mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-08 23:16:54 +00:00
* Initial concept for creating price tracking pairs * Completes coverage, even with a slow test * I dont know what point to hook this stuff up * Bit of a broken way of handling tracking pairs * Correctly calculates USD rates against all currencies * Removes dependency on GCT config * Failed currency statistics redesign * initial Update chart to use highcharts * Minor changes to stats * Creats funding stats to handle the stat calculations. Needs more work * tracks USD snapshots and BREAKS THINGS FURTHER * Fixed! * Adds ratio calculations and such, but its WRONG. do it at totals level dummy * End of day basic lint * Remaining lints * USD totals statistics * Minor panic fixes * Printing of funding stats, but its bad * Properly calculates overall benchmark, moves funding stat output * Adds some template charge, removes duplicate fields * New charts! * Darkcharts. funding protection when disabled * Now works with usd tracking/funding disabled! * Attempting to only show working stats based on settings. * Spruces up the goose/reporting * Completes report HTML rendering * lint and test fixes * funding statistics testing * slightly more test coverage * Test coverage * Initial documentation * Fixes tests * Database testing and rendering improvements and breakages * report and cmd rendering, linting. fix comma output. rm gct cfg * PR mode 🎉 Path field, config builder support,testing,linting,docs * minor calculation improvement * Secret lint that did not show up locally * Disable USD tracking for example configs * ShazNitNoScope * Forgotten errors * "" * literally Logarithmically logically renders the date 👀 * Fixes typos, fixes parallel test, fixes chart gui and exporting
986 lines
29 KiB
Go
986 lines
29 KiB
Go
package funding
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import (
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"errors"
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"testing"
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"time"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/backtester/common"
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"github.com/thrasher-corp/gocryptotrader/backtester/data/kline"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
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)
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var (
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elite = decimal.NewFromInt(1337)
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neg = decimal.NewFromInt(-1)
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one = decimal.NewFromInt(1)
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exch = "exch"
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a = asset.Spot
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base = currency.DOGE
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quote = currency.XRP
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pair = currency.NewPair(base, quote)
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)
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func TestSetupFundingManager(t *testing.T) {
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t.Parallel()
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f := SetupFundingManager(true, false)
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if !f.usingExchangeLevelFunding {
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t.Errorf("expected '%v received '%v'", true, false)
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}
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if f.disableUSDTracking {
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t.Errorf("expected '%v received '%v'", false, true)
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}
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f = SetupFundingManager(false, true)
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if f.usingExchangeLevelFunding {
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t.Errorf("expected '%v received '%v'", false, true)
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}
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if !f.disableUSDTracking {
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t.Errorf("expected '%v received '%v'", true, false)
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}
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}
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func TestReset(t *testing.T) {
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t.Parallel()
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f := SetupFundingManager(true, false)
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baseItem, err := CreateItem(exch, a, base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddItem(baseItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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f.Reset()
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if f.usingExchangeLevelFunding {
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t.Errorf("expected '%v received '%v'", false, true)
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}
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if f.Exists(baseItem) {
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t.Errorf("expected '%v received '%v'", false, true)
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}
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}
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func TestIsUsingExchangeLevelFunding(t *testing.T) {
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t.Parallel()
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f := SetupFundingManager(true, false)
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if !f.IsUsingExchangeLevelFunding() {
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t.Errorf("expected '%v received '%v'", true, false)
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}
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}
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func TestTransfer(t *testing.T) {
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t.Parallel()
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f := FundManager{
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usingExchangeLevelFunding: false,
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items: nil,
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}
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err := f.Transfer(decimal.Zero, nil, nil, false)
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if !errors.Is(err, common.ErrNilArguments) {
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t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
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}
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err = f.Transfer(decimal.Zero, &Item{}, nil, false)
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if !errors.Is(err, common.ErrNilArguments) {
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t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
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}
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err = f.Transfer(decimal.Zero, &Item{}, &Item{}, false)
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if !errors.Is(err, errZeroAmountReceived) {
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t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
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}
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err = f.Transfer(elite, &Item{}, &Item{}, false)
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if !errors.Is(err, errNotEnoughFunds) {
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t.Errorf("received '%v' expected '%v'", err, errNotEnoughFunds)
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}
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item1 := &Item{exchange: "hello", asset: a, currency: base, available: elite}
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err = f.Transfer(elite, item1, item1, false)
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if !errors.Is(err, errCannotTransferToSameFunds) {
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t.Errorf("received '%v' expected '%v'", err, errCannotTransferToSameFunds)
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}
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item2 := &Item{exchange: "hello", asset: a, currency: quote}
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err = f.Transfer(elite, item1, item2, false)
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if !errors.Is(err, errTransferMustBeSameCurrency) {
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t.Errorf("received '%v' expected '%v'", err, errTransferMustBeSameCurrency)
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}
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item2.exchange = "moto"
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item2.currency = base
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err = f.Transfer(elite, item1, item2, false)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if !item2.available.Equal(elite) {
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t.Errorf("received '%v' expected '%v'", item2.available, elite)
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}
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if !item1.available.Equal(decimal.Zero) {
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t.Errorf("received '%v' expected '%v'", item1.available, decimal.Zero)
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}
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item2.transferFee = one
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err = f.Transfer(elite, item2, item1, true)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if !item1.available.Equal(elite.Sub(item2.transferFee)) {
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t.Errorf("received '%v' expected '%v'", item2.available, elite.Sub(item2.transferFee))
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}
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}
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func TestAddItem(t *testing.T) {
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t.Parallel()
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f := FundManager{}
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err := f.AddItem(nil)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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baseItem, err := CreateItem(exch, a, base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddItem(baseItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddItem(baseItem)
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if !errors.Is(err, ErrAlreadyExists) {
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t.Errorf("received '%v' expected '%v'", err, ErrAlreadyExists)
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}
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}
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func TestExists(t *testing.T) {
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t.Parallel()
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f := FundManager{}
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exists := f.Exists(nil)
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if exists {
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t.Errorf("received '%v' expected '%v'", exists, false)
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}
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conflictingSingleItem, err := CreateItem(exch, a, base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddItem(conflictingSingleItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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exists = f.Exists(conflictingSingleItem)
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if !exists {
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t.Errorf("received '%v' expected '%v'", exists, true)
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}
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baseItem, err := CreateItem(exch, a, base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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quoteItem, err := CreateItem(exch, a, quote, elite, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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p, err := CreatePair(baseItem, quoteItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddPair(p)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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pairItems, err := f.GetFundingForEAP(exch, a, pair)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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exists = f.Exists(pairItems.Base)
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if !exists {
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t.Errorf("received '%v' expected '%v'", exists, true)
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}
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exists = f.Exists(pairItems.Quote)
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if !exists {
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t.Errorf("received '%v' expected '%v'", exists, true)
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}
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funds, err := f.GetFundingForEAP(exch, a, pair)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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// demonstration that you don't need the original *Items
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// to check for existence, just matching fields
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baseCopy := *funds.Base
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quoteCopy := *funds.Quote
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quoteCopy.pairedWith = &baseCopy
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exists = f.Exists(&baseCopy)
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if !exists {
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t.Errorf("received '%v' expected '%v'", exists, true)
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}
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currFunds, err := f.GetFundingForEAC(exch, a, base)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if currFunds.pairedWith != nil {
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t.Errorf("received '%v' expected '%v'", nil, currFunds.pairedWith)
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}
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}
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func TestAddPair(t *testing.T) {
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t.Parallel()
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f := FundManager{}
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baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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p, err := CreatePair(baseItem, quoteItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddPair(p)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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resp, err := f.GetFundingForEAP(exch, a, pair)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if resp.Base.exchange != exch ||
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resp.Base.asset != a ||
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resp.Base.currency != pair.Base {
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t.Error("woah nelly")
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}
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if resp.Quote.exchange != exch ||
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resp.Quote.asset != a ||
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resp.Quote.currency != pair.Quote {
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t.Error("woah nelly")
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}
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if resp.Quote.pairedWith != resp.Base {
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t.Errorf("received '%v' expected '%v'", resp.Base, resp.Quote.pairedWith)
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}
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if resp.Base.pairedWith != resp.Quote {
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t.Errorf("received '%v' expected '%v'", resp.Quote, resp.Base.pairedWith)
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}
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if !resp.Base.initialFunds.Equal(decimal.Zero) {
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t.Errorf("received '%v' expected '%v'", resp.Base.initialFunds, decimal.Zero)
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}
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if !resp.Quote.initialFunds.Equal(elite) {
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t.Errorf("received '%v' expected '%v'", resp.Quote.initialFunds, elite)
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}
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p, err = CreatePair(baseItem, quoteItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddPair(p)
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if !errors.Is(err, ErrAlreadyExists) {
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t.Errorf("received '%v' expected '%v'", err, ErrAlreadyExists)
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}
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}
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// fakeEvent implements common.EventHandler without
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// caring about the response, or dealing with import cycles
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type fakeEvent struct{}
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func (f *fakeEvent) GetOffset() int64 { return 0 }
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func (f *fakeEvent) SetOffset(int64) {}
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func (f *fakeEvent) IsEvent() bool { return true }
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func (f *fakeEvent) GetTime() time.Time { return time.Now() }
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func (f *fakeEvent) Pair() currency.Pair { return pair }
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func (f *fakeEvent) GetExchange() string { return exch }
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func (f *fakeEvent) GetInterval() gctkline.Interval { return gctkline.OneMin }
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func (f *fakeEvent) GetAssetType() asset.Item { return asset.Spot }
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func (f *fakeEvent) GetReason() string { return "" }
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func (f *fakeEvent) AppendReason(string) {}
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func TestGetFundingForEvent(t *testing.T) {
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t.Parallel()
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e := &fakeEvent{}
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f := FundManager{}
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_, err := f.GetFundingForEvent(e)
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if !errors.Is(err, ErrFundsNotFound) {
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t.Errorf("received '%v' expected '%v'", err, ErrFundsNotFound)
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}
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baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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p, err := CreatePair(baseItem, quoteItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddPair(p)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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_, err = f.GetFundingForEvent(e)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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}
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func TestGetFundingForEAC(t *testing.T) {
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t.Parallel()
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f := FundManager{}
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_, err := f.GetFundingForEAC(exch, a, base)
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if !errors.Is(err, ErrFundsNotFound) {
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t.Errorf("received '%v' expected '%v'", err, ErrFundsNotFound)
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}
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baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddItem(baseItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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fundo, err := f.GetFundingForEAC(exch, a, base)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if !baseItem.Equal(fundo) {
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t.Errorf("received '%v' expected '%v'", baseItem, fundo)
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}
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}
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func TestGetFundingForEAP(t *testing.T) {
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t.Parallel()
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f := FundManager{}
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_, err := f.GetFundingForEAP(exch, a, pair)
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if !errors.Is(err, ErrFundsNotFound) {
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t.Errorf("received '%v' expected '%v'", err, ErrFundsNotFound)
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}
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baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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p, err := CreatePair(baseItem, quoteItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddPair(p)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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_, err = f.GetFundingForEAP(exch, a, pair)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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_, err = CreatePair(baseItem, nil)
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if !errors.Is(err, common.ErrNilArguments) {
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t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
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}
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_, err = CreatePair(nil, quoteItem)
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if !errors.Is(err, common.ErrNilArguments) {
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t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
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}
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p, err = CreatePair(baseItem, quoteItem)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = f.AddPair(p)
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if !errors.Is(err, ErrAlreadyExists) {
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t.Errorf("received '%v' expected '%v'", err, ErrAlreadyExists)
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}
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}
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func TestBaseInitialFunds(t *testing.T) {
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t.Parallel()
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baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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baseItem.pairedWith = quoteItem
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quoteItem.pairedWith = baseItem
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pairItems := Pair{Base: baseItem, Quote: quoteItem}
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funds := pairItems.BaseInitialFunds()
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if !funds.IsZero() {
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t.Errorf("received '%v' expected '%v'", funds, baseItem.available)
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}
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}
|
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|
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func TestQuoteInitialFunds(t *testing.T) {
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t.Parallel()
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baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
|
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quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
|
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if !errors.Is(err, nil) {
|
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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baseItem.pairedWith = quoteItem
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quoteItem.pairedWith = baseItem
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pairItems := Pair{Base: baseItem, Quote: quoteItem}
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funds := pairItems.QuoteInitialFunds()
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if !funds.Equal(elite) {
|
|
t.Errorf("received '%v' expected '%v'", funds, elite)
|
|
}
|
|
}
|
|
|
|
func TestBaseAvailable(t *testing.T) {
|
|
t.Parallel()
|
|
baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
baseItem.pairedWith = quoteItem
|
|
quoteItem.pairedWith = baseItem
|
|
pairItems := Pair{Base: baseItem, Quote: quoteItem}
|
|
funds := pairItems.BaseAvailable()
|
|
if !funds.IsZero() {
|
|
t.Errorf("received '%v' expected '%v'", funds, baseItem.available)
|
|
}
|
|
}
|
|
|
|
func TestQuoteAvailable(t *testing.T) {
|
|
t.Parallel()
|
|
baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
baseItem.pairedWith = quoteItem
|
|
quoteItem.pairedWith = baseItem
|
|
pairItems := Pair{Base: baseItem, Quote: quoteItem}
|
|
funds := pairItems.QuoteAvailable()
|
|
if !funds.Equal(elite) {
|
|
t.Errorf("received '%v' expected '%v'", funds, elite)
|
|
}
|
|
}
|
|
|
|
func TestReservePair(t *testing.T) {
|
|
t.Parallel()
|
|
baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
baseItem.pairedWith = quoteItem
|
|
quoteItem.pairedWith = baseItem
|
|
pairItems := Pair{Base: baseItem, Quote: quoteItem}
|
|
err = pairItems.Reserve(decimal.Zero, gctorder.Buy)
|
|
if !errors.Is(err, errZeroAmountReceived) {
|
|
t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
|
|
}
|
|
err = pairItems.Reserve(elite, gctorder.Buy)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = pairItems.Reserve(decimal.Zero, gctorder.Sell)
|
|
if !errors.Is(err, errZeroAmountReceived) {
|
|
t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
|
|
}
|
|
err = pairItems.Reserve(elite, gctorder.Sell)
|
|
if !errors.Is(err, errCannotAllocate) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotAllocate)
|
|
}
|
|
err = pairItems.Reserve(elite, common.DoNothing)
|
|
if !errors.Is(err, errCannotAllocate) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotAllocate)
|
|
}
|
|
}
|
|
|
|
func TestReleasePair(t *testing.T) {
|
|
t.Parallel()
|
|
baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
baseItem.pairedWith = quoteItem
|
|
quoteItem.pairedWith = baseItem
|
|
pairItems := Pair{Base: baseItem, Quote: quoteItem}
|
|
err = pairItems.Reserve(decimal.Zero, gctorder.Buy)
|
|
if !errors.Is(err, errZeroAmountReceived) {
|
|
t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
|
|
}
|
|
err = pairItems.Reserve(elite, gctorder.Buy)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = pairItems.Reserve(decimal.Zero, gctorder.Sell)
|
|
if !errors.Is(err, errZeroAmountReceived) {
|
|
t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
|
|
}
|
|
err = pairItems.Reserve(elite, gctorder.Sell)
|
|
if !errors.Is(err, errCannotAllocate) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotAllocate)
|
|
}
|
|
|
|
err = pairItems.Release(decimal.Zero, decimal.Zero, gctorder.Buy)
|
|
if !errors.Is(err, errZeroAmountReceived) {
|
|
t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
|
|
}
|
|
err = pairItems.Release(elite, decimal.Zero, gctorder.Buy)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = pairItems.Release(elite, decimal.Zero, gctorder.Buy)
|
|
if !errors.Is(err, errCannotAllocate) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotAllocate)
|
|
}
|
|
|
|
err = pairItems.Release(elite, decimal.Zero, common.DoNothing)
|
|
if !errors.Is(err, errCannotAllocate) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotAllocate)
|
|
}
|
|
|
|
err = pairItems.Release(elite, decimal.Zero, gctorder.Sell)
|
|
if !errors.Is(err, errCannotAllocate) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotAllocate)
|
|
}
|
|
err = pairItems.Release(decimal.Zero, decimal.Zero, gctorder.Sell)
|
|
if !errors.Is(err, errZeroAmountReceived) {
|
|
t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
|
|
}
|
|
}
|
|
|
|
func TestIncreaseAvailablePair(t *testing.T) {
|
|
t.Parallel()
|
|
baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
baseItem.pairedWith = quoteItem
|
|
quoteItem.pairedWith = baseItem
|
|
pairItems := Pair{Base: baseItem, Quote: quoteItem}
|
|
pairItems.IncreaseAvailable(decimal.Zero, gctorder.Buy)
|
|
if !pairItems.Quote.available.Equal(elite) {
|
|
t.Errorf("received '%v' expected '%v'", elite, pairItems.Quote.available)
|
|
}
|
|
pairItems.IncreaseAvailable(decimal.Zero, gctorder.Sell)
|
|
if !pairItems.Base.available.Equal(decimal.Zero) {
|
|
t.Errorf("received '%v' expected '%v'", decimal.Zero, pairItems.Base.available)
|
|
}
|
|
|
|
pairItems.IncreaseAvailable(elite.Neg(), gctorder.Sell)
|
|
if !pairItems.Quote.available.Equal(elite) {
|
|
t.Errorf("received '%v' expected '%v'", elite, pairItems.Quote.available)
|
|
}
|
|
pairItems.IncreaseAvailable(elite, gctorder.Buy)
|
|
if !pairItems.Base.available.Equal(elite) {
|
|
t.Errorf("received '%v' expected '%v'", elite, pairItems.Base.available)
|
|
}
|
|
|
|
pairItems.IncreaseAvailable(elite, common.DoNothing)
|
|
if !pairItems.Base.available.Equal(elite) {
|
|
t.Errorf("received '%v' expected '%v'", elite, pairItems.Base.available)
|
|
}
|
|
}
|
|
|
|
func TestCanPlaceOrderPair(t *testing.T) {
|
|
t.Parallel()
|
|
p := Pair{
|
|
Base: &Item{},
|
|
Quote: &Item{},
|
|
}
|
|
if p.CanPlaceOrder(common.DoNothing) {
|
|
t.Error("expected false")
|
|
}
|
|
if p.CanPlaceOrder(gctorder.Buy) {
|
|
t.Error("expected false")
|
|
}
|
|
if p.CanPlaceOrder(gctorder.Sell) {
|
|
t.Error("expected false")
|
|
}
|
|
|
|
p.Quote.available = decimal.NewFromInt(32)
|
|
if !p.CanPlaceOrder(gctorder.Buy) {
|
|
t.Error("expected true")
|
|
}
|
|
p.Base.available = decimal.NewFromInt(32)
|
|
if !p.CanPlaceOrder(gctorder.Sell) {
|
|
t.Error("expected true")
|
|
}
|
|
}
|
|
|
|
func TestIncreaseAvailable(t *testing.T) {
|
|
t.Parallel()
|
|
i := Item{}
|
|
i.IncreaseAvailable(elite)
|
|
if !i.available.Equal(elite) {
|
|
t.Errorf("expected %v", elite)
|
|
}
|
|
i.IncreaseAvailable(decimal.Zero)
|
|
i.IncreaseAvailable(neg)
|
|
if !i.available.Equal(elite) {
|
|
t.Errorf("expected %v", elite)
|
|
}
|
|
}
|
|
|
|
func TestRelease(t *testing.T) {
|
|
t.Parallel()
|
|
i := Item{}
|
|
err := i.Release(decimal.Zero, decimal.Zero)
|
|
if !errors.Is(err, errZeroAmountReceived) {
|
|
t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
|
|
}
|
|
err = i.Release(elite, decimal.Zero)
|
|
if !errors.Is(err, errCannotAllocate) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotAllocate)
|
|
}
|
|
i.reserved = elite
|
|
err = i.Release(elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
i.reserved = elite
|
|
err = i.Release(elite, one)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
err = i.Release(neg, decimal.Zero)
|
|
if !errors.Is(err, errZeroAmountReceived) {
|
|
t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
|
|
}
|
|
err = i.Release(elite, neg)
|
|
if !errors.Is(err, errNegativeAmountReceived) {
|
|
t.Errorf("received '%v' expected '%v'", err, errNegativeAmountReceived)
|
|
}
|
|
}
|
|
|
|
func TestReserve(t *testing.T) {
|
|
t.Parallel()
|
|
i := Item{}
|
|
err := i.Reserve(decimal.Zero)
|
|
if !errors.Is(err, errZeroAmountReceived) {
|
|
t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
|
|
}
|
|
err = i.Reserve(elite)
|
|
if !errors.Is(err, errCannotAllocate) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotAllocate)
|
|
}
|
|
|
|
i.reserved = elite
|
|
err = i.Reserve(elite)
|
|
if !errors.Is(err, errCannotAllocate) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotAllocate)
|
|
}
|
|
|
|
i.available = elite
|
|
err = i.Reserve(elite)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
err = i.Reserve(elite)
|
|
if !errors.Is(err, errCannotAllocate) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotAllocate)
|
|
}
|
|
|
|
err = i.Reserve(neg)
|
|
if !errors.Is(err, errZeroAmountReceived) {
|
|
t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
|
|
}
|
|
}
|
|
|
|
func TestMatchesItemCurrency(t *testing.T) {
|
|
t.Parallel()
|
|
i := Item{}
|
|
if i.MatchesItemCurrency(nil) {
|
|
t.Errorf("received '%v' expected '%v'", true, false)
|
|
}
|
|
baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if baseItem.MatchesItemCurrency(quoteItem) {
|
|
t.Errorf("received '%v' expected '%v'", true, false)
|
|
}
|
|
if !baseItem.MatchesItemCurrency(baseItem) {
|
|
t.Errorf("received '%v' expected '%v'", false, true)
|
|
}
|
|
}
|
|
|
|
func TestMatchesExchange(t *testing.T) {
|
|
t.Parallel()
|
|
i := Item{}
|
|
if i.MatchesExchange(nil) {
|
|
t.Errorf("received '%v' expected '%v'", true, false)
|
|
}
|
|
baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if !baseItem.MatchesExchange(quoteItem) {
|
|
t.Errorf("received '%v' expected '%v'", false, true)
|
|
}
|
|
if !baseItem.MatchesExchange(baseItem) {
|
|
t.Errorf("received '%v' expected '%v'", false, true)
|
|
}
|
|
}
|
|
|
|
func TestGenerateReport(t *testing.T) {
|
|
t.Parallel()
|
|
f := FundManager{}
|
|
report := f.GenerateReport()
|
|
if report == nil {
|
|
t.Fatal("shouldn't be nil")
|
|
}
|
|
if len(report.Items) > 0 {
|
|
t.Error("expected 0")
|
|
}
|
|
item := &Item{
|
|
exchange: exch,
|
|
initialFunds: decimal.NewFromInt(100),
|
|
available: decimal.NewFromInt(200),
|
|
currency: currency.BTC,
|
|
asset: a,
|
|
}
|
|
err := f.AddItem(item)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
report = f.GenerateReport()
|
|
if len(report.Items) != 1 {
|
|
t.Fatal("expected 1")
|
|
}
|
|
if report.Items[0].Exchange != item.exchange {
|
|
t.Error("expected matching name")
|
|
}
|
|
|
|
f.usingExchangeLevelFunding = true
|
|
err = f.AddItem(&Item{
|
|
exchange: exch,
|
|
initialFunds: decimal.NewFromInt(100),
|
|
available: decimal.NewFromInt(200),
|
|
currency: currency.USD,
|
|
asset: a,
|
|
})
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
dfk := &kline.DataFromKline{
|
|
Item: gctkline.Item{
|
|
Exchange: exch,
|
|
Pair: currency.NewPair(currency.BTC, currency.USD),
|
|
Asset: a,
|
|
Interval: gctkline.OneHour,
|
|
Candles: []gctkline.Candle{
|
|
{
|
|
Time: time.Now(),
|
|
},
|
|
},
|
|
},
|
|
}
|
|
err = dfk.Load()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddUSDTrackingData(dfk)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
f.items[0].usdTrackingCandles = dfk
|
|
f.CreateSnapshot(dfk.Item.Candles[0].Time)
|
|
|
|
report = f.GenerateReport()
|
|
if len(report.Items) != 2 {
|
|
t.Fatal("expected 2")
|
|
}
|
|
if report.Items[0].Exchange != item.exchange {
|
|
t.Error("expected matching name")
|
|
}
|
|
if !report.Items[1].FinalFunds.Equal(decimal.NewFromInt(200)) {
|
|
t.Errorf("received %v expected %v", report.Items[1].FinalFunds, decimal.NewFromInt(200))
|
|
}
|
|
}
|
|
|
|
func TestMatchesCurrency(t *testing.T) {
|
|
t.Parallel()
|
|
i := Item{
|
|
currency: currency.BTC,
|
|
}
|
|
if i.MatchesCurrency(currency.USDT) {
|
|
t.Error("expected false")
|
|
}
|
|
if !i.MatchesCurrency(currency.BTC) {
|
|
t.Error("expected true")
|
|
}
|
|
if i.MatchesCurrency(currency.Code{}) {
|
|
t.Error("expected false")
|
|
}
|
|
if i.MatchesCurrency(currency.NewCode("")) {
|
|
t.Error("expected false")
|
|
}
|
|
}
|
|
|
|
func TestCreateSnapshot(t *testing.T) {
|
|
f := FundManager{}
|
|
f.CreateSnapshot(time.Time{})
|
|
f.items = append(f.items, &Item{
|
|
exchange: "",
|
|
asset: "",
|
|
currency: currency.Code{},
|
|
initialFunds: decimal.Decimal{},
|
|
available: decimal.Decimal{},
|
|
reserved: decimal.Decimal{},
|
|
transferFee: decimal.Decimal{},
|
|
pairedWith: nil,
|
|
usdTrackingCandles: nil,
|
|
snapshot: nil,
|
|
})
|
|
f.CreateSnapshot(time.Time{})
|
|
|
|
dfk := &kline.DataFromKline{
|
|
Item: gctkline.Item{
|
|
Candles: []gctkline.Candle{
|
|
{
|
|
Time: time.Now(),
|
|
},
|
|
},
|
|
},
|
|
}
|
|
if err := dfk.Load(); err != nil {
|
|
t.Error(err)
|
|
}
|
|
f.items = append(f.items, &Item{
|
|
exchange: "test",
|
|
asset: asset.Spot,
|
|
currency: currency.BTC,
|
|
initialFunds: decimal.NewFromInt(1337),
|
|
available: decimal.NewFromInt(1337),
|
|
reserved: decimal.NewFromInt(1337),
|
|
transferFee: decimal.NewFromInt(1337),
|
|
usdTrackingCandles: dfk,
|
|
})
|
|
f.CreateSnapshot(dfk.Item.Candles[0].Time)
|
|
}
|
|
|
|
func TestAddUSDTrackingData(t *testing.T) {
|
|
f := FundManager{}
|
|
err := f.AddUSDTrackingData(nil)
|
|
if !errors.Is(err, common.ErrNilArguments) {
|
|
t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
|
|
}
|
|
|
|
err = f.AddUSDTrackingData(&kline.DataFromKline{})
|
|
if !errors.Is(err, common.ErrNilArguments) {
|
|
t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
|
|
}
|
|
|
|
dfk := &kline.DataFromKline{
|
|
Item: gctkline.Item{
|
|
Candles: []gctkline.Candle{
|
|
{
|
|
Time: time.Now(),
|
|
},
|
|
},
|
|
},
|
|
}
|
|
err = dfk.Load()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
quoteItem, err := CreateItem(exch, a, pair.Quote, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddItem(quoteItem)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
f.disableUSDTracking = true
|
|
err = f.AddUSDTrackingData(dfk)
|
|
if !errors.Is(err, ErrUSDTrackingDisabled) {
|
|
t.Errorf("received '%v' expected '%v'", err, ErrUSDTrackingDisabled)
|
|
}
|
|
|
|
f.disableUSDTracking = false
|
|
err = f.AddUSDTrackingData(dfk)
|
|
if !errors.Is(err, errCannotMatchTrackingToItem) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotMatchTrackingToItem)
|
|
}
|
|
|
|
dfk = &kline.DataFromKline{
|
|
Item: gctkline.Item{
|
|
Exchange: exch,
|
|
Pair: currency.NewPair(pair.Quote, currency.USD),
|
|
Asset: a,
|
|
Interval: gctkline.OneHour,
|
|
Candles: []gctkline.Candle{
|
|
{
|
|
Time: time.Now(),
|
|
},
|
|
},
|
|
},
|
|
}
|
|
err = dfk.Load()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddUSDTrackingData(dfk)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
usdtItem, err := CreateItem(exch, a, currency.USDT, elite, decimal.Zero)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddItem(usdtItem)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = f.AddUSDTrackingData(dfk)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
func TestUSDTrackingDisabled(t *testing.T) {
|
|
f := FundManager{}
|
|
if f.USDTrackingDisabled() {
|
|
t.Error("received true, expected false")
|
|
}
|
|
f.disableUSDTracking = true
|
|
if !f.USDTrackingDisabled() {
|
|
t.Error("received false, expected true")
|
|
}
|
|
}
|