Merge pull request #1256 from bailantaotao/edwni/fix-missing-start-end-time

FIX: fix batch query trade missing time range

pkg/exchange/batch/trade.go

@@ -28,6 +28,8 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
 	query := &AsyncTimeRangedBatchQuery{
 		Type: types.Trade{},
 		Q: func(startTime, endTime time.Time) (interface{}, error) {
+			options.StartTime = &startTime
+			options.EndTime = &endTime
 			return e.ExchangeTradeHistoryService.QueryTrades(ctx, symbol, options)
 		},
 		T: func(obj interface{}) time.Time {

pkg/exchange/batch/trade_test.go

@@ -0,0 +1,140 @@
+package batch
+
+import (
+	"context"
+	"sync"
+	"testing"
+	"time"
+
+	"github.com/golang/mock/gomock"
+	"github.com/pkg/errors"
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/types/mocks"
+)
+
+func Test_TradeBatchQuery(t *testing.T) {
+	ctrl := gomock.NewController(t)
+	defer ctrl.Finish()
+
+	var (
+		ctx          = context.Background()
+		timeNow      = time.Now()
+		startTime    = timeNow.Add(-24 * time.Hour)
+		endTime      = timeNow
+		expSymbol    = "BTCUSDT"
+		queryTrades1 = []types.Trade{
+			{
+				ID:   1,
+				Time: types.Time(startTime.Add(time.Hour)),
+			},
+		}
+		queryTrades2 = []types.Trade{
+			{
+				ID:   2,
+				Time: types.Time(startTime.Add(time.Hour)),
+			},
+			{
+				ID:   3,
+				Time: types.Time(startTime.Add(2 * time.Hour)),
+			},
+		}
+		emptyTrades = []types.Trade{}
+		allRes      = append(queryTrades1, queryTrades2...)
+	)
+
+	t.Run("succeeds", func(t *testing.T) {
+		var (
+			expOptions = &types.TradeQueryOptions{
+				StartTime:   &startTime,
+				EndTime:     &endTime,
+				LastTradeID: 0,
+				Limit:       50,
+			}
+			mockExchange = mocks.NewMockExchangeTradeHistoryService(ctrl)
+		)
+
+		mockExchange.EXPECT().QueryTrades(ctx, expSymbol, 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)
+				assert.Equal(t, uint64(0), options.LastTradeID)
+				assert.Equal(t, expOptions.Limit, options.Limit)
+				return queryTrades1, nil
+			}).Times(1)
+		mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).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)
+				assert.Equal(t, queryTrades1[0].ID, options.LastTradeID)
+				assert.Equal(t, expOptions.Limit, options.Limit)
+				return queryTrades2, nil
+			}).Times(1)
+		mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).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)
+				assert.Equal(t, queryTrades2[1].ID, options.LastTradeID)
+				assert.Equal(t, expOptions.Limit, options.Limit)
+				return emptyTrades, nil
+			}).Times(1)
+
+		tradeBatchQuery := &TradeBatchQuery{ExchangeTradeHistoryService: mockExchange}
+
+		resCh, errC := tradeBatchQuery.Query(ctx, expSymbol, expOptions)
+		wg := sync.WaitGroup{}
+		wg.Add(1)
+		rcvCount := 0
+		go func() {
+			defer wg.Done()
+			for ch := range resCh {
+				assert.Equal(t, allRes[rcvCount], ch)
+				rcvCount++
+			}
+			assert.NoError(t, <-errC)
+		}()
+		wg.Wait()
+		assert.Equal(t, rcvCount, len(allRes))
+	})
+
+	t.Run("failed to call query trades", func(t *testing.T) {
+		var (
+			expOptions = &types.TradeQueryOptions{
+				StartTime:   &startTime,
+				EndTime:     &endTime,
+				LastTradeID: 0,
+				Limit:       50,
+			}
+			mockExchange = mocks.NewMockExchangeTradeHistoryService(ctrl)
+			unknownErr   = errors.New("unknown err")
+		)
+
+		mockExchange.EXPECT().QueryTrades(ctx, expSymbol, 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)
+				assert.Equal(t, uint64(0), options.LastTradeID)
+				assert.Equal(t, expOptions.Limit, options.Limit)
+				return nil, unknownErr
+			}).Times(1)
+
+		tradeBatchQuery := &TradeBatchQuery{ExchangeTradeHistoryService: mockExchange}
+
+		resCh, errC := tradeBatchQuery.Query(ctx, expSymbol, expOptions)
+		wg := sync.WaitGroup{}
+		wg.Add(1)
+		rcvCount := 0
+		go func() {
+			defer wg.Done()
+			for ch := range resCh {
+				assert.Equal(t, allRes[rcvCount], ch)
+				rcvCount++
+			}
+			assert.Equal(t, 0, rcvCount)
+			assert.Equal(t, unknownErr, <-errC)
+		}()
+		wg.Wait()
+		assert.Equal(t, rcvCount, 0)
+	})
+}