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