bbgo/pkg/pricesolver/simple_test.go

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package pricesolver
import (
"testing"
"git.qtrade.icu/lychiyu/bbgo/pkg/types"
"github.com/stretchr/testify/assert"
)
func TestSimplePriceResolver(t *testing.T) {
markets := types.MarketMap{
"BTCUSDT": types.Market{
BaseCurrency: "BTC",
QuoteCurrency: "USDT",
},
"ETHUSDT": types.Market{
BaseCurrency: "ETH",
QuoteCurrency: "USDT",
},
"BTCTWD": types.Market{
BaseCurrency: "BTC",
QuoteCurrency: "TWD",
},
"ETHTWD": types.Market{
BaseCurrency: "ETH",
QuoteCurrency: "TWD",
},
"USDTTWD": types.Market{
BaseCurrency: "USDT",
QuoteCurrency: "TWD",
},
"ETHBTC": types.Market{
BaseCurrency: "ETH",
QuoteCurrency: "BTC",
},
}
t.Run("direct reference", func(t *testing.T) {
pm := NewSimplePriceResolver(markets)
pm.UpdateFromTrade(types.Trade{
Symbol: "BTCUSDT",
Price: Number(48000.0),
})
pm.UpdateFromTrade(types.Trade{
Symbol: "ETHUSDT",
Price: Number(2800.0),
})
pm.UpdateFromTrade(types.Trade{
Symbol: "USDTTWD",
Price: Number(32.0),
})
finalPrice, ok := pm.ResolvePrice("BTC", "USDT")
if assert.True(t, ok) {
assert.Equal(t, "48000", finalPrice.String())
}
finalPrice, ok = pm.ResolvePrice("ETH", "USDT")
if assert.True(t, ok) {
assert.Equal(t, "2800", finalPrice.String())
}
finalPrice, ok = pm.ResolvePrice("USDT", "TWD")
if assert.True(t, ok) {
assert.Equal(t, "32", finalPrice.String())
}
})
t.Run("simple reference", func(t *testing.T) {
pm := NewSimplePriceResolver(markets)
pm.UpdateFromTrade(types.Trade{
Symbol: "BTCUSDT",
Price: Number(48000.0),
})
pm.UpdateFromTrade(types.Trade{
Symbol: "ETHUSDT",
Price: Number(2800.0),
})
pm.UpdateFromTrade(types.Trade{
Symbol: "USDTTWD",
Price: Number(32.0),
})
finalPrice, ok := pm.ResolvePrice("BTC", "TWD")
if assert.True(t, ok) {
assert.Equal(t, "1536000", finalPrice.String())
}
})
t.Run("crypto reference", func(t *testing.T) {
pm := NewSimplePriceResolver(markets)
pm.UpdateFromTrade(types.Trade{
Symbol: "BTCUSDT",
Price: Number(52000.0),
})
pm.UpdateFromTrade(types.Trade{
Symbol: "ETHBTC",
Price: Number(0.055),
})
pm.UpdateFromTrade(types.Trade{
Symbol: "USDTTWD",
Price: Number(32.0),
})
finalPrice, ok := pm.ResolvePrice("ETH", "USDT")
if assert.True(t, ok) {
assert.Equal(t, "2860", finalPrice.String())
}
})
t.Run("inverse reference", func(t *testing.T) {
pm := NewSimplePriceResolver(markets)
pm.UpdateFromTrade(types.Trade{
Symbol: "BTCTWD",
Price: Number(1536000.0),
})
pm.UpdateFromTrade(types.Trade{
Symbol: "USDTTWD",
Price: Number(32.0),
})
finalPrice, ok := pm.ResolvePrice("BTC", "USDT")
if assert.True(t, ok) {
assert.Equal(t, "48000", finalPrice.String())
}
})
t.Run("inverse reference", func(t *testing.T) {
pm := NewSimplePriceResolver(markets)
pm.UpdateFromTrade(types.Trade{
Symbol: "BTCTWD",
Price: Number(1536000.0),
})
pm.UpdateFromTrade(types.Trade{
Symbol: "USDTTWD",
Price: Number(32.0),
})
finalPrice, ok := pm.ResolvePrice("TWD", "USDT")
if assert.True(t, ok) {
assert.InDelta(t, 0.03125, finalPrice.Float64(), 0.0001)
}
})
}