mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* Exchanges: Initial implementation after rebase of depth (WIP) * orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth * buffer/orderbook: conversion continued (WIP) * exchange: buffer/linkedlist handover (WIP) * Added some tests for yesterday * linkedList: added more testing and trying to figure out broken things * Started tying everything in * continuous integration and testing * orderbook: expanded tests * go mod tidy * Add in different synchornisation levels for protocols Add in timer for the streaming system to reduce updates to datahandler Add in more test code as I integrate more exchanges * Depth: Add tests, add length check to call linked list updating, add in constructor. Linked List: Improve tests, add in checks for zero liquidity on books. Node: Added in cleaner POC, add in contructor. Buffer: Fixed tests, checked benchmarks. * orderbook: reinstate dispatch calls * Addr glorious & madcozbad nits * fix functionality and add tests * Address linterinos * remove label * expanded comment * fix races and and bitmex test * reinstate go routine for alerting changes * rm line :D * fix more tests * Addr glorious nits * rm glorious field * depth: defer unlock to stop deadlock * orderbook: remove unused vars * buffer: fix test to what it should be * nits: madcosbad addr * nits: glorious nits * linkedlist: remove unused params * orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits * orderbook: nits addressed * engine: change stream -> websocket convention and remove unused function * nits: glorious nits * Websocket Buffer: Add verbosity switch * linked list: Add comment * linked list: fix spelling * nits: glorious nits * orderbook: Adds in test and explicit time type with constructor, fix nits * linter * spelling: removed the dere fence * depth: Update alerting mechanism to a more battle tested state * depth: spelling * nits: glorious nits * linked list: match cases * buffer: fix linter issue * golangci: increase timeout by 30 seconds * nodes: update atomic checks * spelling: fix * node: add in commentary * exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type * linter: exchange linter issues * syncer: Add in warning * nits: glorious nits * AssetWebsocketSupport: unexport map * Nits: Adrr * rm letter * exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates * general: fix spelling remove breakpoint * nits: fix more glorious nits until more are found * orderbook: fix tests * orderbook: fix wait tests and add in more checks * nits: addr * orderbook: remove dispatch reference * linkedlist: consolidate bid/ask functions * linked lisdt: remove words * fix spelling
1450 lines
30 KiB
Go
1450 lines
30 KiB
Go
package orderbook
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import (
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"errors"
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"fmt"
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"testing"
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"time"
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)
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var ask = Items{
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Item{Price: 1337, Amount: 1},
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Item{Price: 1338, Amount: 1},
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Item{Price: 1339, Amount: 1},
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Item{Price: 1340, Amount: 1},
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Item{Price: 1341, Amount: 1},
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Item{Price: 1342, Amount: 1},
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Item{Price: 1343, Amount: 1},
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Item{Price: 1344, Amount: 1},
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Item{Price: 1345, Amount: 1},
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Item{Price: 1346, Amount: 1},
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Item{Price: 1347, Amount: 1},
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Item{Price: 1348, Amount: 1},
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Item{Price: 1349, Amount: 1},
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Item{Price: 1350, Amount: 1},
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Item{Price: 1351, Amount: 1},
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Item{Price: 1352, Amount: 1},
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Item{Price: 1353, Amount: 1},
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Item{Price: 1354, Amount: 1},
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Item{Price: 1355, Amount: 1},
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Item{Price: 1356, Amount: 1},
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}
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// Display displays depth content for tests
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func (ll *linkedList) display() {
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for tip := ll.head; tip != nil; tip = tip.next {
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fmt.Printf("NODE: %+v %p \n", tip, tip)
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}
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fmt.Println()
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}
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func TestLoad(t *testing.T) {
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list := asks{}
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Check(list, 0, 0, 0, t)
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stack := newStack()
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list.load(Items{
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{Price: 1, Amount: 1},
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{Price: 3, Amount: 1},
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{Price: 5, Amount: 1},
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{Price: 7, Amount: 1},
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{Price: 9, Amount: 1},
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{Price: 11, Amount: 1},
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}, stack)
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if stack.getCount() != 0 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 0, stack.getCount())
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}
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Check(list, 6, 36, 6, t)
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list.load(Items{
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{Price: 1, Amount: 1},
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{Price: 3, Amount: 1},
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{Price: 5, Amount: 1},
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}, stack)
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if stack.getCount() != 3 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 3, stack.getCount())
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}
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Check(list, 3, 9, 3, t)
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list.load(Items{
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{Price: 1, Amount: 1},
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{Price: 3, Amount: 1},
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{Price: 5, Amount: 1},
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{Price: 7, Amount: 1},
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}, stack)
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if stack.getCount() != 2 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 2, stack.getCount())
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}
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Check(list, 4, 16, 4, t)
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// purge entire list
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list.load(nil, stack)
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if stack.getCount() != 6 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 6, stack.getCount())
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}
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Check(list, 0, 0, 0, t)
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}
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// 22222386 57.3 ns/op 0 B/op 0 allocs/op (old)
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// 27906781 42.4 ns/op 0 B/op 0 allocs/op (new)
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func BenchmarkLoad(b *testing.B) {
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ll := linkedList{}
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s := newStack()
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for i := 0; i < b.N; i++ {
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ll.load(ask, s)
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}
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}
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func TestUpdateInsertByPrice(t *testing.T) {
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a := asks{}
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stack := newStack()
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asksSnapshot := Items{
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{Price: 1, Amount: 1},
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{Price: 3, Amount: 1},
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{Price: 5, Amount: 1},
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{Price: 7, Amount: 1},
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{Price: 9, Amount: 1},
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{Price: 11, Amount: 1},
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}
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a.load(asksSnapshot, stack)
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// Update one instance with matching price
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a.updateInsertByPrice(Items{
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{Price: 1, Amount: 2},
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}, stack, 0, getNow())
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Check(a, 7, 37, 6, t)
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if stack.getCount() != 0 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 0, stack.getCount())
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}
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// Insert at head
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a.updateInsertByPrice(Items{
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{Price: 0.5, Amount: 2},
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}, stack, 0, getNow())
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Check(a, 9, 38, 7, t)
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if stack.getCount() != 0 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 0, stack.getCount())
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}
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// Insert at tail
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a.updateInsertByPrice(Items{
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{Price: 12, Amount: 2},
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}, stack, 0, getNow())
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Check(a, 11, 62, 8, t)
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if stack.getCount() != 0 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 0, stack.getCount())
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}
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// Insert between price and up to and beyond max allowable depth level
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a.updateInsertByPrice(Items{
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{Price: 11.5, Amount: 2},
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{Price: 10.5, Amount: 2},
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{Price: 13, Amount: 2},
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}, stack, 10, getNow())
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Check(a, 15, 106, 10, t)
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if stack.getCount() != 1 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 1, stack.getCount())
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}
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// delete at tail
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a.updateInsertByPrice(Items{
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{Price: 12, Amount: 0},
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}, stack, 0, getNow())
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Check(a, 13, 82, 9, t)
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if stack.getCount() != 2 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 2, stack.getCount())
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}
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// delete at mid
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a.updateInsertByPrice(Items{
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{Price: 7, Amount: 0},
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}, stack, 0, getNow())
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Check(a, 12, 75, 8, t)
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if stack.getCount() != 3 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 3, stack.getCount())
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}
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// delete at head
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a.updateInsertByPrice(Items{
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{Price: 0.5, Amount: 0},
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}, stack, 0, getNow())
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Check(a, 10, 74, 7, t)
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if stack.getCount() != 4 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 4, stack.getCount())
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}
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// purge if liquidity plunges to zero
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a.load(nil, stack)
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// rebuild everything again
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a.updateInsertByPrice(Items{
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{Price: 1, Amount: 1},
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{Price: 3, Amount: 1},
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{Price: 5, Amount: 1},
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{Price: 7, Amount: 1},
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{Price: 9, Amount: 1},
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{Price: 11, Amount: 1},
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}, stack, 0, getNow())
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Check(a, 6, 36, 6, t)
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if stack.getCount() != 5 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 4, stack.getCount())
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}
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b := bids{}
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bidsSnapshot := Items{
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{Price: 11, Amount: 1},
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{Price: 9, Amount: 1},
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{Price: 7, Amount: 1},
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{Price: 5, Amount: 1},
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{Price: 3, Amount: 1},
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{Price: 1, Amount: 1},
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}
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b.load(bidsSnapshot, stack)
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// Update one instance with matching price
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b.updateInsertByPrice(Items{
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{Price: 11, Amount: 2},
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}, stack, 0, getNow())
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Check(b, 7, 47, 6, t)
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if stack.getCount() != 0 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 0, stack.getCount())
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}
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// Insert at head
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b.updateInsertByPrice(Items{
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{Price: 12, Amount: 2},
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}, stack, 0, getNow())
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Check(b, 9, 71, 7, t)
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if stack.getCount() != 0 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 0, stack.getCount())
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}
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// Insert at tail
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b.updateInsertByPrice(Items{
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{Price: 0.5, Amount: 2},
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}, stack, 0, getNow())
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Check(b, 11, 72, 8, t)
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if stack.getCount() != 0 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 0, stack.getCount())
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}
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// Insert between price and up to and beyond max allowable depth level
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b.updateInsertByPrice(Items{
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{Price: 11.5, Amount: 2},
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{Price: 10.5, Amount: 2},
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{Price: 13, Amount: 2},
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}, stack, 10, getNow())
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Check(b, 15, 141, 10, t)
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if stack.getCount() != 1 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 0, stack.getCount())
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}
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// Insert between price and up to and beyond max allowable depth level
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b.updateInsertByPrice(Items{
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{Price: 1, Amount: 0},
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}, stack, 0, getNow())
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Check(b, 14, 140, 9, t)
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if stack.getCount() != 2 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 2, stack.getCount())
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}
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// delete at mid
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b.updateInsertByPrice(Items{
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{Price: 10.5, Amount: 0},
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}, stack, 0, getNow())
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Check(b, 12, 119, 8, t)
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if stack.getCount() != 3 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 3, stack.getCount())
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}
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// delete at head
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b.updateInsertByPrice(Items{
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{Price: 13, Amount: 0},
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}, stack, 0, getNow())
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Check(b, 10, 93, 7, t)
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if stack.getCount() != 4 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 4, stack.getCount())
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}
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// purge if liquidity plunges to zero
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b.load(nil, stack)
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// rebuild everything again
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b.updateInsertByPrice(Items{
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{Price: 1, Amount: 1},
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{Price: 3, Amount: 1},
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{Price: 5, Amount: 1},
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{Price: 7, Amount: 1},
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{Price: 9, Amount: 1},
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{Price: 11, Amount: 1},
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}, stack, 0, getNow())
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Check(b, 6, 36, 6, t)
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if stack.getCount() != 5 {
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t.Fatalf("incorrect stack count expected: %v received: %v", 4, stack.getCount())
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}
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}
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func TestCleanup(t *testing.T) {
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a := asks{}
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stack := newStack()
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asksSnapshot := Items{
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{Price: 1, Amount: 1},
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{Price: 3, Amount: 1},
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{Price: 5, Amount: 1},
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{Price: 7, Amount: 1},
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{Price: 9, Amount: 1},
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{Price: 11, Amount: 1},
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}
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a.load(asksSnapshot, stack)
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a.cleanup(6, stack)
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Check(a, 6, 36, 6, t)
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a.cleanup(5, stack)
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Check(a, 5, 25, 5, t)
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a.cleanup(1, stack)
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Check(a, 1, 1, 1, t)
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a.cleanup(10, stack)
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Check(a, 1, 1, 1, t)
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a.cleanup(0, stack) // will purge, underlying checks are done elseware to prevent this
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Check(a, 0, 0, 0, t)
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}
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// 46154023 24.0 ns/op 0 B/op 0 allocs/op (old)
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// 134830672 9.83 ns/op 0 B/op 0 allocs/op (new)
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func BenchmarkUpdateInsertByPrice_Amend(b *testing.B) {
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a := asks{}
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stack := newStack()
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a.load(ask, stack)
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updates := Items{
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{
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Price: 1337, // Amend
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Amount: 2,
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},
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{
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Price: 1337, // Amend
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Amount: 1,
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},
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}
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for i := 0; i < b.N; i++ {
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a.updateInsertByPrice(updates, stack, 0, getNow())
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}
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}
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// 49763002 24.9 ns/op 0 B/op 0 allocs/op
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func BenchmarkUpdateInsertByPrice_Insert_Delete(b *testing.B) {
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a := asks{}
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stack := newStack()
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a.load(ask, stack)
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updates := Items{
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{
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Price: 1337.5, // Insert
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Amount: 2,
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},
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{
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Price: 1337.5, // Delete
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Amount: 0,
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},
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}
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for i := 0; i < b.N; i++ {
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a.updateInsertByPrice(updates, stack, 0, getNow())
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}
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}
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func TestUpdateByID(t *testing.T) {
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a := asks{}
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s := newStack()
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asksSnapshot := Items{
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{Price: 1, Amount: 1, ID: 1},
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{Price: 3, Amount: 1, ID: 3},
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{Price: 5, Amount: 1, ID: 5},
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{Price: 7, Amount: 1, ID: 7},
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{Price: 9, Amount: 1, ID: 9},
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{Price: 11, Amount: 1, ID: 11},
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}
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a.load(asksSnapshot, s)
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err := a.updateByID(Items{
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{Price: 1, Amount: 1, ID: 1},
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{Price: 3, Amount: 1, ID: 3},
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{Price: 5, Amount: 1, ID: 5},
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{Price: 7, Amount: 1, ID: 7},
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{Price: 9, Amount: 1, ID: 9},
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{Price: 11, Amount: 1, ID: 11},
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})
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if err != nil {
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t.Fatal(err)
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}
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Check(a, 6, 36, 6, t)
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err = a.updateByID(Items{
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{Price: 11, Amount: 1, ID: 1337},
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})
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if !errors.Is(err, errIDCannotBeMatched) {
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t.Fatalf("expecting %s but received %v", errIDCannotBeMatched, err)
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}
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err = a.updateByID(Items{ // Simulate Bitmex updating
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{Price: 0, Amount: 1337, ID: 3},
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})
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if !errors.Is(err, nil) {
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t.Fatalf("expecting %v but received %v", nil, err)
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}
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|
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if a.retrieve()[1].Price == 0 {
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t.Fatal("price should not be replaced with zero")
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}
|
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|
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if a.retrieve()[1].Amount != 1337 {
|
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t.Fatal("unexpected value for update")
|
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}
|
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}
|
|
|
|
// 46043871 25.9 ns/op 0 B/op 0 allocs/op
|
|
func BenchmarkUpdateByID(b *testing.B) {
|
|
asks := linkedList{}
|
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s := newStack()
|
|
asksSnapshot := Items{
|
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{Price: 1, Amount: 1, ID: 1},
|
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{Price: 3, Amount: 1, ID: 3},
|
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{Price: 5, Amount: 1, ID: 5},
|
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{Price: 7, Amount: 1, ID: 7},
|
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{Price: 9, Amount: 1, ID: 9},
|
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{Price: 11, Amount: 1, ID: 11},
|
|
}
|
|
asks.load(asksSnapshot, s)
|
|
|
|
for i := 0; i < b.N; i++ {
|
|
err := asks.updateByID(Items{
|
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{Price: 1, Amount: 1, ID: 1},
|
|
{Price: 3, Amount: 1, ID: 3},
|
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{Price: 5, Amount: 1, ID: 5},
|
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{Price: 7, Amount: 1, ID: 7},
|
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{Price: 9, Amount: 1, ID: 9},
|
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{Price: 11, Amount: 1, ID: 11},
|
|
})
|
|
if err != nil {
|
|
b.Fatal(err)
|
|
}
|
|
}
|
|
}
|
|
|
|
func TestDeleteByID(t *testing.T) {
|
|
a := asks{}
|
|
s := newStack()
|
|
asksSnapshot := Items{
|
|
{Price: 1, Amount: 1, ID: 1},
|
|
{Price: 3, Amount: 1, ID: 3},
|
|
{Price: 5, Amount: 1, ID: 5},
|
|
{Price: 7, Amount: 1, ID: 7},
|
|
{Price: 9, Amount: 1, ID: 9},
|
|
{Price: 11, Amount: 1, ID: 11},
|
|
}
|
|
a.load(asksSnapshot, s)
|
|
|
|
// Delete at head
|
|
err := a.deleteByID(Items{
|
|
{Price: 1, Amount: 1, ID: 1},
|
|
}, s, false)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 5, 35, 5, t)
|
|
|
|
// Delete at tail
|
|
err = a.deleteByID(Items{
|
|
{Price: 1, Amount: 1, ID: 11},
|
|
}, s, false)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 4, 24, 4, t)
|
|
|
|
// Delete in middle
|
|
err = a.deleteByID(Items{
|
|
{Price: 1, Amount: 1, ID: 5},
|
|
}, s, false)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 3, 19, 3, t)
|
|
|
|
// Intentional error
|
|
err = a.deleteByID(Items{
|
|
{Price: 11, Amount: 1, ID: 1337},
|
|
}, s, false)
|
|
if !errors.Is(err, errIDCannotBeMatched) {
|
|
t.Fatalf("expecting %s but received %v", errIDCannotBeMatched, err)
|
|
}
|
|
|
|
// Error bypass
|
|
err = a.deleteByID(Items{
|
|
{Price: 11, Amount: 1, ID: 1337},
|
|
}, s, true)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
}
|
|
|
|
func TestUpdateInsertByIDAsk(t *testing.T) {
|
|
a := asks{}
|
|
s := newStack()
|
|
asksSnapshot := Items{
|
|
{Price: 1, Amount: 1, ID: 1},
|
|
{Price: 3, Amount: 1, ID: 3},
|
|
{Price: 5, Amount: 1, ID: 5},
|
|
{Price: 7, Amount: 1, ID: 7},
|
|
{Price: 9, Amount: 1, ID: 9},
|
|
{Price: 11, Amount: 1, ID: 11},
|
|
}
|
|
a.load(asksSnapshot, s)
|
|
|
|
// Update one instance with matching ID
|
|
err := a.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 7, 37, 6, t)
|
|
|
|
// Reset
|
|
a.load(asksSnapshot, s)
|
|
|
|
// Update all instances with matching ID in order
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 5, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 12, 72, 6, t)
|
|
|
|
// Update all instances with matching ID in backwards
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 5, Amount: 2, ID: 5},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 12, 72, 6, t)
|
|
|
|
// Update all instances with matching ID all over the ship
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 5, Amount: 2, ID: 5},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 12, 72, 6, t)
|
|
|
|
// Update all instances move one before ID in middle
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 2, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 12, 66, 6, t)
|
|
|
|
// Update all instances move one before ID at head
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: .5, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 12, 63, 6, t)
|
|
|
|
// Reset
|
|
a.load(asksSnapshot, s)
|
|
|
|
// Update all instances move one after ID
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 8, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 12, 78, 6, t)
|
|
|
|
// Reset
|
|
a.load(asksSnapshot, s)
|
|
|
|
// Update all instances move one after ID to tail
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 12, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 12, 86, 6, t)
|
|
|
|
// Update all instances then pop new instance
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 12, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
{Price: 10, Amount: 2, ID: 10},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 14, 106, 7, t)
|
|
|
|
// Reset
|
|
a.load(asksSnapshot, s)
|
|
|
|
// Update all instances pop at head
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 0.5, Amount: 2, ID: 0},
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 12, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 14, 87, 7, t)
|
|
|
|
// bookmark head and move to mid
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 7.5, Amount: 2, ID: 0},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 14, 101, 7, t)
|
|
|
|
// bookmark head and move to tail
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 12.5, Amount: 2, ID: 1},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 14, 124, 7, t)
|
|
|
|
// move tail location to head
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 2.5, Amount: 2, ID: 1},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 14, 104, 7, t)
|
|
|
|
// move tail location to mid
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 8, Amount: 2, ID: 5},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 14, 96, 7, t)
|
|
|
|
// insert at tail dont match
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 30, Amount: 2, ID: 1234},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 16, 156, 8, t)
|
|
|
|
// insert between last and 2nd last
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 12, Amount: 2, ID: 12345},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 18, 180, 9, t)
|
|
|
|
// readjust at end
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 29, Amount: 3, ID: 1234},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 19, 207, 9, t)
|
|
|
|
// readjust further and decrease price past tail
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 31, Amount: 3, ID: 1234},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 19, 213, 9, t)
|
|
|
|
// purge
|
|
a.load(nil, s)
|
|
|
|
// insert with no liquidity and jumbled
|
|
err = a.updateInsertByID(Items{
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 0.5, Amount: 2, ID: 0},
|
|
{Price: 12, Amount: 2, ID: 5},
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 14, 87, 7, t)
|
|
}
|
|
|
|
func TestUpdateInsertByIDBids(t *testing.T) {
|
|
b := bids{}
|
|
s := newStack()
|
|
bidsSnapshot := Items{
|
|
{Price: 11, Amount: 1, ID: 11},
|
|
{Price: 9, Amount: 1, ID: 9},
|
|
{Price: 7, Amount: 1, ID: 7},
|
|
{Price: 5, Amount: 1, ID: 5},
|
|
{Price: 3, Amount: 1, ID: 3},
|
|
{Price: 1, Amount: 1, ID: 1},
|
|
}
|
|
b.load(bidsSnapshot, s)
|
|
|
|
// Update one instance with matching ID
|
|
err := b.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 7, 37, 6, t)
|
|
|
|
// Reset
|
|
b.load(bidsSnapshot, s)
|
|
|
|
// Update all instances with matching ID in order
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 5, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 12, 72, 6, t)
|
|
|
|
// Update all instances with matching ID in backwards
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 5, Amount: 2, ID: 5},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 12, 72, 6, t)
|
|
|
|
// Update all instances with matching ID all over the ship
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 5, Amount: 2, ID: 5},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 12, 72, 6, t)
|
|
|
|
// Update all instances move one before ID in middle
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 2, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 12, 66, 6, t)
|
|
|
|
// Update all instances move one before ID at head
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: .5, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 12, 63, 6, t)
|
|
|
|
// Reset
|
|
b.load(bidsSnapshot, s)
|
|
|
|
// Update all instances move one after ID
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 8, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 12, 78, 6, t)
|
|
|
|
// Reset
|
|
b.load(bidsSnapshot, s)
|
|
|
|
// Update all instances move one after ID to tail
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 12, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 12, 86, 6, t)
|
|
|
|
// Update all instances then pop new instance
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 12, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
{Price: 10, Amount: 2, ID: 10},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 14, 106, 7, t)
|
|
|
|
// Reset
|
|
b.load(bidsSnapshot, s)
|
|
|
|
// Update all instances pop at tail
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 0.5, Amount: 2, ID: 0},
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 12, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 14, 87, 7, t)
|
|
|
|
// bookmark head and move to mid
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 9.5, Amount: 2, ID: 5},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 14, 82, 7, t)
|
|
|
|
// bookmark head and move to tail
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 0.25, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 14, 60.5, 7, t)
|
|
|
|
// move tail location to head
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 10, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 14, 80, 7, t)
|
|
|
|
// move tail location to mid
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 7.5, Amount: 2, ID: 0},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 14, 94, 7, t)
|
|
|
|
// insert at head dont match
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 30, Amount: 2, ID: 1234},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 16, 154, 8, t)
|
|
|
|
// insert between last and 2nd last
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 1.5, Amount: 2, ID: 12345},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
Check(b, 18, 157, 9, t)
|
|
|
|
// readjust at end
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 1, Amount: 3, ID: 1},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
Check(b, 19, 158, 9, t)
|
|
|
|
// readjust further and decrease price past tail
|
|
err = b.updateInsertByID(Items{
|
|
{Price: .9, Amount: 3, ID: 1},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
Check(b, 19, 157.7, 9, t)
|
|
|
|
// purge
|
|
b.load(nil, s)
|
|
|
|
// insert with no liquidity and jumbled
|
|
err = b.updateInsertByID(Items{
|
|
{Price: 0.5, Amount: 2, ID: 0},
|
|
{Price: 1, Amount: 2, ID: 1},
|
|
{Price: 3, Amount: 2, ID: 3},
|
|
{Price: 12, Amount: 2, ID: 5},
|
|
{Price: 7, Amount: 2, ID: 7},
|
|
{Price: 9, Amount: 2, ID: 9},
|
|
{Price: 11, Amount: 2, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 14, 87, 7, t)
|
|
}
|
|
|
|
func TestInsertUpdatesBid(t *testing.T) {
|
|
b := bids{}
|
|
s := newStack()
|
|
bidsSnapshot := Items{
|
|
{Price: 11, Amount: 1, ID: 11},
|
|
{Price: 9, Amount: 1, ID: 9},
|
|
{Price: 7, Amount: 1, ID: 7},
|
|
{Price: 5, Amount: 1, ID: 5},
|
|
{Price: 3, Amount: 1, ID: 3},
|
|
{Price: 1, Amount: 1, ID: 1},
|
|
}
|
|
b.load(bidsSnapshot, s)
|
|
|
|
err := b.insertUpdates(Items{
|
|
{Price: 11, Amount: 1, ID: 11},
|
|
{Price: 9, Amount: 1, ID: 9},
|
|
{Price: 7, Amount: 1, ID: 7},
|
|
{Price: 5, Amount: 1, ID: 5},
|
|
{Price: 3, Amount: 1, ID: 3},
|
|
{Price: 1, Amount: 1, ID: 1},
|
|
}, s)
|
|
if !errors.Is(err, errCollisionDetected) {
|
|
t.Fatalf("expected error %s but received %v", errCollisionDetected, err)
|
|
}
|
|
|
|
Check(b, 6, 36, 6, t)
|
|
|
|
// Insert at head
|
|
err = b.insertUpdates(Items{
|
|
{Price: 12, Amount: 1, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 7, 48, 7, t)
|
|
|
|
// Insert at tail
|
|
err = b.insertUpdates(Items{
|
|
{Price: 0.5, Amount: 1, ID: 12},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 8, 48.5, 8, t)
|
|
|
|
// Insert at mid
|
|
err = b.insertUpdates(Items{
|
|
{Price: 5.5, Amount: 1, ID: 13},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 9, 54, 9, t)
|
|
|
|
// purge
|
|
b.load(nil, s)
|
|
|
|
// Add one at head
|
|
err = b.insertUpdates(Items{
|
|
{Price: 5.5, Amount: 1, ID: 13},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(b, 1, 5.5, 1, t)
|
|
}
|
|
|
|
func TestInsertUpdatesAsk(t *testing.T) {
|
|
a := asks{}
|
|
s := newStack()
|
|
askSnapshot := Items{
|
|
{Price: 1, Amount: 1, ID: 1},
|
|
{Price: 3, Amount: 1, ID: 3},
|
|
{Price: 5, Amount: 1, ID: 5},
|
|
{Price: 7, Amount: 1, ID: 7},
|
|
{Price: 9, Amount: 1, ID: 9},
|
|
{Price: 11, Amount: 1, ID: 11},
|
|
}
|
|
a.load(askSnapshot, s)
|
|
|
|
err := a.insertUpdates(Items{
|
|
{Price: 11, Amount: 1, ID: 11},
|
|
{Price: 9, Amount: 1, ID: 9},
|
|
{Price: 7, Amount: 1, ID: 7},
|
|
{Price: 5, Amount: 1, ID: 5},
|
|
{Price: 3, Amount: 1, ID: 3},
|
|
{Price: 1, Amount: 1, ID: 1},
|
|
}, s)
|
|
if !errors.Is(err, errCollisionDetected) {
|
|
t.Fatalf("expected error %s but received %v", errCollisionDetected, err)
|
|
}
|
|
|
|
Check(a, 6, 36, 6, t)
|
|
|
|
// Insert at tail
|
|
err = a.insertUpdates(Items{
|
|
{Price: 12, Amount: 1, ID: 11},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 7, 48, 7, t)
|
|
|
|
// Insert at head
|
|
err = a.insertUpdates(Items{
|
|
{Price: 0.5, Amount: 1, ID: 12},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 8, 48.5, 8, t)
|
|
|
|
// Insert at mid
|
|
err = a.insertUpdates(Items{
|
|
{Price: 5.5, Amount: 1, ID: 13},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 9, 54, 9, t)
|
|
|
|
// purge
|
|
a.load(nil, s)
|
|
|
|
// Add one at head
|
|
err = a.insertUpdates(Items{
|
|
{Price: 5.5, Amount: 1, ID: 13},
|
|
}, s)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
Check(a, 1, 5.5, 1, t)
|
|
}
|
|
|
|
// check checks depth values after an update has taken place
|
|
func Check(depth interface{}, liquidity, value float64, nodeCount int, t *testing.T) {
|
|
t.Helper()
|
|
b, isBid := depth.(bids)
|
|
a, isAsk := depth.(asks)
|
|
|
|
var ll linkedList
|
|
switch {
|
|
case isBid:
|
|
ll = b.linkedList
|
|
case isAsk:
|
|
ll = a.linkedList
|
|
default:
|
|
t.Fatal("value passed in is not of type bids or asks")
|
|
}
|
|
|
|
liquidityTotal, valueTotal := ll.amount()
|
|
|
|
if liquidityTotal != liquidity {
|
|
ll.display()
|
|
t.Fatalf("mismatched liquidity expecting %v but received %v",
|
|
liquidity,
|
|
liquidityTotal)
|
|
}
|
|
|
|
if valueTotal != value {
|
|
ll.display()
|
|
t.Fatalf("mismatched total value expecting %v but received %v",
|
|
value,
|
|
valueTotal)
|
|
}
|
|
|
|
if ll.length != nodeCount {
|
|
ll.display()
|
|
t.Fatalf("mismatched node count expecting %v but received %v",
|
|
nodeCount,
|
|
ll.length)
|
|
}
|
|
|
|
if ll.head == nil {
|
|
return
|
|
}
|
|
|
|
var tail *node
|
|
var price float64
|
|
for tip := ll.head; ; tip = tip.next {
|
|
switch {
|
|
case price == 0:
|
|
price = tip.value.Price
|
|
case isBid && price < tip.value.Price:
|
|
ll.display()
|
|
t.Fatal("Bid pricing out of order should be descending")
|
|
case isAsk && price > tip.value.Price:
|
|
ll.display()
|
|
t.Fatal("Ask pricing out of order should be ascending")
|
|
default:
|
|
price = tip.value.Price
|
|
}
|
|
|
|
if tip.next == nil {
|
|
tail = tip
|
|
break
|
|
}
|
|
}
|
|
|
|
var liqReversed, valReversed float64
|
|
var nodeReversed int
|
|
for tip := tail; tip != nil; tip = tip.prev {
|
|
liqReversed += tip.value.Amount
|
|
valReversed += tip.value.Amount * tip.value.Price
|
|
nodeReversed++
|
|
}
|
|
|
|
if liquidity-liqReversed != 0 {
|
|
ll.display()
|
|
fmt.Println(liquidity, liqReversed)
|
|
t.Fatalf("mismatched liquidity when reversing direction expecting %v but received %v",
|
|
0,
|
|
liquidity-liqReversed)
|
|
}
|
|
|
|
if nodeCount-nodeReversed != 0 {
|
|
ll.display()
|
|
t.Fatalf("mismatched node count when reversing direction expecting %v but received %v",
|
|
0,
|
|
nodeCount-nodeReversed)
|
|
}
|
|
|
|
if value-valReversed != 0 {
|
|
ll.display()
|
|
fmt.Println(valReversed, value)
|
|
t.Fatalf("mismatched total book value when reversing direction expecting %v but received %v",
|
|
0,
|
|
value-valReversed)
|
|
}
|
|
}
|
|
|
|
func TestAmount(t *testing.T) {
|
|
a := asks{}
|
|
s := newStack()
|
|
askSnapshot := Items{
|
|
{Price: 1, Amount: 1, ID: 1},
|
|
{Price: 3, Amount: 1, ID: 3},
|
|
{Price: 5, Amount: 1, ID: 5},
|
|
{Price: 7, Amount: 1, ID: 7},
|
|
{Price: 9, Amount: 1, ID: 9},
|
|
{Price: 11, Amount: 1, ID: 11},
|
|
}
|
|
a.load(askSnapshot, s)
|
|
|
|
liquidity, value := a.amount()
|
|
if liquidity != 6 {
|
|
t.Fatalf("incorrect liquidity calculation expected 6 but received %f", liquidity)
|
|
}
|
|
|
|
if value != 36 {
|
|
t.Fatalf("incorrect value calculation expected 36 but received %f", value)
|
|
}
|
|
}
|
|
|
|
func TestShiftBookmark(t *testing.T) {
|
|
bookmarkedNode := &node{
|
|
value: Item{
|
|
ID: 1337,
|
|
Amount: 1,
|
|
Price: 2,
|
|
},
|
|
next: nil,
|
|
prev: nil,
|
|
shelved: time.Time{},
|
|
}
|
|
|
|
originalBookmarkPrev := &node{
|
|
value: Item{
|
|
ID: 1336,
|
|
},
|
|
next: bookmarkedNode,
|
|
prev: nil, // At head
|
|
shelved: time.Time{},
|
|
}
|
|
originalBookmarkNext := &node{
|
|
value: Item{
|
|
ID: 1338,
|
|
},
|
|
next: nil, // This can be left nil in actuality this will be
|
|
// populated
|
|
prev: bookmarkedNode,
|
|
shelved: time.Time{},
|
|
}
|
|
|
|
// associate previous and next nodes to bookmarked node
|
|
bookmarkedNode.prev = originalBookmarkPrev
|
|
bookmarkedNode.next = originalBookmarkNext
|
|
|
|
tip := &node{
|
|
value: Item{
|
|
ID: 69420,
|
|
},
|
|
next: nil, // In this case tip will be at tail
|
|
prev: nil,
|
|
shelved: time.Time{},
|
|
}
|
|
|
|
tipprev := &node{
|
|
value: Item{
|
|
ID: 69419,
|
|
},
|
|
next: tip,
|
|
prev: nil, // This can be left nil in actuality this will be
|
|
// populated
|
|
shelved: time.Time{},
|
|
}
|
|
|
|
// associate tips prev field with the correct prev node
|
|
tip.prev = tipprev
|
|
|
|
if !shiftBookmark(tip, &bookmarkedNode, nil, Item{Amount: 1336, ID: 1337, Price: 9999}) {
|
|
t.Fatal("There should be liquidity so we don't need to set tip to bookmark")
|
|
}
|
|
|
|
if bookmarkedNode.value.Price != 9999 ||
|
|
bookmarkedNode.value.Amount != 1336 ||
|
|
bookmarkedNode.value.ID != 1337 {
|
|
t.Fatal("bookmarked details are not set correctly with shift")
|
|
}
|
|
|
|
if bookmarkedNode.prev != tip {
|
|
t.Fatal("bookmarked prev memory address does not point to tip")
|
|
}
|
|
|
|
if bookmarkedNode.next != nil {
|
|
t.Fatal("bookmarked next is at tail and should be nil")
|
|
}
|
|
|
|
if bookmarkedNode.next != nil {
|
|
t.Fatal("bookmarked next is at tail and should be nil")
|
|
}
|
|
|
|
if originalBookmarkPrev.next != originalBookmarkNext {
|
|
t.Fatal("original bookmarked prev node should be associated with original bookmarked next node")
|
|
}
|
|
|
|
if originalBookmarkNext.prev != originalBookmarkPrev {
|
|
t.Fatal("original bookmarked next node should be associated with original bookmarked prev node")
|
|
}
|
|
|
|
var nilBookmark *node
|
|
|
|
if shiftBookmark(tip, &nilBookmark, nil, Item{Amount: 1336, ID: 1337, Price: 9999}) {
|
|
t.Fatal("there should not be a bookmarked node")
|
|
}
|
|
|
|
if tip != nilBookmark {
|
|
t.Fatal("nilBookmark not reassigned")
|
|
}
|
|
|
|
head := bookmarkedNode
|
|
bookmarkedNode.prev = nil
|
|
bookmarkedNode.next = originalBookmarkNext
|
|
tip.next = nil
|
|
|
|
if !shiftBookmark(tip, &bookmarkedNode, &head, Item{Amount: 1336, ID: 1337, Price: 9999}) {
|
|
t.Fatal("There should be liquidity so we don't need to set tip to bookmark")
|
|
}
|
|
|
|
if head != originalBookmarkNext {
|
|
t.Fatal("unexpected pointer variable")
|
|
}
|
|
}
|