gocryptotrader/exchanges/order/timeinforce_test.go

package order

import (
	"strings"
	"testing"

	"github.com/stretchr/testify/assert"
	"github.com/stretchr/testify/require"
	"github.com/thrasher-corp/gocryptotrader/encoding/json"
)

func TestTimeInForceIs(t *testing.T) {
	t.Parallel()
	tifValuesMap := map[TimeInForce][]TimeInForce{
		GoodTillCancel | PostOnly:   {GoodTillCancel, PostOnly},
		GoodTillCancel:              {GoodTillCancel},
		GoodTillCrossing | PostOnly: {GoodTillCrossing, PostOnly},
		GoodTillDay:                 {GoodTillDay},
		GoodTillTime:                {GoodTillTime},
		GoodTillTime | PostOnly:     {GoodTillTime, PostOnly},
		ImmediateOrCancel:           {ImmediateOrCancel},
		FillOrKill:                  {FillOrKill},
		PostOnly:                    {PostOnly},
		GoodTillCrossing:            {GoodTillCrossing},
		StopOrReduce:                {StopOrReduce},
	}
	for tif, exps := range tifValuesMap {
		for _, v := range exps {
			assert.Truef(t, tif.Is(v), "%s should be %s", tif, v)
		}
	}
}

func TestIsValid(t *testing.T) {
	t.Parallel()
	timeInForceValidityMap := map[TimeInForce]bool{
		TimeInForce(1):                     false,
		ImmediateOrCancel:                  true,
		GoodTillTime:                       true,
		GoodTillCancel:                     true,
		GoodTillDay:                        true,
		FillOrKill:                         true,
		PostOnly:                           true,
		FillOrKill | ImmediateOrCancel:     false,
		FillOrKill | GoodTillCancel:        false,
		FillOrKill | PostOnly:              false,
		ImmediateOrCancel | GoodTillCancel: false,
		ImmediateOrCancel | PostOnly:       false,
		GoodTillTime | PostOnly:            true,
		GoodTillDay | PostOnly:             true,
		GoodTillCrossing | PostOnly:        true,
		GoodTillCancel | PostOnly:          true,
		StopOrReduce:                       true,
		UnknownTIF:                         true,
	}
	for tif, value := range timeInForceValidityMap {
		assert.Equal(t, value, tif.IsValid())
	}
}

var timeInForceStringToValueMap = map[string]struct {
	TIF   TimeInForce
	Error error
}{
	"GoodTillCancel":      {TIF: GoodTillCancel},
	"GOOD_TILL_CANCELED":  {TIF: GoodTillCancel},
	"GTT":                 {TIF: GoodTillTime},
	"GOOD_TIL_TIME":       {TIF: GoodTillTime},
	"FILLORKILL":          {TIF: FillOrKill},
	"immedIate_Or_Cancel": {TIF: ImmediateOrCancel},
	"IOC":                 {TIF: ImmediateOrCancel},
	"immediate_or_cancel": {TIF: ImmediateOrCancel},
	"IMMEDIATE_OR_CANCEL": {TIF: ImmediateOrCancel},
	"IMMEDIATEORCANCEL":   {TIF: ImmediateOrCancel},
	"GOOD_TILL_CANCELLED": {TIF: GoodTillCancel},
	"good_till_day":       {TIF: GoodTillDay},
	"GOOD_TILL_DAY":       {TIF: GoodTillDay},
	"GTD":                 {TIF: GoodTillDay},
	"GOODtillday":         {TIF: GoodTillDay},
	"PoC":                 {TIF: PostOnly},
	"PendingORCANCEL":     {TIF: PostOnly},
	"GTX":                 {TIF: GoodTillCrossing},
	"GOOD_TILL_CROSSING":  {TIF: GoodTillCrossing},
	"Good Til crossing":   {TIF: GoodTillCrossing},
	"sor":                 {TIF: StopOrReduce},
	"STOP_OR_REDUCE":      {TIF: StopOrReduce},
	"abcdfeg":             {TIF: UnknownTIF, Error: ErrInvalidTimeInForce},
}

func TestStringToTimeInForce(t *testing.T) {
	t.Parallel()
	for tk, exp := range timeInForceStringToValueMap {
		t.Run(tk, func(t *testing.T) {
			t.Parallel()
			result, err := StringToTimeInForce(tk)
			if exp.Error != nil {
				require.ErrorIs(t, err, exp.Error)
			} else {
				require.NoError(t, err)
			}
			assert.Equal(t, exp.TIF, result)
		})
	}
}

func TestString(t *testing.T) {
	t.Parallel()
	valMap := map[TimeInForce]string{
		ImmediateOrCancel:              "IOC",
		GoodTillCancel:                 "GTC",
		GoodTillTime:                   "GTT",
		GoodTillDay:                    "GTD",
		FillOrKill:                     "FOK",
		UnknownTIF:                     "",
		PostOnly:                       "POSTONLY",
		GoodTillCancel | PostOnly:      "GTC,POSTONLY",
		GoodTillTime | PostOnly:        "GTT,POSTONLY",
		GoodTillDay | PostOnly:         "GTD,POSTONLY",
		FillOrKill | ImmediateOrCancel: "IOC,FOK",
		StopOrReduce:                   "SOR",
		TimeInForce(1):                 "UNKNOWN",
	}
	for x := range valMap {
		assert.Equal(t, valMap[x], x.String())
		assert.Equal(t, strings.ToLower(valMap[x]), x.Lower())
	}
}

func TestUnmarshalJSON(t *testing.T) {
	t.Parallel()
	targets := []TimeInForce{
		GoodTillCancel | PostOnly | ImmediateOrCancel, GoodTillCancel | PostOnly, GoodTillCancel, UnknownTIF, PostOnly | ImmediateOrCancel,
		GoodTillCancel, GoodTillCancel, PostOnly, PostOnly, ImmediateOrCancel, GoodTillDay, GoodTillDay, GoodTillTime, FillOrKill, FillOrKill, StopOrReduce,
	}
	data := []byte(`{"tifs": ["GTC,POSTONLY,IOC", "GTC,POSTONLY", "GTC", "", "POSTONLY,IOC", "GoodTilCancel", "GoodTILLCANCEL", "POST_ONLY", "POC","IOC", "GTD", "gtd","gtt", "fok", "fillOrKill", "SOR"]}`)
	target := &struct {
		TIFs []TimeInForce `json:"tifs"`
	}{}
	err := json.Unmarshal(data, &target)
	require.NoError(t, err)
	require.Equal(t, targets, target.TIFs)

	data = []byte(`{"tifs": ["abcd,POSTONLY,IOC", "GTC,POSTONLY", "GTC", "", "POSTONLY,IOC", "GoodTilCancel", "GoodTILLCANCEL", "POST_ONLY", "POC","IOC", "GTD", "gtd","gtt", "fok", "fillOrKill", "SOR"]}`)
	target = &struct {
		TIFs []TimeInForce `json:"tifs"`
	}{}
	err = json.Unmarshal(data, &target)
	require.ErrorIs(t, err, ErrInvalidTimeInForce)
}

func TestMarshalJSON(t *testing.T) {
	t.Parallel()
	data, err := json.Marshal(GoodTillCrossing)
	require.NoError(t, err)
	assert.Equal(t, []byte(`"GTX"`), data)

	data = []byte(`{"tif":"IOC"}`)
	target := &struct {
		TimeInForce TimeInForce `json:"tif"`
	}{}
	err = json.Unmarshal(data, &target)
	require.NoError(t, err)
	assert.Equal(t, "IOC", target.TimeInForce.String())
}

// BenchmarkStringToTimeInForce-8            416595              2834 ns/op            1368 B/op         81 allocs/op
func BenchmarkStringToTimeInForce(b *testing.B) {
	for b.Loop() {
		for k := range timeInForceStringToValueMap {
			_, _ = StringToTimeInForce(k)
		}
	}
}