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add test case

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This commit is contained in:
anywhy 2024-03-14 22:41:58 +08:00
parent 9f50e256c8
commit a26f489dad
1 changed files with 53 additions and 0 deletions
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53
pkg/bbgo/activeorderbook_test.go
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@ -76,6 +76,59 @@ func TestActiveOrderBook_pendingOrders(t *testing.T) {
assert.True(t, filled, "filled event should be fired")
}
func Test_RestoreParametersOnUpdateHandler(t *testing.T) {
now := time.Now()
t1 := now
t2 := now.Add(time.Millisecond)
ob := NewActiveOrderBook("BTCUSDT")
var updatedOrder types.Order
ob.OnFilled(func(o types.Order) {
updatedOrder = o
})
quantity := Number("0.01")
orderUpdate1 := types.Order{
OrderID: 99,
SubmitOrder: types.SubmitOrder{
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: quantity,
Price: Number(19000.0),
AveragePrice: fixedpoint.Zero,
StopPrice: fixedpoint.Zero,
Tag: "tag1",
GroupID: uint32(1),
},
ExecutedQuantity: Number(0.0),
Status: types.OrderStatusNew,
CreationTime: types.Time(t1),
UpdateTime: types.Time(t1),
}
orderUpdate2 := types.Order{
OrderID: 99,
SubmitOrder: types.SubmitOrder{
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: quantity,
Price: Number(19000.0),
AveragePrice: fixedpoint.Zero,
StopPrice: fixedpoint.Zero,
},
ExecutedQuantity: quantity,
Status: types.OrderStatusFilled,
CreationTime: types.Time(t1),
UpdateTime: types.Time(t2),
}
ob.add(orderUpdate1)
ob.orderUpdateHandler(orderUpdate2)
assert.Equal(t, "tag1", updatedOrder.Tag)
assert.Equal(t, uint32(1), updatedOrder.GroupID)
}
func Test_isNewerUpdate(t *testing.T) {
a := types.Order{
Status: types.OrderStatusPartiallyFilled,