Files
gocryptotrader/exchanges/order/order_test.go
Ryan O'Hara-Reid dcf98ec700 exchanges/order, GateIO: Update USDT margined futures pathway for cancel all orders (#2021)
* order/gateio: update USDT margined futures pathway for cancel all orders and drop count field

* gateio: add and expand tests for CancelAllOrders and getExchangeSide

* Add test for load

* linter: fix

* Update exchanges/kraken/kraken_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* Update exchanges/order/orders.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* glorious: nits

* reverted change for options

* Update exchanges/gateio/gateio_wrapper_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/gateio/gateio_wrapper.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/deribit/deribit_wrapper.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/gateio/gateio_wrapper_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/gateio/gateio_wrapper_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Add consts for cancel side references

* Update exchanges/gateio/gateio_wrapper.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/gateio/gateio_wrapper.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/gateio/gateio_websocket_request_futures.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* thrasher-: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-10-02 15:50:51 +10:00

1758 lines
52 KiB
Go

package order
import (
"errors"
"fmt"
"reflect"
"strconv"
"testing"
"time"
"github.com/gofrs/uuid"
"github.com/stretchr/testify/assert"
"github.com/stretchr/testify/require"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/validate"
)
var errValidationCheckFailed = errors.New("validation check failed")
func TestSubmitValidate(t *testing.T) {
t.Parallel()
testPair := currency.NewPair(currency.BTC, currency.LTC)
tester := []struct {
ExpectedErr error
Submit *Submit
ValidOpts validate.Checker
HasToPurchaseWithQuoteAmountSet bool
HasToSellWithBaseAmountSet bool
RequiresID bool
}{
{
ExpectedErr: ErrSubmissionIsNil,
Submit: nil,
}, // nil struct
{
ExpectedErr: common.ErrExchangeNameNotSet,
Submit: &Submit{},
}, // empty exchange
{
ExpectedErr: ErrPairIsEmpty,
Submit: &Submit{Exchange: "test"},
}, // empty pair
{
ExpectedErr: ErrAssetNotSet,
Submit: &Submit{Exchange: "test", Pair: testPair},
}, // valid pair but invalid asset
{
ExpectedErr: asset.ErrNotSupported,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
AssetType: asset.All,
},
}, // valid pair but invalid asset
{
ExpectedErr: ErrSideIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
AssetType: asset.Spot,
},
}, // valid pair but invalid order side
{
ExpectedErr: ErrInvalidTimeInForce,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
AssetType: asset.Spot,
Side: Ask,
Type: Market,
TimeInForce: TimeInForce(89),
},
},
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Buy,
AssetType: asset.Spot,
},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Sell,
AssetType: asset.Spot,
},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Bid,
AssetType: asset.Spot,
},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrTypeIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
AssetType: asset.Spot,
},
}, // valid pair and order side but invalid order type
{
ExpectedErr: ErrAmountIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Market,
AssetType: asset.Spot,
},
}, // valid pair, order side, type but invalid amount
{
ExpectedErr: ErrAmountIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Market,
AssetType: asset.Spot,
Amount: -1,
},
}, // valid pair, order side, type but invalid amount
{
ExpectedErr: ErrAmountIsInvalid,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Market,
AssetType: asset.Spot,
QuoteAmount: -1,
},
}, // valid pair, order side, type but invalid amount
{
ExpectedErr: ErrPriceMustBeSetIfLimitOrder,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Limit,
Amount: 1,
AssetType: asset.Spot,
},
}, // valid pair, order side, type, amount but invalid price
{
ExpectedErr: errValidationCheckFailed,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Limit,
Amount: 1,
Price: 1000,
AssetType: asset.Spot,
},
ValidOpts: validate.Check(func() error { return errValidationCheckFailed }),
}, // custom validation error check
{
ExpectedErr: nil,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Ask,
Type: Limit,
Amount: 1,
Price: 1000,
AssetType: asset.Spot,
},
ValidOpts: validate.Check(func() error { return nil }),
}, // valid order!
{
ExpectedErr: ErrAmountMustBeSet,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Buy,
Type: Market,
Amount: 1,
AssetType: asset.Spot,
},
HasToPurchaseWithQuoteAmountSet: true,
ValidOpts: validate.Check(func() error { return nil }),
},
{
ExpectedErr: ErrAmountMustBeSet,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Sell,
Type: Market,
QuoteAmount: 1,
AssetType: asset.Spot,
},
HasToSellWithBaseAmountSet: true,
ValidOpts: validate.Check(func() error { return nil }),
},
{
ExpectedErr: ErrClientOrderIDMustBeSet,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Buy,
Type: Market,
Amount: 1,
AssetType: asset.Spot,
},
RequiresID: true,
ValidOpts: validate.Check(func() error { return nil }),
},
{
ExpectedErr: nil,
Submit: &Submit{
Exchange: "test",
Pair: testPair,
Side: Buy,
Type: Market,
Amount: 1,
AssetType: asset.Spot,
ClientOrderID: "69420",
},
RequiresID: true,
ValidOpts: validate.Check(func() error { return nil }),
},
}
for x, tc := range tester {
t.Run(strconv.Itoa(x), func(t *testing.T) {
t.Parallel()
requirements := protocol.TradingRequirements{
SpotMarketBuyQuotation: tc.HasToPurchaseWithQuoteAmountSet,
SpotMarketSellBase: tc.HasToSellWithBaseAmountSet,
ClientOrderID: tc.RequiresID,
}
err := tc.Submit.Validate(requirements, tc.ValidOpts)
assert.ErrorIs(t, err, tc.ExpectedErr)
})
}
}
func TestSubmit_DeriveSubmitResponse(t *testing.T) {
t.Parallel()
var s *Submit
_, err := s.DeriveSubmitResponse("")
require.ErrorIs(t, err, errOrderSubmitIsNil)
s = &Submit{}
_, err = s.DeriveSubmitResponse("")
require.ErrorIs(t, err, ErrOrderIDNotSet)
resp, err := s.DeriveSubmitResponse("1337")
require.NoError(t, err)
require.Equal(t, "1337", resp.OrderID)
require.Equal(t, New, resp.Status)
require.False(t, resp.Date.IsZero())
assert.False(t, resp.LastUpdated.IsZero())
}
func TestSubmitResponse_DeriveDetail(t *testing.T) {
t.Parallel()
var s *SubmitResponse
_, err := s.DeriveDetail(uuid.Nil)
require.ErrorIs(t, err, errOrderSubmitResponseIsNil)
id, err := uuid.NewV4()
require.NoError(t, err)
s = &SubmitResponse{}
deets, err := s.DeriveDetail(id)
require.NoError(t, err)
assert.Equal(t, id, deets.InternalOrderID)
}
func TestOrderSides(t *testing.T) {
t.Parallel()
os := Buy
assert.Equal(t, "BUY", os.String())
assert.Equal(t, "buy", os.Lower())
assert.Equal(t, "Buy", os.Title())
}
func TestTitle(t *testing.T) {
t.Parallel()
orderType := Limit
require.Equal(t, "Limit", orderType.Title())
}
func TestOrderIs(t *testing.T) {
t.Parallel()
orderComparisonList := []struct {
Type Type
Targets []Type
}{
{Type: Limit | TakeProfit, Targets: []Type{TakeProfit, Limit}},
{Type: IOS, Targets: []Type{IOS}},
{Type: Stop, Targets: []Type{Stop}},
{Type: AnyType, Targets: []Type{AnyType}},
{Type: StopLimit, Targets: []Type{Stop, Limit}},
{Type: TakeProfit, Targets: []Type{TakeProfit}},
{Type: StopMarket, Targets: []Type{Stop, Market}},
{Type: TrailingStop, Targets: []Type{TrailingStop}},
{Type: UnknownType | Limit, Targets: []Type{Limit}},
{Type: TakeProfitMarket, Targets: []Type{TakeProfit, Market}},
}
for _, oType := range orderComparisonList {
t.Run(oType.Type.String(), func(t *testing.T) {
t.Parallel()
for _, target := range oType.Targets {
assert.Truef(t, oType.Type.Is(target), "expected %v, got %q", target, oType.Type.String())
}
})
}
}
func TestOrderTypes(t *testing.T) {
t.Parallel()
var orderType Type
assert.Equal(t, "UNKNOWN", orderType.String())
assert.Equal(t, "unknown", orderType.Lower())
assert.Equal(t, "Unknown", orderType.Title())
}
func TestOrderTypeToString(t *testing.T) {
t.Parallel()
orderToToStringsList := []struct {
OrderType Type
String string
}{
{StopMarket, "STOP MARKET"},
{StopLimit, "STOP LIMIT"},
{Limit, "LIMIT"},
{Market, "MARKET"},
{Stop, "STOP"},
{ConditionalStop, "CONDITIONAL"},
{TWAP, "TWAP"},
{Chase, "CHASE"},
{TakeProfit, "TAKE PROFIT"},
{TakeProfitMarket, "TAKE PROFIT MARKET"},
{TrailingStop, "TRAILING_STOP"},
{IOS, "IOS"},
{Liquidation, "LIQUIDATION"},
{Trigger, "TRIGGER"},
{OCO, "OCO"},
{OptimalLimit, "OPTIMAL_LIMIT"},
{MarketMakerProtection, "MMP"},
{AnyType, "ANY"},
{UnknownType | Limit, "LIMIT"},
{StopMarket | ConditionalStop, "UNKNOWN"},
}
for _, tt := range orderToToStringsList {
t.Run(tt.String, func(t *testing.T) {
t.Parallel()
assert.Equal(t, tt.String, tt.OrderType.String())
})
}
}
func TestInferCostsAndTimes(t *testing.T) {
t.Parallel()
var detail Detail
detail.InferCostsAndTimes()
assert.Zero(t, detail.Amount, "InferCostsAndTimes on empty details should set correct Amount")
detail.CloseTime = time.Now()
detail.InferCostsAndTimes()
assert.Equal(t, detail.CloseTime, detail.LastUpdated, "Order last updated not equals close time")
detail.Amount = 1
detail.ExecutedAmount = 1
detail.InferCostsAndTimes()
assert.Zero(t, detail.AverageExecutedPrice, "InferCostsAndTimes should set AverageExecutedPrice correctly")
detail.Amount = 1
detail.ExecutedAmount = 1
detail.InferCostsAndTimes()
assert.Zero(t, detail.Cost, "InferCostsAndTimes should set Cost correctly")
detail.ExecutedAmount = 0
detail.Amount = 1
detail.RemainingAmount = 1
detail.InferCostsAndTimes()
assert.Equal(t, detail.ExecutedAmount+detail.RemainingAmount, detail.Amount)
detail.RemainingAmount = 0
detail.Amount = 1
detail.ExecutedAmount = 1
detail.Price = 2
detail.InferCostsAndTimes()
assert.Equal(t, 2.0, detail.AverageExecutedPrice)
detail = Detail{Amount: 1, ExecutedAmount: 2, Cost: 3, Price: 0}
detail.InferCostsAndTimes()
assert.Equal(t, 1.5, detail.AverageExecutedPrice)
detail = Detail{Amount: 1, ExecutedAmount: 2, AverageExecutedPrice: 3}
detail.InferCostsAndTimes()
assert.Equal(t, 6.0, detail.Cost)
}
func TestFilterOrdersByType(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Type: Limit,
},
{}, // Unpopulated fields are preserved for API differences
}
FilterOrdersByType(&orders, AnyType)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
FilterOrdersByType(&orders, Limit)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
FilterOrdersByType(&orders, Stop)
assert.Len(t, orders, 1, "Orders should be filtered correctly")
}
var filterOrdersByTypeBenchmark = &[]Detail{
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
{Type: Limit},
}
// BenchmarkFilterOrdersByType benchmark
//
// 392455 3226 ns/op 15840 B/op 5 allocs/op // PREV
// 9486490 109.5 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkFilterOrdersByType(b *testing.B) {
for b.Loop() {
FilterOrdersByType(filterOrdersByTypeBenchmark, Limit)
}
}
func TestFilterOrdersBySide(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Side: Buy,
},
{
Side: Sell,
},
{}, // Unpopulated fields are preserved for API differences
}
FilterOrdersBySide(&orders, AnySide)
assert.Len(t, orders, 3, "Orders should be filtered correctly")
FilterOrdersBySide(&orders, Buy)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
FilterOrdersBySide(&orders, Sell)
assert.Len(t, orders, 1, "Orders should be filtered correctly")
}
var filterOrdersBySideBenchmark = &[]Detail{
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
{Side: Ask},
}
// BenchmarkFilterOrdersBySide benchmark
//
// 372594 3049 ns/op 15840 B/op 5 allocs/op // PREV
// 7412187 148.8 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkFilterOrdersBySide(b *testing.B) {
for b.Loop() {
FilterOrdersBySide(filterOrdersBySideBenchmark, Ask)
}
}
func TestFilterOrdersByTimeRange(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Date: time.Unix(100, 0),
},
{
Date: time.Unix(110, 0),
},
{
Date: time.Unix(111, 0),
},
}
err := FilterOrdersByTimeRange(&orders, time.Unix(0, 0), time.Unix(0, 0))
require.NoError(t, err)
assert.Len(t, orders, 3, "Orders should be filtered correctly")
err = FilterOrdersByTimeRange(&orders, time.Unix(100, 0), time.Unix(111, 0))
require.NoError(t, err)
assert.Len(t, orders, 3, "Orders should be filtered correctly")
err = FilterOrdersByTimeRange(&orders, time.Unix(101, 0), time.Unix(111, 0))
require.NoError(t, err)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
err = FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0))
require.NoError(t, err)
assert.Empty(t, orders, "Orders should be filtered correctly")
orders = append(orders, Detail{})
// test for event no timestamp is set on an order, best to include it
err = FilterOrdersByTimeRange(&orders, time.Unix(200, 0), time.Unix(300, 0))
require.NoError(t, err)
assert.Len(t, orders, 1, "Orders should be filtered correctly")
err = FilterOrdersByTimeRange(&orders, time.Unix(300, 0), time.Unix(50, 0))
require.ErrorIs(t, err, common.ErrStartAfterEnd)
}
var filterOrdersByTimeRangeBenchmark = &[]Detail{
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
{Date: time.Unix(100, 0)},
}
// BenchmarkFilterOrdersByTimeRange benchmark
//
// 390822 3335 ns/op 15840 B/op 5 allocs/op // PREV
// 6201034 172.1 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkFilterOrdersByTimeRange(b *testing.B) {
for b.Loop() {
err := FilterOrdersByTimeRange(filterOrdersByTimeRangeBenchmark, time.Unix(50, 0), time.Unix(150, 0))
require.NoError(b, err)
}
}
func TestFilterOrdersByPairs(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Pair: currency.NewBTCUSD(),
},
{
Pair: currency.NewPair(currency.LTC, currency.EUR),
},
{
Pair: currency.NewPair(currency.DOGE, currency.RUB),
},
{}, // Unpopulated fields are preserved for API differences
}
currencies := []currency.Pair{
currency.NewBTCUSD(),
currency.NewPair(currency.LTC, currency.EUR),
currency.NewPair(currency.DOGE, currency.RUB),
}
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 4, "Orders should be filtered correctly")
currencies = []currency.Pair{
currency.NewBTCUSD(),
currency.NewPair(currency.LTC, currency.EUR),
}
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 3, "Orders should be filtered correctly")
currencies = []currency.Pair{currency.NewBTCUSD()}
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
currencies = []currency.Pair{currency.NewPair(currency.USD, currency.BTC)}
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 2, "Reverse Orders should be filtered correctly")
currencies = []currency.Pair{}
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
currencies = append(currencies, currency.EMPTYPAIR)
FilterOrdersByPairs(&orders, currencies)
assert.Len(t, orders, 2, "Orders should be filtered correctly")
}
var filterOrdersByPairsBenchmark = &[]Detail{
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
{Pair: currency.NewBTCUSD()},
}
// BenchmarkFilterOrdersByPairs benchmark
//
// 400032 2977 ns/op 15840 B/op 5 allocs/op // PREV
// 6977242 172.8 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkFilterOrdersByPairs(b *testing.B) {
pairs := []currency.Pair{currency.NewBTCUSD()}
for b.Loop() {
FilterOrdersByPairs(filterOrdersByPairsBenchmark, pairs)
}
}
func TestSortOrdersByPrice(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Price: 100,
}, {
Price: 0,
}, {
Price: 50,
},
}
SortOrdersByPrice(&orders, false)
assert.Zero(t, orders[0].Price, "Price should be correct")
SortOrdersByPrice(&orders, true)
assert.Equal(t, 100.0, orders[0].Price, "Price should be correct")
}
func TestSortOrdersByDate(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Date: time.Unix(0, 0),
}, {
Date: time.Unix(1, 0),
}, {
Date: time.Unix(2, 0),
},
}
SortOrdersByDate(&orders, false)
assert.Equal(t, orders[0].Date.Unix(), time.Unix(0, 0).Unix())
SortOrdersByDate(&orders, true)
assert.Equal(t, orders[0].Date, time.Unix(2, 0))
}
func TestSortOrdersByCurrency(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Pair: currency.NewPairWithDelimiter(currency.BTC.String(),
currency.USD.String(),
"-"),
}, {
Pair: currency.NewPairWithDelimiter(currency.DOGE.String(),
currency.USD.String(),
"-"),
}, {
Pair: currency.NewPairWithDelimiter(currency.BTC.String(),
currency.RUB.String(),
"-"),
}, {
Pair: currency.NewPairWithDelimiter(currency.LTC.String(),
currency.EUR.String(),
"-"),
}, {
Pair: currency.NewPairWithDelimiter(currency.LTC.String(),
currency.AUD.String(),
"-"),
},
}
SortOrdersByCurrency(&orders, false)
assert.Equal(t, currency.BTC.String()+"-"+currency.RUB.String(), orders[0].Pair.String())
SortOrdersByCurrency(&orders, true)
assert.Equal(t, currency.LTC.String()+"-"+currency.EUR.String(), orders[0].Pair.String())
}
func TestSortOrdersByOrderSide(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Side: Buy,
}, {
Side: Sell,
}, {
Side: Sell,
}, {
Side: Buy,
},
}
SortOrdersBySide(&orders, false)
assert.Equal(t, Buy.String(), orders[0].Side.String())
SortOrdersBySide(&orders, true)
assert.Equal(t, Sell.String(), orders[0].Side.String())
}
func TestSortOrdersByOrderType(t *testing.T) {
t.Parallel()
orders := []Detail{
{
Type: Market,
}, {
Type: Limit,
}, {
Type: TrailingStop,
},
}
SortOrdersByType(&orders, false)
assert.Equal(t, Limit.String(), orders[0].Type.String())
SortOrdersByType(&orders, true)
assert.Equal(t, TrailingStop.String(), orders[0].Type.String())
}
func TestStringToOrderSide(t *testing.T) {
cases := []struct {
in string
out Side
err error
}{
{"buy", Buy, nil},
{"BUY", Buy, nil},
{"bUy", Buy, nil},
{"sell", Sell, nil},
{"SELL", Sell, nil},
{"sElL", Sell, nil},
{"bid", Bid, nil},
{"BID", Bid, nil},
{"bId", Bid, nil},
{"ask", Ask, nil},
{"ASK", Ask, nil},
{"aSk", Ask, nil},
{"lOnG", Long, nil},
{"ShoRt", Short, nil},
{"any", AnySide, nil},
{"ANY", AnySide, nil},
{"aNy", AnySide, nil},
{"woahMan", UnknownSide, ErrSideIsInvalid},
}
for i := range cases {
testData := &cases[i]
t.Run(testData.in, func(t *testing.T) {
out, err := StringToOrderSide(testData.in)
require.ErrorIs(t, err, testData.err)
require.Equal(t, out, testData.out)
})
}
}
var sideBenchmark Side
// 9756914 126.7 ns/op 0 B/op 0 allocs/op // PREV
// 25200660 57.63 ns/op 3 B/op 1 allocs/op // CURRENT
func BenchmarkStringToOrderSide(b *testing.B) {
for b.Loop() {
sideBenchmark, _ = StringToOrderSide("any")
}
}
func TestStringToOrderType(t *testing.T) {
t.Parallel()
cases := []struct {
in string
out Type
err error
}{
{"limit", Limit, nil},
{"LIMIT", Limit, nil},
{"lImIt", Limit, nil},
{"market", Market, nil},
{"MARKET", Market, nil},
{"mArKeT", Market, nil},
{"stop", Stop, nil},
{"STOP", Stop, nil},
{"sToP", Stop, nil},
{"sToP LiMit", StopLimit, nil},
{"ExchangE sToP Limit", StopLimit, nil},
{"trailing_stop", TrailingStop, nil},
{"TRAILING_STOP", TrailingStop, nil},
{"tRaIlInG_sToP", TrailingStop, nil},
{"tRaIlInG sToP", TrailingStop, nil},
{"ios", IOS, nil},
{"any", AnyType, nil},
{"ANY", AnyType, nil},
{"aNy", AnyType, nil},
{"trigger", Trigger, nil},
{"TRIGGER", Trigger, nil},
{"tRiGgEr", Trigger, nil},
{"conDitiOnal", ConditionalStop, nil},
{"oCo", OCO, nil},
{"mMp", MarketMakerProtection, nil},
{"tWaP", TWAP, nil},
{"TWAP", TWAP, nil},
{"woahMan", UnknownType, ErrUnrecognisedOrderType},
{"chase", Chase, nil},
{"MOVE_ORDER_STOP", TrailingStop, nil},
{"mOVe_OrdeR_StoP", TrailingStop, nil},
{"Stop_market", StopMarket, nil},
{"liquidation", Liquidation, nil},
{"LiQuidation", Liquidation, nil},
{"take_profit", TakeProfit, nil},
{"Take ProfIt", TakeProfit, nil},
{"TAKE PROFIT MARkEt", TakeProfitMarket, nil},
{"TAKE_PROFIT_MARkEt", TakeProfitMarket, nil},
{"brAcket", Bracket, nil},
{"TRIGGER_bracket", Bracket, nil},
{"optimal_limit", OptimalLimit, nil},
{"OPTIMAL_LIMIT", OptimalLimit, nil},
}
for i := range cases {
testData := &cases[i]
t.Run(testData.in, func(t *testing.T) {
t.Parallel()
out, err := StringToOrderType(testData.in)
require.ErrorIs(t, err, testData.err)
assert.Equal(t, testData.out, out)
})
}
}
var typeBenchmark Type
// 5703705 299.9 ns/op 0 B/op 0 allocs/op // PREV
// 16353608 81.23 ns/op 8 B/op 1 allocs/op // CURRENT
func BenchmarkStringToOrderType(b *testing.B) {
for b.Loop() {
typeBenchmark, _ = StringToOrderType("trigger")
}
}
var stringsToOrderStatus = []struct {
in string
out Status
err error
}{
{"any", AnyStatus, nil},
{"ANY", AnyStatus, nil},
{"aNy", AnyStatus, nil},
{"new", New, nil},
{"NEW", New, nil},
{"nEw", New, nil},
{"active", Active, nil},
{"ACTIVE", Active, nil},
{"aCtIvE", Active, nil},
{"partially_filled", PartiallyFilled, nil},
{"PARTIALLY_FILLED", PartiallyFilled, nil},
{"pArTiAlLy_FiLlEd", PartiallyFilled, nil},
{"filled", Filled, nil},
{"FILLED", Filled, nil},
{"fIlLeD", Filled, nil},
{"cancelled", Cancelled, nil},
{"CANCELlED", Cancelled, nil},
{"cAnCellEd", Cancelled, nil},
{"pending_cancel", PendingCancel, nil},
{"PENDING_CANCEL", PendingCancel, nil},
{"pENdInG_cAnCeL", PendingCancel, nil},
{"rejected", Rejected, nil},
{"REJECTED", Rejected, nil},
{"rEjEcTeD", Rejected, nil},
{"expired", Expired, nil},
{"EXPIRED", Expired, nil},
{"eXpIrEd", Expired, nil},
{"hidden", Hidden, nil},
{"HIDDEN", Hidden, nil},
{"hIdDeN", Hidden, nil},
{"market_unavailable", MarketUnavailable, nil},
{"MARKET_UNAVAILABLE", MarketUnavailable, nil},
{"mArKeT_uNaVaIlAbLe", MarketUnavailable, nil},
{"insufficient_balance", InsufficientBalance, nil},
{"INSUFFICIENT_BALANCE", InsufficientBalance, nil},
{"iNsUfFiCiEnT_bAlAnCe", InsufficientBalance, nil},
{"PARTIALLY_CANCELLEd", PartiallyCancelled, nil},
{"partially canceLLed", PartiallyCancelled, nil},
{"opeN", Open, nil},
{"cLosEd", Closed, nil},
{"cancellinG", Cancelling, nil},
{"woahMan", UnknownStatus, errUnrecognisedOrderStatus},
{"PLAcED", New, nil},
{"ACCePTED", New, nil},
{"FAILeD", Rejected, nil},
}
func TestStringToOrderStatus(t *testing.T) {
for i := range stringsToOrderStatus {
testData := &stringsToOrderStatus[i]
t.Run(testData.in, func(t *testing.T) {
out, err := StringToOrderStatus(testData.in)
require.ErrorIs(t, err, testData.err)
assert.Equal(t, testData.out, out)
})
}
}
var statusBenchmark Status
// 3569052 351.8 ns/op 0 B/op 0 allocs/op // PREV
// 11126791 101.9 ns/op 24 B/op 1 allocs/op // CURRENT
func BenchmarkStringToOrderStatus(b *testing.B) {
for b.Loop() {
statusBenchmark, _ = StringToOrderStatus("market_unavailable")
}
}
func TestUpdateOrderFromModifyResponse(t *testing.T) {
od := Detail{OrderID: "1"}
updated := time.Now()
om := ModifyResponse{
TimeInForce: PostOnly | GoodTillTime,
Price: 1,
Amount: 1,
TriggerPrice: 1,
RemainingAmount: 1,
Exchange: "1",
Type: 1,
Side: 1,
Status: 1,
AssetType: 1,
LastUpdated: updated,
Pair: currency.NewBTCUSD(),
}
od.UpdateOrderFromModifyResponse(&om)
require.NotEqual(t, UnknownTIF, od.TimeInForce)
assert.True(t, od.TimeInForce.Is(GoodTillTime))
assert.True(t, od.TimeInForce.Is(PostOnly))
assert.Equal(t, 1.0, od.Price)
assert.Equal(t, 1.0, od.Amount)
assert.Equal(t, 1.0, od.TriggerPrice)
assert.Equal(t, 1.0, od.RemainingAmount)
assert.Empty(t, od.Exchange, "Should not be able to update exchange via modify")
assert.Equal(t, "1", od.OrderID)
assert.Equal(t, Type(1), od.Type)
assert.Equal(t, Side(1), od.Side)
assert.Equal(t, Status(1), od.Status)
assert.Equal(t, asset.Item(1), od.AssetType)
assert.Equal(t, od.LastUpdated, updated)
assert.Equal(t, "BTCUSD", od.Pair.String())
assert.Nil(t, od.Trades)
}
func TestUpdateOrderFromDetail(t *testing.T) {
t.Parallel()
var od *Detail
err := od.UpdateOrderFromDetail(nil)
require.ErrorIs(t, err, ErrOrderDetailIsNil)
id, err := uuid.NewV4()
require.NoError(t, err)
const leet = "1337"
updated := time.Now()
om := &Detail{
TimeInForce: GoodTillCancel | PostOnly,
HiddenOrder: true,
Leverage: 1,
Price: 1,
Amount: 1,
LimitPriceUpper: 1,
LimitPriceLower: 1,
TriggerPrice: 1,
QuoteAmount: 1,
ExecutedAmount: 1,
RemainingAmount: 1,
Fee: 1,
Exchange: "1",
InternalOrderID: id,
OrderID: "1",
AccountID: "1",
ClientID: "1",
ClientOrderID: "DukeOfWombleton",
Type: 1,
Side: 1,
Status: 1,
AssetType: 1,
LastUpdated: updated,
Pair: currency.NewBTCUSD(),
Trades: []TradeHistory{},
}
od = &Detail{Exchange: "test"}
err = od.UpdateOrderFromDetail(nil)
require.ErrorIs(t, err, ErrOrderDetailIsNil)
err = od.UpdateOrderFromDetail(om)
require.NoError(t, err)
assert.Equal(t, od.InternalOrderID, id)
assert.True(t, od.TimeInForce.Is(GoodTillCancel))
assert.True(t, od.TimeInForce.Is(PostOnly))
require.True(t, od.HiddenOrder)
assert.Equal(t, 1.0, od.Leverage)
assert.Equal(t, 1.0, od.Price)
assert.Equal(t, 1.0, od.Amount)
assert.Equal(t, 1.0, od.LimitPriceLower)
assert.Equal(t, 1.0, od.LimitPriceUpper)
assert.Equal(t, 1.0, od.TriggerPrice)
assert.Equal(t, 1.0, od.QuoteAmount)
assert.Equal(t, 1.0, od.ExecutedAmount)
assert.Equal(t, 1.0, od.RemainingAmount)
assert.Equal(t, 1.0, od.Fee)
assert.Equal(t, "test", od.Exchange, "Should not be able to update exchange via modify")
assert.Equal(t, "1", od.OrderID)
assert.Equal(t, "1", od.ClientID)
assert.Equal(t, "DukeOfWombleton", od.ClientOrderID)
assert.Equal(t, Type(1), od.Type)
assert.Equal(t, Side(1), od.Side)
assert.Equal(t, Status(1), od.Status)
assert.Equal(t, asset.Item(1), od.AssetType)
assert.Equal(t, updated, od.LastUpdated)
assert.Equal(t, "BTCUSD", od.Pair.String())
assert.Nil(t, od.Trades)
om.Trades = append(om.Trades, TradeHistory{TID: "1"}, TradeHistory{TID: "2"})
err = od.UpdateOrderFromDetail(om)
require.NoError(t, err)
assert.Len(t, od.Trades, 2)
om.Trades[0].Exchange = leet
om.Trades[0].Price = 1337
om.Trades[0].Fee = 1337
om.Trades[0].IsMaker = true
om.Trades[0].Timestamp = updated
om.Trades[0].Description = leet
om.Trades[0].Side = UnknownSide
om.Trades[0].Type = UnknownType
om.Trades[0].Amount = 1337
err = od.UpdateOrderFromDetail(om)
require.NoError(t, err)
assert.NotEqual(t, leet, od.Trades[0].Exchange, "Should not be able to update exchange from update")
assert.Equal(t, 1337.0, od.Trades[0].Price)
assert.Equal(t, 1337.0, od.Trades[0].Fee)
assert.True(t, od.Trades[0].IsMaker)
assert.Equal(t, updated, od.Trades[0].Timestamp)
assert.Equal(t, leet, od.Trades[0].Description)
assert.Equal(t, UnknownSide, od.Trades[0].Side)
assert.Equal(t, UnknownType, od.Trades[0].Type)
assert.Equal(t, 1337.0, od.Trades[0].Amount)
id, err = uuid.NewV4()
require.NoError(t, err)
om = &Detail{
InternalOrderID: id,
}
err = od.UpdateOrderFromDetail(om)
require.NoError(t, err)
assert.NotEqual(t, id, od.InternalOrderID, "Should not be able to update the internal order ID after initialization")
}
func TestClassificationError_Error(t *testing.T) {
class := ClassificationError{OrderID: "1337", Exchange: "test", Err: errors.New("test error")}
require.Equal(t, "Exchange test: OrderID: 1337 classification error: test error", class.Error())
class.OrderID = ""
assert.Equal(t, "Exchange test: classification error: test error", class.Error())
}
func TestValidationOnOrderTypes(t *testing.T) {
var cancelMe *Cancel
require.ErrorIs(t, cancelMe.Validate(), ErrCancelOrderIsNil)
cancelMe = new(Cancel)
err := cancelMe.Validate()
assert.NoError(t, err)
err = cancelMe.Validate(cancelMe.PairAssetRequired())
assert.ErrorIs(t, err, ErrPairIsEmpty)
cancelMe.Pair = currency.NewBTCUSDT()
err = cancelMe.Validate(cancelMe.PairAssetRequired())
assert.ErrorIs(t, err, ErrAssetNotSet)
cancelMe.AssetType = asset.Spot
err = cancelMe.Validate(cancelMe.PairAssetRequired())
assert.NoError(t, err)
require.Error(t, cancelMe.Validate(cancelMe.StandardCancel()))
require.NoError(t, cancelMe.Validate(validate.Check(func() error {
return nil
})))
cancelMe.OrderID = "1337"
require.NoError(t, cancelMe.Validate(cancelMe.StandardCancel()))
var getOrders *MultiOrderRequest
err = getOrders.Validate()
require.ErrorIs(t, err, ErrGetOrdersRequestIsNil)
getOrders = new(MultiOrderRequest)
err = getOrders.Validate()
require.ErrorIs(t, err, asset.ErrNotSupported)
getOrders.AssetType = asset.Spot
err = getOrders.Validate()
require.ErrorIs(t, err, ErrSideIsInvalid)
getOrders.Side = AnySide
err = getOrders.Validate()
require.ErrorIs(t, err, ErrUnrecognisedOrderType)
errTestError := errors.New("test error")
getOrders.Type = AnyType
err = getOrders.Validate(validate.Check(func() error {
return errTestError
}))
require.ErrorIs(t, err, errTestError)
err = getOrders.Validate(validate.Check(func() error {
return nil
}))
require.NoError(t, err)
var modifyOrder *Modify
require.ErrorIs(t, modifyOrder.Validate(), ErrModifyOrderIsNil)
modifyOrder = new(Modify)
require.ErrorIs(t, modifyOrder.Validate(), ErrPairIsEmpty)
modifyOrder.Pair = currency.NewBTCUSD()
require.ErrorIs(t, modifyOrder.Validate(), ErrAssetNotSet)
modifyOrder.AssetType = asset.Spot
require.ErrorIs(t, modifyOrder.Validate(), ErrOrderIDNotSet)
modifyOrder.ClientOrderID = "1337"
require.NoError(t, modifyOrder.Validate())
require.Error(t, modifyOrder.Validate(validate.Check(func() error { return errors.New("this must error") })))
require.NoError(t, modifyOrder.Validate(validate.Check(func() error { return nil })))
}
func TestMatchFilter(t *testing.T) {
t.Parallel()
id := uuid.Must(uuid.NewV4())
assert.True(t, new(Detail).MatchFilter(&Filter{}), "an empty filter should match an empty order")
assert.True(t, (&Detail{Exchange: "E", OrderID: "A", Side: Sell, Pair: currency.NewBTCUSD()}).MatchFilter(&Filter{}), "an empty filter should match any order")
tests := []struct {
description string
filter Filter
order Detail
result bool
}{
{"Exchange ✓", Filter{Exchange: "A"}, Detail{Exchange: "A"}, true},
{"Exchange 𐄂", Filter{Exchange: "A"}, Detail{Exchange: "B"}, false},
{"Exchange Empty", Filter{Exchange: "A"}, Detail{}, false},
{"InternalOrderID ✓", Filter{InternalOrderID: id}, Detail{InternalOrderID: id}, true},
{"InternalOrderID 𐄂", Filter{InternalOrderID: id}, Detail{InternalOrderID: uuid.Must(uuid.NewV4())}, false},
{"InternalOrderID Empty", Filter{InternalOrderID: id}, Detail{}, false},
{"OrderID ✓", Filter{OrderID: "A"}, Detail{OrderID: "A"}, true},
{"OrderID 𐄂", Filter{OrderID: "A"}, Detail{OrderID: "B"}, false},
{"OrderID Empty", Filter{OrderID: "A"}, Detail{}, false},
{"ClientOrderID ✓", Filter{ClientOrderID: "A"}, Detail{ClientOrderID: "A"}, true},
{"ClientOrderID 𐄂", Filter{ClientOrderID: "A"}, Detail{ClientOrderID: "B"}, false},
{"ClientOrderID Empty", Filter{ClientOrderID: "A"}, Detail{}, false},
{"ClientID ✓", Filter{ClientID: "A"}, Detail{ClientID: "A"}, true},
{"ClientID 𐄂", Filter{ClientID: "A"}, Detail{ClientID: "B"}, false},
{"ClientID Empty", Filter{ClientID: "A"}, Detail{}, false},
{"AnySide Buy", Filter{Side: AnySide}, Detail{Side: Buy}, true},
{"AnySide Sell", Filter{Side: AnySide}, Detail{Side: Sell}, true},
{"AnySide Empty", Filter{Side: AnySide}, Detail{}, true},
{"Side ✓", Filter{Side: Buy}, Detail{Side: Buy}, true},
{"Side 𐄂", Filter{Side: Buy}, Detail{Side: Sell}, false},
{"Side Empty", Filter{Side: Buy}, Detail{}, false},
{"Status ✓", Filter{Status: Open}, Detail{Status: Open}, true},
{"Status 𐄂", Filter{Status: Open}, Detail{Status: New}, false},
{"Status Empty", Filter{Status: Open}, Detail{}, false},
{"AssetType ✓", Filter{AssetType: asset.Spot}, Detail{AssetType: asset.Spot}, true},
{"AssetType 𐄂", Filter{AssetType: asset.Spot}, Detail{AssetType: asset.Index}, false},
{"AssetType Empty", Filter{AssetType: asset.Spot}, Detail{}, false},
{"Pair ✓", Filter{Pair: currency.NewBTCUSDT()}, Detail{Pair: currency.NewBTCUSDT()}, true},
{"Pair 𐄂", Filter{Pair: currency.NewBTCUSDT()}, Detail{Pair: currency.NewBTCUSD()}, false},
{"Pair Empty", Filter{Pair: currency.NewBTCUSDT()}, Detail{}, false},
{"AccountID ✓", Filter{AccountID: "A"}, Detail{AccountID: "A"}, true},
{"AccountID 𐄂", Filter{AccountID: "A"}, Detail{AccountID: "B"}, false},
{"AccountID Empty", Filter{AccountID: "A"}, Detail{}, false},
}
for _, tt := range tests {
t.Run(tt.description, func(t *testing.T) {
t.Parallel()
require.Equal(t, tt.result, tt.order.MatchFilter(&tt.filter), "MatchFilter must return correctly")
})
}
}
func TestIsActive(t *testing.T) {
orders := map[int]Detail{
0: {Amount: 0.0, Status: Active},
1: {Amount: 1.0, ExecutedAmount: 0.9, Status: Active},
2: {Amount: 1.0, ExecutedAmount: 1.0, Status: Active},
3: {Amount: 1.0, ExecutedAmount: 1.1, Status: Active},
}
amountTests := map[int]struct {
o Detail
expectedResult bool
}{
0: {orders[0], false},
1: {orders[1], true},
2: {orders[2], false},
3: {orders[3], false},
}
// specific tests
for num, tt := range amountTests {
assert.Equalf(t, tt.expectedResult, tt.o.IsActive(), "amountTests[%v] failed", num)
}
statusTests := map[int]struct {
o Detail
expectedResult bool
}{
// For now force inactive on any status
0: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AnyStatus}, false},
1: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: New}, true},
2: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Active}, true},
3: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyCancelled}, false},
4: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyFilled}, true},
5: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Filled}, false},
6: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Cancelled}, false},
7: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PendingCancel}, true},
8: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: InsufficientBalance}, false},
9: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: MarketUnavailable}, false},
10: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Rejected}, false},
11: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Expired}, false},
12: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Hidden}, true},
// For now force inactive on unknown status
13: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: UnknownStatus}, false},
14: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Open}, true},
15: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AutoDeleverage}, true},
16: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Closed}, false},
17: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Pending}, true},
}
// specific tests
for num, tt := range statusTests {
require.Equalf(t, tt.expectedResult, tt.o.IsActive(), "statusTests[%v] failed", num)
}
}
var activeBenchmark = Detail{Status: Pending, Amount: 1}
// 610732089 2.414 ns/op 0 B/op 0 allocs/op // PREV
// 1000000000 1.188 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkIsActive(b *testing.B) {
for b.Loop() {
if !activeBenchmark.IsActive() {
b.Fatal("expected true")
}
}
}
func TestIsInactive(t *testing.T) {
orders := map[int]Detail{
0: {Amount: 0.0, Status: Active},
1: {Amount: 1.0, ExecutedAmount: 0.9, Status: Active},
2: {Amount: 1.0, ExecutedAmount: 1.0, Status: Active},
3: {Amount: 1.0, ExecutedAmount: 1.1, Status: Active},
}
amountTests := map[int]struct {
o Detail
expectedResult bool
}{
0: {orders[0], true},
1: {orders[1], false},
2: {orders[2], true},
3: {orders[3], true},
}
// specific tests
for num, tt := range amountTests {
assert.Equalf(t, tt.expectedResult, tt.o.IsInactive(), "amountTests[%v] failed", num)
}
statusTests := map[int]struct {
o Detail
expectedResult bool
}{
// For now force inactive on any status
0: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AnyStatus}, true},
1: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: New}, false},
2: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Active}, false},
3: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyCancelled}, true},
4: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyFilled}, false},
5: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Filled}, true},
6: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Cancelled}, true},
7: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PendingCancel}, false},
8: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: InsufficientBalance}, true},
9: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: MarketUnavailable}, true},
10: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Rejected}, true},
11: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Expired}, true},
12: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Hidden}, false},
// For now force inactive on unknown status
13: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: UnknownStatus}, true},
14: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Open}, false},
15: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AutoDeleverage}, false},
16: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Closed}, true},
17: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Pending}, false},
}
// specific tests
for num, tt := range statusTests {
assert.Equalf(t, tt.expectedResult, tt.o.IsInactive(), "statusTests[%v] failed", num)
}
}
var inactiveBenchmark = Detail{Status: Closed, Amount: 1}
// 1000000000 1.043 ns/op 0 B/op 0 allocs/op // CURRENT
func BenchmarkIsInactive(b *testing.B) {
for b.Loop() {
require.True(b, inactiveBenchmark.IsInactive())
}
}
func TestIsOrderPlaced(t *testing.T) {
t.Parallel()
statusTests := map[int]struct {
o Detail
expectedResult bool
}{
0: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AnyStatus}, false},
1: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: New}, true},
2: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Active}, true},
3: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyCancelled}, true},
4: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PartiallyFilled}, true},
5: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Filled}, true},
6: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Cancelled}, true},
7: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: PendingCancel}, true},
8: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: InsufficientBalance}, false},
9: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: MarketUnavailable}, false},
10: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Rejected}, false},
11: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Expired}, true},
12: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Hidden}, true},
13: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: UnknownStatus}, false},
14: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Open}, true},
15: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: AutoDeleverage}, true},
16: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Closed}, true},
17: {Detail{Amount: 1.0, ExecutedAmount: 0.0, Status: Pending}, true},
}
// specific tests
for num, tt := range statusTests {
t.Run(fmt.Sprintf("TEST CASE: %d", num), func(t *testing.T) {
t.Parallel()
assert.Equalf(t, tt.expectedResult, tt.o.WasOrderPlaced(), "statusTests[%v] failed", num)
})
}
}
func TestGenerateInternalOrderID(t *testing.T) {
id, err := uuid.NewV4()
assert.NoError(t, err)
od := Detail{
InternalOrderID: id,
}
od.GenerateInternalOrderID()
assert.Equal(t, id, od.InternalOrderID, "Should not be able to generate a new internal order ID")
od = Detail{}
od.GenerateInternalOrderID()
assert.False(t, od.InternalOrderID.IsNil(), "unable to generate internal order ID")
}
func TestDetail_Copy(t *testing.T) {
t.Parallel()
d := []Detail{
{
Exchange: "Binance",
},
{
Exchange: "Binance",
Trades: []TradeHistory{
{Price: 1},
},
},
}
for i := range d {
r := d[i].Copy()
assert.Truef(t, reflect.DeepEqual(d[i], r), "[%d] Copy does not contain same elements, expected: %v\ngot:%v", i, d[i], r)
if len(d[i].Trades) > 0 {
assert.NotSamef(t, &d[i].Trades[0], &r.Trades[0], "[%d]Trades point to the same data elements", i)
}
}
}
func TestDetail_CopyToPointer(t *testing.T) {
t.Parallel()
d := []Detail{
{
Exchange: "Binance",
},
{
Exchange: "Binance",
Trades: []TradeHistory{
{Price: 1},
},
},
}
for i := range d {
r := d[i].CopyToPointer()
assert.Truef(t, reflect.DeepEqual(d[i], *r), "[%d] Copy does not contain same elements, expected: %v\ngot:%v", i, d[i], r)
if len(d[i].Trades) > 0 {
assert.NotSamef(t, &d[i].Trades[0], &r.Trades[0], "[%d]Trades point to the same data elements", i)
}
}
}
func TestDetail_CopyPointerOrderSlice(t *testing.T) {
t.Parallel()
d := []*Detail{
{
Exchange: "Binance",
},
{
Exchange: "Binance",
Trades: []TradeHistory{
{Price: 1},
},
},
}
sliceCopy := CopyPointerOrderSlice(d)
for i := range sliceCopy {
assert.Truef(t, reflect.DeepEqual(*sliceCopy[i], *d[i]), "[%d] Copy does not contain same elements, expected: %v\ngot:%v", i, sliceCopy[i], d[i])
if len(sliceCopy[i].Trades) > 0 {
assert.NotSamef(t, &sliceCopy[i].Trades[0], &d[i].Trades[0], "[%d]Trades point to the same data elements", i)
}
}
}
func TestDeriveModify(t *testing.T) {
t.Parallel()
var o *Detail
_, err := o.DeriveModify()
require.ErrorIs(t, err, errOrderDetailIsNil)
pair := currency.NewPair(currency.BTC, currency.AUD)
o = &Detail{
Exchange: "wow",
OrderID: "wow2",
ClientOrderID: "wow3",
Type: Market,
Side: Long,
AssetType: asset.Futures,
Pair: pair,
}
mod, err := o.DeriveModify()
require.NoError(t, err)
require.NotNil(t, mod)
exp := &Modify{
Exchange: "wow",
OrderID: "wow2",
ClientOrderID: "wow3",
Type: Market,
Side: Long,
AssetType: asset.Futures,
Pair: pair,
}
assert.Equal(t, exp, mod)
}
func TestDeriveModifyResponse(t *testing.T) {
t.Parallel()
var mod *Modify
_, err := mod.DeriveModifyResponse()
require.ErrorIs(t, err, errOrderDetailIsNil)
pair := currency.NewPair(currency.BTC, currency.AUD)
mod = &Modify{
Exchange: "wow",
OrderID: "wow2",
ClientOrderID: "wow3",
Type: Market,
Side: Long,
AssetType: asset.Futures,
Pair: pair,
}
modresp, err := mod.DeriveModifyResponse()
require.NoError(t, err, "DeriveModifyResponse must not error")
require.NotNil(t, modresp)
exp := &ModifyResponse{
Exchange: "wow",
OrderID: "wow2",
ClientOrderID: "wow3",
Type: Market,
Side: Long,
AssetType: asset.Futures,
Pair: pair,
}
assert.Equal(t, exp, modresp)
}
func TestDeriveCancel(t *testing.T) {
t.Parallel()
var o *Detail
_, err := o.DeriveCancel()
require.ErrorIs(t, err, errOrderDetailIsNil)
pair := currency.NewPair(currency.BTC, currency.AUD)
o = &Detail{
Exchange: "wow",
OrderID: "wow1",
AccountID: "wow2",
ClientID: "wow3",
ClientOrderID: "wow4",
Type: Market,
Side: Long,
Pair: pair,
AssetType: asset.Futures,
}
cancel, err := o.DeriveCancel()
require.NoError(t, err)
assert.Equal(t, "wow", cancel.Exchange, "DeriveCancel should set Exchange correctly")
assert.Equal(t, "wow1", cancel.OrderID, "DeriveCancel should set OrderID correctly")
assert.Equal(t, "wow2", cancel.AccountID, "DeriveCancel should set AccountID correctly")
assert.Equal(t, "wow3", cancel.ClientID, "DeriveCancel should set ClientID correctly")
assert.Equal(t, "wow4", cancel.ClientOrderID, "DeriveCancel should set ClientOrderID correctly")
assert.Equal(t, Market, cancel.Type, "DeriveCancel should set Type correctly")
assert.Equal(t, Long, cancel.Side, "DeriveCancel should set Side correctly")
assert.True(t, pair.Equal(cancel.Pair), "DeriveCancel should set Pair correctly")
assert.Equal(t, asset.Futures, cancel.AssetType, "DeriveCancel should set AssetType correctly")
}
func TestGetOrdersRequest_Filter(t *testing.T) {
request := new(MultiOrderRequest)
request.AssetType = asset.Spot
request.Type = AnyType
request.Side = AnySide
BTCUSD := currency.NewBTCUSD()
LTCUSD := currency.NewPair(currency.LTC, currency.USD)
orders := []Detail{
{OrderID: "0", Pair: BTCUSD, AssetType: asset.Spot, Type: Limit, Side: Buy},
{OrderID: "1", Pair: BTCUSD, AssetType: asset.Spot, Type: Limit, Side: Sell},
{OrderID: "2", Pair: BTCUSD, AssetType: asset.Spot, Type: Market, Side: Buy},
{OrderID: "3", Pair: BTCUSD, AssetType: asset.Spot, Type: Market, Side: Sell},
{OrderID: "4", Pair: BTCUSD, AssetType: asset.Futures, Type: Limit, Side: Buy},
{OrderID: "5", Pair: BTCUSD, AssetType: asset.Futures, Type: Limit, Side: Sell},
{OrderID: "6", Pair: BTCUSD, AssetType: asset.Futures, Type: Market, Side: Buy},
{OrderID: "7", Pair: BTCUSD, AssetType: asset.Futures, Type: Market, Side: Sell},
{OrderID: "8", Pair: LTCUSD, AssetType: asset.Spot, Type: Limit, Side: Buy},
{OrderID: "9", Pair: LTCUSD, AssetType: asset.Spot, Type: Limit, Side: Sell},
{OrderID: "10", Pair: LTCUSD, AssetType: asset.Spot, Type: Market, Side: Buy},
{OrderID: "11", Pair: LTCUSD, AssetType: asset.Spot, Type: Market, Side: Sell},
{OrderID: "12", Pair: LTCUSD, AssetType: asset.Futures, Type: Limit, Side: Buy},
{OrderID: "13", Pair: LTCUSD, AssetType: asset.Futures, Type: Limit, Side: Sell},
{OrderID: "14", Pair: LTCUSD, AssetType: asset.Futures, Type: Market, Side: Buy},
{OrderID: "15", Pair: LTCUSD, AssetType: asset.Futures, Type: Market, Side: Sell},
}
shinyAndClean := request.Filter("test", orders)
require.Len(t, shinyAndClean, 16)
for x := range shinyAndClean {
require.Equal(t, strconv.FormatInt(int64(x), 10), shinyAndClean[x].OrderID)
}
request.Pairs = []currency.Pair{LTCUSD}
// Kicks off time error
request.EndTime = time.Unix(1336, 0)
request.StartTime = time.Unix(1337, 0)
shinyAndClean = request.Filter("test", orders)
require.Len(t, shinyAndClean, 8)
for x := range shinyAndClean {
require.Equal(t, strconv.FormatInt(int64(x)+8, 10), shinyAndClean[x].OrderID)
}
}
func TestIsValidOrderSubmissionSide(t *testing.T) {
t.Parallel()
assert.False(t, IsValidOrderSubmissionSide(UnknownSide))
assert.True(t, IsValidOrderSubmissionSide(Buy))
assert.False(t, IsValidOrderSubmissionSide(CouldNotBuy))
}
func TestAdjustBaseAmount(t *testing.T) {
t.Parallel()
var s *SubmitResponse
err := s.AdjustBaseAmount(0)
require.ErrorIs(t, err, errOrderSubmitResponseIsNil)
s = &SubmitResponse{}
err = s.AdjustBaseAmount(0)
require.ErrorIs(t, err, errAmountIsZero)
s.Amount = 1.7777777777
err = s.AdjustBaseAmount(1.7777777777)
require.NoError(t, err)
require.Equal(t, 1.7777777777, s.Amount)
s.Amount = 1.7777777777
err = s.AdjustBaseAmount(1.777)
require.NoError(t, err)
assert.Equal(t, 1.777, s.Amount)
}
func TestAdjustQuoteAmount(t *testing.T) {
t.Parallel()
var s *SubmitResponse
err := s.AdjustQuoteAmount(0)
require.ErrorIs(t, err, errOrderSubmitResponseIsNil)
s = &SubmitResponse{}
err = s.AdjustQuoteAmount(0)
require.ErrorIs(t, err, errAmountIsZero)
s.QuoteAmount = 5.222222222222
err = s.AdjustQuoteAmount(5.222222222222)
require.NoError(t, err)
require.Equal(t, 5.222222222222, s.QuoteAmount)
s.QuoteAmount = 5.222222222222
err = s.AdjustQuoteAmount(5.22222222)
require.NoError(t, err)
assert.Equal(t, 5.22222222, s.QuoteAmount)
}
func TestSideUnmarshal(t *testing.T) {
t.Parallel()
var s Side
assert.NoError(t, s.UnmarshalJSON([]byte(`"SELL"`)), "Quoted valid side okay")
assert.Equal(t, Sell, s, "Correctly set order Side")
assert.ErrorIs(t, s.UnmarshalJSON([]byte(`"STEAL"`)), ErrSideIsInvalid, "Quoted invalid side errors")
var jErr *json.UnmarshalTypeError
assert.ErrorAs(t, s.UnmarshalJSON([]byte(`14`)), &jErr, "non-string valid json is rejected")
}
func TestSideMarshalJSON(t *testing.T) {
t.Parallel()
b, err := Buy.MarshalJSON()
assert.NoError(t, err)
assert.Equal(t, `"BUY"`, string(b))
b, err = UnknownSide.MarshalJSON()
assert.NoError(t, err)
assert.Equal(t, `"UNKNOWN"`, string(b))
}
func TestGetTradeAmount(t *testing.T) {
t.Parallel()
var s *Submit
require.Zero(t, s.GetTradeAmount(protocol.TradingRequirements{}))
baseAmount := 420.0
quoteAmount := 69.0
s = &Submit{Amount: baseAmount, QuoteAmount: quoteAmount}
// below will default to base amount with nothing set
require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{}))
require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketBuyQuotation: true}))
s.AssetType = asset.Spot
s.Type = Market
s.Side = Buy
require.Equal(t, quoteAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketBuyQuotation: true}))
require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketSellBase: true}))
s.Side = Sell
require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketSellBase: true}))
}
func TestStringToTrackingMode(t *testing.T) {
t.Parallel()
inputs := map[string]TrackingMode{
"diStance": Distance,
"distance": Distance,
"Percentage": Percentage,
"percentage": Percentage,
"": UnknownTrackingMode,
}
for k, v := range inputs {
assert.Equal(t, v, StringToTrackingMode(k))
}
}
func TestTrackingModeString(t *testing.T) {
t.Parallel()
inputs := map[TrackingMode]string{
Distance: "distance",
Percentage: "percentage",
UnknownTrackingMode: "",
}
for k, v := range inputs {
require.Equal(t, v, k.String())
}
}
func TestMarshalOrder(t *testing.T) {
t.Parallel()
btx := currency.NewBTCUSDT()
btx.Delimiter = "-"
orderSubmit := Submit{
Exchange: "test",
Pair: btx,
AssetType: asset.Spot,
MarginType: margin.Multi,
Side: Buy,
Type: Market,
Amount: 1,
Price: 1000,
}
j, err := json.Marshal(orderSubmit)
require.NoError(t, err, "Marshal must not error")
exp := []byte(`{"Exchange":"test","Type":4,"Side":"BUY","Pair":"BTC-USDT","AssetType":"spot","TimeInForce":"","ReduceOnly":false,"Leverage":0,"Price":1000,"Amount":1,"QuoteAmount":0,"TriggerPrice":0,"TriggerPriceType":0,"ClientID":"","ClientOrderID":"","AutoBorrow":false,"MarginType":"multi","RetrieveFees":false,"RetrieveFeeDelay":0,"RiskManagementModes":{"Mode":"","TakeProfit":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0},"StopLoss":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0},"StopEntry":{"Enabled":false,"TriggerPriceType":0,"Price":0,"LimitPrice":0,"OrderType":0}},"Hidden":false,"Iceberg":false,"EndTime":"0001-01-01T00:00:00Z","StopDirection":false,"TrackingMode":0,"TrackingValue":0,"RFQDisabled":false}`)
assert.Equal(t, exp, j)
}
func TestAdd(t *testing.T) {
t.Parallel()
var c CancelAllResponse
c.Add("order1", "cancelled")
assert.Equal(t, "cancelled", c.Status["order1"])
}