88 lines
2.6 KiB
Go
88 lines
2.6 KiB
Go
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package core
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import (
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"testing"
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"github.com/stretchr/testify/assert"
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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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)
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func TestTradeCollector_NilConvertManager(t *testing.T) {
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symbol := "BTCUSDT"
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position := types.NewPosition(symbol, "BTC", "USDT")
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orderStore := NewOrderStore(symbol)
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collector := NewTradeCollector(symbol, position, orderStore)
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trade := types.Trade{
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ID: 1,
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OrderID: 399,
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Exchange: types.ExchangeBinance,
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Price: fixedpoint.NewFromInt(40000),
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Quantity: fixedpoint.One,
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QuoteQuantity: fixedpoint.NewFromInt(40000),
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Symbol: "BTCUSDT",
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Side: types.SideTypeBuy,
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IsBuyer: true,
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}
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trade = collector.ConvertTrade(trade)
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assert.Equal(t, "BTCUSDT", trade.Symbol)
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}
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func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
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symbol := "BTCUSDT"
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position := types.NewPosition(symbol, "BTC", "USDT")
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orderStore := NewOrderStore(symbol)
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collector := NewTradeCollector(symbol, position, orderStore)
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assert.NotNil(t, collector)
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matched := collector.RecoverTrade(types.Trade{
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ID: 1,
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OrderID: 399,
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Exchange: types.ExchangeBinance,
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Price: fixedpoint.NewFromInt(40000),
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Quantity: fixedpoint.One,
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QuoteQuantity: fixedpoint.NewFromInt(40000),
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Symbol: "BTCUSDT",
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Side: types.SideTypeBuy,
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IsBuyer: true,
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})
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assert.False(t, matched, "should be added to the trade store")
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assert.Equal(t, 1, len(collector.tradeStore.Trades()), "should have 1 trade in the trade store")
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orderStore.Add(types.Order{
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SubmitOrder: types.SubmitOrder{
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Symbol: "BTCUSDT",
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Side: types.SideTypeBuy,
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Type: types.OrderTypeLimit,
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Quantity: fixedpoint.One,
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Price: fixedpoint.NewFromInt(40000),
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},
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Exchange: types.ExchangeBinance,
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OrderID: 399,
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Status: types.OrderStatusFilled,
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ExecutedQuantity: fixedpoint.One,
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IsWorking: false,
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})
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matched = collector.Process()
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assert.True(t, matched)
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assert.Equal(t, 0, len(collector.tradeStore.Trades()), "the found trade should be removed from the trade store")
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matched = collector.ProcessTrade(types.Trade{
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ID: 1,
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OrderID: 399,
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Exchange: types.ExchangeBinance,
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Price: fixedpoint.NewFromInt(40000),
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Quantity: fixedpoint.One,
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QuoteQuantity: fixedpoint.NewFromInt(40000),
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Symbol: "BTCUSDT",
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Side: types.SideTypeBuy,
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IsBuyer: true,
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})
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assert.False(t, matched, "the same trade should not match")
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assert.Equal(t, 0, len(collector.tradeStore.Trades()), "the same trade should not be added to the trade store")
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}
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