Files
gocryptotrader/engine/order_manager_test.go
Mark Dzulko e1eceeafe8 gctrpc/ordermanager/binance: Add new getManagedOrders command and various improvements (#712)
* first draft of getmanaged orders RPC call

* - ClientIDs for binance, especially spot asset
- applied old ClientOrderId for cancelled orders
- added clientOrderId to GCTRPC

* added tests for Matchfilter and GetManagedOrders

* smaller fixes

* comment fix
added getFilteredOrders to store
changed store mutex to RWMutex
smaller fixes

* fixed bug in Detail Copy and added test

* fixes for Scotts review

* processSubmittedOrder was missing clientOrderId

* changed: TestGetOrdersFiltered expanded
fixed: warning, where variable name collided with package name
fixed: used req.AssetType in binance_wrapper.go

Co-authored-by: Mark Dzulko <81071907+Mark-numus@users.noreply.github.com>
2021-07-20 10:27:16 +10:00

624 lines
14 KiB
Go

package engine
import (
"errors"
"sync"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
// omfExchange aka ordermanager fake exchange overrides exchange functions
// we're not testing an actual exchange's implemented functions
type omfExchange struct {
exchange.IBotExchange
}
// CancelOrder overrides testExchange's cancel order function
// to do the bare minimum required with no API calls or credentials required
func (f omfExchange) CancelOrder(o *order.Cancel) error {
o.Status = order.Cancelled
return nil
}
// GetOrderInfo overrides testExchange's get order function
// to do the bare minimum required with no API calls or credentials required
func (f omfExchange) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
if orderID == "" {
return order.Detail{}, errors.New("")
}
return order.Detail{
Exchange: testExchange,
ID: orderID,
Pair: pair,
AssetType: assetType,
}, nil
}
func TestSetupOrderManager(t *testing.T) {
_, err := SetupOrderManager(nil, nil, nil, false)
if !errors.Is(err, errNilExchangeManager) {
t.Errorf("error '%v', expected '%v'", err, errNilExchangeManager)
}
_, err = SetupOrderManager(SetupExchangeManager(), nil, nil, false)
if !errors.Is(err, errNilCommunicationsManager) {
t.Errorf("error '%v', expected '%v'", err, errNilCommunicationsManager)
}
_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, nil, false)
if !errors.Is(err, errNilWaitGroup) {
t.Errorf("error '%v', expected '%v'", err, errNilWaitGroup)
}
var wg sync.WaitGroup
_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
}
func TestOrderManagerStart(t *testing.T) {
var m *OrderManager
err := m.Start()
if !errors.Is(err, ErrNilSubsystem) {
t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
}
var wg sync.WaitGroup
m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
err = m.Start()
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
err = m.Start()
if !errors.Is(err, ErrSubSystemAlreadyStarted) {
t.Errorf("error '%v', expected '%v'", err, ErrSubSystemAlreadyStarted)
}
}
func TestOrderManagerIsRunning(t *testing.T) {
var m *OrderManager
if m.IsRunning() {
t.Error("expected false")
}
var wg sync.WaitGroup
m, err := SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
if m.IsRunning() {
t.Error("expected false")
}
err = m.Start()
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
if !m.IsRunning() {
t.Error("expected true")
}
}
func TestOrderManagerStop(t *testing.T) {
var m *OrderManager
err := m.Stop()
if !errors.Is(err, ErrNilSubsystem) {
t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
}
var wg sync.WaitGroup
m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
err = m.Stop()
if !errors.Is(err, ErrSubSystemNotStarted) {
t.Errorf("error '%v', expected '%v'", err, ErrSubSystemNotStarted)
}
err = m.Start()
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
err = m.Stop()
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
}
func OrdersSetup(t *testing.T) *OrderManager {
var wg sync.WaitGroup
em := SetupExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
fakeExchange := omfExchange{
IBotExchange: exch,
}
em.Add(fakeExchange)
m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
err = m.Start()
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
return m
}
func TestOrdersGet(t *testing.T) {
m := OrdersSetup(t)
if m.orderStore.get() == nil {
t.Error("orderStore not established")
}
}
func TestOrdersAdd(t *testing.T) {
m := OrdersSetup(t)
err := m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestOrdersAdd",
})
if err != nil {
t.Error(err)
}
err = m.orderStore.add(&order.Detail{
Exchange: "testTest",
ID: "TestOrdersAdd",
})
if err == nil {
t.Error("Expected error from non existent exchange")
}
err = m.orderStore.add(nil)
if err == nil {
t.Error("Expected error from nil order")
}
err = m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestOrdersAdd",
})
if err == nil {
t.Error("Expected error re-adding order")
}
}
func TestGetByInternalOrderID(t *testing.T) {
m := OrdersSetup(t)
err := m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestGetByInternalOrderID",
InternalOrderID: "internalTest",
})
if err != nil {
t.Error(err)
}
o, err := m.orderStore.getByInternalOrderID("internalTest")
if err != nil {
t.Error(err)
}
if o == nil {
t.Fatal("Expected a matching order")
}
if o.ID != "TestGetByInternalOrderID" {
t.Error("Expected to retrieve order")
}
_, err = m.orderStore.getByInternalOrderID("NoOrder")
if err != ErrOrderNotFound {
t.Error(err)
}
}
func TestGetByExchange(t *testing.T) {
m := OrdersSetup(t)
err := m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestGetByExchange",
InternalOrderID: "internalTestGetByExchange",
})
if err != nil {
t.Error(err)
}
err = m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestGetByExchange2",
InternalOrderID: "internalTestGetByExchange2",
})
if err != nil {
t.Error(err)
}
err = m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestGetByExchange3",
InternalOrderID: "internalTest3",
})
if err != nil {
t.Error(err)
}
var o []*order.Detail
o, err = m.orderStore.getByExchange(testExchange)
if err != nil {
t.Error(err)
}
if o == nil {
t.Error("Expected non nil response")
}
var o1Found, o2Found bool
for i := range o {
if o[i].ID == "TestGetByExchange" && o[i].Exchange == testExchange {
o1Found = true
}
if o[i].ID == "TestGetByExchange2" && o[i].Exchange == testExchange {
o2Found = true
}
}
if !o1Found || !o2Found {
t.Error("Expected orders 'TestGetByExchange' and 'TestGetByExchange2' to be returned")
}
_, err = m.orderStore.getByInternalOrderID("NoOrder")
if err != ErrOrderNotFound {
t.Error(err)
}
err = m.orderStore.add(&order.Detail{
Exchange: "thisWillFail",
})
if err == nil {
t.Error("Expected exchange not found error")
}
}
func TestGetByExchangeAndID(t *testing.T) {
m := OrdersSetup(t)
err := m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "TestGetByExchangeAndID",
})
if err != nil {
t.Error(err)
}
o, err := m.orderStore.getByExchangeAndID(testExchange, "TestGetByExchangeAndID")
if err != nil {
t.Error(err)
}
if o.ID != "TestGetByExchangeAndID" {
t.Error("Expected to retrieve order")
}
_, err = m.orderStore.getByExchangeAndID("", "TestGetByExchangeAndID")
if err != ErrExchangeNotFound {
t.Error(err)
}
_, err = m.orderStore.getByExchangeAndID(testExchange, "")
if err != ErrOrderNotFound {
t.Error(err)
}
}
func TestExists(t *testing.T) {
m := OrdersSetup(t)
if m.orderStore.exists(nil) {
t.Error("Expected false")
}
o := &order.Detail{
Exchange: testExchange,
ID: "TestExists",
}
err := m.orderStore.add(o)
if err != nil {
t.Error(err)
}
b := m.orderStore.exists(o)
if !b {
t.Error("Expected true")
}
}
func TestCancelOrder(t *testing.T) {
m := OrdersSetup(t)
err := m.Cancel(nil)
if err == nil {
t.Error("Expected error due to empty order")
}
err = m.Cancel(&order.Cancel{})
if err == nil {
t.Error("Expected error due to empty order")
}
err = m.Cancel(&order.Cancel{
Exchange: testExchange,
})
if err == nil {
t.Error("Expected error due to no order ID")
}
err = m.Cancel(&order.Cancel{
ID: "ID",
})
if err == nil {
t.Error("Expected error due to no Exchange")
}
err = m.Cancel(&order.Cancel{
ID: "ID",
Exchange: testExchange,
AssetType: asset.Binary,
})
if err == nil {
t.Error("Expected error due to bad asset type")
}
o := &order.Detail{
Exchange: testExchange,
ID: "1337",
Status: order.New,
}
err = m.orderStore.add(o)
if err != nil {
t.Error(err)
}
err = m.Cancel(&order.Cancel{
ID: "Unknown",
Exchange: testExchange,
AssetType: asset.Spot,
})
if err == nil {
t.Error("Expected error due to no order found")
}
pair, err := currency.NewPairFromString("BTCUSD")
if err != nil {
t.Fatal(err)
}
cancel := &order.Cancel{
Exchange: testExchange,
ID: "1337",
Side: order.Sell,
Status: order.New,
AssetType: asset.Spot,
Date: time.Now(),
Pair: pair,
}
err = m.Cancel(cancel)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
if o.Status != order.Cancelled {
t.Error("Failed to cancel")
}
}
func TestGetOrderInfo(t *testing.T) {
m := OrdersSetup(t)
_, err := m.GetOrderInfo("", "", currency.Pair{}, "")
if err == nil {
t.Error("Expected error due to empty order")
}
var result order.Detail
result, err = m.GetOrderInfo(testExchange, "1337", currency.Pair{}, "")
if err != nil {
t.Error(err)
}
if result.ID != "1337" {
t.Error("unexpected order returned")
}
result, err = m.GetOrderInfo(testExchange, "1337", currency.Pair{}, "")
if err != nil {
t.Error(err)
}
if result.ID != "1337" {
t.Error("unexpected order returned")
}
}
func TestCancelAllOrders(t *testing.T) {
m := OrdersSetup(t)
o := &order.Detail{
Exchange: testExchange,
ID: "TestCancelAllOrders",
Status: order.New,
}
err := m.orderStore.add(o)
if err != nil {
t.Error(err)
}
exch := m.orderStore.exchangeManager.GetExchangeByName(testExchange)
m.CancelAllOrders([]exchange.IBotExchange{})
if o.Status == order.Cancelled {
t.Error("Order should not be cancelled")
}
m.CancelAllOrders([]exchange.IBotExchange{exch})
if o.Status != order.Cancelled {
t.Error("Order should be cancelled")
}
o.Status = order.New
m.CancelAllOrders(nil)
if o.Status != order.New {
t.Error("Order should not be cancelled")
}
}
func TestSubmit(t *testing.T) {
m := OrdersSetup(t)
_, err := m.Submit(nil)
if err == nil {
t.Error("Expected error from nil order")
}
o := &order.Submit{
Exchange: "",
ID: "FakePassingExchangeOrder",
Status: order.New,
Type: order.Market,
}
_, err = m.Submit(o)
if err == nil {
t.Error("Expected error from empty exchange")
}
o.Exchange = testExchange
_, err = m.Submit(o)
if err == nil {
t.Error("Expected error from validation")
}
pair, err := currency.NewPairFromString("BTCUSD")
if err != nil {
t.Fatal(err)
}
m.cfg.EnforceLimitConfig = true
m.cfg.AllowMarketOrders = false
o.Pair = pair
o.AssetType = asset.Spot
o.Side = order.Buy
o.Amount = 1
o.Price = 1
_, err = m.Submit(o)
if err == nil {
t.Error("Expected fail due to order market type is not allowed")
}
m.cfg.AllowMarketOrders = true
m.cfg.LimitAmount = 1
o.Amount = 2
_, err = m.Submit(o)
if err == nil {
t.Error("Expected fail due to order limit exceeds allowed limit")
}
m.cfg.LimitAmount = 0
m.cfg.AllowedExchanges = []string{"fake"}
_, err = m.Submit(o)
if err == nil {
t.Error("Expected fail due to order exchange not found in allowed list")
}
failPair, err := currency.NewPairFromString("BTCAUD")
if err != nil {
t.Fatal(err)
}
m.cfg.AllowedExchanges = nil
m.cfg.AllowedPairs = currency.Pairs{failPair}
_, err = m.Submit(o)
if err == nil {
t.Error("Expected fail due to order pair not found in allowed list")
}
m.cfg.AllowedPairs = nil
_, err = m.Submit(o)
if !errors.Is(err, exchange.ErrAuthenticatedRequestWithoutCredentialsSet) {
t.Errorf("error '%v', expected '%v'", err, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
err = m.orderStore.add(&order.Detail{
Exchange: testExchange,
ID: "FakePassingExchangeOrder",
})
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
o2, err := m.orderStore.getByExchangeAndID(testExchange, "FakePassingExchangeOrder")
if err != nil {
t.Error(err)
}
if o2.InternalOrderID == "" {
t.Error("Failed to assign internal order id")
}
}
func TestProcessOrders(t *testing.T) {
m := OrdersSetup(t)
m.processOrders()
}
func TestGetOrdersFiltered(t *testing.T) {
m := OrdersSetup(t)
_, err := m.GetOrdersFiltered(nil)
if err == nil {
t.Error("Expected error from nil filter")
}
orders := []order.Detail{
{
Exchange: testExchange,
ID: "Test1",
},
{
Exchange: testExchange,
ID: "Test2",
},
}
for i := range orders {
if err = m.orderStore.add(&orders[i]); err != nil {
t.Error(err)
}
}
res, err := m.GetOrdersFiltered(&order.Filter{ID: "Test2"})
if err != nil {
t.Error(err)
}
if len(res) != 1 {
t.Errorf("Expected 1 result, got: %d", len(res))
}
}
func Test_getFilteredOrders(t *testing.T) {
m := OrdersSetup(t)
_, err := m.orderStore.getFilteredOrders(nil)
if err == nil {
t.Error("Error expected when Filter is nil")
}
orders := []order.Detail{
{
Exchange: testExchange,
ID: "Test1",
},
{
Exchange: testExchange,
ID: "Test2",
},
}
for i := range orders {
if err = m.orderStore.add(&orders[i]); err != nil {
t.Error(err)
}
}
res, err := m.orderStore.getFilteredOrders(&order.Filter{ID: "Test1"})
if err != nil {
t.Error(err)
}
if len(res) != 1 {
t.Errorf("Expected 1 result, got: %d", len(res))
}
}