Files
gocryptotrader/backtester/funding/funding_test.go
cranktakular fd9aaf00a2 Coinbase: Update exchange implementation (#1480)
* Slight enhance of Coinbase tests

Continual enhance of Coinbase tests

The revamp continues

Oh jeez the Orderbook part's unfinished don't look

Coinbase revamp, Orderbook still unfinished

* Coinbase revamp; CreateReport is still WIP

* More coinbase improvements; onto sandbox testing

* Coinbase revamp continues

* Coinbase revamp continues

* Coinbasepro revamp is ceaseless

* Coinbase revamp, starting on advanced trade API

* Coinbase Advanced Trade Starts in Ernest

V3 done, onto V2

Coinbase revamp nears completion

Coinbase revamp nears completion

Test commit should fail

Coinbase revamp nears completion

* Coinbase revamp stage wrapper

* Coinbase wrapper coherence continues

* Coinbase wrapper continues writhing

* Coinbase wrapper & codebase cleanup

* Coinbase updates & wrap progress

* More Coinbase wrapper progress

* Wrapper is wrapped, kinda

* Test & type checking

* Coinbase REST revamp finished

* Post-merge fix

* WS revamp begins

* WS Main Revamp Done?

* CB websocket tidying up

* Coinbase WS wrapperupperer

* Coinbase revamp done??

* Linter progress

* Continued lint cleanup

* Further lint cleanup

* Increased lint coverage

* Does this fix all sloppy reassigns & shadowing?

* Undoing retry policy change

* Documentation regeneration

* Coinbase code improvements

* Providing warning about known issue

* Updating an error to new format

* Making gocritic happy

* Review adherence

* Endpoints moved to V3 & nil pointer fixes

* Removing seemingly superfluous constant

* Glorious improvements

* Removing unused error

* Partial public endpoint addition

* Slight improvements

* Wrapper improvements; still a few errors left in other packages

* A lil Coinbase progress

* Json cleaning

* Lint appeasement

* Config repair

* Config fix (real)

* Little fix

* New public endpoint incorporation

* Additional fixes

* Improvements & Appeasements

* LineSaver

* Additional fixes

* Another fix

* Fixing picked nits

* Quick fixies

* Lil fixes

* Subscriptions: Add List.Enabled

* CoinbasePro: Add subscription templating

* fixup! CoinbasePro: Add subscription templating

* fixup! CoinbasePro: Add subscription templating

* Comment fix

* Subsequent fixes

* Issues hopefully fixed

* Lint fix

* Glorious fixes

* Json formatting

* ShazNits

* (L/N)i(n/)t

* Adding a test

* Tiny test improvement

* Template patch testing

* Fixes

* Further shaznits

* Lint nit

* JWT move and other fixes

* Small nits

* Shaznit, singular

* Post-merge fix

* Post-merge fixes

* Typo fix

* Some glorious nits

* Required changes

* Stop going

* Alias attempt

* Alias fix & test cleanup

* Test fix

* GetDepositAddress logic improvement

* Status update: Fixed

* Lint fix

* Happy birthday to PR 1480

* Cleanups

* Necessary nit corrections

* Fixing sillybug

* As per request

* Programming progress

* Order fixes

* Further fixies

* Test fix

* Pre-merge fixes

* More shaznits

* Context

* Sonic error handling

* Import fix

* Better Sonic error handling

* Perfect Sonic error handling?

* F purge

* Coinbase improvements

* API Update Conformity

* Coinbase continuation

* Coinbase order improvements

* Coinbase order improvements

* CreateOrderConfig improvements

* Managing API updates

* Coinbase API update progression

* jwt rename

* Comment link fix

* Coinbase v2 cleanup

* Post-merge fixes

* Review fixes

* GK's suggestions

* Linter fix

* Minor gbjk fixes

* Nit fixes

* Merge fix

* Lint fixes

* Coinbase rename stage 1

* Coinbase rename stage 2

* Coinbase rename stage 3

* Coinbase rename stage 4

* Coinbase rename final fix

* Coinbase: PoC on converting to request structs

* Applying requested changes

* Many review fixes, handled

* Thrashed by nits

* More minor modifications

* The last nit!?

---------

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-09-16 13:37:00 +10:00

865 lines
23 KiB
Go

package funding
import (
"testing"
"time"
"github.com/shopspring/decimal"
"github.com/stretchr/testify/assert"
"github.com/stretchr/testify/require"
"github.com/thrasher-corp/gocryptotrader/backtester/common"
"github.com/thrasher-corp/gocryptotrader/backtester/data"
"github.com/thrasher-corp/gocryptotrader/backtester/data/kline"
"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/event"
"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/signal"
gctcommon "github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/engine"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/binance"
gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
)
var (
elite = decimal.NewFromInt(1337)
neg = decimal.NewFromInt(-1)
one = decimal.NewFromInt(1)
exchName = "binance"
a = asset.Spot
base = currency.DOGE
quote = currency.XRP
pair = currency.NewPair(base, quote)
)
func TestSetupFundingManager(t *testing.T) {
t.Parallel()
f, err := SetupFundingManager(&engine.ExchangeManager{}, true, false, false)
assert.NoError(t, err)
if !f.usingExchangeLevelFunding {
t.Errorf("expected '%v received '%v'", true, false)
}
if f.disableUSDTracking {
t.Errorf("expected '%v received '%v'", false, true)
}
f, err = SetupFundingManager(&engine.ExchangeManager{}, false, true, true)
assert.NoError(t, err)
if f.usingExchangeLevelFunding {
t.Errorf("expected '%v received '%v'", false, true)
}
if !f.disableUSDTracking {
t.Errorf("expected '%v received '%v'", true, false)
}
if !f.verbose {
t.Errorf("expected '%v received '%v'", true, false)
}
}
func TestReset(t *testing.T) {
t.Parallel()
f, err := SetupFundingManager(&engine.ExchangeManager{}, true, false, false)
assert.NoError(t, err)
baseItem, err := CreateItem(exchName, a, base, decimal.Zero, decimal.Zero)
assert.NoError(t, err)
err = f.AddItem(baseItem)
assert.NoError(t, err)
err = f.Reset()
assert.NoError(t, err)
if f.usingExchangeLevelFunding {
t.Errorf("expected '%v received '%v'", false, true)
}
if f.Exists(baseItem) {
t.Errorf("expected '%v received '%v'", false, true)
}
}
func TestIsUsingExchangeLevelFunding(t *testing.T) {
t.Parallel()
f, err := SetupFundingManager(&engine.ExchangeManager{}, true, false, false)
assert.NoError(t, err)
if !f.IsUsingExchangeLevelFunding() {
t.Errorf("expected '%v received '%v'", true, false)
}
}
func TestTransfer(t *testing.T) {
t.Parallel()
f := FundManager{
usingExchangeLevelFunding: false,
items: nil,
}
err := f.Transfer(decimal.Zero, nil, nil, false)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
err = f.Transfer(decimal.Zero, &Item{}, nil, false)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
err = f.Transfer(decimal.Zero, &Item{}, &Item{}, false)
assert.ErrorIs(t, err, errZeroAmountReceived)
err = f.Transfer(elite, &Item{}, &Item{}, false)
assert.ErrorIs(t, err, errNotEnoughFunds)
item1 := &Item{exchange: "hello", asset: a, currency: base, available: elite}
err = f.Transfer(elite, item1, item1, false)
assert.ErrorIs(t, err, errCannotTransferToSameFunds)
item2 := &Item{exchange: "hello", asset: a, currency: quote}
err = f.Transfer(elite, item1, item2, false)
assert.ErrorIs(t, err, errTransferMustBeSameCurrency)
item2.exchange = "moto"
item2.currency = base
err = f.Transfer(elite, item1, item2, false)
assert.NoError(t, err)
if !item2.available.Equal(elite) {
t.Errorf("received '%v' expected '%v'", item2.available, elite)
}
if !item1.available.IsZero() {
t.Errorf("received '%v' expected '%v'", item1.available, decimal.Zero)
}
item2.transferFee = one
err = f.Transfer(elite, item2, item1, true)
assert.NoError(t, err)
if !item1.available.Equal(elite.Sub(item2.transferFee)) {
t.Errorf("received '%v' expected '%v'", item2.available, elite.Sub(item2.transferFee))
}
}
func TestAddItem(t *testing.T) {
t.Parallel()
f := FundManager{}
err := f.AddItem(nil)
assert.NoError(t, err)
baseItem, err := CreateItem(exchName, a, base, decimal.Zero, decimal.Zero)
assert.NoError(t, err)
err = f.AddItem(baseItem)
assert.NoError(t, err)
err = f.AddItem(baseItem)
assert.ErrorIs(t, err, ErrAlreadyExists)
}
func TestExists(t *testing.T) {
t.Parallel()
f := FundManager{}
if f.Exists(nil) {
t.Errorf("received '%v' expected '%v'", true, false)
}
conflictingSingleItem, err := CreateItem(exchName, a, base, decimal.Zero, decimal.Zero)
assert.NoError(t, err)
err = f.AddItem(conflictingSingleItem)
assert.NoError(t, err)
if !f.Exists(conflictingSingleItem) {
t.Errorf("received '%v' expected '%v'", false, true)
}
baseItem, err := CreateItem(exchName, a, base, decimal.Zero, decimal.Zero)
assert.NoError(t, err)
quoteItem, err := CreateItem(exchName, a, quote, elite, decimal.Zero)
assert.NoError(t, err)
p, err := CreatePair(baseItem, quoteItem)
assert.NoError(t, err)
err = f.AddPair(p)
assert.NoError(t, err)
_, err = f.getFundingForEAP(exchName, a, pair)
assert.NoError(t, err)
// demonstration that you don't need the original *Items
// to check for existence, just matching fields
baseCopy := Item{
exchange: baseItem.exchange,
asset: baseItem.asset,
currency: baseItem.currency,
initialFunds: baseItem.initialFunds,
available: baseItem.available,
reserved: baseItem.reserved,
transferFee: baseItem.transferFee,
pairedWith: baseItem.pairedWith,
trackingCandles: baseItem.trackingCandles,
snapshot: baseItem.snapshot,
isCollateral: baseItem.isCollateral,
collateralCandles: baseItem.collateralCandles,
}
if !f.Exists(&baseCopy) {
t.Errorf("received '%v' expected '%v'", false, true)
}
}
func TestAddPair(t *testing.T) {
t.Parallel()
f := FundManager{}
baseItem, err := CreateItem(exchName, a, pair.Base, decimal.Zero, decimal.Zero)
assert.NoError(t, err)
quoteItem, err := CreateItem(exchName, a, pair.Quote, elite, decimal.Zero)
assert.NoError(t, err)
p, err := CreatePair(baseItem, quoteItem)
assert.NoError(t, err)
err = f.AddPair(p)
assert.NoError(t, err)
_, err = f.getFundingForEAP(exchName, a, pair)
assert.NoError(t, err)
p, err = CreatePair(baseItem, quoteItem)
assert.NoError(t, err)
err = f.AddPair(p)
assert.ErrorIs(t, err, ErrAlreadyExists)
}
func TestGetFundingForEvent(t *testing.T) {
t.Parallel()
e := &fakeEvent{}
f := FundManager{}
_, err := f.GetFundingForEvent(e)
assert.ErrorIs(t, err, ErrFundsNotFound)
baseItem, err := CreateItem(exchName, a, pair.Base, decimal.Zero, decimal.Zero)
assert.NoError(t, err)
quoteItem, err := CreateItem(exchName, a, pair.Quote, elite, decimal.Zero)
assert.NoError(t, err)
p, err := CreatePair(baseItem, quoteItem)
assert.NoError(t, err)
err = f.AddPair(p)
assert.NoError(t, err)
_, err = f.GetFundingForEvent(e)
assert.NoError(t, err)
}
func TestGetFundingForEAP(t *testing.T) {
t.Parallel()
f := FundManager{}
_, err := f.getFundingForEAP(exchName, a, pair)
assert.ErrorIs(t, err, ErrFundsNotFound)
baseItem, err := CreateItem(exchName, a, pair.Base, decimal.Zero, decimal.Zero)
assert.NoError(t, err)
quoteItem, err := CreateItem(exchName, a, pair.Quote, elite, decimal.Zero)
assert.NoError(t, err)
p, err := CreatePair(baseItem, quoteItem)
assert.NoError(t, err)
err = f.AddPair(p)
assert.NoError(t, err)
_, err = f.getFundingForEAP(exchName, a, pair)
assert.NoError(t, err)
_, err = CreatePair(baseItem, nil)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
_, err = CreatePair(nil, quoteItem)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
p, err = CreatePair(baseItem, quoteItem)
assert.NoError(t, err)
err = f.AddPair(p)
assert.ErrorIs(t, err, ErrAlreadyExists)
}
func TestGenerateReport(t *testing.T) {
t.Parallel()
f := FundManager{}
report, err := f.GenerateReport()
assert.NoError(t, err)
if report == nil { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
t.Fatal("shouldn't be nil")
}
if len(report.Items) > 0 { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
t.Error("expected 0")
}
item := &Item{
exchange: exchName,
initialFunds: decimal.NewFromInt(100),
available: decimal.NewFromInt(200),
currency: currency.BTC,
asset: a,
}
err = f.AddItem(item)
if err != nil {
t.Fatal(err)
}
report, err = f.GenerateReport()
assert.NoError(t, err)
if len(report.Items) != 1 {
t.Fatal("expected 1")
}
if report.Items[0].Exchange != item.exchange {
t.Error("expected matching name")
}
f.usingExchangeLevelFunding = true
err = f.AddItem(&Item{
exchange: exchName,
initialFunds: decimal.NewFromInt(100),
available: decimal.NewFromInt(200),
currency: currency.USDT,
asset: a,
})
if err != nil {
t.Fatal(err)
}
dfk := &kline.DataFromKline{
Base: &data.Base{},
Item: &gctkline.Item{
Exchange: exchName,
Pair: currency.NewBTCUSDT(),
Asset: a,
Interval: gctkline.OneHour,
Candles: []gctkline.Candle{
{
Time: time.Now(),
},
},
},
}
err = dfk.Load()
assert.NoError(t, err)
err = f.AddUSDTrackingData(dfk)
assert.NoError(t, err)
f.items[0].trackingCandles = dfk
err = f.CreateSnapshot(dfk.Item.Candles[0].Time)
assert.NoError(t, err)
report, err = f.GenerateReport()
assert.NoError(t, err)
if len(report.Items) != 2 {
t.Fatal("expected 2")
}
if report.Items[0].Exchange != item.exchange {
t.Error("expected matching name")
}
if !report.Items[1].FinalFunds.Equal(decimal.NewFromInt(200)) {
t.Errorf("received %v expected %v", report.Items[1].FinalFunds, decimal.NewFromInt(200))
}
}
func TestCreateSnapshot(t *testing.T) {
t.Parallel()
f := FundManager{}
err := f.CreateSnapshot(time.Time{})
assert.ErrorIs(t, err, gctcommon.ErrDateUnset)
f.items = append(f.items, &Item{})
dfk := &kline.DataFromKline{
Base: &data.Base{},
Item: &gctkline.Item{
Candles: []gctkline.Candle{
{
Time: time.Now(),
},
},
},
}
err = dfk.Load()
assert.ErrorIs(t, err, data.ErrInvalidEventSupplied)
f.items = append(f.items, &Item{
exchange: "test",
asset: asset.Spot,
currency: currency.BTC,
initialFunds: decimal.NewFromInt(1337),
available: decimal.NewFromInt(1337),
reserved: decimal.NewFromInt(1337),
transferFee: decimal.NewFromInt(1337),
trackingCandles: dfk,
})
err = f.CreateSnapshot(dfk.Item.Candles[0].Time)
assert.NoError(t, err)
}
func TestAddUSDTrackingData(t *testing.T) {
t.Parallel()
f := FundManager{}
err := f.AddUSDTrackingData(nil)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
err = f.AddUSDTrackingData(kline.NewDataFromKline())
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
dfk := &kline.DataFromKline{
Base: &data.Base{},
Item: &gctkline.Item{
Candles: []gctkline.Candle{
{
Time: time.Now(),
},
},
},
}
err = dfk.Load()
assert.ErrorIs(t, err, data.ErrInvalidEventSupplied)
quoteItem, err := CreateItem(exchName, a, pair.Quote, elite, decimal.Zero)
assert.NoError(t, err)
err = f.AddItem(quoteItem)
assert.NoError(t, err)
f.disableUSDTracking = true
err = f.AddUSDTrackingData(dfk)
assert.ErrorIs(t, err, ErrUSDTrackingDisabled)
f.disableUSDTracking = false
err = f.AddUSDTrackingData(dfk)
assert.ErrorIs(t, err, errCannotMatchTrackingToItem)
dfk = &kline.DataFromKline{
Base: &data.Base{},
Item: &gctkline.Item{
Exchange: exchName,
Pair: currency.NewPair(pair.Quote, currency.USDT),
Asset: a,
Interval: gctkline.OneHour,
Candles: []gctkline.Candle{
{
Time: time.Now(),
},
},
},
}
err = dfk.Load()
assert.NoError(t, err)
err = f.AddUSDTrackingData(dfk)
assert.NoError(t, err)
usdtItem, err := CreateItem(exchName, a, currency.USDT, elite, decimal.Zero)
assert.NoError(t, err)
err = f.AddItem(usdtItem)
assert.NoError(t, err)
err = f.AddUSDTrackingData(dfk)
assert.NoError(t, err)
}
func TestUSDTrackingDisabled(t *testing.T) {
t.Parallel()
f := FundManager{}
if f.USDTrackingDisabled() {
t.Error("received true, expected false")
}
f.disableUSDTracking = true
if !f.USDTrackingDisabled() {
t.Error("received false, expected true")
}
}
func TestFundingLiquidate(t *testing.T) {
t.Parallel()
f := FundManager{}
err := f.Liquidate(nil)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
f.items = append(f.items, &Item{
exchange: "test",
asset: asset.Spot,
currency: currency.BTC,
available: decimal.NewFromInt(1337),
})
err = f.Liquidate(&signal.Signal{
Base: &event.Base{
Exchange: "test",
AssetType: asset.Spot,
CurrencyPair: currency.NewBTCUSDT(),
},
})
assert.NoError(t, err)
if !f.items[0].available.IsZero() {
t.Errorf("received '%v' expected '%v'", f.items[0].available, "0")
}
}
func TestHasExchangeBeenLiquidated(t *testing.T) {
t.Parallel()
f := FundManager{}
err := f.Liquidate(nil)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
f.items = append(f.items, &Item{
exchange: "test",
asset: asset.Spot,
currency: currency.BTC,
available: decimal.NewFromInt(1337),
})
ev := &signal.Signal{
Base: &event.Base{
Exchange: "test",
AssetType: asset.Spot,
CurrencyPair: currency.NewBTCUSDT(),
},
}
err = f.Liquidate(ev)
assert.NoError(t, err)
if !f.items[0].available.IsZero() {
t.Errorf("received '%v' expected '%v'", f.items[0].available, "0")
}
if has := f.HasExchangeBeenLiquidated(ev); !has {
t.Errorf("received '%v' expected '%v'", has, true)
}
}
func TestGetAllFunding(t *testing.T) {
t.Parallel()
f := FundManager{}
resp, err := f.GetAllFunding()
assert.NoError(t, err)
if len(resp) != 0 {
t.Errorf("received '%v' expected '%v'", len(resp), 0)
}
f.items = append(f.items, &Item{
exchange: "test",
asset: asset.Spot,
currency: currency.BTC,
available: decimal.NewFromInt(1337),
})
resp, err = f.GetAllFunding()
assert.NoError(t, err)
if len(resp) != 1 {
t.Errorf("received '%v' expected '%v'", len(resp), 1)
}
}
func TestHasFutures(t *testing.T) {
t.Parallel()
f := FundManager{}
if has := f.HasFutures(); has {
t.Errorf("received '%v' expected '%v'", has, false)
}
f.items = append(f.items, &Item{
exchange: "test",
asset: asset.Futures,
currency: currency.BTC,
available: decimal.NewFromInt(1337),
})
if has := f.HasFutures(); !has {
t.Errorf("received '%v' expected '%v'", has, true)
}
}
func TestRealisePNL(t *testing.T) {
t.Parallel()
f := FundManager{}
f.items = append(f.items, &Item{
exchange: "test",
asset: asset.Futures,
currency: currency.BTC,
available: decimal.NewFromInt(1336),
isCollateral: true,
})
err := f.RealisePNL("test", asset.Futures, currency.BTC, decimal.NewFromInt(1))
require.NoError(t, err, "RealisePNL must not error")
assert.Equal(t, decimal.NewFromInt(1337), f.items[0].available)
err = f.RealisePNL("test2", asset.Futures, currency.BTC, decimal.NewFromInt(1))
assert.ErrorIs(t, err, ErrFundsNotFound)
}
func TestCreateCollateral(t *testing.T) {
t.Parallel()
collat := &Item{
exchange: "test",
asset: asset.Futures,
currency: currency.BTC,
available: decimal.NewFromInt(1336),
isCollateral: true,
}
contract := &Item{
exchange: "test",
asset: asset.Futures,
currency: currency.DOGE,
available: decimal.NewFromInt(1336),
}
_, err := CreateCollateral(collat, contract)
assert.NoError(t, err, "CreateCollateral should not error")
_, err = CreateCollateral(nil, contract)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
_, err = CreateCollateral(collat, nil)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
}
func TestUpdateCollateral(t *testing.T) {
t.Parallel()
f := &FundManager{}
err := f.UpdateCollateralForEvent(nil, false)
assert.ErrorIs(t, err, common.ErrNilEvent)
ev := &signal.Signal{
Base: &event.Base{
Exchange: exchName,
AssetType: asset.Futures,
CurrencyPair: currency.NewBTCUSD(),
},
}
f.items = append(f.items, &Item{
exchange: exchName,
asset: asset.Spot,
currency: currency.BTC,
available: decimal.NewFromInt(1336),
})
em := engine.NewExchangeManager()
exch, err := em.NewExchangeByName(exchName)
require.NoError(t, err)
exch.SetDefaults()
err = em.Add(exch)
require.NoError(t, err)
f.exchangeManager = em
err = f.UpdateCollateralForEvent(ev, false)
assert.NoError(t, err, "UpdateCollateralForEvent should not error")
f.items = append(f.items, &Item{
exchange: exchName,
asset: asset.Futures,
currency: currency.USD,
available: decimal.NewFromInt(1336),
isCollateral: true,
})
err = f.UpdateCollateralForEvent(ev, false)
assert.ErrorIs(t, err, gctcommon.ErrNotYetImplemented)
}
func TestCreateFuturesCurrencyCode(t *testing.T) {
t.Parallel()
if result := CreateFuturesCurrencyCode(currency.BTC, currency.USDT); result != currency.NewCode("BTC-USDT") {
t.Errorf("received '%v', expected '%v'", result, "BTC-USDT")
}
}
func TestLinkCollateralCurrency(t *testing.T) {
t.Parallel()
f := FundManager{}
err := f.LinkCollateralCurrency(nil, currency.EMPTYCODE)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
item := &Item{}
err = f.LinkCollateralCurrency(item, currency.EMPTYCODE)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
err = f.LinkCollateralCurrency(item, currency.BTC)
assert.ErrorIs(t, err, errNotFutures)
item.asset = asset.Futures
err = f.LinkCollateralCurrency(item, currency.BTC)
assert.NoError(t, err)
if !item.pairedWith.currency.Equal(currency.BTC) {
t.Errorf("received '%v', expected '%v'", currency.BTC, item.pairedWith.currency)
}
err = f.LinkCollateralCurrency(item, currency.LTC)
assert.ErrorIs(t, err, ErrAlreadyExists)
f.items = append(f.items, item.pairedWith)
item.pairedWith = nil
err = f.LinkCollateralCurrency(item, currency.BTC)
assert.NoError(t, err)
}
func TestSetFunding(t *testing.T) {
t.Parallel()
f := &FundManager{}
err := f.SetFunding("", 0, nil, false)
assert.ErrorIs(t, err, gctcommon.ErrExchangeNameNotSet)
err = f.SetFunding(exchName, 0, nil, false)
assert.ErrorIs(t, err, asset.ErrNotSupported)
err = f.SetFunding(exchName, asset.Spot, nil, false)
assert.ErrorIs(t, err, gctcommon.ErrNilPointer)
bal := &account.Balance{}
err = f.SetFunding(exchName, asset.Spot, bal, false)
assert.ErrorIs(t, err, currency.ErrCurrencyCodeEmpty)
bal.Currency = currency.BTC
bal.Total = 1337
err = f.SetFunding(exchName, asset.Spot, bal, false)
assert.NoError(t, err)
if len(f.items) != 1 {
t.Fatalf("received '%v' expected '%v'", len(f.items), 1)
}
if !f.items[0].available.Equal(leet) {
t.Errorf("received '%v' expected '%v'", f.items[0].available, bal.Total)
}
if !f.items[0].initialFunds.Equal(leet) {
t.Errorf("received '%v' expected '%v'", f.items[0].available, bal.Total)
}
bal.Total = 1338
err = f.SetFunding(exchName, asset.Spot, bal, true)
assert.NoError(t, err)
if !f.items[0].available.Equal(decimal.NewFromFloat(bal.Total)) {
t.Errorf("received '%v' expected '%v'", f.items[0].available, bal.Total)
}
if !f.items[0].initialFunds.Equal(leet) {
t.Errorf("received '%v' expected '%v'", f.items[0].available, leet)
}
}
func TestUpdateFundingFromLiveData(t *testing.T) {
t.Parallel()
f := &FundManager{}
err := f.UpdateFundingFromLiveData(false)
assert.ErrorIs(t, err, engine.ErrNilSubsystem)
f.exchangeManager = engine.NewExchangeManager()
err = f.UpdateFundingFromLiveData(false)
assert.NoError(t, err)
ff := &binance.Exchange{}
ff.SetDefaults()
err = f.exchangeManager.Add(ff)
require.NoError(t, err)
err = f.UpdateFundingFromLiveData(false)
assert.ErrorIs(t, err, exchange.ErrCredentialsAreEmpty)
// enter api keys to gain coverage here
apiKey := ""
apiSec := ""
subAccount := ""
if apiKey == "" || apiSec == "" {
// this test requires auth to get coverage
return
}
ff.SetCredentials(apiKey, apiSec, "", subAccount, "", "")
err = f.UpdateFundingFromLiveData(true)
assert.NoError(t, err)
err = f.UpdateFundingFromLiveData(false)
assert.NoError(t, err)
}
func TestUpdateAllCollateral(t *testing.T) {
t.Parallel()
f := &FundManager{}
err := f.UpdateAllCollateral(false, false)
assert.ErrorIs(t, err, engine.ErrNilSubsystem)
f.exchangeManager = engine.NewExchangeManager()
err = f.UpdateAllCollateral(false, false)
assert.NoError(t, err)
ff := &binance.Exchange{}
ff.SetDefaults()
err = f.exchangeManager.Add(ff)
require.NoError(t, err)
err = f.UpdateAllCollateral(false, false)
assert.ErrorIs(t, err, gctcommon.ErrNotYetImplemented)
f.items = []*Item{
{
exchange: exchName,
asset: asset.Spot,
currency: currency.BTC,
isCollateral: true,
},
}
err = f.UpdateAllCollateral(false, false)
assert.ErrorIs(t, err, gctcommon.ErrNotYetImplemented)
f.items[0].trackingCandles = kline.NewDataFromKline()
err = f.items[0].trackingCandles.SetStream([]data.Event{
&fakeEvent{},
})
assert.NoError(t, err)
err = f.UpdateAllCollateral(false, false)
assert.ErrorIs(t, err, gctcommon.ErrNotYetImplemented)
f.items[0].asset = asset.Futures
err = f.UpdateAllCollateral(false, false)
assert.ErrorIs(t, err, gctcommon.ErrNotYetImplemented)
apiKey := ""
apiSec := ""
subAccount := ""
if apiKey == "" || apiSec == "" {
// this test requires auth to get coverage
return
}
ff.SetCredentials(apiKey, apiSec, "", subAccount, "", "")
err = f.UpdateAllCollateral(true, true)
assert.NoError(t, err)
}
var leet = decimal.NewFromInt(1337)
// fakeEvent implements common.Event without
// caring about the response, or dealing with import cycles
type fakeEvent struct{}
func (f *fakeEvent) GetHighPrice() decimal.Decimal { return leet }
func (f *fakeEvent) GetLowPrice() decimal.Decimal { return leet }
func (f *fakeEvent) GetOpenPrice() decimal.Decimal { return leet }
func (f *fakeEvent) GetVolume() decimal.Decimal { return leet }
func (f *fakeEvent) GetOffset() int64 { return 0 }
func (f *fakeEvent) SetOffset(int64) {}
func (f *fakeEvent) IsEvent() bool { return true }
func (f *fakeEvent) GetTime() time.Time { return time.Now() }
func (f *fakeEvent) Pair() currency.Pair { return pair }
func (f *fakeEvent) GetExchange() string { return exchName }
func (f *fakeEvent) GetInterval() gctkline.Interval { return gctkline.OneMin }
func (f *fakeEvent) GetAssetType() asset.Item { return asset.Spot }
func (f *fakeEvent) AppendReason(string) {}
func (f *fakeEvent) GetClosePrice() decimal.Decimal { return elite }
func (f *fakeEvent) AppendReasonf(_ string, _ ...any) {}
func (f *fakeEvent) GetBase() *event.Base { return &event.Base{} }
func (f *fakeEvent) GetUnderlyingPair() currency.Pair { return pair }
func (f *fakeEvent) GetConcatReasons() string { return "" }
func (f *fakeEvent) GetReasons() []string { return nil }