74 lines
1.5 KiB
Go
74 lines
1.5 KiB
Go
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package grid2
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import (
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"testing"
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"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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"github.com/stretchr/testify/assert"
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)
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func TestTwinOrderBook(t *testing.T) {
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assert := assert.New(t)
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pins := []Pin{
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Pin(fixedpoint.NewFromInt(3)),
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Pin(fixedpoint.NewFromInt(4)),
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Pin(fixedpoint.NewFromInt(1)),
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Pin(fixedpoint.NewFromInt(5)),
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Pin(fixedpoint.NewFromInt(2)),
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}
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book := newTwinOrderBook(pins)
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assert.Equal(0, book.Size())
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assert.Equal(4, book.EmptyTwinOrderSize())
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for _, pin := range pins {
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twinOrder := book.GetTwinOrder(fixedpoint.Value(pin))
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if fixedpoint.NewFromInt(1) == fixedpoint.Value(pin) {
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assert.Nil(twinOrder)
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continue
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}
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if !assert.NotNil(twinOrder) {
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continue
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}
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assert.False(twinOrder.Exist())
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}
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orders := []types.Order{
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{
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OrderID: 1,
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SubmitOrder: types.SubmitOrder{
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Price: fixedpoint.NewFromInt(2),
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Side: types.SideTypeBuy,
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},
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},
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{
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OrderID: 2,
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SubmitOrder: types.SubmitOrder{
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Price: fixedpoint.NewFromInt(4),
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Side: types.SideTypeSell,
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},
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},
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}
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for _, order := range orders {
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assert.NoError(book.AddOrder(order, false))
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}
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assert.Equal(2, book.Size())
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assert.Equal(2, book.EmptyTwinOrderSize())
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for _, order := range orders {
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pin, err := book.GetTwinOrderPin(order)
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if !assert.NoError(err) {
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continue
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}
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twinOrder := book.GetTwinOrder(pin)
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if !assert.True(twinOrder.Exist()) {
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continue
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}
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assert.Equal(order.OrderID, twinOrder.GetOrder().OrderID)
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}
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}
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