Files
gocryptotrader/exchanges/ticker/ticker_test.go
Ryan O'Hara-Reid a2381310da GCT: general updates across codebase (#699)
* orderbook: export orderbook nodes for external strategy inspection

* orderbook: Add in methods for locking and unlocking multiple books at the same time e.g. book1.LockWith(book2); defer book1.UnlockWith(book2)

* include waiting functionality for depth change alert

* backtester: add word.

* log: include logger changes to impl with downstream integration

* engine: reduce params for loading exchange

* assort: rm verbose in tests, change wording in ob, expose sync.waitgroup for ext. sync options

* ticker: reduce map look ups and contention when using RW mutex when there are over 80% writes adds find last function to get the latest rate

* engine/syncmanager: add in waitgroup for step over for external package calls

* cleaup

* engine: linter fix

* currency/fx: include all references to fiat currencies to default

* orderbook: Add in fields to Unsafe type for strategies to detect potential out of sync book operations

* syncmanager: changed config variable to display correct time

* ordermanager: Add time when none provided

* currency/manager: update getasset param to get enabled assets for minor optimizations

* ftx: use get all wallet balances for a better accounts breakdown

* orderbook: unlock in reverse order

* bithumb: fixes bug on market buy and sell orders

* bithumb: fix bug for nonce is also time window sensitive

* bithumb: get orders add required parameter

* bithumb: Add asset type to account struct

* currency: improve log output when checking currency and it fails

* bithumb: Add error return on incomplete pair

* ticker:unexport all service related methods

* ticker/currency: fixes

* orderbook: fix comment

* engine: revert variable name in LoadExchange method

* sync_manager: fix panic when enabling disabling manager

* engine: fix naming convention of exported function and comments

* engine: update comment

* orderbook: fix comment for unsafe type
2021-07-29 14:42:28 +10:00

419 lines
9.3 KiB
Go

package ticker
import (
"errors"
"log"
"math/rand"
"os"
"strconv"
"sync"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/dispatch"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
func TestMain(m *testing.M) {
err := dispatch.Start(1, dispatch.DefaultJobsLimit)
if err != nil {
log.Fatal(err)
}
cpyMux = service.mux
os.Exit(m.Run())
}
var cpyMux *dispatch.Mux
func TestSubscribeTicker(t *testing.T) {
_, err := SubscribeTicker("", currency.Pair{}, asset.Item(""))
if err == nil {
t.Error("error cannot be nil")
}
p := currency.NewPair(currency.BTC, currency.USD)
// force error
service.mux = nil
err = ProcessTicker(&Price{
Pair: p,
ExchangeName: "subscribetest",
AssetType: asset.Spot})
if err == nil {
t.Error("error cannot be nil")
}
sillyP := p
sillyP.Base = currency.GALA_NEO
err = ProcessTicker(&Price{
Pair: sillyP,
ExchangeName: "subscribetest",
AssetType: asset.Spot})
if err == nil {
t.Error("error cannot be nil")
}
sillyP.Quote = currency.AAA
err = ProcessTicker(&Price{
Pair: sillyP,
ExchangeName: "subscribetest",
AssetType: asset.Spot})
if err == nil {
t.Error("error cannot be nil")
}
err = ProcessTicker(&Price{
Pair: sillyP,
ExchangeName: "subscribetest",
AssetType: "silly",
})
if err == nil {
t.Error("error cannot be nil")
}
// reinstate mux
service.mux = cpyMux
err = ProcessTicker(&Price{
Pair: p,
ExchangeName: "subscribetest",
AssetType: asset.Spot})
if err != nil {
t.Fatal(err)
}
_, err = SubscribeTicker("subscribetest", p, asset.Spot)
if err != nil {
t.Error("cannot subscribe to ticker", err)
}
}
func TestSubscribeToExchangeTickers(t *testing.T) {
_, err := SubscribeToExchangeTickers("")
if err == nil {
t.Error("error cannot be nil")
}
p := currency.NewPair(currency.BTC, currency.USD)
err = ProcessTicker(&Price{
Pair: p,
ExchangeName: "subscribeExchangeTest",
AssetType: asset.Spot})
if err != nil {
t.Error(err)
}
_, err = SubscribeToExchangeTickers("subscribeExchangeTest")
if err != nil {
t.Error("error cannot be nil", err)
}
}
func TestGetTicker(t *testing.T) {
newPair, err := currency.NewPairFromStrings("BTC", "USD")
if err != nil {
t.Fatal(err)
}
priceStruct := Price{
Pair: newPair,
Last: 1200,
High: 1298,
Low: 1148,
Bid: 1195,
Ask: 1220,
Volume: 5,
PriceATH: 1337,
ExchangeName: "bitfinex",
AssetType: asset.Spot,
}
err = ProcessTicker(&priceStruct)
if err != nil {
t.Fatal("ProcessTicker error", err)
}
tickerPrice, err := GetTicker("bitfinex", newPair, asset.Spot)
if err != nil {
t.Errorf("Ticker GetTicker init error: %s", err)
}
if !tickerPrice.Pair.Equal(newPair) {
t.Error("ticker tickerPrice.CurrencyPair value is incorrect")
}
_, err = GetTicker("blah", newPair, asset.Spot)
if err == nil {
t.Fatal("TestGetTicker returned nil error on invalid exchange")
}
newPair.Base = currency.ETH
_, err = GetTicker("bitfinex", newPair, asset.Spot)
if err == nil {
t.Fatal("TestGetTicker returned ticker for invalid first currency")
}
btcltcPair, err := currency.NewPairFromStrings("BTC", "LTC")
if err != nil {
t.Fatal(err)
}
_, err = GetTicker("bitfinex", btcltcPair, asset.Spot)
if err == nil {
t.Fatal("TestGetTicker returned ticker for invalid second currency")
}
priceStruct.PriceATH = 9001
priceStruct.Pair.Base = currency.ETH
priceStruct.AssetType = "futures_3m"
err = ProcessTicker(&priceStruct)
if err != nil {
t.Fatal("ProcessTicker error", err)
}
tickerPrice, err = GetTicker("bitfinex", newPair, "futures_3m")
if err != nil {
t.Errorf("Ticker GetTicker init error: %s", err)
}
if tickerPrice.PriceATH != 9001 {
t.Error("ticker tickerPrice.PriceATH value is incorrect")
}
_, err = GetTicker("bitfinex", newPair, "meowCats")
if err == nil {
t.Error("Ticker GetTicker error cannot be nil")
}
priceStruct.AssetType = "meowCats"
err = ProcessTicker(&priceStruct)
if err != nil {
t.Fatal("ProcessTicker error", err)
}
// process update again
err = ProcessTicker(&priceStruct)
if err != nil {
t.Fatal("ProcessTicker error", err)
}
}
func TestFindLast(t *testing.T) {
cp := currency.NewPair(currency.BTC, currency.XRP)
_, err := FindLast(cp, asset.Spot)
if !errors.Is(err, errTickerNotFound) {
t.Errorf("received: %v but expected: %v", err, errTickerNotFound)
}
err = service.update(&Price{Last: 0, ExchangeName: "testerinos", Pair: cp, AssetType: asset.Spot})
if err != nil {
t.Fatal(err)
}
_, err = FindLast(cp, asset.Spot)
if !errors.Is(err, errInvalidTicker) {
t.Errorf("received: %v but expected: %v", err, errInvalidTicker)
}
err = service.update(&Price{Last: 1337, ExchangeName: "testerinos", Pair: cp, AssetType: asset.Spot})
if err != nil {
t.Fatal(err)
}
last, err := FindLast(cp, asset.Spot)
if !errors.Is(err, nil) {
t.Errorf("received: %v but expected: %v", err, nil)
}
if last != 1337 {
t.Fatal("unexpected value")
}
}
func TestProcessTicker(t *testing.T) { // non-appending function to tickers
exchName := "bitstamp"
newPair, err := currency.NewPairFromStrings("BTC", "USD")
if err != nil {
t.Fatal(err)
}
priceStruct := Price{
Last: 1200,
High: 1298,
Low: 1148,
Bid: 1195,
Ask: 1220,
Volume: 5,
PriceATH: 1337,
}
err = ProcessTicker(&priceStruct)
if err == nil {
t.Fatal("empty exchange should throw an err")
}
priceStruct.ExchangeName = exchName
// test for empty pair
err = ProcessTicker(&priceStruct)
if err == nil {
t.Fatal("empty pair should throw an err")
}
// test for empty asset type
priceStruct.Pair = newPair
err = ProcessTicker(&priceStruct)
if err == nil {
t.Fatal("ProcessTicker error cannot be nil")
}
priceStruct.AssetType = asset.Spot
// now process a valid ticker
err = ProcessTicker(&priceStruct)
if err != nil {
t.Fatal("ProcessTicker error", err)
}
result, err := GetTicker(exchName, newPair, asset.Spot)
if err != nil {
t.Fatal("TestProcessTicker failed to create and return a new ticker")
}
if !result.Pair.Equal(newPair) {
t.Fatal("TestProcessTicker pair mismatch")
}
// now test for processing a pair with a different quote currency
newPair, err = currency.NewPairFromStrings("BTC", "AUD")
if err != nil {
t.Fatal(err)
}
priceStruct.Pair = newPair
err = ProcessTicker(&priceStruct)
if err != nil {
t.Fatal("ProcessTicker error", err)
}
_, err = GetTicker(exchName, newPair, asset.Spot)
if err != nil {
t.Fatal("TestProcessTicker failed to create and return a new ticker")
}
_, err = GetTicker(exchName, newPair, asset.Spot)
if err != nil {
t.Fatal("TestProcessTicker failed to return an existing ticker")
}
// now test for processing a pair which has a different base currency
newPair, err = currency.NewPairFromStrings("LTC", "AUD")
if err != nil {
t.Fatal(err)
}
priceStruct.Pair = newPair
err = ProcessTicker(&priceStruct)
if err != nil {
t.Fatal("ProcessTicker error", err)
}
_, err = GetTicker(exchName, newPair, asset.Spot)
if err != nil {
t.Fatal("TestProcessTicker failed to create and return a new ticker")
}
_, err = GetTicker(exchName, newPair, asset.Spot)
if err != nil {
t.Fatal("TestProcessTicker failed to return an existing ticker")
}
type quick struct {
Name string
P currency.Pair
TP Price
}
var testArray []quick
_ = rand.NewSource(time.Now().Unix())
var wg sync.WaitGroup
var sm sync.Mutex
var catastrophicFailure bool
for i := 0; i < 500; i++ {
if catastrophicFailure {
break
}
wg.Add(1)
go func() {
// nolint:gosec // no need to import crypo/rand for testing
newName := "Exchange" + strconv.FormatInt(rand.Int63(), 10)
newPairs, err := currency.NewPairFromStrings("BTC"+strconv.FormatInt(rand.Int63(), 10), // nolint:gosec // no need to import crypo/rand for testing
"USD"+strconv.FormatInt(rand.Int63(), 10)) // nolint:gosec // no need to import crypo/rand for testing
if err != nil {
log.Fatal(err)
}
tp := Price{
Pair: newPairs,
Last: rand.Float64(), // nolint:gosec // no need to import crypo/rand for testing
ExchangeName: newName,
AssetType: asset.Spot,
}
sm.Lock()
err = ProcessTicker(&tp)
if err != nil {
t.Error(err)
catastrophicFailure = true
return
}
testArray = append(testArray, quick{Name: newName, P: newPairs, TP: tp})
sm.Unlock()
wg.Done()
}()
}
if catastrophicFailure {
t.Fatal("ProcessTicker error")
}
wg.Wait()
for _, test := range testArray {
wg.Add(1)
fatalErr := false
go func(test quick) {
result, err := GetTicker(test.Name, test.P, asset.Spot)
if err != nil {
fatalErr = true
return
}
if result.Last != test.TP.Last {
t.Error("TestProcessTicker failed bad values")
}
wg.Done()
}(test)
if fatalErr {
t.Fatal("TestProcessTicker failed to retrieve new ticker")
}
}
wg.Wait()
}
func TestGetAssociation(t *testing.T) {
_, err := service.getAssociations("")
if !errors.Is(err, errExchangeNameIsEmpty) {
t.Errorf("received: %v but expected: %v", err, errExchangeNameIsEmpty)
}
service.mux = nil
_, err = service.getAssociations("getassociation")
if err == nil {
t.Error("error cannot be nil")
}
service.mux = cpyMux
}