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rbt: add more rbtorderbook test

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This commit is contained in:
c9s 2021-06-07 02:37:10 +08:00
parent 062443a29c
commit 5a5cb71a5e
1 changed files with 78 additions and 0 deletions
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78
pkg/types/rbtorderbook_test.go Normal file
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package types
import (
"testing"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/stretchr/testify/assert"
)
func TestRBOrderBook_EmptyBook(t *testing.T) {
book := NewRBOrderBook("BTCUSDT")
bid, ok := book.BestBid()
assert.False(t, ok)
assert.Equal(t, fixedpoint.Value(0), bid.Price)
ask, ok := book.BestAsk()
assert.False(t, ok)
assert.Equal(t, fixedpoint.Value(0), ask.Price)
}
func TestRBOrderBook_Load(t *testing.T) {
book := NewRBOrderBook("BTCUSDT")
book.Load(SliceOrderBook{
Symbol: "BTCUSDT",
Bids: PriceVolumeSlice{
{Price: fixedpoint.NewFromFloat(2800.0), Volume: fixedpoint.NewFromFloat(1.0)},
},
Asks: PriceVolumeSlice{
{Price: fixedpoint.NewFromFloat(2810.0), Volume: fixedpoint.NewFromFloat(1.0)},
},
})
bid, ok := book.BestBid()
assert.True(t, ok)
assert.Equal(t, fixedpoint.NewFromFloat(2800.0), bid.Price)
ask, ok := book.BestAsk()
assert.True(t, ok)
assert.Equal(t, fixedpoint.NewFromFloat(2810.0), ask.Price)
}
func TestRBOrderBook_LoadAndDelete(t *testing.T) {
book := NewRBOrderBook("BTCUSDT")
book.Load(SliceOrderBook{
Symbol: "BTCUSDT",
Bids: PriceVolumeSlice{
{Price: fixedpoint.NewFromFloat(2800.0), Volume: fixedpoint.NewFromFloat(1.0)},
},
Asks: PriceVolumeSlice{
{Price: fixedpoint.NewFromFloat(2810.0), Volume: fixedpoint.NewFromFloat(1.0)},
},
})
bid, ok := book.BestBid()
assert.True(t, ok)
assert.Equal(t, fixedpoint.NewFromFloat(2800.0), bid.Price)
ask, ok := book.BestAsk()
assert.True(t, ok)
assert.Equal(t, fixedpoint.NewFromFloat(2810.0), ask.Price)
book.Load(SliceOrderBook{
Symbol: "BTCUSDT",
Bids: PriceVolumeSlice{
{Price: fixedpoint.NewFromFloat(2800.0), Volume: 0},
},
Asks: PriceVolumeSlice{
{Price: fixedpoint.NewFromFloat(2810.0), Volume: 0},
},
})
bid, ok = book.BestBid()
assert.False(t, ok)
ask, ok = book.BestAsk()
assert.False(t, ok)
}