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grid2: add compound mode order test

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c9s 2022-12-07 14:42:06 +08:00
parent 9d24540826
commit 120a22f0cd
1 changed files with 162 additions and 0 deletions
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162
pkg/strategy/grid2/strategy_test.go
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@ -467,6 +467,168 @@ func TestStrategy_handleOrderFilled(t *testing.T) {
ExecutedQuantity: gridQuantity,
})
})
t.Run("with fee token", func(t *testing.T) {
gridQuantity := number(0.1)
orderID := uint64(1)
s := newTestStrategy()
s.Quantity = gridQuantity
s.grid = s.newGrid()
mockCtrl := gomock.NewController(t)
defer mockCtrl.Finish()
mockService := mocks.NewMockExchangeOrderQueryService(mockCtrl)
mockService.EXPECT().QueryOrderTrades(ctx, types.OrderQuery{
Symbol: "BTCUSDT",
OrderID: "1",
}).Return([]types.Trade{
{
ID: 1,
OrderID: orderID,
Exchange: "binance",
Price: number(11000.0),
Quantity: gridQuantity,
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
IsBuyer: true,
FeeCurrency: "BTC",
Fee: fixedpoint.Zero,
},
}, nil)
s.orderQueryService = mockService
expectedSubmitOrder := types.SubmitOrder{
Symbol: "BTCUSDT",
Type: types.OrderTypeLimit,
Price: number(12_000.0),
Quantity: gridQuantity,
Side: types.SideTypeSell,
TimeInForce: types.TimeInForceGTC,
Market: s.Market,
Tag: "grid",
}
orderExecutor := gridmocks.NewMockOrderExecutor(mockCtrl)
orderExecutor.EXPECT().SubmitOrders(ctx, expectedSubmitOrder).Return([]types.Order{
{SubmitOrder: expectedSubmitOrder},
}, nil)
s.orderExecutor = orderExecutor
s.handleOrderFilled(types.Order{
SubmitOrder: types.SubmitOrder{
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: gridQuantity,
Price: number(11000.0),
TimeInForce: types.TimeInForceGTC,
},
Exchange: "binance",
OrderID: orderID,
Status: types.OrderStatusFilled,
ExecutedQuantity: gridQuantity,
})
})
t.Run("with fee token and compound", func(t *testing.T) {
gridQuantity := number(0.1)
orderID := uint64(1)
s := newTestStrategy()
s.Quantity = gridQuantity
s.Compound = true
s.grid = s.newGrid()
mockCtrl := gomock.NewController(t)
defer mockCtrl.Finish()
mockService := mocks.NewMockExchangeOrderQueryService(mockCtrl)
mockService.EXPECT().QueryOrderTrades(ctx, types.OrderQuery{
Symbol: "BTCUSDT",
OrderID: "1",
}).Return([]types.Trade{
{
ID: 1,
OrderID: orderID,
Exchange: "binance",
Price: number(11000.0),
Quantity: gridQuantity,
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
IsBuyer: true,
FeeCurrency: "BTC",
Fee: fixedpoint.Zero,
},
}, nil)
s.orderQueryService = mockService
expectedSubmitOrder := types.SubmitOrder{
Symbol: "BTCUSDT",
Type: types.OrderTypeLimit,
Price: number(12_000.0),
Quantity: gridQuantity,
Side: types.SideTypeSell,
TimeInForce: types.TimeInForceGTC,
Market: s.Market,
Tag: "grid",
}
orderExecutor := gridmocks.NewMockOrderExecutor(mockCtrl)
orderExecutor.EXPECT().SubmitOrders(ctx, expectedSubmitOrder).Return([]types.Order{
{SubmitOrder: expectedSubmitOrder},
}, nil)
expectedSubmitOrder2 := types.SubmitOrder{
Symbol: "BTCUSDT",
Type: types.OrderTypeLimit,
Price: number(11_000.0),
Quantity: number(0.1090909),
Side: types.SideTypeBuy,
TimeInForce: types.TimeInForceGTC,
Market: s.Market,
Tag: "grid",
}
orderExecutor.EXPECT().SubmitOrders(ctx, expectedSubmitOrder2).Return([]types.Order{
{SubmitOrder: expectedSubmitOrder2},
}, nil)
s.orderExecutor = orderExecutor
s.handleOrderFilled(types.Order{
SubmitOrder: types.SubmitOrder{
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: gridQuantity,
Price: number(11000.0),
TimeInForce: types.TimeInForceGTC,
},
Exchange: "binance",
OrderID: 1,
Status: types.OrderStatusFilled,
ExecutedQuantity: gridQuantity,
})
s.handleOrderFilled(types.Order{
SubmitOrder: types.SubmitOrder{
Symbol: "BTCUSDT",
Side: types.SideTypeSell,
Type: types.OrderTypeLimit,
Quantity: gridQuantity,
Price: number(12000.0),
TimeInForce: types.TimeInForceGTC,
},
Exchange: "binance",
OrderID: 2,
Status: types.OrderStatusFilled,
ExecutedQuantity: gridQuantity,
})
})
}
func TestStrategy_aggregateOrderBaseFeeRetry(t *testing.T) {