Files
gocryptotrader/backtester/funding/funding_test.go
Scott 6eaa2e4073 Backtester: USD tracking (#818)
* 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
2021-11-08 12:10:15 +11:00

986 lines
29 KiB
Go

package funding
import (
"errors"
"testing"
"time"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/backtester/common"
"github.com/thrasher-corp/gocryptotrader/backtester/data/kline"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
var (
elite = decimal.NewFromInt(1337)
neg = decimal.NewFromInt(-1)
one = decimal.NewFromInt(1)
exch = "exch"
a = asset.Spot
base = currency.DOGE
quote = currency.XRP
pair = currency.NewPair(base, quote)
)
func TestSetupFundingManager(t *testing.T) {
t.Parallel()
f := SetupFundingManager(true, false)
if !f.usingExchangeLevelFunding {
t.Errorf("expected '%v received '%v'", true, false)
}
if f.disableUSDTracking {
t.Errorf("expected '%v received '%v'", false, true)
}
f = SetupFundingManager(false, true)
if f.usingExchangeLevelFunding {
t.Errorf("expected '%v received '%v'", false, true)
}
if !f.disableUSDTracking {
t.Errorf("expected '%v received '%v'", true, false)
}
}
func TestReset(t *testing.T) {
t.Parallel()
f := SetupFundingManager(true, false)
baseItem, err := CreateItem(exch, a, base, decimal.Zero, decimal.Zero)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = f.AddItem(baseItem)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
f.Reset()
if f.usingExchangeLevelFunding {
t.Errorf("expected '%v received '%v'", false, true)
}
if f.Exists(baseItem) {
t.Errorf("expected '%v received '%v'", false, true)
}
}
func TestIsUsingExchangeLevelFunding(t *testing.T) {
t.Parallel()
f := SetupFundingManager(true, false)
if !f.IsUsingExchangeLevelFunding() {
t.Errorf("expected '%v received '%v'", true, false)
}
}
func TestTransfer(t *testing.T) {
t.Parallel()
f := FundManager{
usingExchangeLevelFunding: false,
items: nil,
}
err := f.Transfer(decimal.Zero, nil, nil, false)
if !errors.Is(err, common.ErrNilArguments) {
t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
}
err = f.Transfer(decimal.Zero, &Item{}, nil, false)
if !errors.Is(err, common.ErrNilArguments) {
t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
}
err = f.Transfer(decimal.Zero, &Item{}, &Item{}, false)
if !errors.Is(err, errZeroAmountReceived) {
t.Errorf("received '%v' expected '%v'", err, errZeroAmountReceived)
}
err = f.Transfer(elite, &Item{}, &Item{}, false)
if !errors.Is(err, errNotEnoughFunds) {
t.Errorf("received '%v' expected '%v'", err, errNotEnoughFunds)
}
item1 := &Item{exchange: "hello", asset: a, currency: base, available: elite}
err = f.Transfer(elite, item1, item1, false)
if !errors.Is(err, errCannotTransferToSameFunds) {
t.Errorf("received '%v' expected '%v'", err, errCannotTransferToSameFunds)
}
item2 := &Item{exchange: "hello", asset: a, currency: quote}
err = f.Transfer(elite, item1, item2, false)
if !errors.Is(err, errTransferMustBeSameCurrency) {
t.Errorf("received '%v' expected '%v'", err, errTransferMustBeSameCurrency)
}
item2.exchange = "moto"
item2.currency = base
err = f.Transfer(elite, item1, item2, false)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if !item2.available.Equal(elite) {
t.Errorf("received '%v' expected '%v'", item2.available, elite)
}
if !item1.available.Equal(decimal.Zero) {
t.Errorf("received '%v' expected '%v'", item1.available, decimal.Zero)
}
item2.transferFee = one
err = f.Transfer(elite, item2, item1, true)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if !item1.available.Equal(elite.Sub(item2.transferFee)) {
t.Errorf("received '%v' expected '%v'", item2.available, elite.Sub(item2.transferFee))
}
}
func TestAddItem(t *testing.T) {
t.Parallel()
f := FundManager{}
err := f.AddItem(nil)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
baseItem, err := CreateItem(exch, a, base, decimal.Zero, decimal.Zero)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = f.AddItem(baseItem)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = f.AddItem(baseItem)
if !errors.Is(err, ErrAlreadyExists) {
t.Errorf("received '%v' expected '%v'", err, ErrAlreadyExists)
}
}
func TestExists(t *testing.T) {
t.Parallel()
f := FundManager{}
exists := f.Exists(nil)
if exists {
t.Errorf("received '%v' expected '%v'", exists, false)
}
conflictingSingleItem, err := CreateItem(exch, a, base, decimal.Zero, decimal.Zero)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = f.AddItem(conflictingSingleItem)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
exists = f.Exists(conflictingSingleItem)
if !exists {
t.Errorf("received '%v' expected '%v'", exists, true)
}
baseItem, err := CreateItem(exch, a, base, decimal.Zero, decimal.Zero)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
quoteItem, err := CreateItem(exch, a, quote, elite, decimal.Zero)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
p, err := CreatePair(baseItem, quoteItem)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = f.AddPair(p)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
pairItems, err := f.GetFundingForEAP(exch, a, pair)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
exists = f.Exists(pairItems.Base)
if !exists {
t.Errorf("received '%v' expected '%v'", exists, true)
}
exists = f.Exists(pairItems.Quote)
if !exists {
t.Errorf("received '%v' expected '%v'", exists, true)
}
funds, err := f.GetFundingForEAP(exch, a, pair)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
// demonstration that you don't need the original *Items
// to check for existence, just matching fields
baseCopy := *funds.Base
quoteCopy := *funds.Quote
quoteCopy.pairedWith = &baseCopy
exists = f.Exists(&baseCopy)
if !exists {
t.Errorf("received '%v' expected '%v'", exists, true)
}
currFunds, err := f.GetFundingForEAC(exch, a, base)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if currFunds.pairedWith != nil {
t.Errorf("received '%v' expected '%v'", nil, currFunds.pairedWith)
}
}
func TestAddPair(t *testing.T) {
t.Parallel()
f := FundManager{}
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)
}
p, err := CreatePair(baseItem, quoteItem)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = f.AddPair(p)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
resp, err := f.GetFundingForEAP(exch, a, pair)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if resp.Base.exchange != exch ||
resp.Base.asset != a ||
resp.Base.currency != pair.Base {
t.Error("woah nelly")
}
if resp.Quote.exchange != exch ||
resp.Quote.asset != a ||
resp.Quote.currency != pair.Quote {
t.Error("woah nelly")
}
if resp.Quote.pairedWith != resp.Base {
t.Errorf("received '%v' expected '%v'", resp.Base, resp.Quote.pairedWith)
}
if resp.Base.pairedWith != resp.Quote {
t.Errorf("received '%v' expected '%v'", resp.Quote, resp.Base.pairedWith)
}
if !resp.Base.initialFunds.Equal(decimal.Zero) {
t.Errorf("received '%v' expected '%v'", resp.Base.initialFunds, decimal.Zero)
}
if !resp.Quote.initialFunds.Equal(elite) {
t.Errorf("received '%v' expected '%v'", resp.Quote.initialFunds, elite)
}
p, err = CreatePair(baseItem, quoteItem)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = f.AddPair(p)
if !errors.Is(err, ErrAlreadyExists) {
t.Errorf("received '%v' expected '%v'", err, ErrAlreadyExists)
}
}
// fakeEvent implements common.EventHandler without
// caring about the response, or dealing with import cycles
type fakeEvent struct{}
func (f *fakeEvent) GetOffset() int64 { return 0 }
func (f *fakeEvent) SetOffset(int64) {}
func (f *fakeEvent) IsEvent() bool { return true }
func (f *fakeEvent) GetTime() time.Time { return time.Now() }
func (f *fakeEvent) Pair() currency.Pair { return pair }
func (f *fakeEvent) GetExchange() string { return exch }
func (f *fakeEvent) GetInterval() gctkline.Interval { return gctkline.OneMin }
func (f *fakeEvent) GetAssetType() asset.Item { return asset.Spot }
func (f *fakeEvent) GetReason() string { return "" }
func (f *fakeEvent) AppendReason(string) {}
func TestGetFundingForEvent(t *testing.T) {
t.Parallel()
e := &fakeEvent{}
f := FundManager{}
_, err := f.GetFundingForEvent(e)
if !errors.Is(err, ErrFundsNotFound) {
t.Errorf("received '%v' expected '%v'", err, ErrFundsNotFound)
}
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)
}
p, err := CreatePair(baseItem, quoteItem)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = f.AddPair(p)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
_, err = f.GetFundingForEvent(e)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
}
func TestGetFundingForEAC(t *testing.T) {
t.Parallel()
f := FundManager{}
_, err := f.GetFundingForEAC(exch, a, base)
if !errors.Is(err, ErrFundsNotFound) {
t.Errorf("received '%v' expected '%v'", err, ErrFundsNotFound)
}
baseItem, err := CreateItem(exch, a, pair.Base, decimal.Zero, decimal.Zero)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = f.AddItem(baseItem)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
fundo, err := f.GetFundingForEAC(exch, a, base)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if !baseItem.Equal(fundo) {
t.Errorf("received '%v' expected '%v'", baseItem, fundo)
}
}
func TestGetFundingForEAP(t *testing.T) {
t.Parallel()
f := FundManager{}
_, err := f.GetFundingForEAP(exch, a, pair)
if !errors.Is(err, ErrFundsNotFound) {
t.Errorf("received '%v' expected '%v'", err, ErrFundsNotFound)
}
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)
}
p, err := CreatePair(baseItem, quoteItem)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = f.AddPair(p)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
_, err = f.GetFundingForEAP(exch, a, pair)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
_, err = CreatePair(baseItem, nil)
if !errors.Is(err, common.ErrNilArguments) {
t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
}
_, err = CreatePair(nil, quoteItem)
if !errors.Is(err, common.ErrNilArguments) {
t.Errorf("received '%v' expected '%v'", err, common.ErrNilArguments)
}
p, err = CreatePair(baseItem, quoteItem)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = f.AddPair(p)
if !errors.Is(err, ErrAlreadyExists) {
t.Errorf("received '%v' expected '%v'", err, ErrAlreadyExists)
}
}
func TestBaseInitialFunds(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.BaseInitialFunds()
if !funds.IsZero() {
t.Errorf("received '%v' expected '%v'", funds, baseItem.available)
}
}
func TestQuoteInitialFunds(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.QuoteInitialFunds()
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")
}
}