Files
gocryptotrader/exchanges/order/order_test.go
Scott 5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00

1103 lines
26 KiB
Go

package order
import (
"errors"
"strings"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/validate"
)
var errValidationCheckFailed = errors.New("validation check failed")
func TestValidate(t *testing.T) {
testPair := currency.NewPair(currency.BTC, currency.LTC)
tester := []struct {
ExpectedErr error
Submit *Submit
ValidOpts validate.Checker
}{
{
ExpectedErr: ErrSubmissionIsNil,
Submit: nil,
}, // nil struct
{
ExpectedErr: ErrPairIsEmpty,
Submit: &Submit{},
}, // empty pair
{
ExpectedErr: ErrAssetNotSet,
Submit: &Submit{Pair: testPair},
}, // valid pair but invalid asset
{
ExpectedErr: ErrSideIsInvalid,
Submit: &Submit{Pair: testPair, AssetType: asset.Spot},
}, // valid pair but invalid order side
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{Pair: testPair,
Side: Buy,
AssetType: asset.Spot},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{Pair: testPair,
Side: Sell,
AssetType: asset.Spot},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{Pair: testPair,
Side: Bid,
AssetType: asset.Spot},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{Pair: testPair,
Side: Ask,
AssetType: asset.Spot},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrAmountIsInvalid,
Submit: &Submit{Pair: testPair,
Side: Ask,
Type: Market,
AssetType: asset.Spot},
}, // valid pair, order side, type but invalid amount
{
ExpectedErr: ErrPriceMustBeSetIfLimitOrder,
Submit: &Submit{Pair: testPair,
Side: Ask,
Type: Limit,
Amount: 1,
AssetType: asset.Spot},
}, // valid pair, order side, type, amount but invalid price
{
ExpectedErr: errValidationCheckFailed,
Submit: &Submit{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{Pair: testPair,
Side: Ask,
Type: Limit,
Amount: 1,
Price: 1000,
AssetType: asset.Spot},
ValidOpts: validate.Check(func() error { return nil }),
}, // valid order!
}
for x := range tester {
err := tester[x].Submit.Validate(tester[x].ValidOpts)
if !errors.Is(err, tester[x].ExpectedErr) {
t.Errorf("Unexpected result. Got: %v, want: %v", err, tester[x].ExpectedErr)
}
}
}
func TestOrderSides(t *testing.T) {
t.Parallel()
var os = Buy
if os.String() != "BUY" {
t.Errorf("unexpected string %s", os.String())
}
if os.Lower() != "buy" {
t.Errorf("unexpected string %s", os.Lower())
}
if os.Title() != "Buy" {
t.Errorf("unexpected string %s", os.Title())
}
}
func TestOrderTypes(t *testing.T) {
t.Parallel()
var ot Type = "Mo'Money"
if ot.String() != "Mo'Money" {
t.Errorf("unexpected string %s", ot.String())
}
if ot.Lower() != "mo'money" {
t.Errorf("unexpected string %s", ot.Lower())
}
if ot.Title() != "Mo'Money" {
t.Errorf("unexpected string %s", ot.Title())
}
}
func TestFilterOrdersByType(t *testing.T) {
t.Parallel()
var orders = []Detail{
{
Type: ImmediateOrCancel,
},
{
Type: Limit,
},
}
FilterOrdersByType(&orders, AnyType)
if len(orders) != 2 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 2, len(orders))
}
FilterOrdersByType(&orders, Limit)
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
FilterOrdersByType(&orders, Stop)
if len(orders) != 0 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 0, len(orders))
}
}
func TestFilterOrdersBySide(t *testing.T) {
t.Parallel()
var orders = []Detail{
{
Side: Buy,
},
{
Side: Sell,
},
{},
}
FilterOrdersBySide(&orders, AnySide)
if len(orders) != 3 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 3, len(orders))
}
FilterOrdersBySide(&orders, Buy)
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
FilterOrdersBySide(&orders, Sell)
if len(orders) != 0 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 0, len(orders))
}
}
func TestFilterOrdersByTimeRange(t *testing.T) {
t.Parallel()
var orders = []Detail{
{
Date: time.Unix(100, 0),
},
{
Date: time.Unix(110, 0),
},
{
Date: time.Unix(111, 0),
},
}
FilterOrdersByTimeRange(&orders, time.Unix(0, 0), time.Unix(0, 0))
if len(orders) != 3 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 3, len(orders))
}
FilterOrdersByTimeRange(&orders, time.Unix(100, 0), time.Unix(111, 0))
if len(orders) != 3 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 3, len(orders))
}
FilterOrdersByTimeRange(&orders, time.Unix(101, 0), time.Unix(111, 0))
if len(orders) != 2 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 2, len(orders))
}
FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0))
if len(orders) != 0 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 0, len(orders))
}
orders = append(orders, Detail{})
// test for event no timestamp is set on an order, best to include it
FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0))
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
}
func TestFilterOrdersByCurrencies(t *testing.T) {
t.Parallel()
var orders = []Detail{
{
Pair: currency.NewPair(currency.BTC, currency.USD),
},
{
Pair: currency.NewPair(currency.LTC, currency.EUR),
},
{
Pair: currency.NewPair(currency.DOGE, currency.RUB),
},
}
currencies := []currency.Pair{currency.NewPair(currency.BTC, currency.USD),
currency.NewPair(currency.LTC, currency.EUR),
currency.NewPair(currency.DOGE, currency.RUB)}
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 3 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 3, len(orders))
}
currencies = []currency.Pair{currency.NewPair(currency.BTC, currency.USD),
currency.NewPair(currency.LTC, currency.EUR)}
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 2 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 2, len(orders))
}
currencies = []currency.Pair{currency.NewPair(currency.BTC, currency.USD)}
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
currencies = []currency.Pair{}
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
currencies = append(currencies, currency.Pair{})
FilterOrdersByCurrencies(&orders, currencies)
if len(orders) != 1 {
t.Errorf("Orders failed to be filtered. Expected %v, received %v", 1, len(orders))
}
}
func TestSortOrdersByPrice(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Price: 100,
}, {
Price: 0,
}, {
Price: 50,
},
}
SortOrdersByPrice(&orders, false)
if orders[0].Price != 0 {
t.Errorf("Expected: '%v', received: '%v'", 0, orders[0].Price)
}
SortOrdersByPrice(&orders, true)
if orders[0].Price != 100 {
t.Errorf("Expected: '%v', received: '%v'", 100, orders[0].Price)
}
}
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)
if orders[0].Date.Unix() != time.Unix(0, 0).Unix() {
t.Errorf("Expected: '%v', received: '%v'",
time.Unix(0, 0).Unix(),
orders[0].Date.Unix())
}
SortOrdersByDate(&orders, true)
if orders[0].Date.Unix() != time.Unix(2, 0).Unix() {
t.Errorf("Expected: '%v', received: '%v'",
time.Unix(2, 0).Unix(),
orders[0].Date.Unix())
}
}
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)
if orders[0].Pair.String() != currency.BTC.String()+"-"+currency.RUB.String() {
t.Errorf("Expected: '%v', received: '%v'",
currency.BTC.String()+"-"+currency.RUB.String(),
orders[0].Pair.String())
}
SortOrdersByCurrency(&orders, true)
if orders[0].Pair.String() != currency.LTC.String()+"-"+currency.EUR.String() {
t.Errorf("Expected: '%v', received: '%v'",
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)
if !strings.EqualFold(orders[0].Side.String(), Buy.String()) {
t.Errorf("Expected: '%v', received: '%v'",
Buy,
orders[0].Side)
}
SortOrdersBySide(&orders, true)
if !strings.EqualFold(orders[0].Side.String(), Sell.String()) {
t.Errorf("Expected: '%v', received: '%v'",
Sell,
orders[0].Side)
}
}
func TestSortOrdersByOrderType(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Type: Market,
}, {
Type: Limit,
}, {
Type: ImmediateOrCancel,
}, {
Type: TrailingStop,
},
}
SortOrdersByType(&orders, false)
if !strings.EqualFold(orders[0].Type.String(), ImmediateOrCancel.String()) {
t.Errorf("Expected: '%v', received: '%v'",
ImmediateOrCancel,
orders[0].Type)
}
SortOrdersByType(&orders, true)
if !strings.EqualFold(orders[0].Type.String(), TrailingStop.String()) {
t.Errorf("Expected: '%v', received: '%v'",
TrailingStop,
orders[0].Type)
}
}
var stringsToOrderSide = []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},
{"any", AnySide, nil},
{"ANY", AnySide, nil},
{"aNy", AnySide, nil},
{"woahMan", Buy, errors.New("woahMan not recognised as order side")},
}
func TestStringToOrderSide(t *testing.T) {
for i := range stringsToOrderSide {
testData := &stringsToOrderSide[i]
t.Run(testData.in, func(t *testing.T) {
out, err := StringToOrderSide(testData.in)
if err != nil {
if err.Error() != testData.err.Error() {
t.Error("Unexpected error", err)
}
} else if out != testData.out {
t.Errorf("Unexpected output %v. Expected %v", out, testData.out)
}
})
}
}
var stringsToOrderType = []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},
{"immediate_or_cancel", ImmediateOrCancel, nil},
{"IMMEDIATE_OR_CANCEL", ImmediateOrCancel, nil},
{"iMmEdIaTe_Or_CaNcEl", ImmediateOrCancel, nil},
{"iMmEdIaTe Or CaNcEl", ImmediateOrCancel, 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},
{"fOk", FillOrKill, nil},
{"exchange fOk", FillOrKill, nil},
{"ios", IOS, nil},
{"post_ONly", PostOnly, nil},
{"any", AnyType, nil},
{"ANY", AnyType, nil},
{"aNy", AnyType, nil},
{"trigger", Trigger, nil},
{"TRIGGER", Trigger, nil},
{"tRiGgEr", Trigger, nil},
{"woahMan", UnknownType, errors.New("woahMan not recognised as order type")},
}
func TestStringToOrderType(t *testing.T) {
for i := range stringsToOrderType {
testData := &stringsToOrderType[i]
t.Run(testData.in, func(t *testing.T) {
out, err := StringToOrderType(testData.in)
if err != nil {
if err.Error() != testData.err.Error() {
t.Error("Unexpected error", err)
}
} else if out != testData.out {
t.Errorf("Unexpected output %v. Expected %v", out, testData.out)
}
})
}
}
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},
{"woahMan", UnknownStatus, errors.New("woahMan not recognised as order status")},
}
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)
if err != nil {
if err.Error() != testData.err.Error() {
t.Error("Unexpected error", err)
}
} else if out != testData.out {
t.Errorf("Unexpected output %v. Expected %v", out, testData.out)
}
})
}
}
func TestUpdateOrderFromModify(t *testing.T) {
var leet = "1337"
od := Detail{
ImmediateOrCancel: false,
HiddenOrder: false,
FillOrKill: false,
PostOnly: false,
Leverage: 0,
Price: 0,
Amount: 0,
LimitPriceUpper: 0,
LimitPriceLower: 0,
TriggerPrice: 0,
TargetAmount: 0,
ExecutedAmount: 0,
RemainingAmount: 0,
Fee: 0,
Exchange: "",
ID: "1",
AccountID: "",
ClientID: "",
WalletAddress: "",
Type: "",
Side: "",
Status: "",
AssetType: "",
Date: time.Time{},
LastUpdated: time.Time{},
Pair: currency.Pair{},
Trades: nil,
}
updated := time.Now()
pair, err := currency.NewPairFromString("BTCUSD")
if err != nil {
t.Fatal(err)
}
om := Modify{
ImmediateOrCancel: true,
HiddenOrder: true,
FillOrKill: true,
PostOnly: true,
Leverage: 1.0,
Price: 1,
Amount: 1,
LimitPriceUpper: 1,
LimitPriceLower: 1,
TriggerPrice: 1,
TargetAmount: 1,
ExecutedAmount: 1,
RemainingAmount: 1,
Fee: 1,
Exchange: "1",
InternalOrderID: "1",
ID: "1",
AccountID: "1",
ClientID: "1",
WalletAddress: "1",
Type: "1",
Side: "1",
Status: "1",
AssetType: "1",
LastUpdated: updated,
Pair: pair,
Trades: []TradeHistory{},
}
od.UpdateOrderFromModify(&om)
if od.InternalOrderID == "1" {
t.Error("Should not be able to update the internal order ID")
}
if !od.ImmediateOrCancel {
t.Error("Failed to update")
}
if !od.HiddenOrder {
t.Error("Failed to update")
}
if !od.FillOrKill {
t.Error("Failed to update")
}
if !od.PostOnly {
t.Error("Failed to update")
}
if od.Leverage != 1 {
t.Error("Failed to update")
}
if od.Price != 1 {
t.Error("Failed to update")
}
if od.Amount != 1 {
t.Error("Failed to update")
}
if od.LimitPriceLower != 1 {
t.Error("Failed to update")
}
if od.LimitPriceUpper != 1 {
t.Error("Failed to update")
}
if od.TriggerPrice != 1 {
t.Error("Failed to update")
}
if od.TargetAmount != 1 {
t.Error("Failed to update")
}
if od.ExecutedAmount != 1 {
t.Error("Failed to update")
}
if od.RemainingAmount != 1 {
t.Error("Failed to update")
}
if od.Fee != 1 {
t.Error("Failed to update")
}
if od.Exchange != "" {
t.Error("Should not be able to update exchange via modify")
}
if od.ID != "1" {
t.Error("Failed to update")
}
if od.ClientID != "1" {
t.Error("Failed to update")
}
if od.WalletAddress != "1" {
t.Error("Failed to update")
}
if od.Type != "1" {
t.Error("Failed to update")
}
if od.Side != "1" {
t.Error("Failed to update")
}
if od.Status != "1" {
t.Error("Failed to update")
}
if od.AssetType != "1" {
t.Error("Failed to update")
}
if od.LastUpdated != updated {
t.Error("Failed to update")
}
if od.Pair.String() != "BTCUSD" {
t.Error("Failed to update")
}
if od.Trades != nil {
t.Error("Failed to update")
}
om.Trades = append(om.Trades, TradeHistory{TID: "1"}, TradeHistory{TID: "2"})
od.UpdateOrderFromModify(&om)
if len(od.Trades) != 2 {
t.Error("Failed to add trades")
}
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
od.UpdateOrderFromModify(&om)
if od.Trades[0].Exchange == leet {
t.Error("Should not be able to update exchange from update")
}
if od.Trades[0].Price != 1337 {
t.Error("Failed to update trades")
}
if od.Trades[0].Fee != 1337 {
t.Error("Failed to update trades")
}
if !od.Trades[0].IsMaker {
t.Error("Failed to update trades")
}
if od.Trades[0].Timestamp != updated {
t.Error("Failed to update trades")
}
if od.Trades[0].Description != leet {
t.Error("Failed to update trades")
}
if od.Trades[0].Side != UnknownSide {
t.Error("Failed to update trades")
}
if od.Trades[0].Type != UnknownType {
t.Error("Failed to update trades")
}
if od.Trades[0].Amount != 1337 {
t.Error("Failed to update trades")
}
}
func TestUpdateOrderFromDetail(t *testing.T) {
var leet = "1337"
od := Detail{
ImmediateOrCancel: false,
HiddenOrder: false,
FillOrKill: false,
PostOnly: false,
Leverage: 0,
Price: 0,
Amount: 0,
LimitPriceUpper: 0,
LimitPriceLower: 0,
TriggerPrice: 0,
TargetAmount: 0,
ExecutedAmount: 0,
RemainingAmount: 0,
Fee: 0,
Exchange: "test",
ID: "1",
AccountID: "",
ClientID: "",
WalletAddress: "",
Type: "",
Side: "",
Status: "",
AssetType: "",
Date: time.Time{},
LastUpdated: time.Time{},
Pair: currency.Pair{},
Trades: nil,
}
updated := time.Now()
pair, err := currency.NewPairFromString("BTCUSD")
if err != nil {
t.Fatal(err)
}
om := Detail{
ImmediateOrCancel: true,
HiddenOrder: true,
FillOrKill: true,
PostOnly: true,
Leverage: 1,
Price: 1,
Amount: 1,
LimitPriceUpper: 1,
LimitPriceLower: 1,
TriggerPrice: 1,
TargetAmount: 1,
ExecutedAmount: 1,
RemainingAmount: 1,
Fee: 1,
Exchange: "1",
InternalOrderID: "1",
ID: "1",
AccountID: "1",
ClientID: "1",
WalletAddress: "1",
Type: "1",
Side: "1",
Status: "1",
AssetType: "1",
LastUpdated: updated,
Pair: pair,
Trades: []TradeHistory{},
}
od.UpdateOrderFromDetail(&om)
if od.InternalOrderID == "1" {
t.Error("Should not be able to update the internal order ID")
}
if !od.ImmediateOrCancel {
t.Error("Failed to update")
}
if !od.HiddenOrder {
t.Error("Failed to update")
}
if !od.FillOrKill {
t.Error("Failed to update")
}
if !od.PostOnly {
t.Error("Failed to update")
}
if od.Leverage != 1 {
t.Error("Failed to update")
}
if od.Price != 1 {
t.Error("Failed to update")
}
if od.Amount != 1 {
t.Error("Failed to update")
}
if od.LimitPriceLower != 1 {
t.Error("Failed to update")
}
if od.LimitPriceUpper != 1 {
t.Error("Failed to update")
}
if od.TriggerPrice != 1 {
t.Error("Failed to update")
}
if od.TargetAmount != 1 {
t.Error("Failed to update")
}
if od.ExecutedAmount != 1 {
t.Error("Failed to update")
}
if od.RemainingAmount != 1 {
t.Error("Failed to update")
}
if od.Fee != 1 {
t.Error("Failed to update")
}
if od.Exchange != "test" {
t.Error("Should not be able to update exchange via modify")
}
if od.ID != "1" {
t.Error("Failed to update")
}
if od.ClientID != "1" {
t.Error("Failed to update")
}
if od.WalletAddress != "1" {
t.Error("Failed to update")
}
if od.Type != "1" {
t.Error("Failed to update")
}
if od.Side != "1" {
t.Error("Failed to update")
}
if od.Status != "1" {
t.Error("Failed to update")
}
if od.AssetType != "1" {
t.Error("Failed to update")
}
if od.LastUpdated != updated {
t.Error("Failed to update")
}
if od.Pair.String() != "BTCUSD" {
t.Error("Failed to update")
}
if od.Trades != nil {
t.Error("Failed to update")
}
om.Trades = append(om.Trades, TradeHistory{TID: "1"}, TradeHistory{TID: "2"})
od.UpdateOrderFromDetail(&om)
if len(od.Trades) != 2 {
t.Error("Failed to add trades")
}
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
od.UpdateOrderFromDetail(&om)
if od.Trades[0].Exchange == leet {
t.Error("Should not be able to update exchange from update")
}
if od.Trades[0].Price != 1337 {
t.Error("Failed to update trades")
}
if od.Trades[0].Fee != 1337 {
t.Error("Failed to update trades")
}
if !od.Trades[0].IsMaker {
t.Error("Failed to update trades")
}
if od.Trades[0].Timestamp != updated {
t.Error("Failed to update trades")
}
if od.Trades[0].Description != leet {
t.Error("Failed to update trades")
}
if od.Trades[0].Side != UnknownSide {
t.Error("Failed to update trades")
}
if od.Trades[0].Type != UnknownType {
t.Error("Failed to update trades")
}
if od.Trades[0].Amount != 1337 {
t.Error("Failed to update trades")
}
}
func TestClassificationError_Error(t *testing.T) {
class := ClassificationError{OrderID: "1337", Exchange: "test", Err: errors.New("test error")}
if class.Error() != "test - OrderID: 1337 classification error: test error" {
t.Fatal("unexpected output")
}
class.OrderID = ""
if class.Error() != "test - classification error: test error" {
t.Fatal("unexpected output")
}
}
func TestValidationOnOrderTypes(t *testing.T) {
var cancelMe *Cancel
if cancelMe.Validate() != ErrCancelOrderIsNil {
t.Fatal("unexpected error")
}
cancelMe = new(Cancel)
err := cancelMe.Validate()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = cancelMe.Validate(cancelMe.PairAssetRequired())
if err == nil || err.Error() != ErrPairIsEmpty.Error() {
t.Errorf("received '%v' expected '%v'", err, ErrPairIsEmpty)
}
cancelMe.Pair = currency.NewPair(currency.BTC, currency.USDT)
err = cancelMe.Validate(cancelMe.PairAssetRequired())
if err == nil || err.Error() != ErrAssetNotSet.Error() {
t.Errorf("received '%v' expected '%v'", err, ErrAssetNotSet)
}
cancelMe.AssetType = asset.Spot
err = cancelMe.Validate(cancelMe.PairAssetRequired())
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if cancelMe.Validate(cancelMe.StandardCancel()) == nil {
t.Fatal("expected error")
}
if cancelMe.Validate(validate.Check(func() error {
return nil
})) != nil {
t.Fatal("should return nil")
}
cancelMe.ID = "1337"
if cancelMe.Validate(cancelMe.StandardCancel()) != nil {
t.Fatal("should return nil")
}
var getOrders *GetOrdersRequest
if getOrders.Validate() != ErrGetOrdersRequestIsNil {
t.Fatal("unexpected error")
}
getOrders = new(GetOrdersRequest)
if getOrders.Validate() == nil {
t.Fatal("should error since assetType hasn't been provided")
}
if getOrders.Validate(validate.Check(func() error {
return errors.New("this should error")
})) == nil {
t.Fatal("expected error")
}
if getOrders.Validate(validate.Check(func() error {
return nil
})) == nil {
t.Fatal("should output an error since assetType isn't provided")
}
var modifyOrder *Modify
if modifyOrder.Validate() != ErrModifyOrderIsNil {
t.Fatal("unexpected error")
}
modifyOrder = new(Modify)
if modifyOrder.Validate() != ErrPairIsEmpty {
t.Fatal("unexpected error")
}
p, err := currency.NewPairFromString("BTC-USD")
if err != nil {
t.Fatal(err)
}
modifyOrder.Pair = p
if modifyOrder.Validate() != ErrAssetNotSet {
t.Fatal("unexpected error")
}
modifyOrder.AssetType = asset.Spot
if modifyOrder.Validate() != ErrOrderIDNotSet {
t.Fatal("unexpected error")
}
modifyOrder.ClientOrderID = "1337"
if modifyOrder.Validate() != nil {
t.Fatal("should not error")
}
if modifyOrder.Validate(validate.Check(func() error {
return errors.New("this should error")
})) == nil {
t.Fatal("expected error")
}
if modifyOrder.Validate(validate.Check(func() error {
return nil
})) != nil {
t.Fatal("unexpected error")
}
}