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pkx/exchange: fix batch query trade missing time range
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parent
7eb6e402ca
commit
86c643b513
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@ -28,6 +28,8 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
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query := &AsyncTimeRangedBatchQuery{
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Type: types.Trade{},
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Q: func(startTime, endTime time.Time) (interface{}, error) {
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options.StartTime = &startTime
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options.EndTime = &endTime
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return e.ExchangeTradeHistoryService.QueryTrades(ctx, symbol, options)
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},
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T: func(obj interface{}) time.Time {
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140
pkg/exchange/batch/trade_test.go
Normal file
140
pkg/exchange/batch/trade_test.go
Normal file
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@ -0,0 +1,140 @@
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package batch
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import (
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"context"
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"sync"
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"testing"
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"time"
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"github.com/golang/mock/gomock"
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"github.com/pkg/errors"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/types/mocks"
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)
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func Test_TradeBatchQuery(t *testing.T) {
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ctrl := gomock.NewController(t)
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defer ctrl.Finish()
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var (
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ctx = context.Background()
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timeNow = time.Now()
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startTime = timeNow.Add(-24 * time.Hour)
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endTime = timeNow
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expSymbol = "BTCUSDT"
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queryTrades1 = []types.Trade{
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{
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ID: 1,
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Time: types.Time(startTime.Add(time.Hour)),
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},
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}
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queryTrades2 = []types.Trade{
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{
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ID: 2,
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Time: types.Time(startTime.Add(time.Hour)),
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},
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{
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ID: 3,
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Time: types.Time(startTime.Add(2 * time.Hour)),
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},
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}
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emptyTrades = []types.Trade{}
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allRes = append(queryTrades1, queryTrades2...)
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)
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t.Run("succeeds", func(t *testing.T) {
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var (
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expOptions = &types.TradeQueryOptions{
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StartTime: &startTime,
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EndTime: &endTime,
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LastTradeID: 0,
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Limit: 50,
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}
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mockExchange = mocks.NewMockExchangeTradeHistoryService(ctrl)
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)
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mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).DoAndReturn(
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func(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
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assert.Equal(t, startTime, *options.StartTime)
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assert.Equal(t, endTime, *options.EndTime)
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assert.Equal(t, uint64(0), options.LastTradeID)
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assert.Equal(t, expOptions.Limit, options.Limit)
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return queryTrades1, nil
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}).Times(1)
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mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).DoAndReturn(
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func(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
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assert.Equal(t, queryTrades1[0].Time.Time(), *options.StartTime)
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assert.Equal(t, endTime, *options.EndTime)
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assert.Equal(t, queryTrades1[0].ID, options.LastTradeID)
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assert.Equal(t, expOptions.Limit, options.Limit)
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return queryTrades2, nil
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}).Times(1)
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mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).DoAndReturn(
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func(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
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assert.Equal(t, queryTrades2[1].Time.Time(), *options.StartTime)
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assert.Equal(t, endTime, *options.EndTime)
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assert.Equal(t, queryTrades2[1].ID, options.LastTradeID)
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assert.Equal(t, expOptions.Limit, options.Limit)
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return emptyTrades, nil
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}).Times(1)
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tradeBatchQuery := &TradeBatchQuery{ExchangeTradeHistoryService: mockExchange}
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resCh, errC := tradeBatchQuery.Query(ctx, expSymbol, expOptions)
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wg := sync.WaitGroup{}
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wg.Add(1)
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rcvCount := 0
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go func() {
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defer wg.Done()
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for ch := range resCh {
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assert.Equal(t, allRes[rcvCount], ch)
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rcvCount++
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}
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assert.NoError(t, <-errC)
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}()
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wg.Wait()
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assert.Equal(t, rcvCount, len(allRes))
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})
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t.Run("failed to call query trades", func(t *testing.T) {
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var (
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expOptions = &types.TradeQueryOptions{
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StartTime: &startTime,
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EndTime: &endTime,
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LastTradeID: 0,
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Limit: 50,
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}
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mockExchange = mocks.NewMockExchangeTradeHistoryService(ctrl)
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unknownErr = errors.New("unknown err")
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)
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mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).DoAndReturn(
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func(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
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assert.Equal(t, startTime, *options.StartTime)
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assert.Equal(t, endTime, *options.EndTime)
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assert.Equal(t, uint64(0), options.LastTradeID)
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assert.Equal(t, expOptions.Limit, options.Limit)
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return nil, unknownErr
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}).Times(1)
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tradeBatchQuery := &TradeBatchQuery{ExchangeTradeHistoryService: mockExchange}
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resCh, errC := tradeBatchQuery.Query(ctx, expSymbol, expOptions)
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wg := sync.WaitGroup{}
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wg.Add(1)
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rcvCount := 0
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go func() {
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defer wg.Done()
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for ch := range resCh {
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assert.Equal(t, allRes[rcvCount], ch)
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rcvCount++
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}
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assert.Equal(t, 0, rcvCount)
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assert.Equal(t, unknownErr, <-errC)
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}()
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wg.Wait()
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assert.Equal(t, rcvCount, 0)
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})
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}
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