mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
640960aec1
* Added TimeInForce type and updated related files * Linter issue fix and minor coinbasepro type update * Bitrex consts update * added unit test and minor changes in bittrex * Unit tests update * Fix minor linter issues * Update TestStringToTimeInForce unit test * fix conflict with gateio timeInForce * Update order tests * Complete updating the order unit tests * update kucoin and deribit wrapper to match the time in force change * fix time-in-force related test errors * linter issue fix * time in force constants, functions and unit tests update * shift tif policies to TimeInForce * Update time-in-force, related functions, and unit tests * fix linter issue and time-in-force processing * added a good till crossing tif value * order type fix and fix related tim-in-force entries * update time-in-force unmarshaling and unit test * fix time-in-force error in gateio * linter issue fix * update based on review comments * add unit test and fix missing issues * minor fix and added benchmark unit test * change GTT to GTC for limit * fix linter issue * added time-in-force value to place order param * fix minor issues based on review comment and move tif code to separate files * update on exchanges linked to time-in-force * resolve missing review comments * minor linter issues fix * added time-in-force handler and update timeInForce parametered endpoint * minor fixes based on review * nits fix * update based on review * linter fix * rm getTimeInForce func and minor change to time-in-force * minor change * update based on review comments * wrappers and time-in-force calling approach * minor change * update gateio string to timeInForce conversion and unit test * updated order test unit tes functions * minor fixes on unit tests * nits fix based on feedback * update TestDeriveCancel unit test assert messages * update TestDeriveCancel unit test assert messages * update timeInForceFromString method to return formatted error and update functions using it * restructure and fix minor exchanges time-in-force handling issues * replaced unused getTypeFromTimeInForce with inline switch-based order type check * separated the repeated timeInForce conversion code to a function * update exchanges time-in-force handling based on review comments * limter fix * edded comment to validTimesInForce var * added comment to gateio's timeInForceString func * added goodTillCancel switch case to gateio timeInForceString func
314 lines
7.9 KiB
Go
314 lines
7.9 KiB
Go
package order
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import (
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"testing"
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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/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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)
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var (
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btcusd = currency.NewBTCUSD()
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ltcusd = currency.NewPair(currency.LTC, currency.USD)
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btcltc = currency.NewPair(currency.BTC, currency.LTC)
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)
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func TestLoadLimits(t *testing.T) {
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t.Parallel()
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e := ExecutionLimits{}
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err := e.LoadLimits(nil)
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assert.ErrorIs(t, err, errCannotLoadLimit)
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invalidAsset := []MinMaxLevel{
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{
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Pair: btcusd,
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MinPrice: 100000,
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MaxPrice: 1000000,
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MinimumBaseAmount: 1,
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MaximumBaseAmount: 10,
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},
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}
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err = e.LoadLimits(invalidAsset)
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require.ErrorIs(t, err, asset.ErrNotSupported)
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invalidPairLoading := []MinMaxLevel{
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{
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Asset: asset.Spot,
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MinPrice: 100000,
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MaxPrice: 1000000,
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MinimumBaseAmount: 1,
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MaximumBaseAmount: 10,
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},
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}
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err = e.LoadLimits(invalidPairLoading)
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assert.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
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newLimits := []MinMaxLevel{
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{
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Pair: btcusd,
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Asset: asset.Spot,
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MinPrice: 100000,
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MaxPrice: 1000000,
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MinimumBaseAmount: 1,
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MaximumBaseAmount: 10,
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},
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}
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err = e.LoadLimits(newLimits)
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require.NoError(t, err)
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badLimit := []MinMaxLevel{
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{
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Pair: btcusd,
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Asset: asset.Spot,
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MinPrice: 2,
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MaxPrice: 1,
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MinimumBaseAmount: 1,
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MaximumBaseAmount: 10,
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},
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}
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err = e.LoadLimits(badLimit)
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require.ErrorIs(t, err, errInvalidPriceLevels)
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badLimit = []MinMaxLevel{
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{
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Pair: btcusd,
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Asset: asset.Spot,
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MinPrice: 1,
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MaxPrice: 2,
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MinimumBaseAmount: 10,
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MaximumBaseAmount: 9,
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},
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}
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err = e.LoadLimits(badLimit)
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require.ErrorIs(t, err, errInvalidAmountLevels)
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goodLimit := []MinMaxLevel{
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{
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Pair: btcusd,
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Asset: asset.Spot,
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},
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}
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err = e.LoadLimits(goodLimit)
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require.NoError(t, err)
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noCompare := []MinMaxLevel{
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{
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Pair: btcusd,
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Asset: asset.Spot,
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MinimumBaseAmount: 10,
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},
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}
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err = e.LoadLimits(noCompare)
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require.NoError(t, err)
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noCompare = []MinMaxLevel{
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{
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Pair: btcusd,
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Asset: asset.Spot,
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MinPrice: 10,
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},
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}
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err = e.LoadLimits(noCompare)
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assert.NoError(t, err)
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}
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func TestGetOrderExecutionLimits(t *testing.T) {
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t.Parallel()
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e := ExecutionLimits{}
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_, err := e.GetOrderExecutionLimits(asset.Spot, btcusd)
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require.ErrorIs(t, err, ErrExchangeLimitNotLoaded)
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newLimits := []MinMaxLevel{
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{
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Pair: btcusd,
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Asset: asset.Spot,
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MinPrice: 100000,
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MaxPrice: 1000000,
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MinimumBaseAmount: 1,
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MaximumBaseAmount: 10,
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},
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}
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err = e.LoadLimits(newLimits)
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require.NoError(t, err)
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_, err = e.GetOrderExecutionLimits(asset.Futures, ltcusd)
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require.ErrorIs(t, err, ErrCannotValidateAsset)
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_, err = e.GetOrderExecutionLimits(asset.Spot, ltcusd)
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require.ErrorIs(t, err, errExchangeLimitBase)
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_, err = e.GetOrderExecutionLimits(asset.Spot, btcltc)
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require.ErrorIs(t, err, errExchangeLimitQuote)
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tt, err := e.GetOrderExecutionLimits(asset.Spot, btcusd)
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require.NoError(t, err)
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assert.Equal(t, newLimits[0].MaximumBaseAmount, tt.MaximumBaseAmount)
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assert.Equal(t, newLimits[0].MinimumBaseAmount, tt.MinimumBaseAmount)
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assert.Equal(t, newLimits[0].MaxPrice, tt.MaxPrice)
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assert.Equal(t, newLimits[0].MinPrice, tt.MinPrice)
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}
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func TestCheckLimit(t *testing.T) {
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t.Parallel()
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e := ExecutionLimits{}
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err := e.CheckOrderExecutionLimits(asset.Spot, btcusd, 1337, 1337, Limit)
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require.NoError(t, err)
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newLimits := []MinMaxLevel{
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{
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Pair: btcusd,
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Asset: asset.Spot,
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MinPrice: 100000,
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MaxPrice: 1000000,
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MinimumBaseAmount: 1,
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MaximumBaseAmount: 10,
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},
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}
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err = e.LoadLimits(newLimits)
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require.NoError(t, err)
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err = e.CheckOrderExecutionLimits(asset.Futures, ltcusd, 1337, 1337, Limit)
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require.ErrorIs(t, err, ErrCannotValidateAsset)
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err = e.CheckOrderExecutionLimits(asset.Spot, ltcusd, 1337, 1337, Limit)
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require.ErrorIs(t, err, ErrCannotValidateBaseCurrency)
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err = e.CheckOrderExecutionLimits(asset.Spot, btcltc, 1337, 1337, Limit)
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require.ErrorIs(t, err, ErrCannotValidateQuoteCurrency)
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err = e.CheckOrderExecutionLimits(asset.Spot, btcusd, 1337, 9, Limit)
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require.ErrorIs(t, err, ErrPriceBelowMin)
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err = e.CheckOrderExecutionLimits(asset.Spot, btcusd, 1000001, 9, Limit)
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require.ErrorIs(t, err, ErrPriceExceedsMax)
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err = e.CheckOrderExecutionLimits(asset.Spot, btcusd, 999999, .5, Limit)
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require.ErrorIs(t, err, ErrAmountBelowMin)
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err = e.CheckOrderExecutionLimits(asset.Spot, btcusd, 999999, 11, Limit)
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require.ErrorIs(t, err, ErrAmountExceedsMax)
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err = e.CheckOrderExecutionLimits(asset.Spot, btcusd, 999999, 7, Limit)
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require.NoError(t, err)
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err = e.CheckOrderExecutionLimits(asset.Spot, btcusd, 999999, 7, Market)
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assert.NoError(t, err)
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}
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func TestConforms(t *testing.T) {
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t.Parallel()
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var tt MinMaxLevel
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err := tt.Conforms(0, 0, Limit)
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require.NoError(t, err)
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tt = MinMaxLevel{
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MinNotional: 100,
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}
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err = tt.Conforms(1, 1, Limit)
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require.ErrorIs(t, err, ErrNotionalValue)
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err = tt.Conforms(200, .5, Limit)
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require.NoError(t, err)
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tt.PriceStepIncrementSize = 0.001
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err = tt.Conforms(200.0001, .5, Limit)
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require.ErrorIs(t, err, ErrPriceExceedsStep)
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err = tt.Conforms(200.004, .5, Limit)
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require.NoError(t, err)
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tt.AmountStepIncrementSize = 0.001
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err = tt.Conforms(200, .0002, Limit)
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require.ErrorIs(t, err, ErrAmountExceedsStep)
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err = tt.Conforms(200000, .003, Limit)
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require.NoError(t, err)
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tt.MinimumBaseAmount = 1
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tt.MaximumBaseAmount = 10
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tt.MarketMinQty = 1.1
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tt.MarketMaxQty = 9.9
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err = tt.Conforms(200000, 1, Market)
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require.ErrorIs(t, err, ErrMarketAmountBelowMin)
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err = tt.Conforms(200000, 10, Market)
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require.ErrorIs(t, err, ErrMarketAmountExceedsMax)
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tt.MarketStepIncrementSize = 10
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err = tt.Conforms(200000, 9.1, Market)
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require.ErrorIs(t, err, ErrMarketAmountExceedsStep)
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tt.MarketStepIncrementSize = 1
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err = tt.Conforms(200000, 9.1, Market)
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assert.NoError(t, err)
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}
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func TestConformToDecimalAmount(t *testing.T) {
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t.Parallel()
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var tt MinMaxLevel
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require.True(t, tt.ConformToDecimalAmount(decimal.NewFromFloat(1.001)).Equal(decimal.NewFromFloat(1.001)))
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tt = MinMaxLevel{}
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val := tt.ConformToDecimalAmount(decimal.NewFromInt(1))
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assert.True(t, val.Equal(decimal.NewFromInt(1))) // If there is no step amount set, this should not change the inputted amount
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tt.AmountStepIncrementSize = 0.001
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val = tt.ConformToDecimalAmount(decimal.NewFromFloat(1.001))
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assert.True(t, val.Equal(decimal.NewFromFloat(1.001)))
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val = tt.ConformToDecimalAmount(decimal.NewFromFloat(0.0001))
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assert.True(t, val.IsZero())
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val = tt.ConformToDecimalAmount(decimal.NewFromFloat(0.7777))
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assert.True(t, val.Equal(decimal.NewFromFloat(0.777)))
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tt.AmountStepIncrementSize = 100
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val = tt.ConformToDecimalAmount(decimal.NewFromInt(100))
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assert.True(t, val.Equal(decimal.NewFromInt(100)))
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val = tt.ConformToDecimalAmount(decimal.NewFromInt(200))
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assert.True(t, val.Equal(decimal.NewFromInt(200)))
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val = tt.ConformToDecimalAmount(decimal.NewFromInt(150))
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assert.True(t, val.Equal(decimal.NewFromInt(100)))
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}
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func TestConformToAmount(t *testing.T) {
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t.Parallel()
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var tt MinMaxLevel
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require.Equal(t, 1.001, tt.ConformToAmount(1.001))
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tt = MinMaxLevel{}
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val := tt.ConformToAmount(1)
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assert.Equal(t, 1.0, val, "ConformToAmount should return the same value with no step amount set")
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tt.AmountStepIncrementSize = 0.001
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val = tt.ConformToAmount(1.001)
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assert.Equal(t, 1.001, val)
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val = tt.ConformToAmount(0.0001)
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assert.Zero(t, val)
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val = tt.ConformToAmount(0.7777)
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assert.Equal(t, 0.777, val)
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tt.AmountStepIncrementSize = 100
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val = tt.ConformToAmount(100)
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assert.Equal(t, 100.0, val)
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val = tt.ConformToAmount(200)
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require.Equal(t, 200.0, val)
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val = tt.ConformToAmount(150)
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assert.Equal(t, 100.0, val)
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}
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