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

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

* currency/pairs: add filter method

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

* currency/engine: slight adjustments

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

* currency: more linter

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

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

* currency: don't suppress error

* currency: stop panic on empty currency code

* currency: Add helper method to match currencies between exchanges

* currency: fixed my bad spelling

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

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

* Currency: Cleanup, fix tests.

* engine/exchanges/currency: fix whoops

* Currency: force govet no copy on Item datatype

* Currency: fix naughty linter issues

* exchange: revert change

* currency/config: fix config upgrade mistake

* currency: re-implement currency sub-systems

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

* currency: cleanup

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

* currency: address nits

* currency: fix whoops

* currency: Add some more pairs methods

* currency: linter issues

* currency: RM unused field

* currency: rm verbose

* currency: fix word

* currency: gocritic

* currency: fix another whoopsie

* example_config: default to show log system name

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

* currency: fix log name

* ordermanager: fix potential panic

* currency: small optim.

* engine: display correct bool and force shutdown

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

* engine: fix tests

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

* currency: reduce method name

* currency: Address nits glorious nits

* currency: fix linter

* currency: addr nits

* currency: check underlying role in test

* gct: change to EMPTYCODE and EMPTYPAIR across codebase

* currency: fix nits

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

* currency: Add temp dir for testing

* Update engine/engine.go

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

* documentation: update and regen

* currency: Address niterinos

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

* currency: addr nits

* currency: fix whoops

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

1155 lines
27 KiB
Go

package engine
import (
"context"
"errors"
"sync"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/config"
"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"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
)
// 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(ctx context.Context, 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(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
switch orderID {
case "":
return order.Detail{}, errors.New("")
case "Order1-unknown-to-active":
return order.Detail{
Exchange: testExchange,
Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
AssetType: asset.Spot,
Amount: 1.0,
Side: order.Buy,
Status: order.Active,
LastUpdated: time.Now().Add(-time.Hour),
ID: "Order1-unknown-to-active",
}, nil
case "Order2-active-to-inactive":
return order.Detail{
Exchange: testExchange,
Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
AssetType: asset.Spot,
Amount: 1.0,
Side: order.Sell,
Status: order.Cancelled,
LastUpdated: time.Now().Add(-time.Hour),
ID: "Order2-active-to-inactive",
}, nil
}
return order.Detail{
Exchange: testExchange,
ID: orderID,
Pair: pair,
AssetType: assetType,
Status: order.Cancelled,
}, nil
}
// GetActiveOrders overrides the function used by processOrders to return 1 active order
func (f omfExchange) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
return []order.Detail{{
Exchange: testExchange,
Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
AssetType: asset.Spot,
Amount: 2.0,
Side: order.Sell,
Status: order.Active,
LastUpdated: time.Now().Add(-time.Hour),
ID: "Order3-unknown-to-active",
}}, nil
}
func (f omfExchange) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
ans := *action
ans.ID = "modified_order_id"
return ans, 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 {
t.Helper()
var wg sync.WaitGroup
em := SetupExchangeManager()
exch, err := em.NewExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
exch.SetDefaults()
cfg, err := exch.GetDefaultConfig()
if err != nil {
t.Fatal(err)
}
err = exch.Setup(cfg)
if err != nil {
t.Fatal(err)
}
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)
}
m.started = 1
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",
}
if err := m.orderStore.add(o); err != nil {
t.Error(err)
}
b := m.orderStore.exists(o)
if !b {
t.Error("Expected true")
}
}
func TestStore_modifyOrder(t *testing.T) {
m := OrdersSetup(t)
pair := currency.Pair{
Base: currency.NewCode("XXXXX"),
Quote: currency.NewCode("YYYYY"),
}
err := m.orderStore.add(&order.Detail{
Exchange: testExchange,
AssetType: asset.Spot,
Pair: pair,
ID: "fake_order_id",
Price: 8,
Amount: 128,
})
if err != nil {
t.Error(err)
}
err = m.orderStore.modifyExisting("fake_order_id", &order.Modify{
Exchange: testExchange,
ID: "another_fake_order_id",
Price: 16,
Amount: 256,
})
if err != nil {
t.Error(err)
}
_, err = m.orderStore.getByExchangeAndID(testExchange, "fake_order_id")
if err == nil {
// Expected error, such an order should not exist anymore in the store.
t.Error("Expected error")
}
det, err := m.orderStore.getByExchangeAndID(testExchange, "another_fake_order_id")
if det == nil || err != nil {
t.Fatal("Failed to fetch order details")
}
if det.ID != "another_fake_order_id" || det.Price != 16 || det.Amount != 256 {
t.Errorf(
"have (%s,%f,%f), want (%s,%f,%f)",
det.ID, det.Price, det.Amount,
"another_fake_order_id", 16., 256.,
)
}
}
func TestCancelOrder(t *testing.T) {
m := OrdersSetup(t)
err := m.Cancel(context.Background(), nil)
if err == nil {
t.Error("Expected error due to empty order")
}
err = m.Cancel(context.Background(), &order.Cancel{})
if err == nil {
t.Error("Expected error due to empty order")
}
err = m.Cancel(context.Background(), &order.Cancel{
Exchange: testExchange,
})
if err == nil {
t.Error("Expected error due to no order ID")
}
err = m.Cancel(context.Background(), &order.Cancel{
ID: "ID",
})
if err == nil {
t.Error("Expected error due to no Exchange")
}
err = m.Cancel(context.Background(),
&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(context.Background(),
&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(context.Background(), 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(context.Background(), "", "", currency.EMPTYPAIR, "")
if err == nil {
t.Error("Expected error due to empty order")
}
var result order.Detail
result, err = m.GetOrderInfo(context.Background(),
testExchange, "1337", currency.EMPTYPAIR, "")
if err != nil {
t.Error(err)
}
if result.ID != "1337" {
t.Error("unexpected order returned")
}
result, err = m.GetOrderInfo(context.Background(),
testExchange, "1337", currency.EMPTYPAIR, "")
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,
}
if err := m.orderStore.add(o); err != nil {
t.Error(err)
}
m.CancelAllOrders(context.Background(), []exchange.IBotExchange{})
if o.Status == order.Cancelled {
t.Error("Order should not be cancelled")
}
exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
m.CancelAllOrders(context.Background(), []exchange.IBotExchange{exch})
if o.Status != order.Cancelled {
t.Error("Order should be cancelled")
}
o.Status = order.New
m.CancelAllOrders(context.Background(), nil)
if o.Status != order.New {
t.Error("Order should not be cancelled")
}
}
func TestSubmit(t *testing.T) {
m := OrdersSetup(t)
_, err := m.Submit(context.Background(), 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(context.Background(), o)
if err == nil {
t.Error("Expected error from empty exchange")
}
o.Exchange = testExchange
_, err = m.Submit(context.Background(), 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(context.Background(), 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(context.Background(), 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(context.Background(), 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(context.Background(), o)
if err == nil {
t.Error("Expected fail due to order pair not found in allowed list")
}
m.cfg.AllowedPairs = nil
_, err = m.Submit(context.Background(), 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 TestOrderManager_Modify(t *testing.T) {
pair := currency.Pair{
Base: currency.NewCode("XXXXX"),
Quote: currency.NewCode("YYYYY"),
}
f := func(mod order.Modify, expectError bool, price, amount float64) {
t.Helper()
m := OrdersSetup(t)
err := m.orderStore.add(&order.Detail{
Exchange: testExchange,
AssetType: asset.Spot,
Pair: pair,
ID: "fake_order_id",
Price: 8,
Amount: 128,
})
if err != nil {
t.Error(err)
}
resp, err := m.Modify(context.Background(), &mod)
if expectError {
if err == nil {
t.Fatal("Expected error")
}
return
} else if err != nil {
t.Fatal(err)
}
if resp.OrderID != "modified_order_id" {
t.Errorf("have \"%s\", want \"modified_order_id\"", resp.OrderID)
}
det, err := m.orderStore.getByExchangeAndID(testExchange, resp.OrderID)
if err != nil {
t.Fatal(err)
}
if det.ID != resp.OrderID || det.Price != price || det.Amount != amount {
t.Errorf(
"have (%s,%f,%f), want (%s,%f,%f)",
det.ID, det.Price, det.Amount,
resp.OrderID, price, amount,
)
}
}
model := order.Modify{
// These fields identify the order.
Exchange: testExchange,
AssetType: asset.Spot,
Pair: pair,
ID: "fake_order_id",
// These fields modify the order.
Price: 0,
Amount: 0,
}
// [1] Test if nonexistent order returns an error.
one := model
one.ID = "nonexistent_order_id"
f(one, true, 0, 0)
// [2] Test if price of 0 is ignored.
two := model
two.Price = 0
two.Amount = 256
f(two, false, 8, 256)
// [3] Test if amount of 0 is ignored.
three := model
three.Price = 16
three.Amount = 0
f(three, false, 16, 128)
// [4] Test if both fields work together.
four := model
four.Price = 16
four.Amount = 256
f(four, false, 16, 256)
// [5] Test if both fields missing modifies anything but the ID.
five := model
five.Price = 0
five.Amount = 0
f(five, false, 8, 128)
}
func TestProcessOrders(t *testing.T) {
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)
}
m.started = 1
pairs := currency.Pairs{
currency.Pair{Base: currency.BTC, Quote: currency.USD},
}
// Ensure processOrders() can run the REST calls to GetActiveOrders
// and to GetOrders
exch.GetBase().API = exchange.API{
AuthenticatedSupport: true,
AuthenticatedWebsocketSupport: false,
}
exch.GetBase().Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
RESTCapabilities: protocol.Features{
GetOrder: true,
},
},
}
exch.GetBase().CurrencyPairs = currency.PairsManager{
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
Pairs: map[asset.Item]*currency.PairStore{
asset.Spot: {
AssetEnabled: convert.BoolPtr(true),
Enabled: pairs,
Available: pairs,
},
},
}
exch.GetBase().Config = &config.Exchange{
CurrencyPairs: &currency.PairsManager{
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Delimiter: "-",
Uppercase: true,
},
Pairs: map[asset.Item]*currency.PairStore{
asset.Spot: {
AssetEnabled: convert.BoolPtr(true),
Enabled: pairs,
Available: pairs,
},
},
},
}
orders := []order.Detail{
{
Exchange: testExchange,
Pair: pairs[0],
AssetType: asset.Spot,
Amount: 1.0,
Side: order.Buy,
Status: order.UnknownStatus,
LastUpdated: time.Now().Add(-time.Hour),
ID: "Order1-unknown-to-active",
},
{
Exchange: testExchange,
Pair: pairs[0],
AssetType: asset.Spot,
Amount: 1.0,
Side: order.Sell,
Status: order.Active,
LastUpdated: time.Now().Add(-time.Hour),
ID: "Order2-active-to-inactive",
},
{
Exchange: testExchange,
Pair: pairs[0],
AssetType: asset.Spot,
Amount: 2.0,
Side: order.Sell,
Status: order.UnknownStatus,
LastUpdated: time.Now().Add(-time.Hour),
ID: "Order3-unknown-to-active",
},
}
for i := range orders {
if err = m.orderStore.add(&orders[i]); err != nil {
t.Error(err)
}
}
m.processOrders()
// Order1 is not returned by exch.GetActiveOrders()
// It will be fetched by exch.GetOrderInfo(), which will say it is active
res, err := m.GetOrdersFiltered(&order.Filter{ID: "Order1-unknown-to-active"})
if err != nil {
t.Error(err)
}
if len(res) != 1 {
t.Errorf("Expected 3 result, got: %d", len(res))
}
if res[0].Status != order.Active {
t.Errorf("Order 1 should be active, but status is %s", string(res[0].Status))
}
// Order2 is not returned by exch.GetActiveOrders()
// It will be fetched by exch.GetOrderInfo(), which will say it is cancelled
res, err = m.GetOrdersFiltered(&order.Filter{ID: "Order2-active-to-inactive"})
if err != nil {
t.Error(err)
}
if len(res) != 1 {
t.Errorf("Expected 1 result, got: %d", len(res))
}
if res[0].Status != order.Cancelled {
t.Errorf("Order 2 should be cancelled, but status is %s", string(res[0].Status))
}
// Order3 is returned by exch.GetActiveOrders(), which will say it is active
res, err = m.GetOrdersFiltered(&order.Filter{ID: "Order3-unknown-to-active"})
if err != nil {
t.Error(err)
}
if len(res) != 1 {
t.Errorf("Expected 1 result, got: %d", len(res))
}
if res[0].Status != order.Active {
t.Errorf("Order 3 should be active, but status is %s", string(res[0].Status))
}
}
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))
}
}
func TestGetOrdersActive(t *testing.T) {
m := OrdersSetup(t)
var err error
orders := []order.Detail{
{
Exchange: testExchange,
Amount: 1.0,
Side: order.Buy,
Status: order.Cancelled,
ID: "Test1",
},
{
Exchange: testExchange,
Amount: 1.0,
Side: order.Sell,
Status: order.Active,
ID: "Test2",
},
}
for i := range orders {
if err = m.orderStore.add(&orders[i]); err != nil {
t.Error(err)
}
}
res, err := m.GetOrdersActive(nil)
if err != nil {
t.Error(err)
}
if len(res) != 1 {
t.Errorf("TestGetOrdersActive - Expected 1 result, got: %d", len(res))
}
res, err = m.GetOrdersActive(&order.Filter{Side: order.Sell})
if err != nil {
t.Error(err)
}
if len(res) != 1 {
t.Errorf("TestGetOrdersActive - Expected 1 result, got: %d", len(res))
}
res, err = m.GetOrdersActive(&order.Filter{Side: order.Buy})
if err != nil {
t.Error(err)
}
if len(res) != 0 {
t.Errorf("TestGetOrdersActive - Expected 0 results, got: %d", len(res))
}
}
func Test_processMatchingOrders(t *testing.T) {
m := OrdersSetup(t)
exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
orders := []order.Detail{
{
Exchange: testExchange,
ID: "Test1",
LastUpdated: time.Now(),
},
{
Exchange: testExchange,
ID: "Test2",
LastUpdated: time.Now(),
},
{
Exchange: testExchange,
ID: "Test3",
LastUpdated: time.Now().Add(-time.Hour),
},
{
Exchange: testExchange,
ID: "Test4",
LastUpdated: time.Now().Add(-time.Hour),
},
}
requiresProcessing := make(map[string]bool, len(orders))
for i := range orders {
orders[i].GenerateInternalOrderID()
if i%2 == 0 {
requiresProcessing[orders[i].InternalOrderID] = false
} else {
requiresProcessing[orders[i].InternalOrderID] = true
}
}
var wg sync.WaitGroup
wg.Add(1)
m.processMatchingOrders(exch, orders, requiresProcessing, &wg)
wg.Wait()
res, err := m.GetOrdersFiltered(&order.Filter{Exchange: testExchange})
if err != nil {
t.Error(err)
}
if len(res) != 1 {
t.Errorf("Expected 1 result, got: %d", len(res))
}
if res[0].ID != "Test4" {
t.Error("Order Test4 should have been fetched and updated")
}
}
func TestFetchAndUpdateExchangeOrder(t *testing.T) {
m := OrdersSetup(t)
exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange)
if err != nil {
t.Fatal(err)
}
err = m.FetchAndUpdateExchangeOrder(exch, nil, asset.Spot)
if err == nil {
t.Error("Error expected when order is nil")
}
o := &order.Detail{
Exchange: testExchange,
Amount: 1.0,
Side: order.Sell,
Status: order.Active,
ID: "Test",
}
err = m.FetchAndUpdateExchangeOrder(exch, o, asset.Spot)
if err != nil {
t.Error(err)
}
if o.Status != order.Active {
t.Error("Order should be active")
}
res, err := m.GetOrdersFiltered(&order.Filter{Exchange: testExchange})
if err != nil {
t.Error(err)
}
if len(res) != 1 {
t.Errorf("Expected 1 result, got: %d", len(res))
}
o.Status = order.PartiallyCancelled
err = m.FetchAndUpdateExchangeOrder(exch, o, asset.Spot)
if err != nil {
t.Error(err)
}
res, err = m.GetOrdersFiltered(&order.Filter{Exchange: testExchange})
if err != nil {
t.Error(err)
}
if len(res) != 1 {
t.Errorf("Expected 1 result, got: %d", len(res))
}
}
func Test_getActiveOrders(t *testing.T) {
m := OrdersSetup(t)
var err error
orders := []order.Detail{
{
Exchange: testExchange,
Amount: 1.0,
Side: order.Buy,
Status: order.Cancelled,
ID: "Test1",
},
{
Exchange: testExchange,
Amount: 1.0,
Side: order.Sell,
Status: order.Active,
ID: "Test2",
},
}
for i := range orders {
if err = m.orderStore.add(&orders[i]); err != nil {
t.Error(err)
}
}
res := m.orderStore.getActiveOrders(nil)
if len(res) != 1 {
t.Errorf("Test_getActiveOrders - Expected 1 result, got: %d", len(res))
}
res = m.orderStore.getActiveOrders(&order.Filter{Side: order.Sell})
if len(res) != 1 {
t.Errorf("Test_getActiveOrders - Expected 1 result, got: %d", len(res))
}
res = m.orderStore.getActiveOrders(&order.Filter{Side: order.Buy})
if len(res) != 0 {
t.Errorf("Test_getActiveOrders - Expected 0 results, got: %d", len(res))
}
}