mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* codebase: Rid base64/hex to string common funcs * codebase: Rid local scope variable usage and other improvements * codebase: Refactor currency pair usage across multiple exchanges - Updated HitBTC tests to use the new currency pair format. - Modified Kraken futures types to use currency.Pair instead of string for Symbol. - Adjusted Kraken wrapper methods to handle currency pairs correctly. - Refined OKX tests and types to utilize currency.Pair for instrument IDs. - Enhanced Poloniex tests to consistently use predefined currency pairs. - Streamlined order and orderbook tests to replace string pairs with currency.NewBTCUSD(). - Improved Yobit tests to utilize a standardized currency pair format. - Updated validator wrapper to use currency pairs directly instead of string conversions. * codebase: Use types.Number where possible * refactor: update PayoutFee type to types.Number for consistency * Refactor: Remove crypto functions to use standard library and other minor changes - Removed custom crypto functions for SHA256, SHA512, and MD5 from the common/crypto package. - Replaced usages of removed functions with standard library implementations in various files including: - cmd/websocket_client/main.go - engine/apiserver.go - exchanges/kraken/kraken.go - exchanges/lbank/lbank.go - exchanges/okx/okx_business_websocket.go - exchanges/kucoin/kucoin_websocket.go - gctscript/vm/vm.go - Updated tests to reflect changes in the crypto functions. - Renamed several functions for clarity, particularly in the context of order book updates across multiple exchanges. * refactor: replace assert with require for consistency in test assertions * refactor: Improve Binance futures candlestick test, standardise orderbook update function names and improve test parallelism * refactor: Replace require.Len with require.Equal for better output in TestGetFuturesKlineData
1618 lines
41 KiB
Go
1618 lines
41 KiB
Go
package engine
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import (
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"context"
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"errors"
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"strings"
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"sync"
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"testing"
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"time"
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"github.com/gofrs/uuid"
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"github.com/shopspring/decimal"
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"github.com/stretchr/testify/assert"
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"github.com/stretchr/testify/require"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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)
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// omfExchange aka order manager fake exchange overrides exchange functions
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// we're not testing an actual exchange's implemented functions
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type omfExchange struct {
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exchange.IBotExchange
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}
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var btcusdPair = currency.NewBTCUSD()
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// CancelOrder overrides testExchange's cancel order function
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// to do the bare minimum required with no API calls or credentials required
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func (f omfExchange) CancelOrder(_ context.Context, _ *order.Cancel) error {
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return nil
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}
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func (f omfExchange) GetCachedTicker(p currency.Pair, a asset.Item) (*ticker.Price, error) {
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return &ticker.Price{
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Last: 1337,
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High: 1337,
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Low: 1337,
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Bid: 1337,
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Ask: 1337,
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Volume: 1337,
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QuoteVolume: 1337,
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PriceATH: 1337,
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Open: 1337,
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Close: 1337,
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Pair: p,
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ExchangeName: f.GetName(),
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AssetType: a,
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LastUpdated: time.Now(),
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FlashReturnRate: 1337,
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BidPeriod: 1337,
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BidSize: 1337,
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AskPeriod: 1337,
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AskSize: 1337,
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FlashReturnRateAmount: 1337,
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}, nil
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}
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// GetOrderInfo overrides testExchange's get order function
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// to do the bare minimum required with no API calls or credentials required
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func (f omfExchange) GetOrderInfo(_ context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
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switch orderID {
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case "":
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return nil, errors.New("")
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case "Order1-unknown-to-active":
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return &order.Detail{
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Exchange: testExchange,
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Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
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AssetType: asset.Spot,
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Amount: 1.0,
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Side: order.Buy,
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Status: order.Active,
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LastUpdated: time.Now().Add(-time.Hour),
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OrderID: "Order1-unknown-to-active",
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}, nil
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case "Order2-active-to-inactive":
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return &order.Detail{
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Exchange: testExchange,
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Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
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AssetType: asset.Spot,
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Amount: 1.0,
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Side: order.Sell,
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Status: order.Cancelled,
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LastUpdated: time.Now().Add(-time.Hour),
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OrderID: "Order2-active-to-inactive",
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}, nil
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}
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return &order.Detail{
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Exchange: testExchange,
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OrderID: orderID,
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Pair: pair,
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AssetType: assetType,
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Status: order.Cancelled,
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}, nil
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}
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// GetActiveOrders overrides the function used by processOrders to return 1 active order
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func (f omfExchange) GetActiveOrders(_ context.Context, _ *order.MultiOrderRequest) (order.FilteredOrders, error) {
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return []order.Detail{{
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Exchange: testExchange,
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Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
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AssetType: asset.Spot,
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Amount: 2.0,
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Side: order.Sell,
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Status: order.Active,
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LastUpdated: time.Now().Add(-time.Hour),
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OrderID: "Order3-unknown-to-active",
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}}, nil
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}
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func (f omfExchange) ModifyOrder(_ context.Context, action *order.Modify) (*order.ModifyResponse, error) {
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modResp, err := action.DeriveModifyResponse()
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if err != nil {
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return nil, err
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}
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modResp.OrderID = "modified_order_id"
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return modResp, nil
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}
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func (f omfExchange) GetFuturesPositions(_ context.Context, req *futures.PositionsRequest) ([]futures.PositionDetails, error) {
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id, err := uuid.NewV4()
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if err != nil {
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return nil, err
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}
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resp := make([]futures.PositionDetails, len(req.Pairs))
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tt := time.Now()
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for i := range req.Pairs {
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resp[i] = futures.PositionDetails{
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Exchange: f.GetName(),
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Asset: req.Asset,
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Pair: req.Pairs[i],
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Orders: []order.Detail{
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{
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Exchange: f.GetName(),
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Price: 1337,
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Amount: 1337,
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InternalOrderID: id,
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OrderID: "1337",
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ClientOrderID: "1337",
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Type: order.Market,
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Side: order.Short,
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Status: order.Open,
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AssetType: req.Asset,
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Date: tt,
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CloseTime: tt,
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LastUpdated: tt,
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Pair: req.Pairs[i],
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},
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},
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}
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}
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return resp, nil
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}
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func TestSetupOrderManager(t *testing.T) {
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_, err := SetupOrderManager(nil, nil, nil, nil)
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assert.ErrorIs(t, err, errNilExchangeManager)
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_, err = SetupOrderManager(NewExchangeManager(), nil, nil, nil)
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assert.ErrorIs(t, err, errNilCommunicationsManager)
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_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, nil, &config.OrderManager{})
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assert.ErrorIs(t, err, errNilWaitGroup)
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var wg sync.WaitGroup
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_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{})
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require.NoError(t, err)
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_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{ActivelyTrackFuturesPositions: true})
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require.ErrorIs(t, err, errInvalidFuturesTrackingSeekDuration)
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_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{ActivelyTrackFuturesPositions: true, FuturesTrackingSeekDuration: time.Hour})
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require.NoError(t, err)
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}
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func TestOrderManagerStart(t *testing.T) {
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var m *OrderManager
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err := m.Start()
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assert.ErrorIs(t, err, ErrNilSubsystem)
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var wg sync.WaitGroup
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m, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{})
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assert.NoError(t, err)
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err = m.Start()
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assert.NoError(t, err)
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err = m.Start()
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assert.ErrorIs(t, err, ErrSubSystemAlreadyStarted)
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}
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func TestOrderManagerIsRunning(t *testing.T) {
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var m *OrderManager
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if m.IsRunning() {
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t.Error("expected false")
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}
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var wg sync.WaitGroup
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m, err := SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{})
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assert.NoError(t, err)
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if m.IsRunning() {
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t.Error("expected false")
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}
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err = m.Start()
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assert.NoError(t, err)
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if !m.IsRunning() {
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t.Error("expected true")
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}
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}
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func TestOrderManagerStop(t *testing.T) {
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var m *OrderManager
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err := m.Stop()
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assert.ErrorIs(t, err, ErrNilSubsystem)
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var wg sync.WaitGroup
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m, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{})
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assert.NoError(t, err)
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err = m.Stop()
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assert.ErrorIs(t, err, ErrSubSystemNotStarted)
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err = m.Start()
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assert.NoError(t, err)
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err = m.Stop()
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assert.NoError(t, err)
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}
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func OrdersSetup(t *testing.T) *OrderManager {
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t.Helper()
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var wg sync.WaitGroup
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em := NewExchangeManager()
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exch, err := em.NewExchangeByName(testExchange)
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if err != nil {
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t.Fatal(err)
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}
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cfg, err := exchange.GetDefaultConfig(t.Context(), exch)
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if err != nil {
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t.Fatal(err)
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}
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err = exch.Setup(cfg)
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if err != nil {
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t.Fatal(err)
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}
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fakeExchange := omfExchange{
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IBotExchange: exch,
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}
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err = em.Add(fakeExchange)
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require.NoError(t, err)
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m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{})
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assert.NoError(t, err)
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m.started = 1
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return m
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}
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func TestOrdersGet(t *testing.T) {
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m := OrdersSetup(t)
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if m.orderStore.get() == nil {
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t.Error("orderStore not established")
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}
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}
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func TestOrdersAdd(t *testing.T) {
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m := OrdersSetup(t)
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err := m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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OrderID: "TestOrdersAdd",
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})
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if err != nil {
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t.Error(err)
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}
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err = m.orderStore.add(&order.Detail{
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Exchange: "testTest",
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OrderID: "TestOrdersAdd",
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})
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if err == nil {
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t.Error("Expected error from non existent exchange")
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}
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err = m.orderStore.add(nil)
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if err == nil {
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t.Error("Expected error from nil order")
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}
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err = m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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OrderID: "TestOrdersAdd",
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})
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if err == nil {
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t.Error("Expected error re-adding order")
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}
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}
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func TestGetByExchangeAndID(t *testing.T) {
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m := OrdersSetup(t)
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err := m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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OrderID: "TestGetByExchangeAndID",
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})
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if err != nil {
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t.Error(err)
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}
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o, err := m.orderStore.getByExchangeAndID(testExchange, "TestGetByExchangeAndID")
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if err != nil {
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t.Error(err)
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}
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if o.OrderID != "TestGetByExchangeAndID" {
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t.Error("Expected to retrieve order")
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}
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_, err = m.orderStore.getByExchangeAndID("", "TestGetByExchangeAndID")
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if err != ErrExchangeNotFound {
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t.Error(err)
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}
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_, err = m.orderStore.getByExchangeAndID(testExchange, "")
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if err != ErrOrderNotFound {
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t.Error(err)
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}
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}
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func TestExists(t *testing.T) {
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m := OrdersSetup(t)
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if m.orderStore.exists(nil) {
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t.Error("Expected false")
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}
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o := &order.Detail{
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Exchange: testExchange,
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OrderID: "TestExists",
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}
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if err := m.orderStore.add(o); err != nil {
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t.Error(err)
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}
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if b := m.orderStore.exists(o); !b {
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t.Error("Expected true")
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}
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}
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func TestStore_modifyOrder(t *testing.T) {
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m := OrdersSetup(t)
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pair := currency.Pair{
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Base: currency.NewCode("XXXXX"),
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Quote: currency.NewCode("YYYYY"),
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}
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err := m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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AssetType: asset.Spot,
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Pair: pair,
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OrderID: "fake_order_id",
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Price: 8,
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Amount: 128,
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})
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if err != nil {
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t.Error(err)
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}
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err = m.orderStore.modifyExisting("fake_order_id", &order.ModifyResponse{
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Exchange: testExchange,
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OrderID: "another_fake_order_id",
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Price: 16,
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Amount: 256,
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})
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if err != nil {
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t.Error(err)
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}
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_, err = m.orderStore.getByExchangeAndID(testExchange, "fake_order_id")
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if err == nil {
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// Expected error, such an order should not exist anymore in the store.
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t.Fatal("Expected error")
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}
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det, err := m.orderStore.getByExchangeAndID(testExchange, "another_fake_order_id")
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if det == nil || err != nil { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
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t.Fatal("Failed to fetch order details")
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}
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if det.OrderID != "another_fake_order_id" || det.Price != 16 || det.Amount != 256 { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
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t.Errorf(
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"have (%s,%f,%f), want (%s,%f,%f)",
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det.OrderID, det.Price, det.Amount,
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"another_fake_order_id", 16., 256.,
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)
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}
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}
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func TestCancelOrder(t *testing.T) {
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m := OrdersSetup(t)
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err := m.Cancel(t.Context(), nil)
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if err == nil {
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t.Error("Expected error due to empty order")
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}
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err = m.Cancel(t.Context(), &order.Cancel{})
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if err == nil {
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t.Error("Expected error due to empty order")
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}
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err = m.Cancel(t.Context(), &order.Cancel{
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Exchange: testExchange,
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})
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if err == nil {
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t.Error("Expected error due to no order ID")
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}
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err = m.Cancel(t.Context(), &order.Cancel{
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OrderID: "ID",
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})
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if err == nil {
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t.Error("Expected error due to no Exchange")
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}
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err = m.Cancel(t.Context(), &order.Cancel{
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OrderID: "ID",
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Exchange: testExchange,
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AssetType: asset.Binary,
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})
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if err == nil {
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t.Error("Expected error due to bad asset type")
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}
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o := &order.Detail{
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Exchange: testExchange,
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OrderID: "1337",
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Status: order.New,
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}
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err = m.orderStore.add(o)
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if err != nil {
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t.Error(err)
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}
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err = m.Cancel(t.Context(), &order.Cancel{
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OrderID: "Unknown",
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Exchange: testExchange,
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AssetType: asset.Spot,
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})
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if err == nil {
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t.Error("Expected error due to no order found")
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}
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cancel := &order.Cancel{
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Exchange: testExchange,
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OrderID: "1337",
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Side: order.Sell,
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AssetType: asset.Spot,
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Pair: btcusdPair,
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}
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err = m.Cancel(t.Context(), cancel)
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assert.NoError(t, err)
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|
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if o.Status != order.Cancelled {
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t.Error("Failed to cancel")
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}
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}
|
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|
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func TestGetOrderInfo(t *testing.T) {
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m := OrdersSetup(t)
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_, err := m.GetOrderInfo(t.Context(), "", "", currency.EMPTYPAIR, asset.Empty)
|
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if err == nil {
|
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t.Error("Expected error due to empty order")
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}
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|
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var result order.Detail
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result, err = m.GetOrderInfo(t.Context(),
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testExchange, "1337", currency.EMPTYPAIR, asset.Empty)
|
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if err != nil {
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t.Error(err)
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}
|
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if result.OrderID != "1337" {
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t.Error("unexpected order returned")
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}
|
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|
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result, err = m.GetOrderInfo(t.Context(),
|
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testExchange, "1337", currency.EMPTYPAIR, asset.Empty)
|
|
if err != nil {
|
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t.Error(err)
|
|
}
|
|
if result.OrderID != "1337" {
|
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t.Error("unexpected order returned")
|
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}
|
|
}
|
|
|
|
func TestCancelAllOrders(t *testing.T) {
|
|
m := OrdersSetup(t)
|
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o := &order.Detail{
|
|
Exchange: testExchange,
|
|
OrderID: "TestCancelAllOrders",
|
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Status: order.New,
|
|
}
|
|
if err := m.orderStore.add(o); err != nil {
|
|
t.Error(err)
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|
}
|
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|
|
m.CancelAllOrders(t.Context(), []exchange.IBotExchange{})
|
|
checkDeets, err := m.orderStore.getByExchangeAndID(testExchange, "TestCancelAllOrders")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
if checkDeets.Status == order.Cancelled {
|
|
t.Error("Order should not be cancelled")
|
|
}
|
|
|
|
exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
m.CancelAllOrders(t.Context(), []exchange.IBotExchange{exch})
|
|
checkDeets, err = m.orderStore.getByExchangeAndID(testExchange, "TestCancelAllOrders")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
if checkDeets.Status != order.Cancelled {
|
|
t.Error("Order should be cancelled", checkDeets.Status)
|
|
}
|
|
}
|
|
|
|
func TestSubmit(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
_, err := m.Submit(t.Context(), nil)
|
|
require.ErrorIs(t, err, errNilOrder)
|
|
|
|
o := &order.Submit{Type: order.Market}
|
|
_, err = m.Submit(t.Context(), o)
|
|
if err == nil {
|
|
t.Error("Expected error from empty exchange")
|
|
}
|
|
|
|
o.Exchange = testExchange
|
|
_, err = m.Submit(t.Context(), o)
|
|
if err == nil {
|
|
t.Error("Expected error from validation")
|
|
}
|
|
|
|
m.cfg.EnforceLimitConfig = true
|
|
m.cfg.AllowMarketOrders = false
|
|
o.Pair = btcusdPair
|
|
o.AssetType = asset.Spot
|
|
o.Side = order.Buy
|
|
o.Amount = 1
|
|
o.Price = 1
|
|
_, err = m.Submit(t.Context(), o)
|
|
if err == nil {
|
|
t.Error("Expected fail due to order market type is not allowed")
|
|
}
|
|
m.cfg.AllowMarketOrders = true
|
|
m.cfg.LimitAmount = 1
|
|
o.Amount = 2
|
|
_, err = m.Submit(t.Context(), o)
|
|
if err == nil {
|
|
t.Error("Expected fail due to order limit exceeds allowed limit")
|
|
}
|
|
m.cfg.LimitAmount = 0
|
|
m.cfg.AllowedExchanges = []string{"fake"}
|
|
_, err = m.Submit(t.Context(), o)
|
|
if err == nil {
|
|
t.Error("Expected fail due to order exchange not found in allowed list")
|
|
}
|
|
|
|
failPair, err := currency.NewPairFromString("BTCAUD")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
m.cfg.AllowedExchanges = nil
|
|
m.cfg.AllowedPairs = currency.Pairs{failPair}
|
|
_, err = m.Submit(t.Context(), o)
|
|
if err == nil {
|
|
t.Error("Expected fail due to order pair not found in allowed list")
|
|
}
|
|
|
|
m.cfg.AllowedPairs = nil
|
|
_, err = m.Submit(t.Context(), o)
|
|
assert.ErrorIs(t, err, exchange.ErrAuthenticationSupportNotEnabled)
|
|
|
|
err = m.orderStore.add(&order.Detail{
|
|
Exchange: testExchange,
|
|
OrderID: "FakePassingExchangeOrder",
|
|
})
|
|
assert.NoError(t, err)
|
|
|
|
o2, err := m.orderStore.getByExchangeAndID(testExchange, "FakePassingExchangeOrder")
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if o2.InternalOrderID.IsNil() {
|
|
t.Error("Failed to assign internal order id")
|
|
}
|
|
}
|
|
|
|
// TestSubmitOrderAlreadyInStore ensures that if an order is submitted, but the WS sees the conf before processSubmittedOrder
|
|
// then we don't error that it was there already
|
|
func TestSubmitOrderAlreadyInStore(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
submitReq := &order.Submit{
|
|
Type: order.Market,
|
|
Pair: btcusdPair,
|
|
AssetType: asset.Spot,
|
|
Side: order.Buy,
|
|
Amount: 1,
|
|
Price: 1,
|
|
Exchange: testExchange,
|
|
}
|
|
submitResp, err := submitReq.DeriveSubmitResponse("batman.obvs")
|
|
assert.NoError(t, err, "Deriving a SubmitResp should not error")
|
|
|
|
id, err := uuid.NewV4()
|
|
assert.NoError(t, err, "uuid should not error")
|
|
d, err := submitResp.DeriveDetail(id)
|
|
assert.NoError(t, err, "Derive Detail should not error")
|
|
|
|
d.ClientOrderID = "SecretSquirrelSauce"
|
|
err = m.orderStore.add(d)
|
|
assert.NoError(t, err, "Adding an order should not error")
|
|
|
|
resp, err := m.SubmitFakeOrder(submitReq, submitResp, false)
|
|
|
|
if assert.NoError(t, err, "SumbitFakeOrder should not error that the order is already in the store") {
|
|
assert.Equal(t, d.ClientOrderID, resp.ClientOrderID, "resp should contain the ClientOrderID from the store")
|
|
}
|
|
}
|
|
|
|
func TestOrderManager_Modify(t *testing.T) {
|
|
pair := currency.Pair{
|
|
Base: currency.NewCode("XXXXX"),
|
|
Quote: currency.NewCode("YYYYY"),
|
|
}
|
|
f := func(mod order.Modify, expectError bool, price, amount float64) {
|
|
t.Helper()
|
|
|
|
m := OrdersSetup(t)
|
|
err := m.orderStore.add(&order.Detail{
|
|
Exchange: testExchange,
|
|
AssetType: asset.Spot,
|
|
Pair: pair,
|
|
OrderID: "fake_order_id",
|
|
Price: 8,
|
|
Amount: 128,
|
|
})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
|
|
resp, err := m.Modify(t.Context(), &mod)
|
|
if expectError {
|
|
if err == nil {
|
|
t.Fatal("Expected error")
|
|
}
|
|
return
|
|
} else if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
if resp.OrderID != "modified_order_id" {
|
|
t.Errorf("have \"%s\", want \"modified_order_id\"", resp.OrderID)
|
|
}
|
|
|
|
det, err := m.orderStore.getByExchangeAndID(testExchange, resp.OrderID)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
if det.OrderID != resp.OrderID || det.Price != price || det.Amount != amount {
|
|
t.Errorf(
|
|
"have (%s,%f,%f), want (%s,%f,%f)",
|
|
det.OrderID, det.Price, det.Amount,
|
|
resp.OrderID, price, amount,
|
|
)
|
|
}
|
|
}
|
|
|
|
model := order.Modify{
|
|
// These fields identify the order.
|
|
Exchange: testExchange,
|
|
AssetType: asset.Spot,
|
|
Pair: pair,
|
|
OrderID: "fake_order_id",
|
|
// These fields modify the order.
|
|
Price: 0,
|
|
Amount: 0,
|
|
}
|
|
|
|
// [1] Test if nonexistent order returns an error.
|
|
one := model
|
|
one.OrderID = "nonexistent_order_id"
|
|
f(one, true, 0, 0)
|
|
|
|
// [2] Test if price of 0 is ignored.
|
|
two := model
|
|
two.Price = 0
|
|
two.Amount = 256
|
|
f(two, false, 8, 256)
|
|
|
|
// [3] Test if amount of 0 is ignored.
|
|
three := model
|
|
three.Price = 16
|
|
three.Amount = 0
|
|
f(three, false, 16, 128)
|
|
|
|
// [4] Test if both fields work together.
|
|
four := model
|
|
four.Price = 16
|
|
four.Amount = 256
|
|
f(four, false, 16, 256)
|
|
|
|
// [5] Test if both fields missing modifies anything but the ID.
|
|
five := model
|
|
five.Price = 0
|
|
five.Amount = 0
|
|
f(five, false, 8, 128)
|
|
}
|
|
|
|
func TestProcessOrders(t *testing.T) {
|
|
var wg sync.WaitGroup
|
|
em := NewExchangeManager()
|
|
exch, err := em.NewExchangeByName(testExchange)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
exch.SetDefaults()
|
|
fakeExchange := omfExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
require.NoError(t, err)
|
|
|
|
m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{})
|
|
assert.NoError(t, err)
|
|
|
|
m.started = 1
|
|
pairs := currency.Pairs{
|
|
currency.Pair{Base: currency.BTC, Quote: currency.USD},
|
|
}
|
|
// Ensure processOrders() can run the REST calls to GetActiveOrders
|
|
// and to GetOrders
|
|
exch.GetBase().API = exchange.API{
|
|
AuthenticatedSupport: true,
|
|
AuthenticatedWebsocketSupport: false,
|
|
}
|
|
exch.GetBase().Features = exchange.Features{
|
|
Supports: exchange.FeaturesSupported{
|
|
REST: true,
|
|
RESTCapabilities: protocol.Features{
|
|
GetOrder: true,
|
|
},
|
|
},
|
|
}
|
|
exch.GetBase().CurrencyPairs = currency.PairsManager{
|
|
UseGlobalFormat: true,
|
|
RequestFormat: ¤cy.PairFormat{
|
|
Delimiter: "-",
|
|
Uppercase: true,
|
|
},
|
|
ConfigFormat: ¤cy.PairFormat{
|
|
Delimiter: "-",
|
|
Uppercase: true,
|
|
},
|
|
Pairs: map[asset.Item]*currency.PairStore{
|
|
asset.Spot: {
|
|
AssetEnabled: true,
|
|
Enabled: pairs,
|
|
Available: pairs,
|
|
},
|
|
asset.Futures: {
|
|
AssetEnabled: true,
|
|
Enabled: pairs,
|
|
Available: pairs,
|
|
},
|
|
},
|
|
}
|
|
exch.GetBase().Config = &config.Exchange{
|
|
CurrencyPairs: ¤cy.PairsManager{
|
|
UseGlobalFormat: true,
|
|
RequestFormat: ¤cy.PairFormat{
|
|
Delimiter: "-",
|
|
Uppercase: true,
|
|
},
|
|
ConfigFormat: ¤cy.PairFormat{
|
|
Delimiter: "-",
|
|
Uppercase: true,
|
|
},
|
|
Pairs: map[asset.Item]*currency.PairStore{
|
|
asset.Spot: {
|
|
AssetEnabled: true,
|
|
Enabled: pairs,
|
|
Available: pairs,
|
|
},
|
|
asset.Futures: {
|
|
AssetEnabled: true,
|
|
Enabled: pairs,
|
|
Available: pairs,
|
|
},
|
|
},
|
|
},
|
|
}
|
|
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
Pair: pairs[0],
|
|
AssetType: asset.Spot,
|
|
Amount: 1.0,
|
|
Side: order.Buy,
|
|
Status: order.UnknownStatus,
|
|
LastUpdated: time.Now().Add(-time.Hour),
|
|
OrderID: "Order1-unknown-to-active",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
Pair: pairs[0],
|
|
AssetType: asset.Spot,
|
|
Amount: 1.0,
|
|
Side: order.Sell,
|
|
Status: order.Active,
|
|
LastUpdated: time.Now().Add(-time.Hour),
|
|
OrderID: "Order2-active-to-inactive",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
Pair: pairs[0],
|
|
AssetType: asset.Spot,
|
|
Amount: 2.0,
|
|
Side: order.Sell,
|
|
Status: order.UnknownStatus,
|
|
LastUpdated: time.Now().Add(-time.Hour),
|
|
OrderID: "Order3-unknown-to-active",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
|
|
m.orderStore.futuresPositionController = futures.SetupPositionController()
|
|
if err = m.orderStore.add(&order.Detail{
|
|
Exchange: testExchange,
|
|
Pair: pairs[0],
|
|
AssetType: asset.Futures,
|
|
Amount: 2.0,
|
|
Side: order.Short,
|
|
Status: order.Open,
|
|
LastUpdated: time.Now().Add(-time.Hour),
|
|
OrderID: "4",
|
|
Date: time.Now(),
|
|
}); err != nil {
|
|
t.Error(err)
|
|
}
|
|
|
|
m.processOrders()
|
|
|
|
// Order1 is not returned by exch.GetActiveOrders()
|
|
// It will be fetched by exch.GetOrderInfo(), which will say it is active
|
|
res, err := m.GetOrdersFiltered(&order.Filter{OrderID: "Order1-unknown-to-active"})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
if res[0].Status != order.Active {
|
|
t.Errorf("Order 1 should be active, but status is %s", res[0].Status)
|
|
}
|
|
|
|
// Order2 is not returned by exch.GetActiveOrders()
|
|
// It will be fetched by exch.GetOrderInfo(), which will say it is cancelled
|
|
res, err = m.GetOrdersFiltered(&order.Filter{OrderID: "Order2-active-to-inactive"})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
if res[0].Status != order.Cancelled {
|
|
t.Errorf("Order 2 should be cancelled, but status is %s", res[0].Status)
|
|
}
|
|
|
|
// Order3 is returned by exch.GetActiveOrders(), which will say it is active
|
|
res, err = m.GetOrdersFiltered(&order.Filter{OrderID: "Order3-unknown-to-active"})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
if res[0].Status != order.Active {
|
|
t.Errorf("Order 3 should be active, but status is %s", res[0].Status)
|
|
}
|
|
}
|
|
|
|
func TestGetOrdersFiltered(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
_, err := m.GetOrdersFiltered(nil)
|
|
if err == nil {
|
|
t.Error("Expected error from nil filter")
|
|
}
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test2",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
res, err := m.GetOrdersFiltered(&order.Filter{OrderID: "Test2"})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
}
|
|
|
|
func TestGetFilteredOrders(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
|
|
_, err := m.orderStore.getFilteredOrders(nil)
|
|
if err == nil {
|
|
t.Error("Error expected when Filter is nil")
|
|
}
|
|
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test2",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
res, err := m.orderStore.getFilteredOrders(&order.Filter{OrderID: "Test1"})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
}
|
|
|
|
func TestGetOrdersActive(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
var err error
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Buy,
|
|
Status: order.Cancelled,
|
|
OrderID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Sell,
|
|
Status: order.Active,
|
|
OrderID: "Test2",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
res, err := m.GetOrdersActive(nil)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("TestGetOrdersActive - Expected 1 result, got: %d", len(res))
|
|
}
|
|
res, err = m.GetOrdersActive(&order.Filter{Side: order.Sell})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("TestGetOrdersActive - Expected 1 result, got: %d", len(res))
|
|
}
|
|
res, err = m.GetOrdersActive(&order.Filter{Side: order.Buy})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 0 {
|
|
t.Errorf("TestGetOrdersActive - Expected 0 results, got: %d", len(res))
|
|
}
|
|
}
|
|
|
|
func TestProcessMatchingOrders(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test2",
|
|
LastUpdated: time.Now(),
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test4",
|
|
LastUpdated: time.Now().Add(-time.Hour),
|
|
},
|
|
}
|
|
var wg sync.WaitGroup
|
|
wg.Add(1)
|
|
go m.processMatchingOrders(exch, orders, &wg)
|
|
wg.Wait()
|
|
res, err := m.GetOrdersFiltered(&order.Filter{Exchange: testExchange})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
if res[0].OrderID != "Test4" {
|
|
t.Error("Order Test4 should have been fetched and updated")
|
|
}
|
|
}
|
|
|
|
func TestFetchAndUpdateExchangeOrder(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
err = m.FetchAndUpdateExchangeOrder(exch, nil, asset.Spot)
|
|
if err == nil {
|
|
t.Error("Error expected when order is nil")
|
|
}
|
|
o := &order.Detail{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Sell,
|
|
Status: order.Active,
|
|
OrderID: "Test",
|
|
}
|
|
err = m.FetchAndUpdateExchangeOrder(exch, o, asset.Spot)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if o.Status != order.Active {
|
|
t.Error("Order should be active")
|
|
}
|
|
res, err := m.GetOrdersFiltered(&order.Filter{Exchange: testExchange})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
|
|
o.Status = order.PartiallyCancelled
|
|
err = m.FetchAndUpdateExchangeOrder(exch, o, asset.Spot)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
res, err = m.GetOrdersFiltered(&order.Filter{Exchange: testExchange})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
}
|
|
|
|
func TestGetActiveOrders(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
var err error
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Buy,
|
|
Status: order.Cancelled,
|
|
OrderID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Sell,
|
|
Status: order.Active,
|
|
OrderID: "Test2",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
res := m.orderStore.getActiveOrders(nil)
|
|
if len(res) != 1 {
|
|
t.Errorf("Test_getActiveOrders - Expected 1 result, got: %d", len(res))
|
|
}
|
|
res = m.orderStore.getActiveOrders(&order.Filter{Side: order.Sell})
|
|
if len(res) != 1 {
|
|
t.Errorf("Test_getActiveOrders - Expected 1 result, got: %d", len(res))
|
|
}
|
|
res = m.orderStore.getActiveOrders(&order.Filter{Side: order.Buy})
|
|
if len(res) != 0 {
|
|
t.Errorf("Test_getActiveOrders - Expected 0 results, got: %d", len(res))
|
|
}
|
|
}
|
|
|
|
func TestGetFuturesPositionsForExchange(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
cp := currency.NewBTCUSDT()
|
|
_, err := o.GetFuturesPositionsForExchange("test", asset.Spot, cp)
|
|
assert.ErrorIs(t, err, ErrSubSystemNotStarted)
|
|
|
|
o.started = 1
|
|
o.orderStore.futuresPositionController = futures.SetupPositionController()
|
|
_, err = o.GetFuturesPositionsForExchange("test", asset.Spot, cp)
|
|
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
|
|
|
|
_, err = o.GetFuturesPositionsForExchange("test", asset.Futures, cp)
|
|
assert.ErrorIs(t, err, futures.ErrPositionNotFound)
|
|
|
|
err = o.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{
|
|
OrderID: "test",
|
|
Date: time.Now(),
|
|
Exchange: "test",
|
|
AssetType: asset.Futures,
|
|
Pair: cp,
|
|
Side: order.Buy,
|
|
Amount: 1,
|
|
Price: 1,
|
|
})
|
|
assert.NoError(t, err)
|
|
|
|
resp, err := o.GetFuturesPositionsForExchange("test", asset.Futures, cp)
|
|
assert.NoError(t, err)
|
|
|
|
if len(resp) != 1 {
|
|
t.Error("expected 1 position")
|
|
}
|
|
|
|
o = nil
|
|
_, err = o.GetFuturesPositionsForExchange("test", asset.Futures, cp)
|
|
assert.ErrorIs(t, err, ErrNilSubsystem)
|
|
}
|
|
|
|
func TestClearFuturesPositionsForExchange(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
cp := currency.NewBTCUSDT()
|
|
err := o.ClearFuturesTracking("test", asset.Spot, cp)
|
|
assert.ErrorIs(t, err, ErrSubSystemNotStarted)
|
|
|
|
o.started = 1
|
|
o.orderStore.futuresPositionController = futures.SetupPositionController()
|
|
err = o.ClearFuturesTracking("test", asset.Spot, cp)
|
|
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
|
|
|
|
err = o.ClearFuturesTracking("test", asset.Futures, cp)
|
|
assert.ErrorIs(t, err, futures.ErrPositionNotFound)
|
|
|
|
err = o.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{
|
|
OrderID: "test",
|
|
Date: time.Now(),
|
|
Exchange: "test",
|
|
AssetType: asset.Futures,
|
|
Pair: cp,
|
|
Side: order.Buy,
|
|
Amount: 1,
|
|
Price: 1,
|
|
})
|
|
assert.NoError(t, err)
|
|
|
|
err = o.ClearFuturesTracking("test", asset.Futures, cp)
|
|
assert.NoError(t, err)
|
|
|
|
resp, err := o.GetFuturesPositionsForExchange("test", asset.Futures, cp)
|
|
assert.NoError(t, err)
|
|
|
|
if len(resp) != 0 {
|
|
t.Errorf("expected no position, received '%v'", len(resp))
|
|
}
|
|
|
|
o = nil
|
|
err = o.ClearFuturesTracking("test", asset.Futures, cp)
|
|
assert.ErrorIs(t, err, ErrNilSubsystem)
|
|
}
|
|
|
|
func TestUpdateOpenPositionUnrealisedPNL(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
cp := currency.NewBTCUSDT()
|
|
_, err := o.UpdateOpenPositionUnrealisedPNL("test", asset.Spot, cp, 1, time.Now())
|
|
assert.ErrorIs(t, err, ErrSubSystemNotStarted)
|
|
|
|
o.started = 1
|
|
o.orderStore.futuresPositionController = futures.SetupPositionController()
|
|
_, err = o.UpdateOpenPositionUnrealisedPNL("test", asset.Spot, cp, 1, time.Now())
|
|
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
|
|
|
|
_, err = o.UpdateOpenPositionUnrealisedPNL("test", asset.Futures, cp, 1, time.Now())
|
|
assert.ErrorIs(t, err, futures.ErrPositionNotFound)
|
|
|
|
err = o.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{
|
|
OrderID: "test",
|
|
Date: time.Now(),
|
|
Exchange: "test",
|
|
AssetType: asset.Futures,
|
|
Pair: cp,
|
|
Side: order.Buy,
|
|
Amount: 1,
|
|
Price: 1,
|
|
})
|
|
assert.NoError(t, err)
|
|
|
|
unrealised, err := o.UpdateOpenPositionUnrealisedPNL("test", asset.Futures, cp, 2, time.Now())
|
|
assert.NoError(t, err)
|
|
|
|
if !unrealised.Equal(decimal.NewFromInt(1)) {
|
|
t.Errorf("received '%v', expected '%v'", unrealised, 1)
|
|
}
|
|
|
|
o = nil
|
|
_, err = o.UpdateOpenPositionUnrealisedPNL("test", asset.Spot, cp, 1, time.Now())
|
|
assert.ErrorIs(t, err, ErrNilSubsystem)
|
|
}
|
|
|
|
func TestSubmitFakeOrder(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
resp := &order.SubmitResponse{}
|
|
_, err := o.SubmitFakeOrder(nil, resp, false)
|
|
assert.ErrorIs(t, err, ErrSubSystemNotStarted)
|
|
|
|
o.started = 1
|
|
_, err = o.SubmitFakeOrder(nil, resp, false)
|
|
assert.ErrorIs(t, err, errNilOrder)
|
|
|
|
em := NewExchangeManager()
|
|
exch, err := em.NewExchangeByName(testExchange)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
exch.SetDefaults()
|
|
err = em.Add(exch)
|
|
require.NoError(t, err)
|
|
|
|
o.orderStore.exchangeManager = em
|
|
|
|
ord := &order.Submit{}
|
|
_, err = o.SubmitFakeOrder(ord, resp, false)
|
|
assert.ErrorIs(t, err, ErrExchangeNameIsEmpty)
|
|
|
|
ord.Exchange = testExchange
|
|
ord.AssetType = asset.Spot
|
|
ord.Pair = currency.NewPair(currency.BTC, currency.DOGE)
|
|
ord.Side = order.Buy
|
|
ord.Type = order.Market
|
|
ord.Amount = 1337
|
|
|
|
resp, err = ord.DeriveSubmitResponse("1234")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
resp.Status = order.Filled
|
|
o.orderStore.commsManager = &CommunicationManager{}
|
|
o.orderStore.Orders = make(map[string][]*order.Detail)
|
|
_, err = o.SubmitFakeOrder(ord, resp, false)
|
|
assert.NoError(t, err)
|
|
}
|
|
|
|
func TestGetOrdersSnapshot(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
o.GetOrdersSnapshot(order.AnyStatus)
|
|
o.started = 1
|
|
o.orderStore.Orders = make(map[string][]*order.Detail)
|
|
o.orderStore.Orders[testExchange] = []*order.Detail{
|
|
{
|
|
Status: order.Open,
|
|
},
|
|
}
|
|
snap := o.GetOrdersSnapshot(order.Open)
|
|
if len(snap) != 1 {
|
|
t.Error("expected 1")
|
|
}
|
|
snap = o.GetOrdersSnapshot(order.Closed)
|
|
if len(snap) != 0 {
|
|
t.Error("expected 0")
|
|
}
|
|
}
|
|
|
|
func TestUpdateExisting(t *testing.T) {
|
|
t.Parallel()
|
|
s := &store{}
|
|
s.Orders = make(map[string][]*order.Detail)
|
|
err := s.updateExisting(nil)
|
|
assert.ErrorIs(t, err, errNilOrder)
|
|
|
|
od := &order.Detail{Exchange: testExchange}
|
|
err = s.updateExisting(od)
|
|
assert.ErrorIs(t, err, ErrExchangeNotFound)
|
|
|
|
s.Orders[strings.ToLower(testExchange)] = nil
|
|
err = s.updateExisting(od)
|
|
assert.ErrorIs(t, err, ErrOrderNotFound)
|
|
|
|
od.Exchange = testExchange
|
|
od.AssetType = asset.Futures
|
|
od.OrderID = "123"
|
|
od.Pair = currency.NewBTCUSDT()
|
|
od.Side = order.Buy
|
|
od.Type = order.Market
|
|
od.Date = time.Now()
|
|
od.Amount = 1337
|
|
s.Orders[strings.ToLower(testExchange)] = []*order.Detail{
|
|
od,
|
|
}
|
|
s.futuresPositionController = futures.SetupPositionController()
|
|
err = s.futuresPositionController.TrackNewOrder(od)
|
|
assert.NoError(t, err)
|
|
|
|
err = s.updateExisting(od)
|
|
assert.NoError(t, err)
|
|
|
|
pos, err := s.futuresPositionController.GetPositionsForExchange(testExchange, asset.Futures, od.Pair)
|
|
assert.NoError(t, err)
|
|
|
|
if len(pos) != 1 {
|
|
t.Error("expected 1")
|
|
}
|
|
}
|
|
|
|
func TestOrderManagerExists(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
if o.Exists(nil) {
|
|
t.Error("expected false")
|
|
}
|
|
o.started = 1
|
|
if o.Exists(nil) {
|
|
t.Error("expected false")
|
|
}
|
|
|
|
o = nil
|
|
if o.Exists(nil) {
|
|
t.Error("expected false")
|
|
}
|
|
}
|
|
|
|
func TestOrderManagerAdd(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
err := o.Add(nil)
|
|
assert.ErrorIs(t, err, ErrSubSystemNotStarted)
|
|
|
|
o.started = 1
|
|
err = o.Add(nil)
|
|
assert.ErrorIs(t, err, errNilOrder)
|
|
|
|
o = nil
|
|
err = o.Add(nil)
|
|
assert.ErrorIs(t, err, ErrNilSubsystem)
|
|
}
|
|
|
|
func TestGetAllOpenFuturesPositions(t *testing.T) {
|
|
t.Parallel()
|
|
wg := &sync.WaitGroup{}
|
|
o, err := SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, wg, &config.OrderManager{FuturesTrackingSeekDuration: time.Hour})
|
|
assert.NoError(t, err)
|
|
|
|
o.started = 0
|
|
_, err = o.GetAllOpenFuturesPositions()
|
|
assert.ErrorIs(t, err, ErrSubSystemNotStarted)
|
|
|
|
o.started = 1
|
|
o.activelyTrackFuturesPositions = true
|
|
o.orderStore.futuresPositionController = futures.SetupPositionController()
|
|
_, err = o.GetAllOpenFuturesPositions()
|
|
assert.ErrorIs(t, err, futures.ErrNoPositionsFound)
|
|
|
|
o = nil
|
|
_, err = o.GetAllOpenFuturesPositions()
|
|
assert.ErrorIs(t, err, ErrNilSubsystem)
|
|
}
|
|
|
|
func TestGetOpenFuturesPosition(t *testing.T) {
|
|
t.Parallel()
|
|
wg := &sync.WaitGroup{}
|
|
o, err := SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, wg, &config.OrderManager{FuturesTrackingSeekDuration: time.Hour})
|
|
assert.NoError(t, err)
|
|
|
|
o.started = 0
|
|
cp := currency.NewPair(currency.BTC, currency.PERP)
|
|
_, err = o.GetOpenFuturesPosition(testExchange, asset.Spot, cp)
|
|
assert.ErrorIs(t, err, ErrSubSystemNotStarted)
|
|
|
|
o.started = 1
|
|
_, err = o.GetOpenFuturesPosition(testExchange, asset.Spot, cp)
|
|
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
|
|
|
|
em := NewExchangeManager()
|
|
exch, err := em.NewExchangeByName("binance")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
exch.SetDefaults()
|
|
b := exch.GetBase()
|
|
b.Name = fakeExchangeName
|
|
b.Enabled = true
|
|
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
|
|
b.CurrencyPairs.Pairs[asset.Futures] = ¤cy.PairStore{
|
|
AssetEnabled: true,
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: true,
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
Available: currency.Pairs{cp},
|
|
Enabled: currency.Pairs{cp},
|
|
}
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
require.NoError(t, err)
|
|
|
|
o, err = SetupOrderManager(em, &CommunicationManager{}, wg, &config.OrderManager{
|
|
Enabled: true,
|
|
FuturesTrackingSeekDuration: time.Hour,
|
|
Verbose: true,
|
|
ActivelyTrackFuturesPositions: true,
|
|
})
|
|
assert.NoError(t, err)
|
|
|
|
o.started = 1
|
|
|
|
_, err = o.GetOpenFuturesPosition(testExchange, asset.Spot, cp)
|
|
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
|
|
|
|
_, err = o.GetOpenFuturesPosition(testExchange, asset.Futures, cp)
|
|
assert.ErrorIs(t, err, futures.ErrPositionNotFound)
|
|
|
|
err = o.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{
|
|
AssetType: asset.Futures,
|
|
OrderID: "123",
|
|
Pair: cp,
|
|
Side: order.Buy,
|
|
Type: order.Market,
|
|
Date: time.Now(),
|
|
Amount: 1337,
|
|
Exchange: testExchange,
|
|
})
|
|
assert.NoError(t, err)
|
|
|
|
_, err = o.GetOpenFuturesPosition(testExchange, asset.Futures, cp)
|
|
assert.NoError(t, err)
|
|
|
|
o = nil
|
|
_, err = o.GetOpenFuturesPosition(testExchange, asset.Spot, cp)
|
|
assert.ErrorIs(t, err, ErrNilSubsystem)
|
|
}
|
|
|
|
func TestProcessFuturesPositions(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
err := o.processFuturesPositions(nil, nil)
|
|
assert.ErrorIs(t, err, errFuturesTrackingDisabled)
|
|
|
|
em := NewExchangeManager()
|
|
exch, err := em.NewExchangeByName("binance")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
exch.SetDefaults()
|
|
b := exch.GetBase()
|
|
b.Name = fakeExchangeName
|
|
b.Enabled = true
|
|
|
|
cp, err := currency.NewPairFromString("btc-perp")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
cp2, err := currency.NewPairFromString("btc-usd")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
|
|
b.CurrencyPairs.Pairs[asset.Futures] = ¤cy.PairStore{
|
|
AssetEnabled: true,
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "-"},
|
|
Available: currency.Pairs{cp, cp2},
|
|
Enabled: currency.Pairs{cp, cp2},
|
|
}
|
|
b.CurrencyPairs.Pairs[asset.Spot] = ¤cy.PairStore{
|
|
AssetEnabled: true,
|
|
ConfigFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
RequestFormat: ¤cy.PairFormat{Delimiter: "/"},
|
|
Available: currency.Pairs{cp, cp2},
|
|
Enabled: currency.Pairs{cp, cp2},
|
|
}
|
|
fakeExchange := fExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
err = em.Add(fakeExchange)
|
|
require.NoError(t, err)
|
|
|
|
var wg sync.WaitGroup
|
|
o, err = SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{ActivelyTrackFuturesPositions: true, FuturesTrackingSeekDuration: time.Hour})
|
|
assert.NoError(t, err)
|
|
|
|
o.started = 1
|
|
|
|
err = o.processFuturesPositions(fakeExchange, nil)
|
|
assert.ErrorIs(t, err, common.ErrNilPointer)
|
|
|
|
position := &futures.PositionResponse{
|
|
Asset: asset.Spot,
|
|
Pair: cp,
|
|
Orders: nil,
|
|
}
|
|
err = o.processFuturesPositions(fakeExchange, position)
|
|
assert.ErrorIs(t, err, errNilOrder)
|
|
|
|
od := &order.Detail{
|
|
AssetType: asset.Spot,
|
|
OrderID: "123",
|
|
Pair: cp,
|
|
Side: order.Buy,
|
|
Type: order.Market,
|
|
Date: time.Now().Add(-time.Hour),
|
|
Amount: 1337,
|
|
Exchange: b.Name,
|
|
}
|
|
position.Orders = []order.Detail{
|
|
*od,
|
|
}
|
|
err = o.processFuturesPositions(fakeExchange, position)
|
|
assert.ErrorIs(t, err, futures.ErrNotFuturesAsset)
|
|
|
|
position.Orders[0].AssetType = asset.Futures
|
|
position.Asset = asset.Futures
|
|
err = o.processFuturesPositions(fakeExchange, position)
|
|
assert.NoError(t, err)
|
|
|
|
b.Features.Supports.FuturesCapabilities.FundingRates = true
|
|
err = o.processFuturesPositions(fakeExchange, position)
|
|
assert.NoError(t, err)
|
|
}
|
|
|
|
// TestGetByDetail tests orderstore.getByDetail
|
|
func TestGetByDetail(t *testing.T) {
|
|
t.Parallel()
|
|
m := OrdersSetup(t)
|
|
assert.Nil(t, m.orderStore.getByDetail(nil), "Fetching a nil order should return nil")
|
|
od := &order.Detail{
|
|
Exchange: testExchange,
|
|
AssetType: asset.Spot,
|
|
OrderID: "AdmiralHarold",
|
|
ClientOrderID: "DuskyLeafMonkey",
|
|
}
|
|
id := &order.Detail{
|
|
Exchange: od.Exchange,
|
|
OrderID: od.OrderID,
|
|
}
|
|
|
|
assert.Nil(t, m.orderStore.getByDetail(od), "Fetching a non-stored order should return nil")
|
|
assert.NoError(t, m.orderStore.add(od), "Adding the details should not error")
|
|
|
|
byOrig := m.orderStore.getByDetail(od)
|
|
byID := m.orderStore.getByDetail(id)
|
|
|
|
if assert.NotNil(t, byOrig, "Retrieve by orig pointer should find a record") {
|
|
assert.NotSame(t, byOrig, od, "Retrieve by orig pointer should return a new pointer")
|
|
assert.Equal(t, od.ClientOrderID, byOrig.ClientOrderID, "Retrieve by orig pointer should contain the correct ClientOrderID")
|
|
}
|
|
|
|
if assert.NotNil(t, byID, "Retrieve by new pointer should find a record") {
|
|
assert.NotSame(t, byID, id, "Retrieve by new pointer should return a different new pointer than we passed in")
|
|
assert.NotSame(t, byID, od, "Retrieve by new pointer should return a different new pointer than the original object")
|
|
assert.Equal(t, od.ClientOrderID, byID.ClientOrderID, "Retrieve by id pointer should contain the correct ClientOrderID")
|
|
}
|
|
}
|