mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +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
357 lines
9.6 KiB
Go
357 lines
9.6 KiB
Go
package engine
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import (
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"errors"
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"sync"
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"testing"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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)
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func TestWebsocketRoutineManagerSetup(t *testing.T) {
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_, err := setupWebsocketRoutineManager(nil, nil, nil, nil, 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 = setupWebsocketRoutineManager(SetupExchangeManager(), nil, nil, nil, false)
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if !errors.Is(err, errNilOrderManager) {
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t.Errorf("error '%v', expected '%v'", err, errNilOrderManager)
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}
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_, err = setupWebsocketRoutineManager(SetupExchangeManager(), &OrderManager{}, nil, nil, false)
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if !errors.Is(err, errNilCurrencyPairSyncer) {
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t.Errorf("error '%v', expected '%v'", err, errNilCurrencyPairSyncer)
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}
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_, err = setupWebsocketRoutineManager(SetupExchangeManager(), &OrderManager{}, &syncManager{}, nil, false)
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if !errors.Is(err, errNilCurrencyConfig) {
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t.Errorf("error '%v', expected '%v'", err, errNilCurrencyConfig)
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}
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_, err = setupWebsocketRoutineManager(SetupExchangeManager(), &OrderManager{}, &syncManager{}, ¤cy.Config{}, true)
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if !errors.Is(err, errNilCurrencyPairFormat) {
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t.Errorf("error '%v', expected '%v'", err, errNilCurrencyPairFormat)
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}
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m, err := setupWebsocketRoutineManager(SetupExchangeManager(), &OrderManager{}, &syncManager{}, ¤cy.Config{}, 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 == nil {
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t.Error("expecting manager")
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}
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}
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func TestWebsocketRoutineManagerStart(t *testing.T) {
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var m *websocketRoutineManager
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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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cfg := ¤cy.Config{CurrencyPairFormat: ¤cy.PairFormat{
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Uppercase: false,
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Delimiter: "-",
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}}
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m, err = setupWebsocketRoutineManager(SetupExchangeManager(), &OrderManager{}, &syncManager{}, cfg, true)
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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 TestWebsocketRoutineManagerIsRunning(t *testing.T) {
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var m *websocketRoutineManager
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if m.IsRunning() {
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t.Error("expected false")
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}
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m, err := setupWebsocketRoutineManager(SetupExchangeManager(), &OrderManager{}, &syncManager{}, ¤cy.Config{}, 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 TestWebsocketRoutineManagerStop(t *testing.T) {
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var m *websocketRoutineManager
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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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m, err = setupWebsocketRoutineManager(SetupExchangeManager(), &OrderManager{}, &syncManager{}, ¤cy.Config{}, 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 TestWebsocketRoutineManagerHandleData(t *testing.T) {
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var exchName = "Bitstamp"
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var wg sync.WaitGroup
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em := SetupExchangeManager()
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exch, err := em.NewExchangeByName(exchName)
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if !errors.Is(err, nil) {
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t.Fatalf("error '%v', expected '%v'", err, nil)
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}
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exch.SetDefaults()
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em.Add(exch)
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om, 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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err = om.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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cfg := ¤cy.Config{CurrencyPairFormat: ¤cy.PairFormat{
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Uppercase: false,
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Delimiter: "-",
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}}
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m, err := setupWebsocketRoutineManager(em, om, &syncManager{}, cfg, true)
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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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var orderID = "1337"
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err = m.websocketDataHandler(exchName, errors.New("error"))
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if err == nil {
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t.Error("Error not handled correctly")
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}
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err = m.websocketDataHandler(exchName, stream.FundingData{})
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if err != nil {
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t.Error(err)
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}
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err = m.websocketDataHandler(exchName, &ticker.Price{
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ExchangeName: exchName,
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Pair: currency.NewPair(currency.BTC, currency.USDC),
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AssetType: asset.Spot,
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})
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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.websocketDataHandler(exchName, stream.KlineData{})
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if err != nil {
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t.Error(err)
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}
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origOrder := &order.Detail{
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Exchange: exchName,
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OrderID: orderID,
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Amount: 1337,
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Price: 1337,
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}
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err = m.websocketDataHandler(exchName, origOrder)
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if err != nil {
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t.Error(err)
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}
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// Send it again since it exists now
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err = m.websocketDataHandler(exchName, &order.Detail{
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Exchange: exchName,
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OrderID: orderID,
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Amount: 1338,
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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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updated, err := m.orderManager.GetByExchangeAndID(origOrder.Exchange, origOrder.OrderID)
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if err != nil {
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t.Error(err)
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}
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if updated.Amount != 1338 {
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t.Error("Bad pipeline")
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}
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err = m.websocketDataHandler(exchName, &order.Detail{
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Exchange: "Bitstamp",
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OrderID: orderID,
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Status: order.Active,
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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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updated, err = m.orderManager.GetByExchangeAndID(origOrder.Exchange, origOrder.OrderID)
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if err != nil {
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t.Error(err)
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}
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if updated.Status != order.Active {
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t.Error("Expected order to be modified to Active")
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}
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// Send some gibberish
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err = m.websocketDataHandler(exchName, order.Stop)
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if err != nil {
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t.Error(err)
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}
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err = m.websocketDataHandler(exchName, stream.UnhandledMessageWarning{
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Message: "there's an issue here's a tissue"},
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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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classificationError := order.ClassificationError{
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Exchange: "test",
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OrderID: "one",
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Err: errors.New("lol"),
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}
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err = m.websocketDataHandler(exchName, classificationError)
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if err == nil {
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t.Error("Expected error")
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}
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if !errors.Is(err, classificationError.Err) {
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t.Errorf("error '%v', expected '%v'", err, classificationError.Err)
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}
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err = m.websocketDataHandler(exchName, &orderbook.Base{
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Exchange: "Bitstamp",
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Pair: currency.NewPair(currency.BTC, currency.USD),
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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.websocketDataHandler(exchName, "this is a test string")
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if err != nil {
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t.Error(err)
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}
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}
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func TestRegisterWebsocketDataHandlerWithFunctionality(t *testing.T) {
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t.Parallel()
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var m *websocketRoutineManager
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err := m.registerWebsocketDataHandler(nil, false)
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if !errors.Is(err, ErrNilSubsystem) {
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t.Fatalf("received: '%v' but expected: '%v'", err, ErrNilSubsystem)
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}
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m = new(websocketRoutineManager)
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m.shutdown = make(chan struct{})
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err = m.registerWebsocketDataHandler(nil, false)
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if !errors.Is(err, errNilWebsocketDataHandlerFunction) {
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t.Fatalf("received: '%v' but expected: '%v'", err, errNilWebsocketDataHandlerFunction)
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}
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// externally defined capture device
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dataChan := make(chan interface{})
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fn := func(_ string, data interface{}) error {
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switch data.(type) {
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case string:
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dataChan <- data
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default:
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}
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return nil
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}
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err = m.registerWebsocketDataHandler(fn, true)
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if !errors.Is(err, nil) {
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t.Fatalf("received: '%v' but expected: '%v'", err, nil)
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}
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if len(m.dataHandlers) != 1 {
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t.Fatal("unexpected data handlers registered")
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}
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mock := stream.New()
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mock.ToRoutine = make(chan interface{})
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m.started = 1
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err = m.websocketDataReceiver(mock)
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if err != nil {
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t.Fatal(err)
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}
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mock.ToRoutine <- nil
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mock.ToRoutine <- 1336
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mock.ToRoutine <- "intercepted"
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if r := <-dataChan; r != "intercepted" {
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t.Fatal("unexpected value received")
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}
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close(m.shutdown)
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m.wg.Wait()
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}
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func TestSetWebsocketDataHandler(t *testing.T) {
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t.Parallel()
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var m *websocketRoutineManager
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err := m.setWebsocketDataHandler(nil)
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if !errors.Is(err, ErrNilSubsystem) {
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t.Fatalf("received: '%v' but expected: '%v'", err, ErrNilSubsystem)
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}
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m = new(websocketRoutineManager)
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m.shutdown = make(chan struct{})
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err = m.setWebsocketDataHandler(nil)
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if !errors.Is(err, errNilWebsocketDataHandlerFunction) {
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t.Fatalf("received: '%v' but expected: '%v'", err, errNilWebsocketDataHandlerFunction)
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}
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err = m.registerWebsocketDataHandler(m.websocketDataHandler, false)
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if !errors.Is(err, nil) {
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t.Fatalf("received: '%v' but expected: '%v'", err, nil)
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}
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err = m.registerWebsocketDataHandler(m.websocketDataHandler, false)
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if !errors.Is(err, nil) {
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t.Fatalf("received: '%v' but expected: '%v'", err, nil)
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}
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err = m.registerWebsocketDataHandler(m.websocketDataHandler, false)
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if !errors.Is(err, nil) {
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t.Fatalf("received: '%v' but expected: '%v'", err, nil)
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}
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if len(m.dataHandlers) != 3 {
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t.Fatal("unexpected data handler count")
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}
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err = m.setWebsocketDataHandler(m.websocketDataHandler)
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if !errors.Is(err, nil) {
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t.Fatalf("received: '%v' but expected: '%v'", err, nil)
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}
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if len(m.dataHandlers) != 1 {
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t.Fatal("unexpected data handler count")
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}
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}
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