Files
gocryptotrader/engine/websocketroutine_manager_test.go
Scott 5f2f6f884b Binance,Okx: Add Leverage, MarginType, Positions and CollateralMode support (#1220)
* init

* surprise train commit

* basic distinctions

* the terms of binance are confusing

* renames and introduction of allocatedMargin

* add new margin funcs

* pulling out wires

* implement proper getposition stuff

* bad coding day

* investigate order manager next

* a broken mess, but a progressing one

* finally completes some usdtmargined stuff

* coinMfutures eludes me

* expand to okx

* imports fix

* completes okx wrapper implementations

* cleans and polishes before rpc implementations

* rpc setup, order manager features, exch features

* more rpc, collateral and margin things

* mini test

* looking at rpc response, expansion of features

* reorganising before the storm

* changing how futures requests work

* cleanup and tests of cli usage

* remove silly client side logic

* cleanup

* collateral package, typo fix, margin err, rpc derive

* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR

* fix binance order history bug

* niteroos

* adds new funcs to exchange standards testing

* more post merge fixes

* fix binance

* replace simepletimeformat

* fix for merge

* merge fixes

* micro fixes

* order side now required for leverage

* fix up the rest

* global -> portfolio collateral

* Update exchanges/collateral/collateral_test.go

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

* adds fields and todos

* rm field redundancy

* lint fix oopsie daisy

* fixes panic, expands error and cli explanations (sorry shaz)

* ensures casing is appropriate for underlying

* Adds a shiny TODO

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-09-26 16:16:31 +10:00

360 lines
9.8 KiB
Go

package engine
import (
"errors"
"sync"
"sync/atomic"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
)
func TestWebsocketRoutineManagerSetup(t *testing.T) {
_, err := setupWebsocketRoutineManager(nil, nil, nil, nil, false)
if !errors.Is(err, errNilExchangeManager) {
t.Errorf("error '%v', expected '%v'", err, errNilExchangeManager)
}
_, err = setupWebsocketRoutineManager(NewExchangeManager(), (*OrderManager)(nil), nil, nil, false)
if !errors.Is(err, errNilCurrencyPairSyncer) {
t.Errorf("error '%v', expected '%v'", err, errNilCurrencyPairSyncer)
}
_, err = setupWebsocketRoutineManager(NewExchangeManager(), &OrderManager{}, &syncManager{}, nil, false)
if !errors.Is(err, errNilCurrencyConfig) {
t.Errorf("error '%v', expected '%v'", err, errNilCurrencyConfig)
}
_, err = setupWebsocketRoutineManager(NewExchangeManager(), &OrderManager{}, &syncManager{}, &currency.Config{}, true)
if !errors.Is(err, errNilCurrencyPairFormat) {
t.Errorf("error '%v', expected '%v'", err, errNilCurrencyPairFormat)
}
m, err := setupWebsocketRoutineManager(NewExchangeManager(), &OrderManager{}, &syncManager{}, &currency.Config{CurrencyPairFormat: &currency.PairFormat{}}, false)
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
if m == nil {
t.Error("expecting manager")
}
}
func TestWebsocketRoutineManagerStart(t *testing.T) {
var m *WebsocketRoutineManager
err := m.Start()
if !errors.Is(err, ErrNilSubsystem) {
t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
}
cfg := &currency.Config{CurrencyPairFormat: &currency.PairFormat{
Uppercase: false,
Delimiter: "-",
}}
m, err = setupWebsocketRoutineManager(NewExchangeManager(), &OrderManager{}, &syncManager{}, cfg, true)
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 TestWebsocketRoutineManagerIsRunning(t *testing.T) {
var m *WebsocketRoutineManager
if m.IsRunning() {
t.Error("expected false")
}
m, err := setupWebsocketRoutineManager(NewExchangeManager(), &OrderManager{}, &syncManager{}, &currency.Config{CurrencyPairFormat: &currency.PairFormat{}}, 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)
}
for atomic.LoadInt32(&m.state) == startingState {
<-time.After(time.Second / 100)
}
if !m.IsRunning() {
t.Error("expected true")
}
}
func TestWebsocketRoutineManagerStop(t *testing.T) {
var m *WebsocketRoutineManager
err := m.Stop()
if !errors.Is(err, ErrNilSubsystem) {
t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
}
m, err = setupWebsocketRoutineManager(NewExchangeManager(), &OrderManager{}, &syncManager{}, &currency.Config{CurrencyPairFormat: &currency.PairFormat{}}, 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 TestWebsocketRoutineManagerHandleData(t *testing.T) {
var exchName = "Bitstamp"
var wg sync.WaitGroup
em := NewExchangeManager()
exch, err := em.NewExchangeByName(exchName)
if !errors.Is(err, nil) {
t.Fatalf("error '%v', expected '%v'", err, nil)
}
exch.SetDefaults()
err = em.Add(exch)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{})
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
err = om.Start()
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
cfg := &currency.Config{CurrencyPairFormat: &currency.PairFormat{
Uppercase: false,
Delimiter: "-",
}}
m, err := setupWebsocketRoutineManager(em, om, &syncManager{}, cfg, true)
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)
}
var orderID = "1337"
err = m.websocketDataHandler(exchName, errors.New("error"))
if err == nil {
t.Error("Error not handled correctly")
}
err = m.websocketDataHandler(exchName, stream.FundingData{})
if err != nil {
t.Error(err)
}
err = m.websocketDataHandler(exchName, &ticker.Price{
ExchangeName: exchName,
Pair: currency.NewPair(currency.BTC, currency.USDC),
AssetType: asset.Spot,
})
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
err = m.websocketDataHandler(exchName, stream.KlineData{})
if err != nil {
t.Error(err)
}
origOrder := &order.Detail{
Exchange: exchName,
OrderID: orderID,
Amount: 1337,
Price: 1337,
}
err = m.websocketDataHandler(exchName, origOrder)
if err != nil {
t.Error(err)
}
// Send it again since it exists now
err = m.websocketDataHandler(exchName, &order.Detail{
Exchange: exchName,
OrderID: orderID,
Amount: 1338,
})
if err != nil {
t.Error(err)
}
updated, err := m.orderManager.GetByExchangeAndID(origOrder.Exchange, origOrder.OrderID)
if err != nil {
t.Error(err)
}
if updated.Amount != 1338 {
t.Error("Bad pipeline")
}
err = m.websocketDataHandler(exchName, &order.Detail{
Exchange: "Bitstamp",
OrderID: orderID,
Status: order.Active,
})
if err != nil {
t.Error(err)
}
updated, err = m.orderManager.GetByExchangeAndID(origOrder.Exchange, origOrder.OrderID)
if err != nil {
t.Error(err)
}
if updated.Status != order.Active {
t.Error("Expected order to be modified to Active")
}
// Send some gibberish
err = m.websocketDataHandler(exchName, order.Stop)
if err != nil {
t.Error(err)
}
err = m.websocketDataHandler(exchName, stream.UnhandledMessageWarning{
Message: "there's an issue here's a tissue"},
)
if err != nil {
t.Error(err)
}
classificationError := order.ClassificationError{
Exchange: "test",
OrderID: "one",
Err: errors.New("lol"),
}
err = m.websocketDataHandler(exchName, classificationError)
if err == nil {
t.Error("Expected error")
}
if !errors.Is(err, classificationError.Err) {
t.Errorf("error '%v', expected '%v'", err, classificationError.Err)
}
err = m.websocketDataHandler(exchName, &orderbook.Base{
Exchange: "Bitstamp",
Pair: currency.NewPair(currency.BTC, currency.USD),
})
if err != nil {
t.Error(err)
}
err = m.websocketDataHandler(exchName, "this is a test string")
if err != nil {
t.Error(err)
}
}
func TestRegisterWebsocketDataHandlerWithFunctionality(t *testing.T) {
t.Parallel()
var m *WebsocketRoutineManager
err := m.registerWebsocketDataHandler(nil, false)
if !errors.Is(err, ErrNilSubsystem) {
t.Fatalf("received: '%v' but expected: '%v'", err, ErrNilSubsystem)
}
m = new(WebsocketRoutineManager)
m.shutdown = make(chan struct{})
err = m.registerWebsocketDataHandler(nil, false)
if !errors.Is(err, errNilWebsocketDataHandlerFunction) {
t.Fatalf("received: '%v' but expected: '%v'", err, errNilWebsocketDataHandlerFunction)
}
// externally defined capture device
dataChan := make(chan interface{})
fn := func(_ string, data interface{}) error {
switch data.(type) {
case string:
dataChan <- data
default:
}
return nil
}
err = m.registerWebsocketDataHandler(fn, true)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if len(m.dataHandlers) != 1 {
t.Fatal("unexpected data handlers registered")
}
mock := stream.New()
mock.ToRoutine = make(chan interface{})
m.state = readyState
err = m.websocketDataReceiver(mock)
if err != nil {
t.Fatal(err)
}
mock.ToRoutine <- nil
mock.ToRoutine <- 1336
mock.ToRoutine <- "intercepted"
if r := <-dataChan; r != "intercepted" {
t.Fatal("unexpected value received")
}
close(m.shutdown)
m.wg.Wait()
}
func TestSetWebsocketDataHandler(t *testing.T) {
t.Parallel()
var m *WebsocketRoutineManager
err := m.setWebsocketDataHandler(nil)
if !errors.Is(err, ErrNilSubsystem) {
t.Fatalf("received: '%v' but expected: '%v'", err, ErrNilSubsystem)
}
m = new(WebsocketRoutineManager)
m.shutdown = make(chan struct{})
err = m.setWebsocketDataHandler(nil)
if !errors.Is(err, errNilWebsocketDataHandlerFunction) {
t.Fatalf("received: '%v' but expected: '%v'", err, errNilWebsocketDataHandlerFunction)
}
err = m.registerWebsocketDataHandler(m.websocketDataHandler, false)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
err = m.registerWebsocketDataHandler(m.websocketDataHandler, false)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
err = m.registerWebsocketDataHandler(m.websocketDataHandler, false)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if len(m.dataHandlers) != 3 {
t.Fatal("unexpected data handler count")
}
err = m.setWebsocketDataHandler(m.websocketDataHandler)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if len(m.dataHandlers) != 1 {
t.Fatal("unexpected data handler count")
}
}