mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-08 15:11:07 +00:00
* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts
868 lines
25 KiB
Go
868 lines
25 KiB
Go
package funding
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import (
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"errors"
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"testing"
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"time"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/backtester/common"
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"github.com/thrasher-corp/gocryptotrader/backtester/data/kline"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/event"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/signal"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/engine"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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)
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var (
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elite = decimal.NewFromInt(1337)
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neg = decimal.NewFromInt(-1)
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one = decimal.NewFromInt(1)
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exchName = "exchname"
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a = asset.Spot
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base = currency.DOGE
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quote = currency.XRP
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pair = currency.NewPair(base, quote)
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)
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// fakeEvent implements common.EventHandler without
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// caring about the response, or dealing with import cycles
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type fakeEvent struct{}
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func (f *fakeEvent) GetOffset() int64 { return 0 }
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func (f *fakeEvent) SetOffset(int64) {}
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func (f *fakeEvent) IsEvent() bool { return true }
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func (f *fakeEvent) GetTime() time.Time { return time.Now() }
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func (f *fakeEvent) Pair() currency.Pair { return pair }
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func (f *fakeEvent) GetExchange() string { return exchName }
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func (f *fakeEvent) GetInterval() gctkline.Interval { return gctkline.OneMin }
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func (f *fakeEvent) GetAssetType() asset.Item { return asset.Spot }
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func (f *fakeEvent) AppendReason(string) {}
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func (f *fakeEvent) GetClosePrice() decimal.Decimal { return elite }
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func (f *fakeEvent) AppendReasonf(s string, i ...interface{}) {}
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func (f *fakeEvent) GetBase() *event.Base { return &event.Base{} }
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func (f *fakeEvent) GetUnderlyingPair() currency.Pair { return pair }
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func (f *fakeEvent) GetConcatReasons() string { return "" }
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func (f *fakeEvent) GetReasons() []string { return nil }
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func TestSetupFundingManager(t *testing.T) {
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t.Parallel()
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f, err := SetupFundingManager(&engine.ExchangeManager{}, true, false)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if !f.usingExchangeLevelFunding {
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t.Errorf("expected '%v received '%v'", true, false)
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}
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if f.disableUSDTracking {
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t.Errorf("expected '%v received '%v'", false, true)
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}
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f, err = SetupFundingManager(&engine.ExchangeManager{}, false, true)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if f.usingExchangeLevelFunding {
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t.Errorf("expected '%v received '%v'", false, true)
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}
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if !f.disableUSDTracking {
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t.Errorf("expected '%v received '%v'", true, false)
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}
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}
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func TestReset(t *testing.T) {
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t.Parallel()
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f, err := SetupFundingManager(&engine.ExchangeManager{}, true, false)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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baseItem, err := CreateItem(exchName, a, base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddItem(baseItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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f.Reset()
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if f.usingExchangeLevelFunding {
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t.Errorf("expected '%v received '%v'", false, true)
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}
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if f.Exists(baseItem) {
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t.Errorf("expected '%v received '%v'", false, true)
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}
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}
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func TestIsUsingExchangeLevelFunding(t *testing.T) {
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t.Parallel()
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f, err := SetupFundingManager(&engine.ExchangeManager{}, true, false)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if !f.IsUsingExchangeLevelFunding() {
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t.Errorf("expected '%v received '%v'", true, false)
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}
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}
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func TestTransfer(t *testing.T) {
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t.Parallel()
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f := FundManager{
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usingExchangeLevelFunding: false,
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items: nil,
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}
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err := f.Transfer(decimal.Zero, nil, nil, false)
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if !errors.Is(err, common.ErrNilArguments) {
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t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
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}
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err = f.Transfer(decimal.Zero, &Item{}, nil, false)
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if !errors.Is(err, common.ErrNilArguments) {
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t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
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}
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err = f.Transfer(decimal.Zero, &Item{}, &Item{}, false)
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if !errors.Is(err, errZeroAmountReceived) {
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t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
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}
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err = f.Transfer(elite, &Item{}, &Item{}, false)
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if !errors.Is(err, errNotEnoughFunds) {
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t.Errorf("received '%v' expected '%v'", err, errNotEnoughFunds)
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}
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item1 := &Item{exchange: "hello", asset: a, currency: base, available: elite}
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err = f.Transfer(elite, item1, item1, false)
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if !errors.Is(err, errCannotTransferToSameFunds) {
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t.Errorf("received '%v' expected '%v'", err, errCannotTransferToSameFunds)
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}
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item2 := &Item{exchange: "hello", asset: a, currency: quote}
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err = f.Transfer(elite, item1, item2, false)
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if !errors.Is(err, errTransferMustBeSameCurrency) {
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t.Errorf("received '%v' expected '%v'", err, errTransferMustBeSameCurrency)
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}
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item2.exchange = "moto"
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item2.currency = base
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err = f.Transfer(elite, item1, item2, false)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if !item2.available.Equal(elite) {
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t.Errorf("received '%v' expected '%v'", item2.available, elite)
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}
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if !item1.available.IsZero() {
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t.Errorf("received '%v' expected '%v'", item1.available, decimal.Zero)
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}
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item2.transferFee = one
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err = f.Transfer(elite, item2, item1, true)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if !item1.available.Equal(elite.Sub(item2.transferFee)) {
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t.Errorf("received '%v' expected '%v'", item2.available, elite.Sub(item2.transferFee))
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}
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}
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func TestAddItem(t *testing.T) {
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t.Parallel()
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f := FundManager{}
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err := f.AddItem(nil)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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baseItem, err := CreateItem(exchName, a, base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddItem(baseItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddItem(baseItem)
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if !errors.Is(err, ErrAlreadyExists) {
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t.Errorf("received '%v' expected '%v'", err, ErrAlreadyExists)
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}
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}
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func TestExists(t *testing.T) {
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t.Parallel()
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f := FundManager{}
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if f.Exists(nil) {
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t.Errorf("received '%v' expected '%v'", true, false)
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}
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conflictingSingleItem, err := CreateItem(exchName, a, base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddItem(conflictingSingleItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if !f.Exists(conflictingSingleItem) {
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t.Errorf("received '%v' expected '%v'", false, true)
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}
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baseItem, err := CreateItem(exchName, a, base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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quoteItem, err := CreateItem(exchName, a, quote, elite, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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p, err := CreatePair(baseItem, quoteItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddPair(p)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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_, err = f.getFundingForEAP(exchName, a, pair)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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_, err = f.getFundingForEAP(exchName, a, pair)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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// demonstration that you don't need the original *Items
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// to check for existence, just matching fields
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baseCopy := Item{
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exchange: baseItem.exchange,
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asset: baseItem.asset,
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currency: baseItem.currency,
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initialFunds: baseItem.initialFunds,
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available: baseItem.available,
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reserved: baseItem.reserved,
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transferFee: baseItem.transferFee,
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pairedWith: baseItem.pairedWith,
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trackingCandles: baseItem.trackingCandles,
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snapshot: baseItem.snapshot,
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isCollateral: baseItem.isCollateral,
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collateralCandles: baseItem.collateralCandles,
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}
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quoteCopy := Item{
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exchange: quoteItem.exchange,
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asset: quoteItem.asset,
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currency: quoteItem.currency,
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initialFunds: quoteItem.initialFunds,
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available: quoteItem.available,
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reserved: quoteItem.reserved,
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transferFee: quoteItem.transferFee,
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pairedWith: quoteItem.pairedWith,
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trackingCandles: quoteItem.trackingCandles,
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snapshot: quoteItem.snapshot,
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isCollateral: quoteItem.isCollateral,
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collateralCandles: quoteItem.collateralCandles,
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}
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quoteCopy.pairedWith = &baseCopy
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if !f.Exists(&baseCopy) {
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t.Errorf("received '%v' expected '%v'", false, true)
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}
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currFunds, err := f.getFundingForEAC(exchName, a, base)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if currFunds.pairedWith != nil {
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t.Errorf("received '%v' expected '%v'", nil, currFunds.pairedWith)
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}
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}
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func TestAddPair(t *testing.T) {
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t.Parallel()
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f := FundManager{}
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baseItem, err := CreateItem(exchName, a, pair.Base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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quoteItem, err := CreateItem(exchName, a, pair.Quote, elite, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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p, err := CreatePair(baseItem, quoteItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddPair(p)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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_, err = f.getFundingForEAP(exchName, a, pair)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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p, err = CreatePair(baseItem, quoteItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddPair(p)
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if !errors.Is(err, ErrAlreadyExists) {
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t.Errorf("received '%v' expected '%v'", err, ErrAlreadyExists)
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}
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}
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func TestGetFundingForEvent(t *testing.T) {
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t.Parallel()
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e := &fakeEvent{}
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f := FundManager{}
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_, err := f.GetFundingForEvent(e)
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if !errors.Is(err, ErrFundsNotFound) {
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t.Errorf("received '%v' expected '%v'", err, ErrFundsNotFound)
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}
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baseItem, err := CreateItem(exchName, a, pair.Base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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quoteItem, err := CreateItem(exchName, a, pair.Quote, elite, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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p, err := CreatePair(baseItem, quoteItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddPair(p)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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_, err = f.GetFundingForEvent(e)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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}
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func TestGetFundingForEAC(t *testing.T) {
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t.Parallel()
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f := FundManager{}
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_, err := f.getFundingForEAC(exchName, a, base)
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if !errors.Is(err, ErrFundsNotFound) {
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t.Errorf("received '%v' expected '%v'", err, ErrFundsNotFound)
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}
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baseItem, err := CreateItem(exchName, a, pair.Base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddItem(baseItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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fundo, err := f.getFundingForEAC(exchName, a, base)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if !baseItem.Equal(fundo) {
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t.Errorf("received '%v' expected '%v'", baseItem, fundo)
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}
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}
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func TestGetFundingForEAP(t *testing.T) {
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t.Parallel()
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f := FundManager{}
|
|
_, err := f.getFundingForEAP(exchName, a, pair)
|
|
if !errors.Is(err, ErrFundsNotFound) {
|
|
t.Errorf("received '%v' expected '%v'", err, ErrFundsNotFound)
|
|
}
|
|
baseItem, err := CreateItem(exchName, a, pair.Base, decimal.Zero, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
quoteItem, err := CreateItem(exchName, a, pair.Quote, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
p, err := CreatePair(baseItem, quoteItem)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddPair(p)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
_, err = f.getFundingForEAP(exchName, a, pair)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
_, err = CreatePair(baseItem, nil)
|
|
if !errors.Is(err, common.ErrNilArguments) {
|
|
t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
|
|
}
|
|
_, err = CreatePair(nil, quoteItem)
|
|
if !errors.Is(err, common.ErrNilArguments) {
|
|
t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
|
|
}
|
|
p, err = CreatePair(baseItem, quoteItem)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddPair(p)
|
|
if !errors.Is(err, ErrAlreadyExists) {
|
|
t.Errorf("received '%v' expected '%v'", err, ErrAlreadyExists)
|
|
}
|
|
}
|
|
|
|
func TestGenerateReport(t *testing.T) {
|
|
t.Parallel()
|
|
f := FundManager{}
|
|
report := f.GenerateReport()
|
|
if report == nil { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
|
|
t.Fatal("shouldn't be nil")
|
|
}
|
|
if len(report.Items) > 0 { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
|
|
t.Error("expected 0")
|
|
}
|
|
item := &Item{
|
|
exchange: exchName,
|
|
initialFunds: decimal.NewFromInt(100),
|
|
available: decimal.NewFromInt(200),
|
|
currency: currency.BTC,
|
|
asset: a,
|
|
}
|
|
err := f.AddItem(item)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
report = f.GenerateReport()
|
|
if len(report.Items) != 1 {
|
|
t.Fatal("expected 1")
|
|
}
|
|
if report.Items[0].Exchange != item.exchange {
|
|
t.Error("expected matching name")
|
|
}
|
|
|
|
f.usingExchangeLevelFunding = true
|
|
err = f.AddItem(&Item{
|
|
exchange: exchName,
|
|
initialFunds: decimal.NewFromInt(100),
|
|
available: decimal.NewFromInt(200),
|
|
currency: currency.USD,
|
|
asset: a,
|
|
})
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
dfk := &kline.DataFromKline{
|
|
Item: gctkline.Item{
|
|
Exchange: exchName,
|
|
Pair: currency.NewPair(currency.BTC, currency.USD),
|
|
Asset: a,
|
|
Interval: gctkline.OneHour,
|
|
Candles: []gctkline.Candle{
|
|
{
|
|
Time: time.Now(),
|
|
},
|
|
},
|
|
},
|
|
}
|
|
err = dfk.Load()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddUSDTrackingData(dfk)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
f.items[0].trackingCandles = dfk
|
|
f.CreateSnapshot(dfk.Item.Candles[0].Time)
|
|
|
|
report = f.GenerateReport()
|
|
if len(report.Items) != 2 {
|
|
t.Fatal("expected 2")
|
|
}
|
|
if report.Items[0].Exchange != item.exchange {
|
|
t.Error("expected matching name")
|
|
}
|
|
if !report.Items[1].FinalFunds.Equal(decimal.NewFromInt(200)) {
|
|
t.Errorf("received %v expected %v", report.Items[1].FinalFunds, decimal.NewFromInt(200))
|
|
}
|
|
}
|
|
|
|
func TestCreateSnapshot(t *testing.T) {
|
|
t.Parallel()
|
|
f := FundManager{}
|
|
f.CreateSnapshot(time.Time{})
|
|
f.items = append(f.items, &Item{})
|
|
f.CreateSnapshot(time.Time{})
|
|
|
|
dfk := &kline.DataFromKline{
|
|
Item: gctkline.Item{
|
|
Candles: []gctkline.Candle{
|
|
{
|
|
Time: time.Now(),
|
|
},
|
|
},
|
|
},
|
|
}
|
|
if err := dfk.Load(); err != nil {
|
|
t.Error(err)
|
|
}
|
|
f.items = append(f.items, &Item{
|
|
exchange: "test",
|
|
asset: asset.Spot,
|
|
currency: currency.BTC,
|
|
initialFunds: decimal.NewFromInt(1337),
|
|
available: decimal.NewFromInt(1337),
|
|
reserved: decimal.NewFromInt(1337),
|
|
transferFee: decimal.NewFromInt(1337),
|
|
trackingCandles: dfk,
|
|
})
|
|
f.CreateSnapshot(dfk.Item.Candles[0].Time)
|
|
}
|
|
|
|
func TestAddUSDTrackingData(t *testing.T) {
|
|
t.Parallel()
|
|
f := FundManager{}
|
|
err := f.AddUSDTrackingData(nil)
|
|
if !errors.Is(err, common.ErrNilArguments) {
|
|
t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
|
|
}
|
|
|
|
err = f.AddUSDTrackingData(&kline.DataFromKline{})
|
|
if !errors.Is(err, common.ErrNilArguments) {
|
|
t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
|
|
}
|
|
|
|
dfk := &kline.DataFromKline{
|
|
Item: gctkline.Item{
|
|
Candles: []gctkline.Candle{
|
|
{
|
|
Time: time.Now(),
|
|
},
|
|
},
|
|
},
|
|
}
|
|
err = dfk.Load()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
quoteItem, err := CreateItem(exchName, a, pair.Quote, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddItem(quoteItem)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
f.disableUSDTracking = true
|
|
err = f.AddUSDTrackingData(dfk)
|
|
if !errors.Is(err, ErrUSDTrackingDisabled) {
|
|
t.Errorf("received '%v' expected '%v'", err, ErrUSDTrackingDisabled)
|
|
}
|
|
|
|
f.disableUSDTracking = false
|
|
err = f.AddUSDTrackingData(dfk)
|
|
if !errors.Is(err, errCannotMatchTrackingToItem) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotMatchTrackingToItem)
|
|
}
|
|
|
|
dfk = &kline.DataFromKline{
|
|
Item: gctkline.Item{
|
|
Exchange: exchName,
|
|
Pair: currency.NewPair(pair.Quote, currency.USD),
|
|
Asset: a,
|
|
Interval: gctkline.OneHour,
|
|
Candles: []gctkline.Candle{
|
|
{
|
|
Time: time.Now(),
|
|
},
|
|
},
|
|
},
|
|
}
|
|
err = dfk.Load()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddUSDTrackingData(dfk)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
usdtItem, err := CreateItem(exchName, a, currency.USDT, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddItem(usdtItem)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddUSDTrackingData(dfk)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
func TestUSDTrackingDisabled(t *testing.T) {
|
|
t.Parallel()
|
|
f := FundManager{}
|
|
if f.USDTrackingDisabled() {
|
|
t.Error("received true, expected false")
|
|
}
|
|
f.disableUSDTracking = true
|
|
if !f.USDTrackingDisabled() {
|
|
t.Error("received false, expected true")
|
|
}
|
|
}
|
|
|
|
func TestFundingLiquidate(t *testing.T) {
|
|
t.Parallel()
|
|
f := FundManager{}
|
|
f.Liquidate(nil)
|
|
f.items = append(f.items, &Item{
|
|
exchange: "test",
|
|
asset: asset.Spot,
|
|
currency: currency.BTC,
|
|
available: decimal.NewFromInt(1337),
|
|
})
|
|
|
|
f.Liquidate(&signal.Signal{
|
|
Base: &event.Base{
|
|
Exchange: "test",
|
|
AssetType: asset.Spot,
|
|
CurrencyPair: currency.NewPair(currency.BTC, currency.USD),
|
|
},
|
|
})
|
|
if !f.items[0].available.IsZero() {
|
|
t.Errorf("received '%v' expected '%v'", f.items[0].available, "0")
|
|
}
|
|
}
|
|
|
|
func TestHasExchangeBeenLiquidated(t *testing.T) {
|
|
t.Parallel()
|
|
f := FundManager{}
|
|
f.Liquidate(nil)
|
|
f.items = append(f.items, &Item{
|
|
exchange: "test",
|
|
asset: asset.Spot,
|
|
currency: currency.BTC,
|
|
available: decimal.NewFromInt(1337),
|
|
})
|
|
ev := &signal.Signal{
|
|
Base: &event.Base{
|
|
Exchange: "test",
|
|
AssetType: asset.Spot,
|
|
CurrencyPair: currency.NewPair(currency.BTC, currency.USD),
|
|
},
|
|
}
|
|
f.Liquidate(ev)
|
|
if !f.items[0].available.IsZero() {
|
|
t.Errorf("received '%v' expected '%v'", f.items[0].available, "0")
|
|
}
|
|
if has := f.HasExchangeBeenLiquidated(ev); !has {
|
|
t.Errorf("received '%v' expected '%v'", has, true)
|
|
}
|
|
}
|
|
|
|
func TestGetAllFunding(t *testing.T) {
|
|
t.Parallel()
|
|
f := FundManager{}
|
|
resp := f.GetAllFunding()
|
|
if len(resp) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(resp), 0)
|
|
}
|
|
|
|
f.items = append(f.items, &Item{
|
|
exchange: "test",
|
|
asset: asset.Spot,
|
|
currency: currency.BTC,
|
|
available: decimal.NewFromInt(1337),
|
|
})
|
|
|
|
resp = f.GetAllFunding()
|
|
if len(resp) != 1 {
|
|
t.Errorf("received '%v' expected '%v'", len(resp), 1)
|
|
}
|
|
}
|
|
|
|
func TestHasFutures(t *testing.T) {
|
|
t.Parallel()
|
|
f := FundManager{}
|
|
if has := f.HasFutures(); has {
|
|
t.Errorf("received '%v' expected '%v'", has, false)
|
|
}
|
|
|
|
f.items = append(f.items, &Item{
|
|
exchange: "test",
|
|
asset: asset.Futures,
|
|
currency: currency.BTC,
|
|
available: decimal.NewFromInt(1337),
|
|
})
|
|
if has := f.HasFutures(); !has {
|
|
t.Errorf("received '%v' expected '%v'", has, true)
|
|
}
|
|
}
|
|
|
|
func TestRealisePNL(t *testing.T) {
|
|
t.Parallel()
|
|
f := FundManager{}
|
|
f.items = append(f.items, &Item{
|
|
exchange: "test",
|
|
asset: asset.Futures,
|
|
currency: currency.BTC,
|
|
available: decimal.NewFromInt(1336),
|
|
isCollateral: true,
|
|
})
|
|
|
|
var expectedError error
|
|
err := f.RealisePNL("test", asset.Futures, currency.BTC, decimal.NewFromInt(1))
|
|
if !errors.Is(err, expectedError) {
|
|
t.Errorf("recevied '%v' expected '%v'", err, expectedError)
|
|
}
|
|
if !f.items[0].available.Equal(decimal.NewFromInt(1337)) {
|
|
t.Errorf("recevied '%v' expected '%v'", f.items[0].available, decimal.NewFromInt(1337))
|
|
}
|
|
|
|
expectedError = ErrFundsNotFound
|
|
err = f.RealisePNL("test2", asset.Futures, currency.BTC, decimal.NewFromInt(1))
|
|
if !errors.Is(err, expectedError) {
|
|
t.Errorf("recevied '%v' expected '%v'", err, expectedError)
|
|
}
|
|
}
|
|
|
|
func TestCreateCollateral(t *testing.T) {
|
|
t.Parallel()
|
|
collat := &Item{
|
|
exchange: "test",
|
|
asset: asset.Futures,
|
|
currency: currency.BTC,
|
|
available: decimal.NewFromInt(1336),
|
|
isCollateral: true,
|
|
}
|
|
contract := &Item{
|
|
exchange: "test",
|
|
asset: asset.Futures,
|
|
currency: currency.DOGE,
|
|
available: decimal.NewFromInt(1336),
|
|
}
|
|
|
|
var expectedError error
|
|
_, err := CreateCollateral(collat, contract)
|
|
if !errors.Is(err, expectedError) {
|
|
t.Errorf("recevied '%v' expected '%v'", err, expectedError)
|
|
}
|
|
|
|
expectedError = common.ErrNilArguments
|
|
_, err = CreateCollateral(nil, contract)
|
|
if !errors.Is(err, expectedError) {
|
|
t.Errorf("recevied '%v' expected '%v'", err, expectedError)
|
|
}
|
|
|
|
_, err = CreateCollateral(collat, nil)
|
|
if !errors.Is(err, expectedError) {
|
|
t.Errorf("recevied '%v' expected '%v'", err, expectedError)
|
|
}
|
|
}
|
|
|
|
func TestUpdateCollateral(t *testing.T) {
|
|
t.Parallel()
|
|
f := &FundManager{}
|
|
expectedError := common.ErrNilEvent
|
|
err := f.UpdateCollateral(nil)
|
|
if !errors.Is(err, expectedError) {
|
|
t.Errorf("recevied '%v' expected '%v'", err, expectedError)
|
|
}
|
|
|
|
ev := &signal.Signal{
|
|
Base: &event.Base{
|
|
Exchange: "ftx",
|
|
AssetType: asset.Futures,
|
|
CurrencyPair: currency.NewPair(currency.BTC, currency.USD),
|
|
},
|
|
}
|
|
f.items = append(f.items, &Item{
|
|
exchange: "ftx",
|
|
asset: asset.Spot,
|
|
currency: currency.BTC,
|
|
available: decimal.NewFromInt(1336),
|
|
})
|
|
em := engine.SetupExchangeManager()
|
|
exch, err := em.NewExchangeByName("ftx")
|
|
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)
|
|
}
|
|
em.Add(exch)
|
|
f.exchangeManager = em
|
|
|
|
expectedError = ErrFundsNotFound
|
|
err = f.UpdateCollateral(ev)
|
|
if !errors.Is(err, expectedError) {
|
|
t.Errorf("recevied '%v' expected '%v'", err, expectedError)
|
|
}
|
|
|
|
expectedError = nil
|
|
f.items = append(f.items, &Item{
|
|
exchange: "ftx",
|
|
asset: asset.Futures,
|
|
currency: currency.USD,
|
|
available: decimal.NewFromInt(1336),
|
|
isCollateral: true,
|
|
})
|
|
err = f.UpdateCollateral(ev)
|
|
if !errors.Is(err, expectedError) {
|
|
t.Errorf("recevied '%v' expected '%v'", err, expectedError)
|
|
}
|
|
}
|
|
|
|
func TestCreateFuturesCurrencyCode(t *testing.T) {
|
|
t.Parallel()
|
|
if result := CreateFuturesCurrencyCode(currency.BTC, currency.USDT); result != currency.NewCode("BTC-USDT") {
|
|
t.Errorf("received '%v', expected '%v'", result, "BTC-USDT")
|
|
}
|
|
}
|
|
|
|
func TestLinkCollateralCurrency(t *testing.T) {
|
|
t.Parallel()
|
|
f := FundManager{}
|
|
err := f.LinkCollateralCurrency(nil, currency.EMPTYCODE)
|
|
if !errors.Is(err, common.ErrNilArguments) {
|
|
t.Errorf("received '%v', expected '%v'", err, common.ErrNilArguments)
|
|
}
|
|
|
|
item := &Item{}
|
|
err = f.LinkCollateralCurrency(item, currency.EMPTYCODE)
|
|
if !errors.Is(err, common.ErrNilArguments) {
|
|
t.Errorf("received '%v', expected '%v'", err, common.ErrNilArguments)
|
|
}
|
|
|
|
err = f.LinkCollateralCurrency(item, currency.BTC)
|
|
if !errors.Is(err, errNotFutures) {
|
|
t.Errorf("received '%v', expected '%v'", err, errNotFutures)
|
|
}
|
|
|
|
item.asset = asset.Futures
|
|
err = f.LinkCollateralCurrency(item, currency.BTC)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
if !item.pairedWith.currency.Equal(currency.BTC) {
|
|
t.Errorf("received '%v', expected '%v'", currency.BTC, item.pairedWith.currency)
|
|
}
|
|
|
|
err = f.LinkCollateralCurrency(item, currency.LTC)
|
|
if !errors.Is(err, ErrAlreadyExists) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrAlreadyExists)
|
|
}
|
|
|
|
f.items = append(f.items, item.pairedWith)
|
|
item.pairedWith = nil
|
|
err = f.LinkCollateralCurrency(item, currency.BTC)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
}
|