Files
gocryptotrader/exchanges/order/timeinforce_test.go
Samuael A. 0e9adcd1e1 exchanges: Types and unmarshalling methods update (#1899)
* Added TimeInForce type and updated related files

* Linter issue fix and minor coinbasepro type update

* Bitrex consts update

* added unit test and minor changes in bittrex

* Unit tests update

* Fix minor linter issues

* Update TestStringToTimeInForce unit test

* fix conflict with gateio timeInForce

* Update order tests

* Complete updating the order unit tests

* update kucoin and deribit wrapper to match the time in force change

* fix time-in-force related test errors

* linter issue fix

* time in force constants, functions and unit tests update

* shift tif policies to TimeInForce

* Update time-in-force, related functions, and unit tests

* fix linter issue and time-in-force processing

* added a good till crossing tif value

* order type fix and fix related tim-in-force entries

* update time-in-force unmarshaling and unit test

* fix time-in-force error in gateio

* linter issue fix

* update based on review comments

* add unit test and fix missing issues

* minor fix and added benchmark unit test

* change GTT to GTC for limit

* fix linter issue

* added time-in-force value to place order param

* fix minor issues based on review comment and move tif code to separate files

* update on exchanges linked to time-in-force

* resolve missing review comments

* minor linter issues fix

* added time-in-force handler and update timeInForce parametered endpoint

* minor fixes based on review

* nits fix

* update based on review

* linter fix

* rm getTimeInForce func and minor change to time-in-force

* minor change

* update based on review comments

* wrappers and time-in-force calling approach

* update slice data processing

* fix linter issues

* remove unnecessary Unmarshal methods and replace type delatration and added unit tests

* minor change

* minor changes to types

* update gateio string to timeInForce conversion and unit test

* removed unused timeInForceString func from kraken

* removed redundant parentheses in slice unmarshaling

* array to slice conversion and other updates

* reverted slice target to array

* Binanceus unit test NotNil check to Len check

* change NotNil to Len check

* rename unmarshal unit test funcs name

* wrap json strings with []byte
2025-06-02 13:54:49 +10:00

169 lines
5.6 KiB
Go

package order
import (
"strings"
"testing"
"github.com/stretchr/testify/assert"
"github.com/stretchr/testify/require"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
)
func TestTimeInForceIs(t *testing.T) {
t.Parallel()
tifValuesMap := map[TimeInForce][]TimeInForce{
GoodTillCancel | PostOnly: {GoodTillCancel, PostOnly},
GoodTillCancel: {GoodTillCancel},
GoodTillCrossing | PostOnly: {GoodTillCrossing, PostOnly},
GoodTillDay: {GoodTillDay},
GoodTillTime: {GoodTillTime},
GoodTillTime | PostOnly: {GoodTillTime, PostOnly},
ImmediateOrCancel: {ImmediateOrCancel},
FillOrKill: {FillOrKill},
PostOnly: {PostOnly},
GoodTillCrossing: {GoodTillCrossing},
}
for tif, exps := range tifValuesMap {
for _, v := range exps {
assert.Truef(t, tif.Is(v), "%s should be %s", tif, v)
}
}
}
func TestIsValid(t *testing.T) {
t.Parallel()
timeInForceValidityMap := map[TimeInForce]bool{
TimeInForce(1): false,
ImmediateOrCancel: true,
GoodTillTime: true,
GoodTillCancel: true,
GoodTillDay: true,
FillOrKill: true,
PostOnly: true,
FillOrKill | ImmediateOrCancel: false,
FillOrKill | GoodTillCancel: false,
FillOrKill | PostOnly: false,
ImmediateOrCancel | GoodTillCancel: false,
ImmediateOrCancel | PostOnly: false,
GoodTillTime | PostOnly: true,
GoodTillDay | PostOnly: true,
GoodTillCrossing | PostOnly: true,
GoodTillCancel | PostOnly: true,
UnknownTIF: true,
}
for tif, value := range timeInForceValidityMap {
assert.Equal(t, value, tif.IsValid())
}
}
var timeInForceStringToValueMap = map[string]struct {
TIF TimeInForce
Error error
}{
"GoodTillCancel": {TIF: GoodTillCancel},
"GOOD_TILL_CANCELED": {TIF: GoodTillCancel},
"GTT": {TIF: GoodTillTime},
"GOOD_TIL_TIME": {TIF: GoodTillTime},
"FILLORKILL": {TIF: FillOrKill},
"immedIate_Or_Cancel": {TIF: ImmediateOrCancel},
"IOC": {TIF: ImmediateOrCancel},
"immediate_or_cancel": {TIF: ImmediateOrCancel},
"IMMEDIATE_OR_CANCEL": {TIF: ImmediateOrCancel},
"IMMEDIATEORCANCEL": {TIF: ImmediateOrCancel},
"GOOD_TILL_CANCELLED": {TIF: GoodTillCancel},
"good_till_day": {TIF: GoodTillDay},
"GOOD_TILL_DAY": {TIF: GoodTillDay},
"GTD": {TIF: GoodTillDay},
"GOODtillday": {TIF: GoodTillDay},
"PoC": {TIF: PostOnly},
"PendingORCANCEL": {TIF: PostOnly},
"GTX": {TIF: GoodTillCrossing},
"GOOD_TILL_CROSSING": {TIF: GoodTillCrossing},
"Good Til crossing": {TIF: GoodTillCrossing},
"abcdfeg": {TIF: UnknownTIF, Error: ErrInvalidTimeInForce},
}
func TestStringToTimeInForce(t *testing.T) {
t.Parallel()
for tk, exp := range timeInForceStringToValueMap {
t.Run(tk, func(t *testing.T) {
t.Parallel()
result, err := StringToTimeInForce(tk)
if exp.Error != nil {
require.ErrorIs(t, err, exp.Error)
} else {
require.NoError(t, err)
}
assert.Equal(t, exp.TIF, result)
})
}
}
func TestString(t *testing.T) {
t.Parallel()
valMap := map[TimeInForce]string{
ImmediateOrCancel: "IOC",
GoodTillCancel: "GTC",
GoodTillTime: "GTT",
GoodTillDay: "GTD",
FillOrKill: "FOK",
UnknownTIF: "",
PostOnly: "POSTONLY",
GoodTillCancel | PostOnly: "GTC,POSTONLY",
GoodTillTime | PostOnly: "GTT,POSTONLY",
GoodTillDay | PostOnly: "GTD,POSTONLY",
FillOrKill | ImmediateOrCancel: "IOC,FOK",
TimeInForce(1): "UNKNOWN",
}
for x := range valMap {
assert.Equal(t, valMap[x], x.String())
assert.Equal(t, strings.ToLower(valMap[x]), x.Lower())
}
}
func TestUnmarshalJSON(t *testing.T) {
t.Parallel()
targets := []TimeInForce{
GoodTillCancel | PostOnly | ImmediateOrCancel, GoodTillCancel | PostOnly, GoodTillCancel, UnknownTIF, PostOnly | ImmediateOrCancel,
GoodTillCancel, GoodTillCancel, PostOnly, PostOnly, ImmediateOrCancel, GoodTillDay, GoodTillDay, GoodTillTime, FillOrKill, FillOrKill,
}
data := []byte(`{"tifs": ["GTC,POSTONLY,IOC", "GTC,POSTONLY", "GTC", "", "POSTONLY,IOC", "GoodTilCancel", "GoodTILLCANCEL", "POST_ONLY", "POC","IOC", "GTD", "gtd","gtt", "fok", "fillOrKill"]}`)
target := &struct {
TIFs []TimeInForce `json:"tifs"`
}{}
err := json.Unmarshal(data, &target)
require.NoError(t, err)
require.Equal(t, targets, target.TIFs)
data = []byte(`{"tifs": ["abcd,POSTONLY,IOC", "GTC,POSTONLY", "GTC", "", "POSTONLY,IOC", "GoodTilCancel", "GoodTILLCANCEL", "POST_ONLY", "POC","IOC", "GTD", "gtd","gtt", "fok", "fillOrKill"]}`)
target = &struct {
TIFs []TimeInForce `json:"tifs"`
}{}
err = json.Unmarshal(data, &target)
require.ErrorIs(t, err, ErrInvalidTimeInForce)
}
func TestMarshalJSON(t *testing.T) {
t.Parallel()
data, err := json.Marshal(GoodTillCrossing)
require.NoError(t, err)
assert.Equal(t, []byte(`"GTX"`), data)
data = []byte(`{"tif":"IOC"}`)
target := &struct {
TimeInForce TimeInForce `json:"tif"`
}{}
err = json.Unmarshal(data, &target)
require.NoError(t, err)
assert.Equal(t, "IOC", target.TimeInForce.String())
}
// BenchmarkStringToTimeInForce-8 416595 2834 ns/op 1368 B/op 81 allocs/op
func BenchmarkStringToTimeInForce(b *testing.B) {
for b.Loop() {
for k := range timeInForceStringToValueMap {
_, _ = StringToTimeInForce(k)
}
}
}