mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts
1353 lines
34 KiB
Go
1353 lines
34 KiB
Go
package engine
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import (
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"context"
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"errors"
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"strings"
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"sync"
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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/common/convert"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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)
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// omfExchange aka ordermanager fake exchange overrides exchange functions
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// we're not testing an actual exchange's implemented functions
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type omfExchange struct {
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exchange.IBotExchange
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}
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// CancelOrder overrides testExchange's cancel order function
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// to do the bare minimum required with no API calls or credentials required
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func (f omfExchange) CancelOrder(ctx context.Context, o *order.Cancel) error {
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return nil
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}
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// GetOrderInfo overrides testExchange's get order function
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// to do the bare minimum required with no API calls or credentials required
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func (f omfExchange) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
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switch orderID {
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case "":
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return order.Detail{}, errors.New("")
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case "Order1-unknown-to-active":
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return order.Detail{
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Exchange: testExchange,
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Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
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AssetType: asset.Spot,
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Amount: 1.0,
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Side: order.Buy,
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Status: order.Active,
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LastUpdated: time.Now().Add(-time.Hour),
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OrderID: "Order1-unknown-to-active",
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}, nil
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case "Order2-active-to-inactive":
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return order.Detail{
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Exchange: testExchange,
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Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
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AssetType: asset.Spot,
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Amount: 1.0,
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Side: order.Sell,
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Status: order.Cancelled,
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LastUpdated: time.Now().Add(-time.Hour),
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OrderID: "Order2-active-to-inactive",
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}, nil
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}
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return order.Detail{
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Exchange: testExchange,
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OrderID: orderID,
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Pair: pair,
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AssetType: assetType,
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Status: order.Cancelled,
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}, nil
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}
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// GetActiveOrders overrides the function used by processOrders to return 1 active order
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func (f omfExchange) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
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return []order.Detail{{
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Exchange: testExchange,
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Pair: currency.Pair{Base: currency.BTC, Quote: currency.USD},
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AssetType: asset.Spot,
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Amount: 2.0,
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Side: order.Sell,
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Status: order.Active,
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LastUpdated: time.Now().Add(-time.Hour),
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OrderID: "Order3-unknown-to-active",
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}}, nil
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}
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func (f omfExchange) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
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ans, err := action.DeriveModifyResponse()
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if err != nil {
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return nil, err
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}
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ans.OrderID = "modified_order_id"
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return ans, nil
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}
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func TestSetupOrderManager(t *testing.T) {
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_, err := SetupOrderManager(nil, nil, nil, false, false)
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if !errors.Is(err, errNilExchangeManager) {
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t.Errorf("error '%v', expected '%v'", err, errNilExchangeManager)
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}
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_, err = SetupOrderManager(SetupExchangeManager(), nil, nil, false, false)
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if !errors.Is(err, errNilCommunicationsManager) {
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t.Errorf("error '%v', expected '%v'", err, errNilCommunicationsManager)
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}
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_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, nil, false, false)
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if !errors.Is(err, errNilWaitGroup) {
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t.Errorf("error '%v', expected '%v'", err, errNilWaitGroup)
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}
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var wg sync.WaitGroup
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_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false)
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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}
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func TestOrderManagerStart(t *testing.T) {
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var m *OrderManager
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err := m.Start()
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if !errors.Is(err, ErrNilSubsystem) {
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t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
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}
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var wg sync.WaitGroup
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m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false)
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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err = m.Start()
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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err = m.Start()
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if !errors.Is(err, ErrSubSystemAlreadyStarted) {
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t.Errorf("error '%v', expected '%v'", err, ErrSubSystemAlreadyStarted)
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}
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}
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func TestOrderManagerIsRunning(t *testing.T) {
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var m *OrderManager
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if m.IsRunning() {
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t.Error("expected false")
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}
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var wg sync.WaitGroup
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m, err := SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false)
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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if m.IsRunning() {
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t.Error("expected false")
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}
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err = m.Start()
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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if !m.IsRunning() {
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t.Error("expected true")
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}
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}
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func TestOrderManagerStop(t *testing.T) {
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var m *OrderManager
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err := m.Stop()
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if !errors.Is(err, ErrNilSubsystem) {
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t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
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}
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var wg sync.WaitGroup
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m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false)
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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err = m.Stop()
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if !errors.Is(err, ErrSubSystemNotStarted) {
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t.Errorf("error '%v', expected '%v'", err, ErrSubSystemNotStarted)
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}
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err = m.Start()
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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err = m.Stop()
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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}
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func OrdersSetup(t *testing.T) *OrderManager {
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t.Helper()
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var wg sync.WaitGroup
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em := SetupExchangeManager()
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exch, err := em.NewExchangeByName(testExchange)
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if err != nil {
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t.Fatal(err)
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}
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exch.SetDefaults()
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cfg, err := exch.GetDefaultConfig()
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if err != nil {
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t.Fatal(err)
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}
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err = exch.Setup(cfg)
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if err != nil {
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t.Fatal(err)
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}
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fakeExchange := omfExchange{
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IBotExchange: exch,
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}
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em.Add(fakeExchange)
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m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false)
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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m.started = 1
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return m
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}
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func TestOrdersGet(t *testing.T) {
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m := OrdersSetup(t)
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if m.orderStore.get() == nil {
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t.Error("orderStore not established")
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}
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}
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func TestOrdersAdd(t *testing.T) {
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m := OrdersSetup(t)
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err := m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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OrderID: "TestOrdersAdd",
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})
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if err != nil {
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t.Error(err)
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}
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err = m.orderStore.add(&order.Detail{
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Exchange: "testTest",
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OrderID: "TestOrdersAdd",
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})
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if err == nil {
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t.Error("Expected error from non existent exchange")
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}
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err = m.orderStore.add(nil)
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if err == nil {
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t.Error("Expected error from nil order")
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}
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err = m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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OrderID: "TestOrdersAdd",
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})
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if err == nil {
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t.Error("Expected error re-adding order")
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}
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}
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func TestGetByExchangeAndID(t *testing.T) {
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m := OrdersSetup(t)
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err := m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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OrderID: "TestGetByExchangeAndID",
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})
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if err != nil {
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t.Error(err)
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}
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o, err := m.orderStore.getByExchangeAndID(testExchange, "TestGetByExchangeAndID")
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if err != nil {
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t.Error(err)
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}
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if o.OrderID != "TestGetByExchangeAndID" {
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t.Error("Expected to retrieve order")
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}
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_, err = m.orderStore.getByExchangeAndID("", "TestGetByExchangeAndID")
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if err != ErrExchangeNotFound {
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t.Error(err)
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}
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_, err = m.orderStore.getByExchangeAndID(testExchange, "")
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if err != ErrOrderNotFound {
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t.Error(err)
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}
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}
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func TestExists(t *testing.T) {
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m := OrdersSetup(t)
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if m.orderStore.exists(nil) {
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t.Error("Expected false")
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}
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o := &order.Detail{
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Exchange: testExchange,
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OrderID: "TestExists",
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}
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if err := m.orderStore.add(o); err != nil {
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t.Error(err)
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}
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if b := m.orderStore.exists(o); !b {
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t.Error("Expected true")
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}
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}
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func TestStore_modifyOrder(t *testing.T) {
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m := OrdersSetup(t)
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pair := currency.Pair{
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Base: currency.NewCode("XXXXX"),
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Quote: currency.NewCode("YYYYY"),
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}
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err := m.orderStore.add(&order.Detail{
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Exchange: testExchange,
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AssetType: asset.Spot,
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Pair: pair,
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OrderID: "fake_order_id",
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Price: 8,
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Amount: 128,
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})
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if err != nil {
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t.Error(err)
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}
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err = m.orderStore.modifyExisting("fake_order_id", &order.ModifyResponse{
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Exchange: testExchange,
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OrderID: "another_fake_order_id",
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Price: 16,
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Amount: 256,
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})
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if err != nil {
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t.Error(err)
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}
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_, err = m.orderStore.getByExchangeAndID(testExchange, "fake_order_id")
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if err == nil {
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// Expected error, such an order should not exist anymore in the store.
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t.Fatal("Expected error")
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}
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det, err := m.orderStore.getByExchangeAndID(testExchange, "another_fake_order_id")
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if det == nil || err != nil { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
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t.Fatal("Failed to fetch order details")
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}
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if det.OrderID != "another_fake_order_id" || det.Price != 16 || det.Amount != 256 { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
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t.Errorf(
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"have (%s,%f,%f), want (%s,%f,%f)",
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det.OrderID, det.Price, det.Amount,
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"another_fake_order_id", 16., 256.,
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)
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}
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}
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func TestCancelOrder(t *testing.T) {
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m := OrdersSetup(t)
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err := m.Cancel(context.Background(), nil)
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if err == nil {
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t.Error("Expected error due to empty order")
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}
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err = m.Cancel(context.Background(), &order.Cancel{})
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if err == nil {
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t.Error("Expected error due to empty order")
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}
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err = m.Cancel(context.Background(), &order.Cancel{
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Exchange: testExchange,
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})
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if err == nil {
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t.Error("Expected error due to no order ID")
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}
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err = m.Cancel(context.Background(), &order.Cancel{
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OrderID: "ID",
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})
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if err == nil {
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t.Error("Expected error due to no Exchange")
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}
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err = m.Cancel(context.Background(), &order.Cancel{
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OrderID: "ID",
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Exchange: testExchange,
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AssetType: asset.Binary,
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})
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if err == nil {
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t.Error("Expected error due to bad asset type")
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}
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o := &order.Detail{
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Exchange: testExchange,
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OrderID: "1337",
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Status: order.New,
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}
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err = m.orderStore.add(o)
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if err != nil {
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t.Error(err)
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}
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err = m.Cancel(context.Background(), &order.Cancel{
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OrderID: "Unknown",
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Exchange: testExchange,
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AssetType: asset.Spot,
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})
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if err == nil {
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t.Error("Expected error due to no order found")
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}
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pair, err := currency.NewPairFromString("BTCUSD")
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if err != nil {
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t.Fatal(err)
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}
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cancel := &order.Cancel{
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Exchange: testExchange,
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OrderID: "1337",
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Side: order.Sell,
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AssetType: asset.Spot,
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Pair: pair,
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}
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err = m.Cancel(context.Background(), cancel)
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if !errors.Is(err, nil) {
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t.Errorf("error '%v', expected '%v'", err, nil)
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}
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if o.Status != order.Cancelled {
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t.Error("Failed to cancel")
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}
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}
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|
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func TestGetOrderInfo(t *testing.T) {
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m := OrdersSetup(t)
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_, err := m.GetOrderInfo(context.Background(), "", "", currency.EMPTYPAIR, asset.Empty)
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if err == nil {
|
|
t.Error("Expected error due to empty order")
|
|
}
|
|
|
|
var result order.Detail
|
|
result, err = m.GetOrderInfo(context.Background(),
|
|
testExchange, "1337", currency.EMPTYPAIR, asset.Empty)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if result.OrderID != "1337" {
|
|
t.Error("unexpected order returned")
|
|
}
|
|
|
|
result, err = m.GetOrderInfo(context.Background(),
|
|
testExchange, "1337", currency.EMPTYPAIR, asset.Empty)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if result.OrderID != "1337" {
|
|
t.Error("unexpected order returned")
|
|
}
|
|
}
|
|
|
|
func TestCancelAllOrders(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
o := &order.Detail{
|
|
Exchange: testExchange,
|
|
OrderID: "TestCancelAllOrders",
|
|
Status: order.New,
|
|
}
|
|
if err := m.orderStore.add(o); err != nil {
|
|
t.Error(err)
|
|
}
|
|
|
|
m.CancelAllOrders(context.Background(), []exchange.IBotExchange{})
|
|
checkDeets, err := m.orderStore.getByExchangeAndID(testExchange, "TestCancelAllOrders")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
if checkDeets.Status == order.Cancelled {
|
|
t.Error("Order should not be cancelled")
|
|
}
|
|
|
|
exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
m.CancelAllOrders(context.Background(), []exchange.IBotExchange{exch})
|
|
checkDeets, err = m.orderStore.getByExchangeAndID(testExchange, "TestCancelAllOrders")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
if checkDeets.Status != order.Cancelled {
|
|
t.Error("Order should be cancelled", checkDeets.Status)
|
|
}
|
|
}
|
|
|
|
func TestSubmit(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
_, err := m.Submit(context.Background(), nil)
|
|
if err == nil {
|
|
t.Error("Expected error from nil order")
|
|
}
|
|
|
|
o := &order.Submit{Type: order.Market}
|
|
_, err = m.Submit(context.Background(), o)
|
|
if err == nil {
|
|
t.Error("Expected error from empty exchange")
|
|
}
|
|
|
|
o.Exchange = testExchange
|
|
_, err = m.Submit(context.Background(), o)
|
|
if err == nil {
|
|
t.Error("Expected error from validation")
|
|
}
|
|
|
|
pair, err := currency.NewPairFromString("BTCUSD")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
m.cfg.EnforceLimitConfig = true
|
|
m.cfg.AllowMarketOrders = false
|
|
o.Pair = pair
|
|
o.AssetType = asset.Spot
|
|
o.Side = order.Buy
|
|
o.Amount = 1
|
|
o.Price = 1
|
|
_, err = m.Submit(context.Background(), o)
|
|
if err == nil {
|
|
t.Error("Expected fail due to order market type is not allowed")
|
|
}
|
|
m.cfg.AllowMarketOrders = true
|
|
m.cfg.LimitAmount = 1
|
|
o.Amount = 2
|
|
_, err = m.Submit(context.Background(), o)
|
|
if err == nil {
|
|
t.Error("Expected fail due to order limit exceeds allowed limit")
|
|
}
|
|
m.cfg.LimitAmount = 0
|
|
m.cfg.AllowedExchanges = []string{"fake"}
|
|
_, err = m.Submit(context.Background(), o)
|
|
if err == nil {
|
|
t.Error("Expected fail due to order exchange not found in allowed list")
|
|
}
|
|
|
|
failPair, err := currency.NewPairFromString("BTCAUD")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
m.cfg.AllowedExchanges = nil
|
|
m.cfg.AllowedPairs = currency.Pairs{failPair}
|
|
_, err = m.Submit(context.Background(), o)
|
|
if err == nil {
|
|
t.Error("Expected fail due to order pair not found in allowed list")
|
|
}
|
|
|
|
m.cfg.AllowedPairs = nil
|
|
_, err = m.Submit(context.Background(), o)
|
|
if !errors.Is(err, exchange.ErrAuthenticationSupportNotEnabled) {
|
|
t.Errorf("received: %v but expected: %v", err, exchange.ErrAuthenticationSupportNotEnabled)
|
|
}
|
|
|
|
err = m.orderStore.add(&order.Detail{
|
|
Exchange: testExchange,
|
|
OrderID: "FakePassingExchangeOrder",
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("error '%v', expected '%v'", err, nil)
|
|
}
|
|
|
|
o2, err := m.orderStore.getByExchangeAndID(testExchange, "FakePassingExchangeOrder")
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if o2.InternalOrderID.IsNil() {
|
|
t.Error("Failed to assign internal order id")
|
|
}
|
|
}
|
|
|
|
func TestOrderManager_Modify(t *testing.T) {
|
|
pair := currency.Pair{
|
|
Base: currency.NewCode("XXXXX"),
|
|
Quote: currency.NewCode("YYYYY"),
|
|
}
|
|
f := func(mod order.Modify, expectError bool, price, amount float64) {
|
|
t.Helper()
|
|
|
|
m := OrdersSetup(t)
|
|
err := m.orderStore.add(&order.Detail{
|
|
Exchange: testExchange,
|
|
AssetType: asset.Spot,
|
|
Pair: pair,
|
|
OrderID: "fake_order_id",
|
|
Price: 8,
|
|
Amount: 128,
|
|
})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
|
|
resp, err := m.Modify(context.Background(), &mod)
|
|
if expectError {
|
|
if err == nil {
|
|
t.Fatal("Expected error")
|
|
}
|
|
return
|
|
} else if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
if resp.OrderID != "modified_order_id" {
|
|
t.Errorf("have \"%s\", want \"modified_order_id\"", resp.OrderID)
|
|
}
|
|
|
|
det, err := m.orderStore.getByExchangeAndID(testExchange, resp.OrderID)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
if det.OrderID != resp.OrderID || det.Price != price || det.Amount != amount {
|
|
t.Errorf(
|
|
"have (%s,%f,%f), want (%s,%f,%f)",
|
|
det.OrderID, det.Price, det.Amount,
|
|
resp.OrderID, price, amount,
|
|
)
|
|
}
|
|
}
|
|
|
|
model := order.Modify{
|
|
// These fields identify the order.
|
|
Exchange: testExchange,
|
|
AssetType: asset.Spot,
|
|
Pair: pair,
|
|
OrderID: "fake_order_id",
|
|
// These fields modify the order.
|
|
Price: 0,
|
|
Amount: 0,
|
|
}
|
|
|
|
// [1] Test if nonexistent order returns an error.
|
|
one := model
|
|
one.OrderID = "nonexistent_order_id"
|
|
f(one, true, 0, 0)
|
|
|
|
// [2] Test if price of 0 is ignored.
|
|
two := model
|
|
two.Price = 0
|
|
two.Amount = 256
|
|
f(two, false, 8, 256)
|
|
|
|
// [3] Test if amount of 0 is ignored.
|
|
three := model
|
|
three.Price = 16
|
|
three.Amount = 0
|
|
f(three, false, 16, 128)
|
|
|
|
// [4] Test if both fields work together.
|
|
four := model
|
|
four.Price = 16
|
|
four.Amount = 256
|
|
f(four, false, 16, 256)
|
|
|
|
// [5] Test if both fields missing modifies anything but the ID.
|
|
five := model
|
|
five.Price = 0
|
|
five.Amount = 0
|
|
f(five, false, 8, 128)
|
|
}
|
|
|
|
func TestProcessOrders(t *testing.T) {
|
|
var wg sync.WaitGroup
|
|
em := SetupExchangeManager()
|
|
exch, err := em.NewExchangeByName(testExchange)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
exch.SetDefaults()
|
|
fakeExchange := omfExchange{
|
|
IBotExchange: exch,
|
|
}
|
|
em.Add(fakeExchange)
|
|
m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("error '%v', expected '%v'", err, nil)
|
|
}
|
|
m.started = 1
|
|
pairs := currency.Pairs{
|
|
currency.Pair{Base: currency.BTC, Quote: currency.USD},
|
|
}
|
|
// Ensure processOrders() can run the REST calls to GetActiveOrders
|
|
// and to GetOrders
|
|
exch.GetBase().API = exchange.API{
|
|
AuthenticatedSupport: true,
|
|
AuthenticatedWebsocketSupport: false,
|
|
}
|
|
exch.GetBase().Features = exchange.Features{
|
|
Supports: exchange.FeaturesSupported{
|
|
REST: true,
|
|
RESTCapabilities: protocol.Features{
|
|
GetOrder: true,
|
|
},
|
|
},
|
|
}
|
|
exch.GetBase().CurrencyPairs = currency.PairsManager{
|
|
UseGlobalFormat: true,
|
|
RequestFormat: ¤cy.PairFormat{
|
|
Delimiter: "-",
|
|
Uppercase: true,
|
|
},
|
|
ConfigFormat: ¤cy.PairFormat{
|
|
Delimiter: "-",
|
|
Uppercase: true,
|
|
},
|
|
Pairs: map[asset.Item]*currency.PairStore{
|
|
asset.Spot: {
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
Enabled: pairs,
|
|
Available: pairs,
|
|
},
|
|
},
|
|
}
|
|
exch.GetBase().Config = &config.Exchange{
|
|
CurrencyPairs: ¤cy.PairsManager{
|
|
UseGlobalFormat: true,
|
|
RequestFormat: ¤cy.PairFormat{
|
|
Delimiter: "-",
|
|
Uppercase: true,
|
|
},
|
|
ConfigFormat: ¤cy.PairFormat{
|
|
Delimiter: "-",
|
|
Uppercase: true,
|
|
},
|
|
Pairs: map[asset.Item]*currency.PairStore{
|
|
asset.Spot: {
|
|
AssetEnabled: convert.BoolPtr(true),
|
|
Enabled: pairs,
|
|
Available: pairs,
|
|
},
|
|
},
|
|
},
|
|
}
|
|
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
Pair: pairs[0],
|
|
AssetType: asset.Spot,
|
|
Amount: 1.0,
|
|
Side: order.Buy,
|
|
Status: order.UnknownStatus,
|
|
LastUpdated: time.Now().Add(-time.Hour),
|
|
OrderID: "Order1-unknown-to-active",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
Pair: pairs[0],
|
|
AssetType: asset.Spot,
|
|
Amount: 1.0,
|
|
Side: order.Sell,
|
|
Status: order.Active,
|
|
LastUpdated: time.Now().Add(-time.Hour),
|
|
OrderID: "Order2-active-to-inactive",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
Pair: pairs[0],
|
|
AssetType: asset.Spot,
|
|
Amount: 2.0,
|
|
Side: order.Sell,
|
|
Status: order.UnknownStatus,
|
|
LastUpdated: time.Now().Add(-time.Hour),
|
|
OrderID: "Order3-unknown-to-active",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
|
|
m.processOrders()
|
|
|
|
// Order1 is not returned by exch.GetActiveOrders()
|
|
// It will be fetched by exch.GetOrderInfo(), which will say it is active
|
|
res, err := m.GetOrdersFiltered(&order.Filter{OrderID: "Order1-unknown-to-active"})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
if res[0].Status != order.Active {
|
|
t.Errorf("Order 1 should be active, but status is %s", res[0].Status)
|
|
}
|
|
|
|
// Order2 is not returned by exch.GetActiveOrders()
|
|
// It will be fetched by exch.GetOrderInfo(), which will say it is cancelled
|
|
res, err = m.GetOrdersFiltered(&order.Filter{OrderID: "Order2-active-to-inactive"})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
if res[0].Status != order.Cancelled {
|
|
t.Errorf("Order 2 should be cancelled, but status is %s", res[0].Status)
|
|
}
|
|
|
|
// Order3 is returned by exch.GetActiveOrders(), which will say it is active
|
|
res, err = m.GetOrdersFiltered(&order.Filter{OrderID: "Order3-unknown-to-active"})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
if res[0].Status != order.Active {
|
|
t.Errorf("Order 3 should be active, but status is %s", res[0].Status)
|
|
}
|
|
}
|
|
|
|
func TestGetOrdersFiltered(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
_, err := m.GetOrdersFiltered(nil)
|
|
if err == nil {
|
|
t.Error("Expected error from nil filter")
|
|
}
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test2",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
res, err := m.GetOrdersFiltered(&order.Filter{OrderID: "Test2"})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
}
|
|
|
|
func Test_getFilteredOrders(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
|
|
_, err := m.orderStore.getFilteredOrders(nil)
|
|
if err == nil {
|
|
t.Error("Error expected when Filter is nil")
|
|
}
|
|
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test2",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
res, err := m.orderStore.getFilteredOrders(&order.Filter{OrderID: "Test1"})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
}
|
|
|
|
func TestGetOrdersActive(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
var err error
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Buy,
|
|
Status: order.Cancelled,
|
|
OrderID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Sell,
|
|
Status: order.Active,
|
|
OrderID: "Test2",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
res, err := m.GetOrdersActive(nil)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("TestGetOrdersActive - Expected 1 result, got: %d", len(res))
|
|
}
|
|
res, err = m.GetOrdersActive(&order.Filter{Side: order.Sell})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("TestGetOrdersActive - Expected 1 result, got: %d", len(res))
|
|
}
|
|
res, err = m.GetOrdersActive(&order.Filter{Side: order.Buy})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 0 {
|
|
t.Errorf("TestGetOrdersActive - Expected 0 results, got: %d", len(res))
|
|
}
|
|
}
|
|
|
|
func Test_processMatchingOrders(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test2",
|
|
LastUpdated: time.Now(),
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
OrderID: "Test4",
|
|
LastUpdated: time.Now().Add(-time.Hour),
|
|
},
|
|
}
|
|
var wg sync.WaitGroup
|
|
wg.Add(1)
|
|
go m.processMatchingOrders(exch, orders, &wg)
|
|
wg.Wait()
|
|
res, err := m.GetOrdersFiltered(&order.Filter{Exchange: testExchange})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
if res[0].OrderID != "Test4" {
|
|
t.Error("Order Test4 should have been fetched and updated")
|
|
}
|
|
}
|
|
|
|
func TestFetchAndUpdateExchangeOrder(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
exch, err := m.orderStore.exchangeManager.GetExchangeByName(testExchange)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
err = m.FetchAndUpdateExchangeOrder(exch, nil, asset.Spot)
|
|
if err == nil {
|
|
t.Error("Error expected when order is nil")
|
|
}
|
|
o := &order.Detail{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Sell,
|
|
Status: order.Active,
|
|
OrderID: "Test",
|
|
}
|
|
err = m.FetchAndUpdateExchangeOrder(exch, o, asset.Spot)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if o.Status != order.Active {
|
|
t.Error("Order should be active")
|
|
}
|
|
res, err := m.GetOrdersFiltered(&order.Filter{Exchange: testExchange})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
|
|
o.Status = order.PartiallyCancelled
|
|
err = m.FetchAndUpdateExchangeOrder(exch, o, asset.Spot)
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
res, err = m.GetOrdersFiltered(&order.Filter{Exchange: testExchange})
|
|
if err != nil {
|
|
t.Error(err)
|
|
}
|
|
if len(res) != 1 {
|
|
t.Errorf("Expected 1 result, got: %d", len(res))
|
|
}
|
|
}
|
|
|
|
func Test_getActiveOrders(t *testing.T) {
|
|
m := OrdersSetup(t)
|
|
var err error
|
|
orders := []order.Detail{
|
|
{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Buy,
|
|
Status: order.Cancelled,
|
|
OrderID: "Test1",
|
|
},
|
|
{
|
|
Exchange: testExchange,
|
|
Amount: 1.0,
|
|
Side: order.Sell,
|
|
Status: order.Active,
|
|
OrderID: "Test2",
|
|
},
|
|
}
|
|
for i := range orders {
|
|
if err = m.orderStore.add(&orders[i]); err != nil {
|
|
t.Error(err)
|
|
}
|
|
}
|
|
res := m.orderStore.getActiveOrders(nil)
|
|
if len(res) != 1 {
|
|
t.Errorf("Test_getActiveOrders - Expected 1 result, got: %d", len(res))
|
|
}
|
|
res = m.orderStore.getActiveOrders(&order.Filter{Side: order.Sell})
|
|
if len(res) != 1 {
|
|
t.Errorf("Test_getActiveOrders - Expected 1 result, got: %d", len(res))
|
|
}
|
|
res = m.orderStore.getActiveOrders(&order.Filter{Side: order.Buy})
|
|
if len(res) != 0 {
|
|
t.Errorf("Test_getActiveOrders - Expected 0 results, got: %d", len(res))
|
|
}
|
|
}
|
|
|
|
func TestGetFuturesPositionsForExchange(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
cp := currency.NewPair(currency.BTC, currency.USDT)
|
|
_, err := o.GetFuturesPositionsForExchange("test", asset.Spot, cp)
|
|
if !errors.Is(err, ErrSubSystemNotStarted) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted)
|
|
}
|
|
o.started = 1
|
|
_, err = o.GetFuturesPositionsForExchange("test", asset.Spot, cp)
|
|
if !errors.Is(err, errFuturesTrackerNotSetup) {
|
|
t.Errorf("received '%v', expected '%v'", err, errFuturesTrackerNotSetup)
|
|
}
|
|
o.orderStore.futuresPositionController = order.SetupPositionController()
|
|
_, err = o.GetFuturesPositionsForExchange("test", asset.Spot, cp)
|
|
if !errors.Is(err, order.ErrNotFuturesAsset) {
|
|
t.Errorf("received '%v', expected '%v'", err, order.ErrNotFuturesAsset)
|
|
}
|
|
|
|
_, err = o.GetFuturesPositionsForExchange("test", asset.Futures, cp)
|
|
if !errors.Is(err, order.ErrPositionsNotLoadedForExchange) {
|
|
t.Errorf("received '%v', expected '%v'", err, order.ErrPositionsNotLoadedForExchange)
|
|
}
|
|
|
|
err = o.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{
|
|
OrderID: "test",
|
|
Date: time.Now(),
|
|
Exchange: "test",
|
|
AssetType: asset.Futures,
|
|
Pair: cp,
|
|
Side: order.Buy,
|
|
Amount: 1,
|
|
Price: 1})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
resp, err := o.GetFuturesPositionsForExchange("test", asset.Futures, cp)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
if len(resp) != 1 {
|
|
t.Error("expected 1 position")
|
|
}
|
|
|
|
o = nil
|
|
_, err = o.GetFuturesPositionsForExchange("test", asset.Futures, cp)
|
|
if !errors.Is(err, ErrNilSubsystem) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrNilSubsystem)
|
|
}
|
|
}
|
|
|
|
func TestClearFuturesPositionsForExchange(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
cp := currency.NewPair(currency.BTC, currency.USDT)
|
|
err := o.ClearFuturesTracking("test", asset.Spot, cp)
|
|
if !errors.Is(err, ErrSubSystemNotStarted) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted)
|
|
}
|
|
o.started = 1
|
|
err = o.ClearFuturesTracking("test", asset.Spot, cp)
|
|
if !errors.Is(err, errFuturesTrackerNotSetup) {
|
|
t.Errorf("received '%v', expected '%v'", err, errFuturesTrackerNotSetup)
|
|
}
|
|
o.orderStore.futuresPositionController = order.SetupPositionController()
|
|
err = o.ClearFuturesTracking("test", asset.Spot, cp)
|
|
if !errors.Is(err, order.ErrNotFuturesAsset) {
|
|
t.Errorf("received '%v', expected '%v'", err, order.ErrNotFuturesAsset)
|
|
}
|
|
|
|
err = o.ClearFuturesTracking("test", asset.Futures, cp)
|
|
if !errors.Is(err, order.ErrPositionsNotLoadedForExchange) {
|
|
t.Errorf("received '%v', expected '%v'", err, order.ErrPositionsNotLoadedForExchange)
|
|
}
|
|
|
|
err = o.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{
|
|
OrderID: "test",
|
|
Date: time.Now(),
|
|
Exchange: "test",
|
|
AssetType: asset.Futures,
|
|
Pair: cp,
|
|
Side: order.Buy,
|
|
Amount: 1,
|
|
Price: 1})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
err = o.ClearFuturesTracking("test", asset.Futures, cp)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
resp, err := o.GetFuturesPositionsForExchange("test", asset.Futures, cp)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
if len(resp) != 0 {
|
|
t.Errorf("expected no position, received '%v'", len(resp))
|
|
}
|
|
|
|
o = nil
|
|
err = o.ClearFuturesTracking("test", asset.Futures, cp)
|
|
if !errors.Is(err, ErrNilSubsystem) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrNilSubsystem)
|
|
}
|
|
}
|
|
|
|
func TestUpdateOpenPositionUnrealisedPNL(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
cp := currency.NewPair(currency.BTC, currency.USDT)
|
|
_, err := o.UpdateOpenPositionUnrealisedPNL("test", asset.Spot, cp, 1, time.Now())
|
|
if !errors.Is(err, ErrSubSystemNotStarted) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted)
|
|
}
|
|
o.started = 1
|
|
_, err = o.UpdateOpenPositionUnrealisedPNL("test", asset.Spot, cp, 1, time.Now())
|
|
if !errors.Is(err, errFuturesTrackerNotSetup) {
|
|
t.Errorf("received '%v', expected '%v'", err, errFuturesTrackerNotSetup)
|
|
}
|
|
o.orderStore.futuresPositionController = order.SetupPositionController()
|
|
_, err = o.UpdateOpenPositionUnrealisedPNL("test", asset.Spot, cp, 1, time.Now())
|
|
if !errors.Is(err, order.ErrNotFuturesAsset) {
|
|
t.Errorf("received '%v', expected '%v'", err, order.ErrNotFuturesAsset)
|
|
}
|
|
|
|
_, err = o.UpdateOpenPositionUnrealisedPNL("test", asset.Futures, cp, 1, time.Now())
|
|
if !errors.Is(err, order.ErrPositionsNotLoadedForExchange) {
|
|
t.Errorf("received '%v', expected '%v'", err, order.ErrPositionsNotLoadedForExchange)
|
|
}
|
|
|
|
err = o.orderStore.futuresPositionController.TrackNewOrder(&order.Detail{
|
|
OrderID: "test",
|
|
Date: time.Now(),
|
|
Exchange: "test",
|
|
AssetType: asset.Futures,
|
|
Pair: cp,
|
|
Side: order.Buy,
|
|
Amount: 1,
|
|
Price: 1})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
unrealised, err := o.UpdateOpenPositionUnrealisedPNL("test", asset.Futures, cp, 2, time.Now())
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
if !unrealised.Equal(decimal.NewFromInt(1)) {
|
|
t.Errorf("received '%v', expected '%v'", unrealised, 1)
|
|
}
|
|
|
|
o = nil
|
|
_, err = o.UpdateOpenPositionUnrealisedPNL("test", asset.Spot, cp, 1, time.Now())
|
|
if !errors.Is(err, ErrNilSubsystem) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrNilSubsystem)
|
|
}
|
|
}
|
|
|
|
func TestSubmitFakeOrder(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
resp := &order.SubmitResponse{}
|
|
_, err := o.SubmitFakeOrder(nil, resp, false)
|
|
if !errors.Is(err, ErrSubSystemNotStarted) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted)
|
|
}
|
|
|
|
o.started = 1
|
|
_, err = o.SubmitFakeOrder(nil, resp, false)
|
|
if !errors.Is(err, errNilOrder) {
|
|
t.Errorf("received '%v', expected '%v'", err, errNilOrder)
|
|
}
|
|
ord := &order.Submit{}
|
|
_, err = o.SubmitFakeOrder(ord, resp, false)
|
|
if !errors.Is(err, ErrExchangeNameIsEmpty) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrExchangeNameIsEmpty)
|
|
}
|
|
ord.Exchange = testExchange
|
|
ord.AssetType = asset.Spot
|
|
ord.Pair = currency.NewPair(currency.BTC, currency.DOGE)
|
|
ord.Side = order.Buy
|
|
ord.Type = order.Market
|
|
ord.Amount = 1337
|
|
em := SetupExchangeManager()
|
|
exch, err := em.NewExchangeByName(testExchange)
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
exch.SetDefaults()
|
|
em.Add(exch)
|
|
o.orderStore.exchangeManager = em
|
|
|
|
resp, err = ord.DeriveSubmitResponse("1234")
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
resp.Status = order.Filled
|
|
o.orderStore.commsManager = &CommunicationManager{}
|
|
o.orderStore.Orders = make(map[string][]*order.Detail)
|
|
_, err = o.SubmitFakeOrder(ord, resp, false)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
func TestGetOrdersSnapshot(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
o.GetOrdersSnapshot(order.AnyStatus)
|
|
o.started = 1
|
|
o.orderStore.Orders = make(map[string][]*order.Detail)
|
|
o.orderStore.Orders[testExchange] = []*order.Detail{
|
|
{
|
|
Status: order.Open,
|
|
},
|
|
}
|
|
snap := o.GetOrdersSnapshot(order.Open)
|
|
if len(snap) != 1 {
|
|
t.Error("expected 1")
|
|
}
|
|
snap = o.GetOrdersSnapshot(order.Closed)
|
|
if len(snap) != 0 {
|
|
t.Error("expected 0")
|
|
}
|
|
}
|
|
|
|
func TestUpdateExisting(t *testing.T) {
|
|
t.Parallel()
|
|
s := &store{}
|
|
s.Orders = make(map[string][]*order.Detail)
|
|
err := s.updateExisting(nil)
|
|
if !errors.Is(err, errNilOrder) {
|
|
t.Errorf("received '%v', expected '%v'", err, errNilOrder)
|
|
}
|
|
od := &order.Detail{Exchange: testExchange}
|
|
err = s.updateExisting(od)
|
|
if !errors.Is(err, ErrExchangeNotFound) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrExchangeNotFound)
|
|
}
|
|
s.Orders[strings.ToLower(testExchange)] = nil
|
|
err = s.updateExisting(od)
|
|
if !errors.Is(err, ErrOrderNotFound) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrOrderNotFound)
|
|
}
|
|
od.Exchange = testExchange
|
|
od.AssetType = asset.Futures
|
|
od.OrderID = "123"
|
|
od.Pair = currency.NewPair(currency.BTC, currency.USDT)
|
|
od.Side = order.Buy
|
|
od.Type = order.Market
|
|
od.Date = time.Now()
|
|
od.Amount = 1337
|
|
s.Orders[strings.ToLower(testExchange)] = []*order.Detail{
|
|
od,
|
|
}
|
|
s.futuresPositionController = order.SetupPositionController()
|
|
err = s.futuresPositionController.TrackNewOrder(od)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
err = s.updateExisting(od)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
pos, err := s.futuresPositionController.GetPositionsForExchange(testExchange, asset.Futures, od.Pair)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v', expected '%v'", err, nil)
|
|
}
|
|
if len(pos) != 1 {
|
|
t.Error("expected 1")
|
|
}
|
|
}
|
|
|
|
func TestOrderManagerExists(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
if o.Exists(nil) {
|
|
t.Error("expected false")
|
|
}
|
|
o.started = 1
|
|
if o.Exists(nil) {
|
|
t.Error("expected false")
|
|
}
|
|
|
|
o = nil
|
|
if o.Exists(nil) {
|
|
t.Error("expected false")
|
|
}
|
|
}
|
|
|
|
func TestOrderManagerAdd(t *testing.T) {
|
|
t.Parallel()
|
|
o := &OrderManager{}
|
|
err := o.Add(nil)
|
|
if !errors.Is(err, ErrSubSystemNotStarted) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrSubSystemNotStarted)
|
|
}
|
|
o.started = 1
|
|
err = o.Add(nil)
|
|
if !errors.Is(err, errNilOrder) {
|
|
t.Errorf("received '%v', expected '%v'", err, errNilOrder)
|
|
}
|
|
|
|
o = nil
|
|
err = o.Add(nil)
|
|
if !errors.Is(err, ErrNilSubsystem) {
|
|
t.Errorf("received '%v', expected '%v'", err, ErrNilSubsystem)
|
|
}
|
|
}
|