Files
gocryptotrader/exchanges/order/order_test.go
Samuael A. a8a3bc4ee2 exchanges: Order types update (#1850)
* 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

* update order type to support time-in-force and hybrid order type representation

* added tests for type and time-in-force check from order type

* fix time-in-force error in gateio

* fix minor unit test issues

* 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

* linter issues fix

* update order types declaration and handling by endpoints

* 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

* fix types to string conversion

* fix build errors

* update on order types handling and unit tests

* fix linter issue

* order type unit tests update

* order types string as constant replacement and unit tests update

* update order type-string functions unit test
2025-06-12 15:39:17 +10:00

1748 lines
52 KiB
Go

package order
import (
"errors"
"fmt"
"reflect"
"strconv"
"testing"
"time"
"github.com/gofrs/uuid"
"github.com/stretchr/testify/assert"
"github.com/stretchr/testify/require"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/validate"
)
var errValidationCheckFailed = errors.New("validation check failed")
func TestSubmitValidate(t *testing.T) {
t.Parallel()
testPair := currency.NewPair(currency.BTC, currency.LTC)
tester := []struct {
ExpectedErr error
Submit *Submit
ValidOpts validate.Checker
HasToPurchaseWithQuoteAmountSet bool
HasToSellWithBaseAmountSet bool
RequiresID bool
}{
{
ExpectedErr: ErrSubmissionIsNil,
Submit: nil,
}, // nil struct
{
ExpectedErr: errExchangeNameUnset,
Submit: &Submit{},
}, // empty exchange
{
ExpectedErr: ErrPairIsEmpty,
Submit: &Submit{Exchange: "test"},
}, // empty pair
{
ExpectedErr: ErrAssetNotSet,
Submit: &Submit{Exchange: "test", Pair: testPair},
}, // valid pair but invalid asset
{
ExpectedErr: asset.ErrNotSupported,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
AssetType: asset.All,
},
}, // valid pair but invalid asset
{
ExpectedErr: ErrSideIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
AssetType: asset.Spot,
},
}, // valid pair but invalid order side
{
ExpectedErr: ErrInvalidTimeInForce,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
AssetType: asset.Spot,
Side: Ask,
Type: Market,
TimeInForce: TimeInForce(89),
},
},
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Buy,
AssetType: asset.Spot,
},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Sell,
AssetType: asset.Spot,
},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Bid,
AssetType: asset.Spot,
},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
AssetType: asset.Spot,
},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrAmountIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Market,
AssetType: asset.Spot,
},
}, // valid pair, order side, type but invalid amount
{
ExpectedErr: ErrAmountIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Market,
AssetType: asset.Spot,
Amount: -1,
},
}, // valid pair, order side, type but invalid amount
{
ExpectedErr: ErrAmountIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Market,
AssetType: asset.Spot,
QuoteAmount: -1,
},
}, // valid pair, order side, type but invalid amount
{
ExpectedErr: ErrPriceMustBeSetIfLimitOrder,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Limit,
Amount: 1,
AssetType: asset.Spot,
},
}, // valid pair, order side, type, amount but invalid price
{
ExpectedErr: errValidationCheckFailed,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Limit,
Amount: 1,
Price: 1000,
AssetType: asset.Spot,
},
ValidOpts: validate.Check(func() error { return errValidationCheckFailed }),
}, // custom validation error check
{
ExpectedErr: nil,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Limit,
Amount: 1,
Price: 1000,
AssetType: asset.Spot,
},
ValidOpts: validate.Check(func() error { return nil }),
}, // valid order!
{
ExpectedErr: ErrAmountMustBeSet,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Buy,
Type: Market,
Amount: 1,
AssetType: asset.Spot,
},
HasToPurchaseWithQuoteAmountSet: true,
ValidOpts: validate.Check(func() error { return nil }),
},
{
ExpectedErr: ErrAmountMustBeSet,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Sell,
Type: Market,
QuoteAmount: 1,
AssetType: asset.Spot,
},
HasToSellWithBaseAmountSet: true,
ValidOpts: validate.Check(func() error { return nil }),
},
{
ExpectedErr: ErrClientOrderIDMustBeSet,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Buy,
Type: Market,
Amount: 1,
AssetType: asset.Spot,
},
RequiresID: true,
ValidOpts: validate.Check(func() error { return nil }),
},
{
ExpectedErr: nil,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Buy,
Type: Market,
Amount: 1,
AssetType: asset.Spot,
ClientOrderID: "69420",
},
RequiresID: true,
ValidOpts: validate.Check(func() error { return nil }),
},
}
for x, tc := range tester {
t.Run(strconv.Itoa(x), func(t *testing.T) {
t.Parallel()
requirements := protocol.TradingRequirements{
SpotMarketOrderAmountPurchaseQuotationOnly: tc.HasToPurchaseWithQuoteAmountSet,
SpotMarketOrderAmountSellBaseOnly: tc.HasToSellWithBaseAmountSet,
ClientOrderID: tc.RequiresID,
}
err := tc.Submit.Validate(requirements, tc.ValidOpts)
assert.ErrorIs(t, err, tc.ExpectedErr)
})
}
}
func TestSubmit_DeriveSubmitResponse(t *testing.T) {
t.Parallel()
var s *Submit
_, err := s.DeriveSubmitResponse("")
require.ErrorIs(t, err, errOrderSubmitIsNil)
s = &Submit{}
_, err = s.DeriveSubmitResponse("")
require.ErrorIs(t, err, ErrOrderIDNotSet)
resp, err := s.DeriveSubmitResponse("1337")
require.NoError(t, err)
require.Equal(t, "1337", resp.OrderID)
require.Equal(t, New, resp.Status)
require.False(t, resp.Date.IsZero())
assert.False(t, resp.LastUpdated.IsZero())
}
func TestSubmitResponse_DeriveDetail(t *testing.T) {
t.Parallel()
var s *SubmitResponse
_, err := s.DeriveDetail(uuid.Nil)
require.ErrorIs(t, err, errOrderSubmitResponseIsNil)
id, err := uuid.NewV4()
require.NoError(t, err)
s = &SubmitResponse{}
deets, err := s.DeriveDetail(id)
require.NoError(t, err)
assert.Equal(t, id, deets.InternalOrderID)
}
func TestOrderSides(t *testing.T) {
t.Parallel()
os := Buy
assert.Equal(t, "BUY", os.String())
assert.Equal(t, "buy", os.Lower())
assert.Equal(t, "Buy", os.Title())
}
func TestTitle(t *testing.T) {
t.Parallel()
orderType := Limit
require.Equal(t, "Limit", orderType.Title())
}
func TestOrderIs(t *testing.T) {
t.Parallel()
orderComparisonList := []struct {
Type Type
Targets []Type
}{
{Type: Limit | TakeProfit, Targets: []Type{TakeProfit, Limit}},
{Type: IOS, Targets: []Type{IOS}},
{Type: Stop, Targets: []Type{Stop}},
{Type: AnyType, Targets: []Type{AnyType}},
{Type: StopLimit, Targets: []Type{Stop, Limit}},
{Type: TakeProfit, Targets: []Type{TakeProfit}},
{Type: StopMarket, Targets: []Type{Stop, Market}},
{Type: TrailingStop, Targets: []Type{TrailingStop}},
{Type: UnknownType | Limit, Targets: []Type{Limit}},
{Type: TakeProfitMarket, Targets: []Type{TakeProfit, Market}},
}
for _, oType := range orderComparisonList {
t.Run(oType.Type.String(), func(t *testing.T) {
t.Parallel()
for _, target := range oType.Targets {
assert.Truef(t, oType.Type.Is(target), "expected %v, got %q", target, oType.Type.String())
}
})
}
}
func TestOrderTypes(t *testing.T) {
t.Parallel()
var orderType Type
assert.Equal(t, "UNKNOWN", orderType.String())
assert.Equal(t, "unknown", orderType.Lower())
assert.Equal(t, "Unknown", orderType.Title())
}
func TestOrderTypeToString(t *testing.T) {
t.Parallel()
orderToToStringsList := []struct {
OrderType Type
String string
}{
{StopMarket, "STOP MARKET"},
{StopLimit, "STOP LIMIT"},
{Limit, "LIMIT"},
{Market, "MARKET"},
{Stop, "STOP"},
{ConditionalStop, "CONDITIONAL"},
{TWAP, "TWAP"},
{Chase, "CHASE"},
{TakeProfit, "TAKE PROFIT"},
{TakeProfitMarket, "TAKE PROFIT MARKET"},
{TrailingStop, "TRAILING_STOP"},
{IOS, "IOS"},
{Liquidation, "LIQUIDATION"},
{Trigger, "TRIGGER"},
{OCO, "OCO"},
{OptimalLimit, "OPTIMAL_LIMIT"},
{MarketMakerProtection, "MMP"},
{AnyType, "ANY"},
{UnknownType | Limit, "LIMIT"},
{StopMarket | ConditionalStop, "UNKNOWN"},
}
for _, tt := range orderToToStringsList {
t.Run(tt.String, func(t *testing.T) {
t.Parallel()
assert.Equal(t, tt.String, tt.OrderType.String())
})
}
}
func TestInferCostsAndTimes(t *testing.T) {
t.Parallel()
var detail Detail
detail.InferCostsAndTimes()
assert.Zero(t, detail.Amount, "InferCostsAndTimes on empty details should set correct Amount")
detail.CloseTime = time.Now()
detail.InferCostsAndTimes()
assert.Equal(t, detail.CloseTime, detail.LastUpdated, "Order last updated not equals close time")
detail.Amount = 1
detail.ExecutedAmount = 1
detail.InferCostsAndTimes()
assert.Zero(t, detail.AverageExecutedPrice, "InferCostsAndTimes should set AverageExecutedPrice correctly")
detail.Amount = 1
detail.ExecutedAmount = 1
detail.InferCostsAndTimes()
assert.Zero(t, detail.Cost, "InferCostsAndTimes should set Cost correctly")
detail.ExecutedAmount = 0
detail.Amount = 1
detail.RemainingAmount = 1
detail.InferCostsAndTimes()
assert.Equal(t, detail.ExecutedAmount+detail.RemainingAmount, detail.Amount)
detail.RemainingAmount = 0
detail.Amount = 1
detail.ExecutedAmount = 1
detail.Price = 2
detail.InferCostsAndTimes()
assert.Equal(t, 2.0, detail.AverageExecutedPrice)
detail = Detail{Amount: 1, ExecutedAmount: 2, Cost: 3, Price: 0}
detail.InferCostsAndTimes()
assert.Equal(t, 1.5, detail.AverageExecutedPrice)
detail = Detail{Amount: 1, ExecutedAmount: 2, AverageExecutedPrice: 3}
detail.InferCostsAndTimes()
assert.Equal(t, 6.0, detail.Cost)
}
func TestFilterOrdersByType(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Type: Limit,
},
{}, // Unpopulated fields are preserved for API differences
}
FilterOrdersByType(&orders, AnyType)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
FilterOrdersByType(&orders, Limit)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
FilterOrdersByType(&orders, Stop)
assert.Len(t, orders, 1, "Orders should be filtered correctly")
}
var filterOrdersByTypeBenchmark = &[]Detail{
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
}
// BenchmarkFilterOrdersByType benchmark
//
// 392455 3226 ns/op 15840 B/op 5 allocs/op // PREV
// 9486490 109.5 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkFilterOrdersByType(b *testing.B) {
for b.Loop() {
FilterOrdersByType(filterOrdersByTypeBenchmark, Limit)
}
}
func TestFilterOrdersBySide(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Side: Buy,
},
{
Side: Sell,
},
{}, // Unpopulated fields are preserved for API differences
}
FilterOrdersBySide(&orders, AnySide)
assert.Len(t, orders, 3, "Orders should be filtered correctly")
FilterOrdersBySide(&orders, Buy)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
FilterOrdersBySide(&orders, Sell)
assert.Len(t, orders, 1, "Orders should be filtered correctly")
}
var filterOrdersBySideBenchmark = &[]Detail{
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
}
// BenchmarkFilterOrdersBySide benchmark
//
// 372594 3049 ns/op 15840 B/op 5 allocs/op // PREV
// 7412187 148.8 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkFilterOrdersBySide(b *testing.B) {
for b.Loop() {
FilterOrdersBySide(filterOrdersBySideBenchmark, Ask)
}
}
func TestFilterOrdersByTimeRange(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Date: time.Unix(100, 0),
},
{
Date: time.Unix(110, 0),
},
{
Date: time.Unix(111, 0),
},
}
err := FilterOrdersByTimeRange(&orders, time.Unix(0, 0), time.Unix(0, 0))
require.NoError(t, err)
assert.Len(t, orders, 3, "Orders should be filtered correctly")
err = FilterOrdersByTimeRange(&orders, time.Unix(100, 0), time.Unix(111, 0))
require.NoError(t, err)
assert.Len(t, orders, 3, "Orders should be filtered correctly")
err = FilterOrdersByTimeRange(&orders, time.Unix(101, 0), time.Unix(111, 0))
require.NoError(t, err)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
err = FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0))
require.NoError(t, err)
assert.Empty(t, orders, "Orders should be filtered correctly")
orders = append(orders, Detail{})
// test for event no timestamp is set on an order, best to include it
err = FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0))
require.NoError(t, err)
assert.Len(t, orders, 1, "Orders should be filtered correctly")
err = FilterOrdersByTimeRange(&orders, time.Unix(300, 0), time.Unix(50, 0))
require.ErrorIs(t, err, common.ErrStartAfterEnd)
}
var filterOrdersByTimeRangeBenchmark = &[]Detail{
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
}
// BenchmarkFilterOrdersByTimeRange benchmark
//
// 390822 3335 ns/op 15840 B/op 5 allocs/op // PREV
// 6201034 172.1 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkFilterOrdersByTimeRange(b *testing.B) {
for b.Loop() {
err := FilterOrdersByTimeRange(filterOrdersByTimeRangeBenchmark, time.Unix(50, 0), time.Unix(150, 0))
require.NoError(b, err)
}
}
func TestFilterOrdersByPairs(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Pair: currency.NewBTCUSD(),
},
{
Pair: currency.NewPair(currency.LTC, currency.EUR),
},
{
Pair: currency.NewPair(currency.DOGE, currency.RUB),
},
{}, // Unpopulated fields are preserved for API differences
}
currencies := []currency.Pair{
currency.NewBTCUSD(),
currency.NewPair(currency.LTC, currency.EUR),
currency.NewPair(currency.DOGE, currency.RUB),
}
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 4, "Orders should be filtered correctly")
currencies = []currency.Pair{
currency.NewBTCUSD(),
currency.NewPair(currency.LTC, currency.EUR),
}
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 3, "Orders should be filtered correctly")
currencies = []currency.Pair{currency.NewBTCUSD()}
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
currencies = []currency.Pair{currency.NewPair(currency.USD, currency.BTC)}
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 2, "Reverse Orders should be filtered correctly")
currencies = []currency.Pair{}
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
currencies = append(currencies, currency.EMPTYPAIR)
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
}
var filterOrdersByPairsBenchmark = &[]Detail{
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
}
// BenchmarkFilterOrdersByPairs benchmark
//
// 400032 2977 ns/op 15840 B/op 5 allocs/op // PREV
// 6977242 172.8 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkFilterOrdersByPairs(b *testing.B) {
pairs := []currency.Pair{currency.NewBTCUSD()}
for b.Loop() {
FilterOrdersByPairs(filterOrdersByPairsBenchmark, pairs)
}
}
func TestSortOrdersByPrice(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Price: 100,
}, {
Price: 0,
}, {
Price: 50,
},
}
SortOrdersByPrice(&orders, false)
assert.Zero(t, orders[0].Price, "Price should be correct")
SortOrdersByPrice(&orders, true)
assert.Equal(t, 100.0, orders[0].Price, "Price should be correct")
}
func TestSortOrdersByDate(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Date: time.Unix(0, 0),
}, {
Date: time.Unix(1, 0),
}, {
Date: time.Unix(2, 0),
},
}
SortOrdersByDate(&orders, false)
assert.Equal(t, orders[0].Date.Unix(), time.Unix(0, 0).Unix())
SortOrdersByDate(&orders, true)
assert.Equal(t, orders[0].Date, time.Unix(2, 0))
}
func TestSortOrdersByCurrency(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Pair: currency.NewPairWithDelimiter(currency.BTC.String(),
currency.USD.String(),
"-"),
}, {
Pair: currency.NewPairWithDelimiter(currency.DOGE.String(),
currency.USD.String(),
"-"),
}, {
Pair: currency.NewPairWithDelimiter(currency.BTC.String(),
currency.RUB.String(),
"-"),
}, {
Pair: currency.NewPairWithDelimiter(currency.LTC.String(),
currency.EUR.String(),
"-"),
}, {
Pair: currency.NewPairWithDelimiter(currency.LTC.String(),
currency.AUD.String(),
"-"),
},
}
SortOrdersByCurrency(&orders, false)
assert.Equal(t, currency.BTC.String()+"-"+currency.RUB.String(), orders[0].Pair.String())
SortOrdersByCurrency(&orders, true)
assert.Equal(t, currency.LTC.String()+"-"+currency.EUR.String(), orders[0].Pair.String())
}
func TestSortOrdersByOrderSide(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Side: Buy,
}, {
Side: Sell,
}, {
Side: Sell,
}, {
Side: Buy,
},
}
SortOrdersBySide(&orders, false)
assert.Equal(t, Buy.String(), orders[0].Side.String())
SortOrdersBySide(&orders, true)
assert.Equal(t, Sell.String(), orders[0].Side.String())
}
func TestSortOrdersByOrderType(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Type: Market,
}, {
Type: Limit,
}, {
Type: TrailingStop,
},
}
SortOrdersByType(&orders, false)
assert.Equal(t, Limit.String(), orders[0].Type.String())
SortOrdersByType(&orders, true)
assert.Equal(t, TrailingStop.String(), orders[0].Type.String())
}
func TestStringToOrderSide(t *testing.T) {
cases := []struct {
in string
out Side
err error
}{
{"buy", Buy, nil},
{"BUY", Buy, nil},
{"bUy", Buy, nil},
{"sell", Sell, nil},
{"SELL", Sell, nil},
{"sElL", Sell, nil},
{"bid", Bid, nil},
{"BID", Bid, nil},
{"bId", Bid, nil},
{"ask", Ask, nil},
{"ASK", Ask, nil},
{"aSk", Ask, nil},
{"lOnG", Long, nil},
{"ShoRt", Short, nil},
{"any", AnySide, nil},
{"ANY", AnySide, nil},
{"aNy", AnySide, nil},
{"woahMan", UnknownSide, ErrSideIsInvalid},
}
for i := range cases {
testData := &cases[i]
t.Run(testData.in, func(t *testing.T) {
out, err := StringToOrderSide(testData.in)
require.ErrorIs(t, err, testData.err)
require.Equal(t, out, testData.out)
})
}
}
var sideBenchmark Side
// 9756914 126.7 ns/op 0 B/op 0 allocs/op // PREV
// 25200660 57.63 ns/op 3 B/op 1 allocs/op // CURRENT
func BenchmarkStringToOrderSide(b *testing.B) {
for b.Loop() {
sideBenchmark, _ = StringToOrderSide("any")
}
}
func TestStringToOrderType(t *testing.T) {
t.Parallel()
cases := []struct {
in string
out Type
err error
}{
{"limit", Limit, nil},
{"LIMIT", Limit, nil},
{"lImIt", Limit, nil},
{"market", Market, nil},
{"MARKET", Market, nil},
{"mArKeT", Market, nil},
{"stop", Stop, nil},
{"STOP", Stop, nil},
{"sToP", Stop, nil},
{"sToP LiMit", StopLimit, nil},
{"ExchangE sToP Limit", StopLimit, nil},
{"trailing_stop", TrailingStop, nil},
{"TRAILING_STOP", TrailingStop, nil},
{"tRaIlInG_sToP", TrailingStop, nil},
{"tRaIlInG sToP", TrailingStop, nil},
{"ios", IOS, nil},
{"any", AnyType, nil},
{"ANY", AnyType, nil},
{"aNy", AnyType, nil},
{"trigger", Trigger, nil},
{"TRIGGER", Trigger, nil},
{"tRiGgEr", Trigger, nil},
{"conDitiOnal", ConditionalStop, nil},
{"oCo", OCO, nil},
{"mMp", MarketMakerProtection, nil},
{"tWaP", TWAP, nil},
{"TWAP", TWAP, nil},
{"woahMan", UnknownType, errUnrecognisedOrderType},
{"chase", Chase, nil},
{"MOVE_ORDER_STOP", TrailingStop, nil},
{"mOVe_OrdeR_StoP", TrailingStop, nil},
{"Stop_market", StopMarket, nil},
{"liquidation", Liquidation, nil},
{"LiQuidation", Liquidation, nil},
{"take_profit", TakeProfit, nil},
{"Take ProfIt", TakeProfit, nil},
{"TAKE PROFIT MARkEt", TakeProfitMarket, nil},
{"TAKE_PROFIT_MARkEt", TakeProfitMarket, nil},
{"optimal_limit", OptimalLimit, nil},
{"OPTIMAL_LIMIT", OptimalLimit, nil},
}
for i := range cases {
testData := &cases[i]
t.Run(testData.in, func(t *testing.T) {
t.Parallel()
out, err := StringToOrderType(testData.in)
require.ErrorIs(t, err, testData.err)
assert.Equal(t, testData.out, out)
})
}
}
var typeBenchmark Type
// 5703705 299.9 ns/op 0 B/op 0 allocs/op // PREV
// 16353608 81.23 ns/op 8 B/op 1 allocs/op // CURRENT
func BenchmarkStringToOrderType(b *testing.B) {
for b.Loop() {
typeBenchmark, _ = StringToOrderType("trigger")
}
}
var stringsToOrderStatus = []struct {
in string
out Status
err error
}{
{"any", AnyStatus, nil},
{"ANY", AnyStatus, nil},
{"aNy", AnyStatus, nil},
{"new", New, nil},
{"NEW", New, nil},
{"nEw", New, nil},
{"active", Active, nil},
{"ACTIVE", Active, nil},
{"aCtIvE", Active, nil},
{"partially_filled", PartiallyFilled, nil},
{"PARTIALLY_FILLED", PartiallyFilled, nil},
{"pArTiAlLy_FiLlEd", PartiallyFilled, nil},
{"filled", Filled, nil},
{"FILLED", Filled, nil},
{"fIlLeD", Filled, nil},
{"cancelled", Cancelled, nil},
{"CANCELlED", Cancelled, nil},
{"cAnCellEd", Cancelled, nil},
{"pending_cancel", PendingCancel, nil},
{"PENDING_CANCEL", PendingCancel, nil},
{"pENdInG_cAnCeL", PendingCancel, nil},
{"rejected", Rejected, nil},
{"REJECTED", Rejected, nil},
{"rEjEcTeD", Rejected, nil},
{"expired", Expired, nil},
{"EXPIRED", Expired, nil},
{"eXpIrEd", Expired, nil},
{"hidden", Hidden, nil},
{"HIDDEN", Hidden, nil},
{"hIdDeN", Hidden, nil},
{"market_unavailable", MarketUnavailable, nil},
{"MARKET_UNAVAILABLE", MarketUnavailable, nil},
{"mArKeT_uNaVaIlAbLe", MarketUnavailable, nil},
{"insufficient_balance", InsufficientBalance, nil},
{"INSUFFICIENT_BALANCE", InsufficientBalance, nil},
{"iNsUfFiCiEnT_bAlAnCe", InsufficientBalance, nil},
{"PARTIALLY_CANCELLEd", PartiallyCancelled, nil},
{"partially canceLLed", PartiallyCancelled, nil},
{"opeN", Open, nil},
{"cLosEd", Closed, nil},
{"cancellinG", Cancelling, nil},
{"woahMan", UnknownStatus, errUnrecognisedOrderStatus},
{"PLAcED", New, nil},
{"ACCePTED", New, nil},
{"FAILeD", Rejected, nil},
}
func TestStringToOrderStatus(t *testing.T) {
for i := range stringsToOrderStatus {
testData := &stringsToOrderStatus[i]
t.Run(testData.in, func(t *testing.T) {
out, err := StringToOrderStatus(testData.in)
require.ErrorIs(t, err, testData.err)
assert.Equal(t, testData.out, out)
})
}
}
var statusBenchmark Status
// 3569052 351.8 ns/op 0 B/op 0 allocs/op // PREV
// 11126791 101.9 ns/op 24 B/op 1 allocs/op // CURRENT
func BenchmarkStringToOrderStatus(b *testing.B) {
for b.Loop() {
statusBenchmark, _ = StringToOrderStatus("market_unavailable")
}
}
func TestUpdateOrderFromModifyResponse(t *testing.T) {
od := Detail{OrderID: "1"}
updated := time.Now()
om := ModifyResponse{
TimeInForce: PostOnly | GoodTillTime,
Price: 1,
Amount: 1,
TriggerPrice: 1,
RemainingAmount: 1,
Exchange: "1",
Type: 1,
Side: 1,
Status: 1,
AssetType: 1,
LastUpdated: updated,
Pair: currency.NewBTCUSD(),
}
od.UpdateOrderFromModifyResponse(&om)
require.NotEqual(t, UnknownTIF, od.TimeInForce)
assert.True(t, od.TimeInForce.Is(GoodTillTime))
assert.True(t, od.TimeInForce.Is(PostOnly))
assert.Equal(t, 1.0, od.Price)
assert.Equal(t, 1.0, od.Amount)
assert.Equal(t, 1.0, od.TriggerPrice)
assert.Equal(t, 1.0, od.RemainingAmount)
assert.Empty(t, od.Exchange, "Should not be able to update exchange via modify")
assert.Equal(t, "1", od.OrderID)
assert.Equal(t, Type(1), od.Type)
assert.Equal(t, Side(1), od.Side)
assert.Equal(t, Status(1), od.Status)
assert.Equal(t, asset.Item(1), od.AssetType)
assert.Equal(t, od.LastUpdated, updated)
assert.Equal(t, "BTCUSD", od.Pair.String())
assert.Nil(t, od.Trades)
}
func TestUpdateOrderFromDetail(t *testing.T) {
t.Parallel()
var od *Detail
err := od.UpdateOrderFromDetail(nil)
require.ErrorIs(t, err, ErrOrderDetailIsNil)
id, err := uuid.NewV4()
require.NoError(t, err)
const leet = "1337"
updated := time.Now()
om := &Detail{
TimeInForce: GoodTillCancel | PostOnly,
HiddenOrder: true,
Leverage: 1,
Price: 1,
Amount: 1,
LimitPriceUpper: 1,
LimitPriceLower: 1,
TriggerPrice: 1,
QuoteAmount: 1,
ExecutedAmount: 1,
RemainingAmount: 1,
Fee: 1,
Exchange: "1",
InternalOrderID: id,
OrderID: "1",
AccountID: "1",
ClientID: "1",
ClientOrderID: "DukeOfWombleton",
Type: 1,
Side: 1,
Status: 1,
AssetType: 1,
LastUpdated: updated,
Pair: currency.NewBTCUSD(),
Trades: []TradeHistory{},
}
od = &Detail{Exchange: "test"}
err = od.UpdateOrderFromDetail(nil)
require.ErrorIs(t, err, ErrOrderDetailIsNil)
err = od.UpdateOrderFromDetail(om)
require.NoError(t, err)
assert.Equal(t, od.InternalOrderID, id)
assert.True(t, od.TimeInForce.Is(GoodTillCancel))
assert.True(t, od.TimeInForce.Is(PostOnly))
require.True(t, od.HiddenOrder)
assert.Equal(t, 1.0, od.Leverage)
assert.Equal(t, 1.0, od.Price)
assert.Equal(t, 1.0, od.Amount)
assert.Equal(t, 1.0, od.LimitPriceLower)
assert.Equal(t, 1.0, od.LimitPriceUpper)
assert.Equal(t, 1.0, od.TriggerPrice)
assert.Equal(t, 1.0, od.QuoteAmount)
assert.Equal(t, 1.0, od.ExecutedAmount)
assert.Equal(t, 1.0, od.RemainingAmount)
assert.Equal(t, 1.0, od.Fee)
assert.Equal(t, "test", od.Exchange, "Should not be able to update exchange via modify")
assert.Equal(t, "1", od.OrderID)
assert.Equal(t, "1", od.ClientID)
assert.Equal(t, "DukeOfWombleton", od.ClientOrderID)
assert.Equal(t, Type(1), od.Type)
assert.Equal(t, Side(1), od.Side)
assert.Equal(t, Status(1), od.Status)
assert.Equal(t, asset.Item(1), od.AssetType)
assert.Equal(t, updated, od.LastUpdated)
assert.Equal(t, "BTCUSD", od.Pair.String())
assert.Nil(t, od.Trades)
om.Trades = append(om.Trades, TradeHistory{TID: "1"}, TradeHistory{TID: "2"})
err = od.UpdateOrderFromDetail(om)
require.NoError(t, err)
assert.Len(t, od.Trades, 2)
om.Trades[0].Exchange = leet
om.Trades[0].Price = 1337
om.Trades[0].Fee = 1337
om.Trades[0].IsMaker = true
om.Trades[0].Timestamp = updated
om.Trades[0].Description = leet
om.Trades[0].Side = UnknownSide
om.Trades[0].Type = UnknownType
om.Trades[0].Amount = 1337
err = od.UpdateOrderFromDetail(om)
require.NoError(t, err)
assert.NotEqual(t, leet, od.Trades[0].Exchange, "Should not be able to update exchange from update")
assert.Equal(t, 1337.0, od.Trades[0].Price)
assert.Equal(t, 1337.0, od.Trades[0].Fee)
assert.True(t, od.Trades[0].IsMaker)
assert.Equal(t, updated, od.Trades[0].Timestamp)
assert.Equal(t, leet, od.Trades[0].Description)
assert.Equal(t, UnknownSide, od.Trades[0].Side)
assert.Equal(t, UnknownType, od.Trades[0].Type)
assert.Equal(t, 1337.0, od.Trades[0].Amount)
id, err = uuid.NewV4()
require.NoError(t, err)
om = &Detail{
InternalOrderID: id,
}
err = od.UpdateOrderFromDetail(om)
require.NoError(t, err)
assert.NotEqual(t, id, od.InternalOrderID, "Should not be able to update the internal order ID after initialization")
}
func TestClassificationError_Error(t *testing.T) {
class := ClassificationError{OrderID: "1337", Exchange: "test", Err: errors.New("test error")}
require.Equal(t, "Exchange test: OrderID: 1337 classification error: test error", class.Error())
class.OrderID = ""
assert.Equal(t, "Exchange test: classification error: test error", class.Error())
}
func TestValidationOnOrderTypes(t *testing.T) {
var cancelMe *Cancel
require.ErrorIs(t, cancelMe.Validate(), ErrCancelOrderIsNil)
cancelMe = new(Cancel)
err := cancelMe.Validate()
assert.NoError(t, err)
err = cancelMe.Validate(cancelMe.PairAssetRequired())
assert.ErrorIs(t, err, ErrPairIsEmpty)
cancelMe.Pair = currency.NewBTCUSDT()
err = cancelMe.Validate(cancelMe.PairAssetRequired())
assert.ErrorIs(t, err, ErrAssetNotSet)
cancelMe.AssetType = asset.Spot
err = cancelMe.Validate(cancelMe.PairAssetRequired())
assert.NoError(t, err)
require.Error(t, cancelMe.Validate(cancelMe.StandardCancel()))
require.NoError(t, cancelMe.Validate(validate.Check(func() error {
return nil
})))
cancelMe.OrderID = "1337"
require.NoError(t, cancelMe.Validate(cancelMe.StandardCancel()))
var getOrders *MultiOrderRequest
err = getOrders.Validate()
require.ErrorIs(t, err, ErrGetOrdersRequestIsNil)
getOrders = new(MultiOrderRequest)
err = getOrders.Validate()
require.ErrorIs(t, err, asset.ErrNotSupported)
getOrders.AssetType = asset.Spot
err = getOrders.Validate()
require.ErrorIs(t, err, ErrSideIsInvalid)
getOrders.Side = AnySide
err = getOrders.Validate()
require.ErrorIs(t, err, errUnrecognisedOrderType)
errTestError := errors.New("test error")
getOrders.Type = AnyType
err = getOrders.Validate(validate.Check(func() error {
return errTestError
}))
require.ErrorIs(t, err, errTestError)
err = getOrders.Validate(validate.Check(func() error {
return nil
}))
require.NoError(t, err)
var modifyOrder *Modify
require.ErrorIs(t, modifyOrder.Validate(), ErrModifyOrderIsNil)
modifyOrder = new(Modify)
require.ErrorIs(t, modifyOrder.Validate(), ErrPairIsEmpty)
modifyOrder.Pair = currency.NewBTCUSD()
require.ErrorIs(t, modifyOrder.Validate(), ErrAssetNotSet)
modifyOrder.AssetType = asset.Spot
require.ErrorIs(t, modifyOrder.Validate(), ErrOrderIDNotSet)
modifyOrder.ClientOrderID = "1337"
require.NoError(t, modifyOrder.Validate())
require.Error(t, modifyOrder.Validate(validate.Check(func() error { return errors.New("this must error") })))
require.NoError(t, modifyOrder.Validate(validate.Check(func() error { return nil })))
}
func TestMatchFilter(t *testing.T) {
t.Parallel()
id := uuid.Must(uuid.NewV4())
assert.True(t, new(Detail).MatchFilter(&Filter{}), "an empty filter should match an empty order")
assert.True(t, (&Detail{Exchange: "E", OrderID: "A", Side: Sell, Pair: currency.NewBTCUSD()}).MatchFilter(&Filter{}), "an empty filter should match any order")
tests := []struct {
description string
filter Filter
order Detail
result bool
}{
{"Exchange ✓", Filter{Exchange: "A"}, Detail{Exchange: "A"}, true},
{"Exchange 𐄂", Filter{Exchange: "A"}, Detail{Exchange: "B"}, false},
{"Exchange Empty", Filter{Exchange: "A"}, Detail{}, false},
{"InternalOrderID ✓", Filter{InternalOrderID: id}, Detail{InternalOrderID: id}, true},
{"InternalOrderID 𐄂", Filter{InternalOrderID: id}, Detail{InternalOrderID: uuid.Must(uuid.NewV4())}, false},
{"InternalOrderID Empty", Filter{InternalOrderID: id}, Detail{}, false},
{"OrderID ✓", Filter{OrderID: "A"}, Detail{OrderID: "A"}, true},
{"OrderID 𐄂", Filter{OrderID: "A"}, Detail{OrderID: "B"}, false},
{"OrderID Empty", Filter{OrderID: "A"}, Detail{}, false},
{"ClientOrderID ✓", Filter{ClientOrderID: "A"}, Detail{ClientOrderID: "A"}, true},
{"ClientOrderID 𐄂", Filter{ClientOrderID: "A"}, Detail{ClientOrderID: "B"}, false},
{"ClientOrderID Empty", Filter{ClientOrderID: "A"}, Detail{}, false},
{"ClientID ✓", Filter{ClientID: "A"}, Detail{ClientID: "A"}, true},
{"ClientID 𐄂", Filter{ClientID: "A"}, Detail{ClientID: "B"}, false},
{"ClientID Empty", Filter{ClientID: "A"}, Detail{}, false},
{"AnySide Buy", Filter{Side: AnySide}, Detail{Side: Buy}, true},
{"AnySide Sell", Filter{Side: AnySide}, Detail{Side: Sell}, true},
{"AnySide Empty", Filter{Side: AnySide}, Detail{}, true},
{"Side ✓", Filter{Side: Buy}, Detail{Side: Buy}, true},
{"Side 𐄂", Filter{Side: Buy}, Detail{Side: Sell}, false},
{"Side Empty", Filter{Side: Buy}, Detail{}, false},
{"Status ✓", Filter{Status: Open}, Detail{Status: Open}, true},
{"Status 𐄂", Filter{Status: Open}, Detail{Status: New}, false},
{"Status Empty", Filter{Status: Open}, Detail{}, false},
{"AssetType ✓", Filter{AssetType: asset.Spot}, Detail{AssetType: asset.Spot}, true},
{"AssetType 𐄂", Filter{AssetType: asset.Spot}, Detail{AssetType: asset.Index}, false},
{"AssetType Empty", Filter{AssetType: asset.Spot}, Detail{}, false},
{"Pair ✓", Filter{Pair: currency.NewBTCUSDT()}, Detail{Pair: currency.NewBTCUSDT()}, true},
{"Pair 𐄂", Filter{Pair: currency.NewBTCUSDT()}, Detail{Pair: currency.NewBTCUSD()}, false},
{"Pair Empty", Filter{Pair: currency.NewBTCUSDT()}, Detail{}, false},
{"AccountID ✓", Filter{AccountID: "A"}, Detail{AccountID: "A"}, true},
{"AccountID 𐄂", Filter{AccountID: "A"}, Detail{AccountID: "B"}, false},
{"AccountID Empty", Filter{AccountID: "A"}, Detail{}, false},
}
for _, tt := range tests {
t.Run(tt.description, func(t *testing.T) {
t.Parallel()
require.Equal(t, tt.result, tt.order.MatchFilter(&tt.filter), "MatchFilter must return correctly")
})
}
}
func TestIsActive(t *testing.T) {
orders := map[int]Detail{
0: {Amount: 0.0, Status: Active},
1: {Amount: 1.0, ExecutedAmount: 0.9, Status: Active},
2: {Amount: 1.0, ExecutedAmount: 1.0, Status: Active},
3: {Amount: 1.0, ExecutedAmount: 1.1, Status: Active},
}
amountTests := map[int]struct {
o Detail
expectedResult bool
}{
0: {orders[0], false},
1: {orders[1], true},
2: {orders[2], false},
3: {orders[3], false},
}
// specific tests
for num, tt := range amountTests {
assert.Equalf(t, tt.expectedResult, tt.o.IsActive(), "amountTests[%v] failed", num)
}
statusTests := map[int]struct {
o Detail
expectedResult bool
}{
// For now force inactive on any status
0: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AnyStatus}, false},
1: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: New}, true},
2: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Active}, true},
3: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyCancelled}, false},
4: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyFilled}, true},
5: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Filled}, false},
6: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Cancelled}, false},
7: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PendingCancel}, true},
8: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: InsufficientBalance}, false},
9: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: MarketUnavailable}, false},
10: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Rejected}, false},
11: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Expired}, false},
12: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Hidden}, true},
// For now force inactive on unknown status
13: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: UnknownStatus}, false},
14: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Open}, true},
15: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AutoDeleverage}, true},
16: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Closed}, false},
17: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Pending}, true},
}
// specific tests
for num, tt := range statusTests {
require.Equalf(t, tt.expectedResult, tt.o.IsActive(), "statusTests[%v] failed", num)
}
}
var activeBenchmark = Detail{Status: Pending, Amount: 1}
// 610732089 2.414 ns/op 0 B/op 0 allocs/op // PREV
// 1000000000 1.188 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkIsActive(b *testing.B) {
for b.Loop() {
if !activeBenchmark.IsActive() {
b.Fatal("expected true")
}
}
}
func TestIsInactive(t *testing.T) {
orders := map[int]Detail{
0: {Amount: 0.0, Status: Active},
1: {Amount: 1.0, ExecutedAmount: 0.9, Status: Active},
2: {Amount: 1.0, ExecutedAmount: 1.0, Status: Active},
3: {Amount: 1.0, ExecutedAmount: 1.1, Status: Active},
}
amountTests := map[int]struct {
o Detail
expectedResult bool
}{
0: {orders[0], true},
1: {orders[1], false},
2: {orders[2], true},
3: {orders[3], true},
}
// specific tests
for num, tt := range amountTests {
assert.Equalf(t, tt.expectedResult, tt.o.IsInactive(), "amountTests[%v] failed", num)
}
statusTests := map[int]struct {
o Detail
expectedResult bool
}{
// For now force inactive on any status
0: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AnyStatus}, true},
1: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: New}, false},
2: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Active}, false},
3: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyCancelled}, true},
4: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyFilled}, false},
5: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Filled}, true},
6: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Cancelled}, true},
7: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PendingCancel}, false},
8: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: InsufficientBalance}, true},
9: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: MarketUnavailable}, true},
10: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Rejected}, true},
11: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Expired}, true},
12: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Hidden}, false},
// For now force inactive on unknown status
13: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: UnknownStatus}, true},
14: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Open}, false},
15: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AutoDeleverage}, false},
16: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Closed}, true},
17: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Pending}, false},
}
// specific tests
for num, tt := range statusTests {
assert.Equalf(t, tt.expectedResult, tt.o.IsInactive(), "statusTests[%v] failed", num)
}
}
var inactiveBenchmark = Detail{Status: Closed, Amount: 1}
// 1000000000 1.043 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkIsInactive(b *testing.B) {
for b.Loop() {
require.True(b, inactiveBenchmark.IsInactive())
}
}
func TestIsOrderPlaced(t *testing.T) {
t.Parallel()
statusTests := map[int]struct {
o Detail
expectedResult bool
}{
0: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AnyStatus}, false},
1: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: New}, true},
2: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Active}, true},
3: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyCancelled}, true},
4: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyFilled}, true},
5: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Filled}, true},
6: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Cancelled}, true},
7: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PendingCancel}, true},
8: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: InsufficientBalance}, false},
9: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: MarketUnavailable}, false},
10: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Rejected}, false},
11: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Expired}, true},
12: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Hidden}, true},
13: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: UnknownStatus}, false},
14: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Open}, true},
15: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AutoDeleverage}, true},
16: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Closed}, true},
17: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Pending}, true},
}
// specific tests
for num, tt := range statusTests {
t.Run(fmt.Sprintf("TEST CASE: %d", num), func(t *testing.T) {
t.Parallel()
assert.Equalf(t, tt.expectedResult, tt.o.WasOrderPlaced(), "statusTests[%v] failed", num)
})
}
}
func TestGenerateInternalOrderID(t *testing.T) {
id, err := uuid.NewV4()
assert.NoError(t, err)
od := Detail{
InternalOrderID: id,
}
od.GenerateInternalOrderID()
assert.Equal(t, id, od.InternalOrderID, "Should not be able to generate a new internal order ID")
od = Detail{}
od.GenerateInternalOrderID()
assert.False(t, od.InternalOrderID.IsNil(), "unable to generate internal order ID")
}
func TestDetail_Copy(t *testing.T) {
t.Parallel()
d := []Detail{
{
Exchange: "Binance",
},
{
Exchange: "Binance",
Trades: []TradeHistory{
{Price: 1},
},
},
}
for i := range d {
r := d[i].Copy()
assert.Truef(t, reflect.DeepEqual(d[i], r), "[%d] Copy does not contain same elements, expected: %v\ngot:%v", i, d[i], r)
if len(d[i].Trades) > 0 {
assert.NotSamef(t, &d[i].Trades[0], &r.Trades[0], "[%d]Trades point to the same data elements", i)
}
}
}
func TestDetail_CopyToPointer(t *testing.T) {
t.Parallel()
d := []Detail{
{
Exchange: "Binance",
},
{
Exchange: "Binance",
Trades: []TradeHistory{
{Price: 1},
},
},
}
for i := range d {
r := d[i].CopyToPointer()
assert.Truef(t, reflect.DeepEqual(d[i], *r), "[%d] Copy does not contain same elements, expected: %v\ngot:%v", i, d[i], r)
if len(d[i].Trades) > 0 {
assert.NotSamef(t, &d[i].Trades[0], &r.Trades[0], "[%d]Trades point to the same data elements", i)
}
}
}
func TestDetail_CopyPointerOrderSlice(t *testing.T) {
t.Parallel()
d := []*Detail{
{
Exchange: "Binance",
},
{
Exchange: "Binance",
Trades: []TradeHistory{
{Price: 1},
},
},
}
sliceCopy := CopyPointerOrderSlice(d)
for i := range sliceCopy {
assert.Truef(t, reflect.DeepEqual(*sliceCopy[i], *d[i]), "[%d] Copy does not contain same elements, expected: %v\ngot:%v", i, sliceCopy[i], d[i])
if len(sliceCopy[i].Trades) > 0 {
assert.NotSamef(t, &sliceCopy[i].Trades[0], &d[i].Trades[0], "[%d]Trades point to the same data elements", i)
}
}
}
func TestDeriveModify(t *testing.T) {
t.Parallel()
var o *Detail
_, err := o.DeriveModify()
require.ErrorIs(t, err, errOrderDetailIsNil)
pair := currency.NewPair(currency.BTC, currency.AUD)
o = &Detail{
Exchange: "wow",
OrderID: "wow2",
ClientOrderID: "wow3",
Type: Market,
Side: Long,
AssetType: asset.Futures,
Pair: pair,
}
mod, err := o.DeriveModify()
require.NoError(t, err)
require.NotNil(t, mod)
exp := &Modify{
Exchange: "wow",
OrderID: "wow2",
ClientOrderID: "wow3",
Type: Market,
Side: Long,
AssetType: asset.Futures,
Pair: pair,
}
assert.Equal(t, exp, mod)
}
func TestDeriveModifyResponse(t *testing.T) {
t.Parallel()
var mod *Modify
_, err := mod.DeriveModifyResponse()
require.ErrorIs(t, err, errOrderDetailIsNil)
pair := currency.NewPair(currency.BTC, currency.AUD)
mod = &Modify{
Exchange: "wow",
OrderID: "wow2",
ClientOrderID: "wow3",
Type: Market,
Side: Long,
AssetType: asset.Futures,
Pair: pair,
}
modresp, err := mod.DeriveModifyResponse()
require.NoError(t, err, "DeriveModifyResponse must not error")
require.NotNil(t, modresp)
exp := &ModifyResponse{
Exchange: "wow",
OrderID: "wow2",
ClientOrderID: "wow3",
Type: Market,
Side: Long,
AssetType: asset.Futures,
Pair: pair,
}
assert.Equal(t, exp, modresp)
}
func TestDeriveCancel(t *testing.T) {
t.Parallel()
var o *Detail
_, err := o.DeriveCancel()
require.ErrorIs(t, err, errOrderDetailIsNil)
pair := currency.NewPair(currency.BTC, currency.AUD)
o = &Detail{
Exchange: "wow",
OrderID: "wow1",
AccountID: "wow2",
ClientID: "wow3",
ClientOrderID: "wow4",
Type: Market,
Side: Long,
Pair: pair,
AssetType: asset.Futures,
}
cancel, err := o.DeriveCancel()
require.NoError(t, err)
assert.Equal(t, "wow", cancel.Exchange, "DeriveCancel should set Exchange correctly")
assert.Equal(t, "wow1", cancel.OrderID, "DeriveCancel should set OrderID correctly")
assert.Equal(t, "wow2", cancel.AccountID, "DeriveCancel should set AccountID correctly")
assert.Equal(t, "wow3", cancel.ClientID, "DeriveCancel should set ClientID correctly")
assert.Equal(t, "wow4", cancel.ClientOrderID, "DeriveCancel should set ClientOrderID correctly")
assert.Equal(t, Market, cancel.Type, "DeriveCancel should set Type correctly")
assert.Equal(t, Long, cancel.Side, "DeriveCancel should set Side correctly")
assert.True(t, pair.Equal(cancel.Pair), "DeriveCancel should set Pair correctly")
assert.Equal(t, asset.Futures, cancel.AssetType, "DeriveCancel should set AssetType correctly")
}
func TestGetOrdersRequest_Filter(t *testing.T) {
request := new(MultiOrderRequest)
request.AssetType = asset.Spot
request.Type = AnyType
request.Side = AnySide
orders := []Detail{
{OrderID: "0", Pair: btcusd, AssetType: asset.Spot, Type: Limit, Side: Buy},
{OrderID: "1", Pair: btcusd, AssetType: asset.Spot, Type: Limit, Side: Sell},
{OrderID: "2", Pair: btcusd, AssetType: asset.Spot, Type: Market, Side: Buy},
{OrderID: "3", Pair: btcusd, AssetType: asset.Spot, Type: Market, Side: Sell},
{OrderID: "4", Pair: btcusd, AssetType: asset.Futures, Type: Limit, Side: Buy},
{OrderID: "5", Pair: btcusd, AssetType: asset.Futures, Type: Limit, Side: Sell},
{OrderID: "6", Pair: btcusd, AssetType: asset.Futures, Type: Market, Side: Buy},
{OrderID: "7", Pair: btcusd, AssetType: asset.Futures, Type: Market, Side: Sell},
{OrderID: "8", Pair: btcltc, AssetType: asset.Spot, Type: Limit, Side: Buy},
{OrderID: "9", Pair: btcltc, AssetType: asset.Spot, Type: Limit, Side: Sell},
{OrderID: "10", Pair: btcltc, AssetType: asset.Spot, Type: Market, Side: Buy},
{OrderID: "11", Pair: btcltc, AssetType: asset.Spot, Type: Market, Side: Sell},
{OrderID: "12", Pair: btcltc, AssetType: asset.Futures, Type: Limit, Side: Buy},
{OrderID: "13", Pair: btcltc, AssetType: asset.Futures, Type: Limit, Side: Sell},
{OrderID: "14", Pair: btcltc, AssetType: asset.Futures, Type: Market, Side: Buy},
{OrderID: "15", Pair: btcltc, AssetType: asset.Futures, Type: Market, Side: Sell},
}
shinyAndClean := request.Filter("test", orders)
require.Len(t, shinyAndClean, 16)
for x := range shinyAndClean {
require.Equal(t, strconv.FormatInt(int64(x), 10), shinyAndClean[x].OrderID)
}
request.Pairs = []currency.Pair{btcltc}
// Kicks off time error
request.EndTime = time.Unix(1336, 0)
request.StartTime = time.Unix(1337, 0)
shinyAndClean = request.Filter("test", orders)
require.Len(t, shinyAndClean, 8)
for x := range shinyAndClean {
require.Equal(t, strconv.FormatInt(int64(x)+8, 10), shinyAndClean[x].OrderID)
}
}
func TestIsValidOrderSubmissionSide(t *testing.T) {
t.Parallel()
assert.False(t, IsValidOrderSubmissionSide(UnknownSide))
assert.True(t, IsValidOrderSubmissionSide(Buy))
assert.False(t, IsValidOrderSubmissionSide(CouldNotBuy))
}
func TestAdjustBaseAmount(t *testing.T) {
t.Parallel()
var s *SubmitResponse
err := s.AdjustBaseAmount(0)
require.ErrorIs(t, err, errOrderSubmitResponseIsNil)
s = &SubmitResponse{}
err = s.AdjustBaseAmount(0)
require.ErrorIs(t, err, errAmountIsZero)
s.Amount = 1.7777777777
err = s.AdjustBaseAmount(1.7777777777)
require.NoError(t, err)
require.Equal(t, 1.7777777777, s.Amount)
s.Amount = 1.7777777777
err = s.AdjustBaseAmount(1.777)
require.NoError(t, err)
assert.Equal(t, 1.777, s.Amount)
}
func TestAdjustQuoteAmount(t *testing.T) {
t.Parallel()
var s *SubmitResponse
err := s.AdjustQuoteAmount(0)
require.ErrorIs(t, err, errOrderSubmitResponseIsNil)
s = &SubmitResponse{}
err = s.AdjustQuoteAmount(0)
require.ErrorIs(t, err, errAmountIsZero)
s.QuoteAmount = 5.222222222222
err = s.AdjustQuoteAmount(5.222222222222)
require.NoError(t, err)
require.Equal(t, 5.222222222222, s.QuoteAmount)
s.QuoteAmount = 5.222222222222
err = s.AdjustQuoteAmount(5.22222222)
require.NoError(t, err)
assert.Equal(t, 5.22222222, s.QuoteAmount)
}
func TestSideUnmarshal(t *testing.T) {
t.Parallel()
var s Side
assert.NoError(t, s.UnmarshalJSON([]byte(`"SELL"`)), "Quoted valid side okay")
assert.Equal(t, Sell, s, "Correctly set order Side")
assert.ErrorIs(t, s.UnmarshalJSON([]byte(`"STEAL"`)), ErrSideIsInvalid, "Quoted invalid side errors")
var jErr *json.UnmarshalTypeError
assert.ErrorAs(t, s.UnmarshalJSON([]byte(`14`)), &jErr, "non-string valid json is rejected")
}
func TestSideMarshalJSON(t *testing.T) {
t.Parallel()
b, err := Buy.MarshalJSON()
assert.NoError(t, err)
assert.Equal(t, `"BUY"`, string(b))
b, err = UnknownSide.MarshalJSON()
assert.NoError(t, err)
assert.Equal(t, `"UNKNOWN"`, string(b))
}
func TestGetTradeAmount(t *testing.T) {
t.Parallel()
var s *Submit
require.Zero(t, s.GetTradeAmount(protocol.TradingRequirements{}))
baseAmount := 420.0
quoteAmount := 69.0
s = &Submit{Amount: baseAmount, QuoteAmount: quoteAmount}
// below will default to base amount with nothing set
require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{}))
require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountPurchaseQuotationOnly: true}))
s.AssetType = asset.Spot
s.Type = Market
s.Side = Buy
require.Equal(t, quoteAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountPurchaseQuotationOnly: true}))
require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountSellBaseOnly: true}))
s.Side = Sell
require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountSellBaseOnly: true}))
}
func TestStringToTrackingMode(t *testing.T) {
t.Parallel()
inputs := map[string]TrackingMode{
"diStance": Distance,
"distance": Distance,
"Percentage": Percentage,
"percentage": Percentage,
"": UnknownTrackingMode,
}
for k, v := range inputs {
assert.Equal(t, v, StringToTrackingMode(k))
}
}
func TestTrackingModeString(t *testing.T) {
t.Parallel()
inputs := map[TrackingMode]string{
Distance: "distance",
Percentage: "percentage",
UnknownTrackingMode: "",
}
for k, v := range inputs {
require.Equal(t, v, k.String())
}
}
func TestMarshalOrder(t *testing.T) {
t.Parallel()
btx := currency.NewBTCUSDT()
btx.Delimiter = "-"
orderSubmit := Submit{
Exchange: "test",
Pair: btx,
AssetType: asset.Spot,
MarginType: margin.Multi,
Side: Buy,
Type: Market,
Amount: 1,
Price: 1000,
}
j, err := json.Marshal(orderSubmit)
require.NoError(t, err, "json.Marshal must not error")
exp := []byte(`{"Exchange":"test","Type":4,"Side":"BUY","Pair":"BTC-USDT","AssetType":"spot","TimeInForce":"","ReduceOnly":false,"Leverage":0,"Price":1000,"Amount":1,"QuoteAmount":0,"TriggerPrice":0,"TriggerPriceType":0,"ClientID":"","ClientOrderID":"","AutoBorrow":false,"MarginType":"multi","RetrieveFees":false,"RetrieveFeeDelay":0,"RiskManagementModes":{"Mode":"","TakeProfit":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0},"StopLoss":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0},"StopEntry":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0}},"Hidden":false,"Iceberg":false,"TrackingMode":0,"TrackingValue":0}`)
assert.Equal(t, exp, j)
}