package common import ( "context" "strconv" "testing" "time" "git.qtrade.icu/lychiyu/bbgo/pkg/bbgo" "git.qtrade.icu/lychiyu/bbgo/pkg/types" "git.qtrade.icu/lychiyu/bbgo/pkg/types/mocks" "github.com/sirupsen/logrus" "github.com/stretchr/testify/assert" "go.uber.org/mock/gomock" ) func TestSyncActiveOrders(t *testing.T) { assert := assert.New(t) mockCtrl := gomock.NewController(t) defer mockCtrl.Finish() ctx, cancel := context.WithCancel(context.Background()) defer cancel() log := logrus.WithField("strategy", "test") symbol := "ETHUSDT" t.Run("all open orders are match with active orderbook", func(t *testing.T) { mockOrderQueryService := mocks.NewMockExchangeOrderQueryService(mockCtrl) mockExchange := mocks.NewMockExchange(mockCtrl) activeOrderbook := bbgo.NewActiveOrderBook(symbol) order := types.Order{ OrderID: 1, Status: types.OrderStatusNew, } order.Symbol = symbol opts := SyncActiveOrdersOpts{ Logger: log, Exchange: mockExchange, OrderQueryService: mockOrderQueryService, ActiveOrderBook: activeOrderbook, OpenOrders: []types.Order{order}, } activeOrderbook.Add(order) assert.NoError(SyncActiveOrders(ctx, opts)) // verify active orderbook activeOrders := activeOrderbook.Orders() assert.Equal(1, len(activeOrders)) assert.Equal(uint64(1), activeOrders[0].OrderID) assert.Equal(types.OrderStatusNew, activeOrders[0].Status) }) t.Run("there is order in active orderbook but not in open orders", func(t *testing.T) { mockOrderQueryService := mocks.NewMockExchangeOrderQueryService(mockCtrl) mockExchange := mocks.NewMockExchange(mockCtrl) activeOrderbook := bbgo.NewActiveOrderBook(symbol) order := types.Order{ OrderID: 1, Status: types.OrderStatusNew, SubmitOrder: types.SubmitOrder{ Symbol: symbol, }, } updatedOrder := order updatedOrder.Status = types.OrderStatusFilled opts := SyncActiveOrdersOpts{ Logger: log, ActiveOrderBook: activeOrderbook, OrderQueryService: mockOrderQueryService, Exchange: mockExchange, OpenOrders: nil, } activeOrderbook.Add(order) mockOrderQueryService.EXPECT().QueryOrder(ctx, types.OrderQuery{ Symbol: symbol, OrderID: strconv.FormatUint(order.OrderID, 10), }).Return(&updatedOrder, nil) assert.NoError(SyncActiveOrders(ctx, opts)) // verify active orderbook activeOrders := activeOrderbook.Orders() assert.Equal(0, len(activeOrders)) }) t.Run("there is order on open orders but not in active orderbook", func(t *testing.T) { mockOrderQueryService := mocks.NewMockExchangeOrderQueryService(mockCtrl) mockExchange := mocks.NewMockExchange(mockCtrl) activeOrderbook := bbgo.NewActiveOrderBook(symbol) order := types.Order{ OrderID: 1, Status: types.OrderStatusNew, SubmitOrder: types.SubmitOrder{ Symbol: symbol, }, CreationTime: types.Time(time.Now()), } opts := SyncActiveOrdersOpts{ Logger: log, ActiveOrderBook: activeOrderbook, OrderQueryService: mockOrderQueryService, Exchange: mockExchange, OpenOrders: []types.Order{order}, } assert.NoError(SyncActiveOrders(ctx, opts)) // verify active orderbook activeOrders := activeOrderbook.Orders() assert.Equal(1, len(activeOrders)) assert.Equal(uint64(1), activeOrders[0].OrderID) assert.Equal(types.OrderStatusNew, activeOrders[0].Status) }) t.Run("there is order on open order but not in active orderbook also order in active orderbook but not on open orders", func(t *testing.T) { mockOrderQueryService := mocks.NewMockExchangeOrderQueryService(mockCtrl) mockExchange := mocks.NewMockExchange(mockCtrl) activeOrderbook := bbgo.NewActiveOrderBook(symbol) order1 := types.Order{ OrderID: 1, Status: types.OrderStatusNew, SubmitOrder: types.SubmitOrder{ Symbol: symbol, }, } updatedOrder1 := order1 updatedOrder1.Status = types.OrderStatusFilled order2 := types.Order{ OrderID: 2, Status: types.OrderStatusNew, SubmitOrder: types.SubmitOrder{ Symbol: symbol, }, } opts := SyncActiveOrdersOpts{ Logger: log, ActiveOrderBook: activeOrderbook, OrderQueryService: mockOrderQueryService, Exchange: mockExchange, OpenOrders: []types.Order{order2}, } activeOrderbook.Add(order1) mockOrderQueryService.EXPECT().QueryOrder(ctx, types.OrderQuery{ Symbol: symbol, OrderID: strconv.FormatUint(order1.OrderID, 10), }).Return(&updatedOrder1, nil) assert.NoError(SyncActiveOrders(ctx, opts)) // verify active orderbook activeOrders := activeOrderbook.Orders() assert.Equal(1, len(activeOrders)) assert.Equal(uint64(2), activeOrders[0].OrderID) assert.Equal(types.OrderStatusNew, activeOrders[0].Status) }) }