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batch: add TradeQueryOptionsMatcher for testing trade query options

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c9s 2024-06-20 16:54:05 +08:00
parent df125c0efb
commit 1dc1afc993
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2 changed files with 65 additions and 4 deletions
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3
pkg/exchange/batch/trade.go
View File

@ -31,6 +31,7 @@ func (e TradeBatchQuery) Query(
return e.ExchangeTradeHistoryService.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
StartTime: &startTime,
EndTime: &endTime,
Limit: options.Limit,
LastTradeID: options.LastTradeID,
})
},
@ -45,7 +46,7 @@ func (e TradeBatchQuery) Query(
return trade.Key().String()
},
JumpIfEmpty: 23 * time.Hour, // exchange may not have trades in the last 24 hours
JumpIfEmpty: 24*time.Hour - 5*time.Minute, // exchange may not have trades in the last 24 hours
}
for _, opt := range opts {

66
pkg/exchange/batch/trade_test.go
View File

@ -2,6 +2,7 @@ package batch
import (
"context"
"fmt"
"sync"
"testing"
"time"
@ -14,6 +15,49 @@ import (
"github.com/c9s/bbgo/pkg/types/mocks"
)
func matchTradeQueryOptions(expected *types.TradeQueryOptions) *TradeQueryOptionsMatcher {
return &TradeQueryOptionsMatcher{
expected: expected,
}
}
type TradeQueryOptionsMatcher struct {
expected *types.TradeQueryOptions
}
func (m TradeQueryOptionsMatcher) Matches(arg interface{}) bool {
given, ok := arg.(*types.TradeQueryOptions)
if !ok {
return false
}
if given.StartTime != nil && m.expected.StartTime != nil {
if !given.StartTime.Equal(*m.expected.StartTime) {
return false
}
}
if given.EndTime != nil && m.expected.EndTime != nil {
if !given.EndTime.Equal(*m.expected.EndTime) {
return false
}
}
if given.Limit != m.expected.Limit {
return false
}
if given.LastTradeID != m.expected.LastTradeID {
return false
}
return true
}
func (m TradeQueryOptionsMatcher) String() string {
return fmt.Sprintf("%+v", m.expected)
}
func Test_TradeBatchQuery(t *testing.T) {
ctrl := gomock.NewController(t)
defer ctrl.Finish()
@ -55,7 +99,7 @@ func Test_TradeBatchQuery(t *testing.T) {
mockExchange = mocks.NewMockExchangeTradeHistoryService(ctrl)
)
mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).DoAndReturn(
mockExchange.EXPECT().QueryTrades(ctx, expSymbol, matchTradeQueryOptions(expOptions)).DoAndReturn(
func(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
assert.Equal(t, startTime, *options.StartTime)
assert.Equal(t, endTime, *options.EndTime)
@ -63,7 +107,13 @@ func Test_TradeBatchQuery(t *testing.T) {
assert.Equal(t, expOptions.Limit, options.Limit)
return queryTrades1, nil
}).Times(1)
mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).DoAndReturn(
mockExchange.EXPECT().QueryTrades(ctx, expSymbol, matchTradeQueryOptions(&types.TradeQueryOptions{
StartTime: timePtr(queryTrades1[0].Time.Time()),
EndTime: expOptions.EndTime,
LastTradeID: 1,
Limit: 50,
})).DoAndReturn(
func(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
assert.Equal(t, queryTrades1[0].Time.Time(), *options.StartTime)
assert.Equal(t, endTime, *options.EndTime)
@ -71,7 +121,13 @@ func Test_TradeBatchQuery(t *testing.T) {
assert.Equal(t, expOptions.Limit, options.Limit)
return queryTrades2, nil
}).Times(1)
mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).DoAndReturn(
mockExchange.EXPECT().QueryTrades(ctx, expSymbol, matchTradeQueryOptions(&types.TradeQueryOptions{
StartTime: timePtr(queryTrades2[1].Time.Time()),
EndTime: expOptions.EndTime,
LastTradeID: queryTrades2[1].ID,
Limit: 50,
})).DoAndReturn(
func(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
assert.Equal(t, queryTrades2[1].Time.Time(), *options.StartTime)
assert.Equal(t, endTime, *options.EndTime)
@ -138,3 +194,7 @@ func Test_TradeBatchQuery(t *testing.T) {
assert.Equal(t, rcvCount, 0)
})
}
func timePtr(t time.Time) *time.Time {
return &t
}