Is(err, errNilRequestData) {
|
|
t.Errorf("received %v, expected %v", err, errNilRequestData)
|
|
}
|
|
|
|
_, err = s.UpsertDataHistoryJob(context.Background(), &gctrpc.UpsertDataHistoryJobRequest{})
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Errorf("received %v, expected %v", 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(context.Background(), job)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
}
|
|
|
|
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.NewPair(currency.BTC, currency.USD),
|
|
StartDate: time.Now().UTC().Add(-time.Minute * 2),
|
|
EndDate: time.Now().UTC(),
|
|
Interval: kline.OneMin,
|
|
}
|
|
err := m.UpsertJob(dhj, false)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
|
|
_, err = s.GetDataHistoryJobDetails(context.Background(), nil)
|
|
if !errors.Is(err, errNilRequestData) {
|
|
t.Errorf("received %v, expected %v", err, errNilRequestData)
|
|
}
|
|
|
|
_, err = s.GetDataHistoryJobDetails(context.Background(), &gctrpc.GetDataHistoryJobDetailsRequest{})
|
|
if !errors.Is(err, errNicknameIDUnset) {
|
|
t.Errorf("received %v, expected %v", err, errNicknameIDUnset)
|
|
}
|
|
|
|
_, err = s.GetDataHistoryJobDetails(context.Background(), &gctrpc.GetDataHistoryJobDetailsRequest{Id: "123", Nickname: "123"})
|
|
if !errors.Is(err, errOnlyNicknameOrID) {
|
|
t.Errorf("received %v, expected %v", err, errOnlyNicknameOrID)
|
|
}
|
|
|
|
_, err = s.GetDataHistoryJobDetails(context.Background(), &gctrpc.GetDataHistoryJobDetailsRequest{Nickname: "TestGetDataHistoryJobDetails"})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
|
|
_, err = s.GetDataHistoryJobDetails(context.Background(), &gctrpc.GetDataHistoryJobDetailsRequest{Id: dhj.ID.String()})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
|
|
resp, err := s.GetDataHistoryJobDetails(context.Background(), &gctrpc.GetDataHistoryJobDetailsRequest{Nickname: "TestGetDataHistoryJobDetails", FullDetails: true})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received %v, expected %v", err, nil)
|
|
}
|
|
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.NewPair(currency.BTC, currency.USD),
|
|
StartDate: time.Now().UTC().Add(-time.Minute * 2),
|
|
EndDate: time.Now().UTC(),
|
|
Interval: kline.OneMin,
|
|
}
|
|
err := m.UpsertJob(dhj, false)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received %v, expected %v", err, nil)
|
|
}
|
|
_, err = s.SetDataHistoryJobStatus(context.Background(), nil)
|
|
if !errors.Is(err, errNilRequestData) {
|
|
t.Errorf("received %v, expected %v", err, errNilRequestData)
|
|
}
|
|
|
|
_, err = s.SetDataHistoryJobStatus(context.Background(), &gctrpc.SetDataHistoryJobStatusRequest{})
|
|
if !errors.Is(err, errNicknameIDUnset) {
|
|
t.Errorf("received %v, expected %v", err, errNicknameIDUnset)
|
|
}
|
|
|
|
_, err = s.SetDataHistoryJobStatus(context.Background(), &gctrpc.SetDataHistoryJobStatusRequest{Id: "123", Nickname: "123"})
|
|
if !errors.Is(err, errOnlyNicknameOrID) {
|
|
t.Errorf("received %v, expected %v", err, errOnlyNicknameOrID)
|
|
}
|
|
|
|
id := dhj.ID
|
|
_, err = s.SetDataHistoryJobStatus(context.Background(), &gctrpc.SetDataHistoryJobStatusRequest{Nickname: "TestDeleteDataHistoryJob", Status: int64(dataHistoryStatusRemoved)})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
dhj.ID = id
|
|
j.Status = int64(dataHistoryStatusActive)
|
|
_, err = s.SetDataHistoryJobStatus(context.Background(), &gctrpc.SetDataHistoryJobStatusRequest{Id: id.String(), Status: int64(dataHistoryStatusRemoved)})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
_, err = s.SetDataHistoryJobStatus(context.Background(), &gctrpc.SetDataHistoryJobStatusRequest{Id: id.String(), Status: int64(dataHistoryStatusActive)})
|
|
if !errors.Is(err, errBadStatus) {
|
|
t.Errorf("received %v, expected %v", err, errBadStatus)
|
|
}
|
|
j.Status = int64(dataHistoryStatusActive)
|
|
_, err = s.SetDataHistoryJobStatus(context.Background(), &gctrpc.SetDataHistoryJobStatusRequest{Id: id.String(), Status: int64(dataHistoryStatusPaused)})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
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.NewPair(currency.BTC, currency.USD),
|
|
StartDate: time.Now().UTC().Add(-time.Minute * 2),
|
|
EndDate: time.Now().UTC(),
|
|
Interval: kline.OneMin,
|
|
}
|
|
|
|
if err := m.UpsertJob(dhj, false); !errors.Is(err, nil) {
|
|
t.Fatalf("received %v, expected %v", err, nil)
|
|
}
|
|
|
|
r, err := s.GetActiveDataHistoryJobs(context.Background(), nil)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received %v, expected %v", err, nil)
|
|
}
|
|
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.NewPair(currency.BTC, currency.USD),
|
|
StartDate: time.Now().UTC().Add(-time.Minute * 2),
|
|
EndDate: time.Now().UTC(),
|
|
Interval: kline.OneMin,
|
|
}
|
|
|
|
_, err := s.GetDataHistoryJobsBetween(context.Background(), nil)
|
|
if !errors.Is(err, errNilRequestData) {
|
|
t.Fatalf("received %v, expected %v", err, errNilRequestData)
|
|
}
|
|
|
|
_, err = s.GetDataHistoryJobsBetween(context.Background(), &gctrpc.GetDataHistoryJobsBetweenRequest{
|
|
StartDate: time.Now().UTC().Add(time.Minute).Format(common.SimpleTimeFormatWithTimezone),
|
|
EndDate: time.Now().UTC().Format(common.SimpleTimeFormatWithTimezone),
|
|
})
|
|
if !errors.Is(err, common.ErrStartAfterEnd) {
|
|
t.Fatalf("received %v, expected %v", err, common.ErrStartAfterEnd)
|
|
}
|
|
|
|
err = m.UpsertJob(dhj, false)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received %v, expected %v", err, nil)
|
|
}
|
|
|
|
r, err := s.GetDataHistoryJobsBetween(context.Background(), &gctrpc.GetDataHistoryJobsBetweenRequest{
|
|
StartDate: time.Now().Add(-time.Minute).UTC().Format(common.SimpleTimeFormatWithTimezone),
|
|
EndDate: time.Now().Add(time.Minute).UTC().Format(common.SimpleTimeFormatWithTimezone),
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
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.NewPair(currency.BTC, currency.USD),
|
|
StartDate: time.Now().UTC().Add(-time.Minute * 2),
|
|
EndDate: time.Now().UTC(),
|
|
Interval: kline.OneMin,
|
|
}
|
|
|
|
err := m.UpsertJob(dhj, false)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
|
|
_, err = s.GetDataHistoryJobSummary(context.Background(), nil)
|
|
if !errors.Is(err, errNilRequestData) {
|
|
t.Errorf("received %v, expected %v", err, errNilRequestData)
|
|
}
|
|
|
|
_, err = s.GetDataHistoryJobSummary(context.Background(), &gctrpc.GetDataHistoryJobDetailsRequest{})
|
|
if !errors.Is(err, errNicknameUnset) {
|
|
t.Errorf("received %v, expected %v", err, errNicknameUnset)
|
|
}
|
|
|
|
resp, err := s.GetDataHistoryJobSummary(context.Background(), &gctrpc.GetDataHistoryJobDetailsRequest{Nickname: "TestGetDataHistoryJobSummary"})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
if resp == nil { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
|
|
t.Fatal("expected job")
|
|
}
|
|
if !strings.EqualFold(resp.Nickname, "TestGetDataHistoryJobSummary") { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
|
|
t.Fatalf("received %v, expected %v", "TestGetDataHistoryJobSummary", resp.Nickname)
|
|
}
|
|
if resp.ResultSummaries == nil { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
|
|
t.Fatalf("received %v, expected %v", nil, "result summaries slice")
|
|
}
|
|
}
|
|
|
|
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.NewPair(currency.BTC, currency.USDT)
|
|
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{Uppercase: true},
|
|
RequestFormat: ¤cy.PairFormat{Uppercase: true}}
|
|
err = em.Add(exch)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
var wg sync.WaitGroup
|
|
om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, false, false, 0)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
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(context.Background(), nil)
|
|
if !errors.Is(err, errInvalidArguments) {
|
|
t.Errorf("received '%v', expected '%v'", err, errInvalidArguments)
|
|
}
|
|
|
|
_, err = s.GetManagedOrders(context.Background(), &gctrpc.GetOrdersRequest{
|
|
AssetType: asset.Spot.String(),
|
|
Pair: p,
|
|
})
|
|
if !errors.Is(err, ErrExchangeNameIsEmpty) {
|
|
t.Errorf("received '%v', expected '%v'", ErrExchangeNameIsEmpty, err)
|
|
}
|
|
|
|
_, err = s.GetManagedOrders(context.Background(), &gctrpc.GetOrdersRequest{
|
|
Exchange: "bruh",
|
|
AssetType: asset.Spot.String(),
|
|
Pair: p,
|
|
})
|
|
if !errors.Is(err, ErrExchangeNotFound) {
|
|
t.Errorf("received '%v', expected '%v'", ErrExchangeNotFound, err)
|
|
}
|
|
|
|
_, err = s.GetManagedOrders(context.Background(), &gctrpc.GetOrdersRequest{
|
|
Exchange: exchName,
|
|
AssetType: asset.Spot.String(),
|
|
})
|
|
if !errors.Is(err, errCurrencyPairUnset) {
|
|
t.Errorf("received '%v', expected '%v'", err, errCurrencyPairUnset)
|
|
}
|
|
|
|
_, err = s.GetManagedOrders(context.Background(), &gctrpc.GetOrdersRequest{
|
|
Exchange: exchName,
|
|
Pair: p,
|
|
})
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Errorf("received '%v', expected '%v'", 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.NewPair(currency.BTC, currency.USDT),
|
|
}
|
|
err = om.Add(&o)
|
|
if err != nil {
|
|
t.Errorf("Error: %v", err)
|
|
}
|
|
|
|
oo, err := s.GetManagedOrders(context.Background(), &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(context.Background(), 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(context.Background(), 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(context.Background(), nil)
|
|
if !errors.Is(err, errNilRequestData) {
|
|
t.Errorf("received %v, expected %v", err, errNilRequestData)
|
|
}
|
|
|
|
_, err = s.UpdateDataHistoryJobPrerequisite(context.Background(), &gctrpc.UpdateDataHistoryJobPrerequisiteRequest{})
|
|
if !errors.Is(err, errNicknameUnset) {
|
|
t.Errorf("received %v, expected %v", err, errNicknameUnset)
|
|
}
|
|
|
|
_, err = s.UpdateDataHistoryJobPrerequisite(context.Background(), &gctrpc.UpdateDataHistoryJobPrerequisiteRequest{
|
|
Nickname: "test456",
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
|
|
_, err = s.UpdateDataHistoryJobPrerequisite(context.Background(), &gctrpc.UpdateDataHistoryJobPrerequisiteRequest{
|
|
Nickname: "test456",
|
|
PrerequisiteJobNickname: "test123",
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received %v, expected %v", err, nil)
|
|
}
|
|
}
|
|
|
|
func TestCurrencyStateGetAll(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := (&RPCServer{Engine: &Engine{}}).CurrencyStateGetAll(context.Background(),
|
|
&gctrpc.CurrencyStateGetAllRequest{Exchange: fakeExchangeName})
|
|
if !errors.Is(err, ErrSubSystemNotStarted) {
|
|
t.Errorf("received %v, expected %v", err, ErrSubSystemNotStarted)
|
|
}
|
|
}
|
|
|
|
func TestCurrencyStateWithdraw(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := (&RPCServer{
|
|
Engine: &Engine{},
|
|
}).CurrencyStateWithdraw(context.Background(),
|
|
&gctrpc.CurrencyStateWithdrawRequest{
|
|
Exchange: "wow", Asset: "meow"})
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Fatalf("received: %v, but expected: %v", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
_, err = (&RPCServer{
|
|
Engine: &Engine{},
|
|
}).CurrencyStateWithdraw(context.Background(),
|
|
&gctrpc.CurrencyStateWithdrawRequest{
|
|
Exchange: "wow", Asset: "spot"})
|
|
if !errors.Is(err, ErrSubSystemNotStarted) {
|
|
t.Fatalf("received: %v, but expected: %v", err, ErrSubSystemNotStarted)
|
|
}
|
|
}
|
|
|
|
func TestCurrencyStateDeposit(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := (&RPCServer{
|
|
Engine: &Engine{},
|
|
}).CurrencyStateDeposit(context.Background(),
|
|
&gctrpc.CurrencyStateDepositRequest{Exchange: "wow", Asset: "meow"})
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Fatalf("received: %v, but expected: %v", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
_, err = (&RPCServer{
|
|
Engine: &Engine{},
|
|
}).CurrencyStateDeposit(context.Background(),
|
|
&gctrpc.CurrencyStateDepositRequest{Exchange: "wow", Asset: "spot"})
|
|
if !errors.Is(err, ErrSubSystemNotStarted) {
|
|
t.Fatalf("received: %v, but expected: %v", err, ErrSubSystemNotStarted)
|
|
}
|
|
}
|
|
|
|
func TestCurrencyStateTrading(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := (&RPCServer{
|
|
Engine: &Engine{},
|
|
}).CurrencyStateTrading(context.Background(),
|
|
&gctrpc.CurrencyStateTradingRequest{Exchange: "wow", Asset: "meow"})
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Fatalf("received: %v, but expected: %v", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
_, err = (&RPCServer{
|
|
Engine: &Engine{},
|
|
}).CurrencyStateTrading(context.Background(),
|
|
&gctrpc.CurrencyStateTradingRequest{Exchange: "wow", Asset: "spot"})
|
|
if !errors.Is(err, ErrSubSystemNotStarted) {
|
|
t.Fatalf("received: %v, but expected: %v", 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] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.EMPTYFORMAT,
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
s := RPCServer{Engine: &Engine{ExchangeManager: em,
|
|
currencyStateManager: &CurrencyStateManager{started: 1, iExchangeManager: em}}}
|
|
|
|
_, err = s.CurrencyStateTradingPair(context.Background(),
|
|
&gctrpc.CurrencyStateTradingPairRequest{
|
|
Exchange: fakeExchangeName,
|
|
Pair: "btc-usd",
|
|
Asset: "spot",
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: %v, but expected: %v", err, nil)
|
|
}
|
|
}
|
|
|
|
func TestGetFuturesPositions(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] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
var wg sync.WaitGroup
|
|
om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false, time.Hour)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
om.started = 1
|
|
s := RPCServer{
|
|
Engine: &Engine{
|
|
ExchangeManager: em,
|
|
currencyStateManager: &CurrencyStateManager{
|
|
started: 1,
|
|
iExchangeManager: em,
|
|
},
|
|
OrderManager: om,
|
|
},
|
|
}
|
|
|
|
_, err = s.GetFuturesPositions(context.Background(), &gctrpc.GetFuturesPositionsRequest{
|
|
Exchange: fakeExchangeName,
|
|
Asset: asset.Futures.String(),
|
|
Pair: &gctrpc.CurrencyPair{
|
|
Delimiter: currency.DashDelimiter,
|
|
Base: cp.Base.String(),
|
|
Quote: cp.Quote.String(),
|
|
},
|
|
})
|
|
if !errors.Is(err, exchange.ErrCredentialsAreEmpty) {
|
|
t.Fatalf("received '%v', expected '%v'", err, exchange.ErrCredentialsAreEmpty)
|
|
}
|
|
|
|
ctx := account.DeployCredentialsToContext(context.Background(),
|
|
&account.Credentials{
|
|
Key: "wow",
|
|
Secret: "super wow",
|
|
},
|
|
)
|
|
|
|
_, err = s.GetFuturesPositions(ctx, &gctrpc.GetFuturesPositionsRequest{
|
|
Exchange: "test",
|
|
Asset: asset.Futures.String(),
|
|
Pair: &gctrpc.CurrencyPair{
|
|
Delimiter: currency.DashDelimiter,
|
|
Base: cp.Base.String(),
|
|
Quote: cp.Quote.String(),
|
|
},
|
|
IncludeFullOrderData: true,
|
|
IncludeFullFundingRates: true,
|
|
IncludePredictedRate: true,
|
|
GetPositionStats: true,
|
|
GetFundingPayments: true,
|
|
})
|
|
if !errors.Is(err, ErrExchangeNotFound) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrExchangeNotFound)
|
|
}
|
|
|
|
od := &order.Detail{
|
|
Price: 1337,
|
|
Amount: 1337,
|
|
Fee: 1.337,
|
|
Exchange: fakeExchangeName,
|
|
OrderID: "test",
|
|
Side: order.Long,
|
|
Status: order.Open,
|
|
AssetType: asset.Futures,
|
|
Date: time.Now(),
|
|
Pair: cp,
|
|
}
|
|
err = s.OrderManager.orderStore.futuresPositionController.TrackNewOrder(od)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
_, err = s.GetFuturesPositions(ctx, &gctrpc.GetFuturesPositionsRequest{
|
|
Exchange: fakeExchangeName,
|
|
Asset: asset.Futures.String(),
|
|
Pair: &gctrpc.CurrencyPair{
|
|
Delimiter: currency.DashDelimiter,
|
|
Base: cp.Base.String(),
|
|
Quote: cp.Quote.String(),
|
|
},
|
|
IncludeFullOrderData: true,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
|
|
_, err = s.GetFuturesPositions(ctx, &gctrpc.GetFuturesPositionsRequest{
|
|
Exchange: fakeExchangeName,
|
|
Asset: asset.Spot.String(),
|
|
Pair: &gctrpc.CurrencyPair{
|
|
Delimiter: currency.DashDelimiter,
|
|
Base: cp.Base.String(),
|
|
Quote: cp.Quote.String(),
|
|
},
|
|
})
|
|
if !errors.Is(err, order.ErrNotFuturesAsset) {
|
|
t.Errorf("received '%v', expected '%v'", err, order.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")
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
|
|
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
|
|
b.CurrencyPairs.Pairs[asset.Futures] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.EMPTYFORMAT,
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.EMPTYFORMAT,
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
s := RPCServer{
|
|
Engine: &Engine{
|
|
ExchangeManager: em,
|
|
currencyStateManager: &CurrencyStateManager{
|
|
started: 1, iExchangeManager: em,
|
|
},
|
|
},
|
|
}
|
|
|
|
_, err = s.GetCollateral(context.Background(), &gctrpc.GetCollateralRequest{
|
|
Exchange: fakeExchangeName,
|
|
Asset: asset.Futures.String(),
|
|
})
|
|
if !errors.Is(err, exchange.ErrCredentialsAreEmpty) {
|
|
t.Fatalf("received '%v', expected '%v'", err, exchange.ErrCredentialsAreEmpty)
|
|
}
|
|
|
|
ctx := account.DeployCredentialsToContext(context.Background(),
|
|
&account.Credentials{Key: "fakerino", Secret: "supafake"})
|
|
|
|
_, err = s.GetCollateral(ctx, &gctrpc.GetCollateralRequest{
|
|
Exchange: fakeExchangeName,
|
|
Asset: asset.Futures.String(),
|
|
})
|
|
if !errors.Is(err, errNoAccountInformation) {
|
|
t.Fatalf("received '%v', expected '%v'", err, errNoAccountInformation)
|
|
}
|
|
|
|
ctx = account.DeployCredentialsToContext(context.Background(),
|
|
&account.Credentials{Key: "fakerino", Secret: "supafake", SubAccount: "1337"})
|
|
|
|
r, err := s.GetCollateral(ctx, &gctrpc.GetCollateralRequest{
|
|
Exchange: fakeExchangeName,
|
|
Asset: asset.Futures.String(),
|
|
IncludeBreakdown: true,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
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,
|
|
})
|
|
if !errors.Is(err, order.ErrNotFuturesAsset) {
|
|
t.Errorf("received '%v', expected '%v'", err, order.ErrNotFuturesAsset)
|
|
}
|
|
|
|
_, err = s.GetCollateral(ctx, &gctrpc.GetCollateralRequest{
|
|
Exchange: fakeExchangeName,
|
|
Asset: asset.Futures.String(),
|
|
IncludeBreakdown: true,
|
|
CalculateOffline: true,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
func TestShutdown(t *testing.T) {
|
|
t.Parallel()
|
|
s := RPCServer{Engine: &Engine{}}
|
|
_, err := s.Shutdown(context.Background(), &gctrpc.ShutdownRequest{})
|
|
if !errors.Is(err, errShutdownNotAllowed) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errShutdownNotAllowed)
|
|
}
|
|
|
|
s.Engine.Settings.EnableGRPCShutdown = true
|
|
_, err = s.Shutdown(context.Background(), &gctrpc.ShutdownRequest{})
|
|
if !errors.Is(err, errGRPCShutdownSignalIsNil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errGRPCShutdownSignalIsNil)
|
|
}
|
|
|
|
s.Engine.GRPCShutdownSignal = make(chan struct{}, 1)
|
|
_, err = s.Shutdown(context.Background(), &gctrpc.ShutdownRequest{})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
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")
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
|
|
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
|
|
b.CurrencyPairs.Pairs[asset.Futures] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
|
|
b.Features.Enabled.Kline.Intervals = kline.DeployExchangeIntervals(kline.OneDay)
|
|
err = em.Add(fExchange{IBotExchange: exch})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
s := RPCServer{
|
|
Engine: &Engine{
|
|
ExchangeManager: em,
|
|
currencyStateManager: &CurrencyStateManager{
|
|
started: 1,
|
|
iExchangeManager: em,
|
|
},
|
|
},
|
|
}
|
|
|
|
_, err = s.GetTechnicalAnalysis(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{})
|
|
if !errors.Is(err, ErrExchangeNameIsEmpty) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, ErrExchangeNameIsEmpty)
|
|
}
|
|
|
|
_, err = s.GetTechnicalAnalysis(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{
|
|
Exchange: fakeExchangeName,
|
|
})
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
_, err = s.GetTechnicalAnalysis(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{
|
|
Exchange: fakeExchangeName,
|
|
AssetType: "upsideprofitcontract",
|
|
Pair: &gctrpc.CurrencyPair{},
|
|
})
|
|
if !errors.Is(err, errExpectedTestError) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errExpectedTestError)
|
|
}
|
|
|
|
_, err = s.GetTechnicalAnalysis(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{
|
|
Exchange: fakeExchangeName,
|
|
AssetType: "spot",
|
|
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
|
|
Interval: int64(kline.OneDay),
|
|
})
|
|
if !errors.Is(err, errInvalidStrategy) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidStrategy)
|
|
}
|
|
|
|
resp, err := s.GetTechnicalAnalysis(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{
|
|
Exchange: fakeExchangeName,
|
|
AssetType: "spot",
|
|
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
|
|
Interval: int64(kline.OneDay),
|
|
AlgorithmType: "twap",
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if resp.Signals["TWAP"].Signals[0] != 1337 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", resp.Signals["TWAP"].Signals[0], 1337)
|
|
}
|
|
|
|
resp, err = s.GetTechnicalAnalysis(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{
|
|
Exchange: fakeExchangeName,
|
|
AssetType: "spot",
|
|
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
|
|
Interval: int64(kline.OneDay),
|
|
AlgorithmType: "vwap",
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if len(resp.Signals["VWAP"].Signals) != 33 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["VWAP"].Signals), 33)
|
|
}
|
|
|
|
resp, err = s.GetTechnicalAnalysis(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{
|
|
Exchange: fakeExchangeName,
|
|
AssetType: "spot",
|
|
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
|
|
Interval: int64(kline.OneDay),
|
|
AlgorithmType: "atr",
|
|
Period: 9,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if len(resp.Signals["ATR"].Signals) != 33 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["ATR"].Signals), 33)
|
|
}
|
|
|
|
resp, err = s.GetTechnicalAnalysis(context.Background(), &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,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
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(context.Background(), &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,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if len(resp.Signals["COCO"].Signals) != 33 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["COCO"].Signals), 33)
|
|
}
|
|
|
|
resp, err = s.GetTechnicalAnalysis(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{
|
|
Exchange: fakeExchangeName,
|
|
AssetType: "spot",
|
|
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
|
|
Interval: int64(kline.OneDay),
|
|
AlgorithmType: "sma",
|
|
Period: 9,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if len(resp.Signals["SMA"].Signals) != 33 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["SMA"].Signals), 33)
|
|
}
|
|
|
|
resp, err = s.GetTechnicalAnalysis(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{
|
|
Exchange: fakeExchangeName,
|
|
AssetType: "spot",
|
|
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
|
|
Interval: int64(kline.OneDay),
|
|
AlgorithmType: "ema",
|
|
Period: 9,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if len(resp.Signals["EMA"].Signals) != 33 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["EMA"].Signals), 33)
|
|
}
|
|
|
|
resp, err = s.GetTechnicalAnalysis(context.Background(), &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,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
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(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{
|
|
Exchange: fakeExchangeName,
|
|
AssetType: "spot",
|
|
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
|
|
Interval: int64(kline.OneDay),
|
|
AlgorithmType: "mfi",
|
|
Period: 9,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if len(resp.Signals["MFI"].Signals) != 33 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["MFI"].Signals), 33)
|
|
}
|
|
|
|
resp, err = s.GetTechnicalAnalysis(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{
|
|
Exchange: fakeExchangeName,
|
|
AssetType: "spot",
|
|
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
|
|
Interval: int64(kline.OneDay),
|
|
AlgorithmType: "obv",
|
|
Period: 9,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if len(resp.Signals["OBV"].Signals) != 33 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", len(resp.Signals["OBV"].Signals), 33)
|
|
}
|
|
|
|
resp, err = s.GetTechnicalAnalysis(context.Background(), &gctrpc.GetTechnicalAnalysisRequest{
|
|
Exchange: fakeExchangeName,
|
|
AssetType: "spot",
|
|
Pair: &gctrpc.CurrencyPair{Base: "btc", Quote: "usd"},
|
|
Interval: int64(kline.OneDay),
|
|
AlgorithmType: "rsi",
|
|
Period: 9,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
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")
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
|
|
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
s := RPCServer{
|
|
Engine: &Engine{
|
|
ExchangeManager: em,
|
|
currencyStateManager: &CurrencyStateManager{
|
|
started: 1, iExchangeManager: em,
|
|
},
|
|
},
|
|
}
|
|
_, err = s.GetMarginRatesHistory(context.Background(), nil)
|
|
if !errors.Is(err, common.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, common.ErrNilPointer)
|
|
}
|
|
|
|
request := &gctrpc.GetMarginRatesHistoryRequest{}
|
|
_, err = s.GetMarginRatesHistory(context.Background(), request)
|
|
if !errors.Is(err, ErrExchangeNameIsEmpty) {
|
|
t.Errorf("received '%v' expected '%v'", err, ErrExchangeNameIsEmpty)
|
|
}
|
|
|
|
request.Exchange = fakeExchangeName
|
|
_, err = s.GetMarginRatesHistory(context.Background(), request)
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Errorf("received '%v' expected '%v'", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
request.Asset = asset.Spot.String()
|
|
_, err = s.GetMarginRatesHistory(context.Background(), request)
|
|
if !errors.Is(err, currency.ErrCurrencyNotFound) {
|
|
t.Errorf("received '%v' expected '%v'", err, currency.ErrCurrencyNotFound)
|
|
}
|
|
|
|
request.Currency = "usd"
|
|
_, err = s.GetMarginRatesHistory(context.Background(), request)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
request.GetBorrowRates = true
|
|
request.GetLendingPayments = true
|
|
request.GetBorrowCosts = true
|
|
request.GetPredictedRate = true
|
|
request.IncludeAllRates = true
|
|
resp, err := s.GetMarginRatesHistory(context.Background(), request)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
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(context.Background(), request)
|
|
if !errors.Is(err, common.ErrCannotCalculateOffline) {
|
|
t.Errorf("received '%v' expected '%v'", err, common.ErrCannotCalculateOffline)
|
|
}
|
|
|
|
request.TakerFeeRate = "-1337"
|
|
_, err = s.GetMarginRatesHistory(context.Background(), request)
|
|
if !errors.Is(err, common.ErrCannotCalculateOffline) {
|
|
t.Errorf("received '%v' expected '%v'", err, common.ErrCannotCalculateOffline)
|
|
}
|
|
|
|
request.TakerFeeRate = "1337"
|
|
_, err = s.GetMarginRatesHistory(context.Background(), request)
|
|
if !errors.Is(err, common.ErrCannotCalculateOffline) {
|
|
t.Errorf("received '%v' expected '%v'", err, common.ErrCannotCalculateOffline)
|
|
}
|
|
|
|
request.Rates = []*gctrpc.MarginRate{
|
|
{
|
|
Time: time.Now().Format(common.SimpleTimeFormatWithTimezone),
|
|
HourlyRate: "1337",
|
|
},
|
|
}
|
|
_, err = s.GetMarginRatesHistory(context.Background(), request)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
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(context.Background(), request)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
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)
|
|
b.CurrencyPairs.Pairs[asset.Futures] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
var wg sync.WaitGroup
|
|
om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false, time.Hour)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
om.started = 1
|
|
s := RPCServer{
|
|
Engine: &Engine{
|
|
ExchangeManager: em,
|
|
currencyStateManager: &CurrencyStateManager{
|
|
started: 1,
|
|
iExchangeManager: em,
|
|
},
|
|
OrderManager: om,
|
|
},
|
|
}
|
|
|
|
_, err = s.GetFundingRates(context.Background(), nil)
|
|
if !errors.Is(err, common.ErrNilPointer) {
|
|
t.Errorf("received: '%v' but expected: '%v'", err, common.ErrNilPointer)
|
|
}
|
|
request := &gctrpc.GetFundingRatesRequest{
|
|
Exchange: "",
|
|
Asset: "",
|
|
Pairs: nil,
|
|
StartDate: "",
|
|
EndDate: "",
|
|
IncludePredicted: false,
|
|
IncludePayments: false,
|
|
}
|
|
_, err = s.GetFundingRates(context.Background(), request)
|
|
if !errors.Is(err, ErrExchangeNameIsEmpty) {
|
|
t.Errorf("received: '%v' but expected: '%v'", err, ErrExchangeNameIsEmpty)
|
|
}
|
|
request.Exchange = exch.GetName()
|
|
_, err = s.GetFundingRates(context.Background(), request)
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Errorf("received: '%v' but expected: '%v'", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
request.Asset = asset.Spot.String()
|
|
_, err = s.GetFundingRates(context.Background(), request)
|
|
if !errors.Is(err, order.ErrNotFuturesAsset) {
|
|
t.Errorf("received: '%v' but expected: '%v'", err, order.ErrNotFuturesAsset)
|
|
}
|
|
|
|
request.Asset = asset.Futures.String()
|
|
request.Pairs = []string{cp.String()}
|
|
request.IncludePredicted = true
|
|
request.IncludePayments = true
|
|
_, err = s.GetFundingRates(context.Background(), request)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
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] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
Available: currency.Pairs{cp, cp2},
|
|
Enabled: currency.Pairs{cp, cp2},
|
|
}
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
Available: currency.Pairs{cp, cp2},
|
|
Enabled: currency.Pairs{cp, cp2},
|
|
}
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
var wg sync.WaitGroup
|
|
om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false, time.Hour)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
om.started = 1
|
|
s := RPCServer{
|
|
Engine: &Engine{
|
|
ExchangeManager: em,
|
|
currencyStateManager: &CurrencyStateManager{
|
|
started: 1,
|
|
iExchangeManager: em,
|
|
},
|
|
OrderManager: om,
|
|
},
|
|
}
|
|
_, err = s.GetManagedPosition(context.Background(), nil)
|
|
if !errors.Is(err, common.ErrNilPointer) {
|
|
t.Errorf("received '%v', expected '%v'", err, common.ErrNilPointer)
|
|
}
|
|
|
|
request := &gctrpc.GetManagedPositionRequest{}
|
|
_, err = s.GetManagedPosition(context.Background(), request)
|
|
if !errors.Is(err, common.ErrNilPointer) {
|
|
t.Errorf("received '%v', expected '%v'", err, common.ErrNilPointer)
|
|
}
|
|
|
|
request.Pair = &gctrpc.CurrencyPair{
|
|
Delimiter: "-",
|
|
Base: "BTC",
|
|
Quote: "USD",
|
|
}
|
|
_, err = s.GetManagedPosition(context.Background(), request)
|
|
if !errors.Is(err, ErrExchangeNameIsEmpty) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrExchangeNameIsEmpty)
|
|
}
|
|
|
|
request.Exchange = fakeExchangeName
|
|
_, err = s.GetManagedPosition(context.Background(), request)
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Errorf("received '%v', expected '%v'", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
request.Asset = asset.Spot.String()
|
|
_, err = s.GetManagedPosition(context.Background(), request)
|
|
if !errors.Is(err, order.ErrNotFuturesAsset) {
|
|
t.Errorf("received '%v', expected '%v'", err, order.ErrNotFuturesAsset)
|
|
}
|
|
|
|
request.Asset = asset.Futures.String()
|
|
s.OrderManager, err = SetupOrderManager(em, &CommunicationManager{}, &wg, false, false, time.Hour)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
s.OrderManager.started = 1
|
|
s.OrderManager.activelyTrackFuturesPositions = true
|
|
_, err = s.GetManagedPosition(context.Background(), request)
|
|
if !errors.Is(err, order.ErrPositionNotFound) {
|
|
t.Errorf("received '%v', expected '%v'", err, order.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,
|
|
},
|
|
},
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
_, err = s.GetManagedPosition(context.Background(), request)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
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] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
Available: currency.Pairs{cp, cp2},
|
|
Enabled: currency.Pairs{cp, cp2},
|
|
}
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
Available: currency.Pairs{cp, cp2},
|
|
Enabled: currency.Pairs{cp, cp2},
|
|
}
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
var wg sync.WaitGroup
|
|
om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false, time.Hour)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
om.started = 1
|
|
s := RPCServer{
|
|
Engine: &Engine{
|
|
ExchangeManager: em,
|
|
currencyStateManager: &CurrencyStateManager{
|
|
started: 1,
|
|
iExchangeManager: em,
|
|
},
|
|
OrderManager: om,
|
|
},
|
|
}
|
|
_, err = s.GetAllManagedPositions(context.Background(), nil)
|
|
if !errors.Is(err, common.ErrNilPointer) {
|
|
t.Errorf("received '%v', expected '%v'", err, common.ErrNilPointer)
|
|
}
|
|
|
|
request := &gctrpc.GetAllManagedPositionsRequest{}
|
|
s.OrderManager, err = SetupOrderManager(em, &CommunicationManager{}, &wg, false, true, time.Hour)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
s.OrderManager.started = 1
|
|
_, err = s.GetAllManagedPositions(context.Background(), request)
|
|
if !errors.Is(err, order.ErrNoPositionsFound) {
|
|
t.Errorf("received '%v', expected '%v'", err, order.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,
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
request.IncludePredictedRate = true
|
|
request.GetFundingPayments = true
|
|
request.IncludeFullFundingRates = true
|
|
request.IncludeFullOrderData = true
|
|
_, err = s.GetAllManagedPositions(context.Background(), request)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
func TestGetOrderbookMovement(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-metal")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
|
|
|
|
req := &gctrpc.GetOrderbookMovementRequest{}
|
|
_, err = s.GetOrderbookMovement(context.Background(), req)
|
|
if !errors.Is(err, ErrExchangeNameIsEmpty) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, ErrExchangeNameIsEmpty)
|
|
}
|
|
|
|
req.Exchange = "fake"
|
|
_, err = s.GetOrderbookMovement(context.Background(), req)
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
req.Asset = asset.Spot.String()
|
|
req.Pair = &gctrpc.CurrencyPair{}
|
|
_, err = s.GetOrderbookMovement(context.Background(), req)
|
|
if !errors.Is(err, currency.ErrCurrencyPairEmpty) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, currency.ErrCurrencyPairEmpty)
|
|
}
|
|
|
|
req.Pair = &gctrpc.CurrencyPair{
|
|
Base: currency.BTC.String(),
|
|
Quote: currency.METAL.String(),
|
|
}
|
|
_, err = s.GetOrderbookMovement(context.Background(), 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)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
bid := []orderbook.Item{
|
|
{Price: 10, Amount: 1},
|
|
{Price: 9, Amount: 1},
|
|
{Price: 8, Amount: 1},
|
|
{Price: 7, Amount: 1},
|
|
}
|
|
ask := []orderbook.Item{
|
|
{Price: 11, Amount: 1},
|
|
{Price: 12, Amount: 1},
|
|
{Price: 13, Amount: 1},
|
|
{Price: 14, Amount: 1},
|
|
}
|
|
depth.LoadSnapshot(bid, ask, 0, time.Time{}, true)
|
|
|
|
_, err = s.GetOrderbookMovement(context.Background(), 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(context.Background(), req)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if move.Bought != 1 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", move.Bought, 1)
|
|
}
|
|
|
|
req.Sell = true
|
|
req.Amount = 1
|
|
move, err = s.GetOrderbookMovement(context.Background(), req)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
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")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
exch.SetDefaults()
|
|
b := exch.GetBase()
|
|
b.Name = fakeExchangeName
|
|
b.Enabled = true
|
|
|
|
cp, err := currency.NewPairFromString("btc-meme")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
|
|
|
|
req := &gctrpc.GetOrderbookAmountByNominalRequest{}
|
|
_, err = s.GetOrderbookAmountByNominal(context.Background(), req)
|
|
if !errors.Is(err, ErrExchangeNameIsEmpty) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, ErrExchangeNameIsEmpty)
|
|
}
|
|
|
|
req.Exchange = "fake"
|
|
_, err = s.GetOrderbookAmountByNominal(context.Background(), req)
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
req.Asset = asset.Spot.String()
|
|
req.Pair = &gctrpc.CurrencyPair{}
|
|
_, err = s.GetOrderbookAmountByNominal(context.Background(), req)
|
|
if !errors.Is(err, currency.ErrCurrencyPairEmpty) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, currency.ErrCurrencyPairEmpty)
|
|
}
|
|
|
|
req.Pair = &gctrpc.CurrencyPair{
|
|
Base: currency.BTC.String(),
|
|
Quote: currency.MEME.String(),
|
|
}
|
|
_, err = s.GetOrderbookAmountByNominal(context.Background(), 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)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
bid := []orderbook.Item{
|
|
{Price: 10, Amount: 1},
|
|
{Price: 9, Amount: 1},
|
|
{Price: 8, Amount: 1},
|
|
{Price: 7, Amount: 1},
|
|
}
|
|
ask := []orderbook.Item{
|
|
{Price: 11, Amount: 1},
|
|
{Price: 12, Amount: 1},
|
|
{Price: 13, Amount: 1},
|
|
{Price: 14, Amount: 1},
|
|
}
|
|
depth.LoadSnapshot(bid, ask, 0, time.Time{}, true)
|
|
|
|
nominal, err := s.GetOrderbookAmountByNominal(context.Background(), req)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if nominal.AmountRequired != 11 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", nominal.AmountRequired, 11)
|
|
}
|
|
|
|
req.Sell = true
|
|
nominal, err = s.GetOrderbookAmountByNominal(context.Background(), req)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
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")
|
|
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.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
s := RPCServer{Engine: &Engine{ExchangeManager: em}}
|
|
|
|
req := &gctrpc.GetOrderbookAmountByImpactRequest{}
|
|
_, err = s.GetOrderbookAmountByImpact(context.Background(), req)
|
|
if !errors.Is(err, ErrExchangeNameIsEmpty) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, ErrExchangeNameIsEmpty)
|
|
}
|
|
|
|
req.Exchange = "fake"
|
|
_, err = s.GetOrderbookAmountByImpact(context.Background(), req)
|
|
if !errors.Is(err, asset.ErrNotSupported) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, asset.ErrNotSupported)
|
|
}
|
|
|
|
req.Asset = asset.Spot.String()
|
|
req.Pair = &gctrpc.CurrencyPair{}
|
|
_, err = s.GetOrderbookAmountByImpact(context.Background(), req)
|
|
if !errors.Is(err, currency.ErrCurrencyPairEmpty) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, currency.ErrCurrencyPairEmpty)
|
|
}
|
|
|
|
req.Pair = &gctrpc.CurrencyPair{
|
|
Base: currency.BTC.String(),
|
|
Quote: currency.MAD.String(),
|
|
}
|
|
_, err = s.GetOrderbookAmountByImpact(context.Background(), 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)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
bid := []orderbook.Item{
|
|
{Price: 10, Amount: 1},
|
|
{Price: 9, Amount: 1},
|
|
{Price: 8, Amount: 1},
|
|
{Price: 7, Amount: 1},
|
|
}
|
|
ask := []orderbook.Item{
|
|
{Price: 11, Amount: 1},
|
|
{Price: 12, Amount: 1},
|
|
{Price: 13, Amount: 1},
|
|
{Price: 14, Amount: 1},
|
|
}
|
|
depth.LoadSnapshot(bid, ask, 0, time.Time{}, true)
|
|
|
|
req.ImpactPercentage = 9.090909090909092
|
|
impact, err := s.GetOrderbookAmountByImpact(context.Background(), req)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if impact.AmountRequired != 11 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", impact.AmountRequired, 11)
|
|
}
|
|
|
|
req.Sell = true
|
|
req.ImpactPercentage = 10
|
|
impact, err = s.GetOrderbookAmountByImpact(context.Background(), req)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%+v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if impact.AmountRequired != 1 {
|
|
t.Fatalf("received: '%v' but expected: '%v'", impact.AmountRequired, 1)
|
|
}
|
|
}
|