all: use order executor extended interface to mock the risk tests

pkg/bbgo/mocks/mock_order_executor_extended.go

@@ -0,0 +1,104 @@
+// Code generated by MockGen. DO NOT EDIT.
+// Source: github.com/c9s/bbgo/pkg/bbgo (interfaces: OrderExecutorExtended)
+
+// Package mocks is a generated GoMock package.
+package mocks
+
+import (
+	context "context"
+	reflect "reflect"
+
+	bbgo "github.com/c9s/bbgo/pkg/bbgo"
+	types "github.com/c9s/bbgo/pkg/types"
+	gomock "github.com/golang/mock/gomock"
+)
+
+// MockOrderExecutorExtended is a mock of OrderExecutorExtended interface.
+type MockOrderExecutorExtended struct {
+	ctrl     *gomock.Controller
+	recorder *MockOrderExecutorExtendedMockRecorder
+}
+
+// MockOrderExecutorExtendedMockRecorder is the mock recorder for MockOrderExecutorExtended.
+type MockOrderExecutorExtendedMockRecorder struct {
+	mock *MockOrderExecutorExtended
+}
+
+// NewMockOrderExecutorExtended creates a new mock instance.
+func NewMockOrderExecutorExtended(ctrl *gomock.Controller) *MockOrderExecutorExtended {
+	mock := &MockOrderExecutorExtended{ctrl: ctrl}
+	mock.recorder = &MockOrderExecutorExtendedMockRecorder{mock}
+	return mock
+}
+
+// EXPECT returns an object that allows the caller to indicate expected use.
+func (m *MockOrderExecutorExtended) EXPECT() *MockOrderExecutorExtendedMockRecorder {
+	return m.recorder
+}
+
+// CancelOrders mocks base method.
+func (m *MockOrderExecutorExtended) CancelOrders(arg0 context.Context, arg1 ...types.Order) error {
+	m.ctrl.T.Helper()
+	varargs := []interface{}{arg0}
+	for _, a := range arg1 {
+		varargs = append(varargs, a)
+	}
+	ret := m.ctrl.Call(m, "CancelOrders", varargs...)
+	ret0, _ := ret[0].(error)
+	return ret0
+}
+
+// CancelOrders indicates an expected call of CancelOrders.
+func (mr *MockOrderExecutorExtendedMockRecorder) CancelOrders(arg0 interface{}, arg1 ...interface{}) *gomock.Call {
+	mr.mock.ctrl.T.Helper()
+	varargs := append([]interface{}{arg0}, arg1...)
+	return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "CancelOrders", reflect.TypeOf((*MockOrderExecutorExtended)(nil).CancelOrders), varargs...)
+}
+
+// Position mocks base method.
+func (m *MockOrderExecutorExtended) Position() *types.Position {
+	m.ctrl.T.Helper()
+	ret := m.ctrl.Call(m, "Position")
+	ret0, _ := ret[0].(*types.Position)
+	return ret0
+}
+
+// Position indicates an expected call of Position.
+func (mr *MockOrderExecutorExtendedMockRecorder) Position() *gomock.Call {
+	mr.mock.ctrl.T.Helper()
+	return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "Position", reflect.TypeOf((*MockOrderExecutorExtended)(nil).Position))
+}
+
+// SubmitOrders mocks base method.
+func (m *MockOrderExecutorExtended) SubmitOrders(arg0 context.Context, arg1 ...types.SubmitOrder) (types.OrderSlice, error) {
+	m.ctrl.T.Helper()
+	varargs := []interface{}{arg0}
+	for _, a := range arg1 {
+		varargs = append(varargs, a)
+	}
+	ret := m.ctrl.Call(m, "SubmitOrders", varargs...)
+	ret0, _ := ret[0].(types.OrderSlice)
+	ret1, _ := ret[1].(error)
+	return ret0, ret1
+}
+
+// SubmitOrders indicates an expected call of SubmitOrders.
+func (mr *MockOrderExecutorExtendedMockRecorder) SubmitOrders(arg0 interface{}, arg1 ...interface{}) *gomock.Call {
+	mr.mock.ctrl.T.Helper()
+	varargs := append([]interface{}{arg0}, arg1...)
+	return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "SubmitOrders", reflect.TypeOf((*MockOrderExecutorExtended)(nil).SubmitOrders), varargs...)
+}
+
+// TradeCollector mocks base method.
+func (m *MockOrderExecutorExtended) TradeCollector() *bbgo.TradeCollector {
+	m.ctrl.T.Helper()
+	ret := m.ctrl.Call(m, "TradeCollector")
+	ret0, _ := ret[0].(*bbgo.TradeCollector)
+	return ret0
+}
+
+// TradeCollector indicates an expected call of TradeCollector.
+func (mr *MockOrderExecutorExtendedMockRecorder) TradeCollector() *gomock.Call {
+	mr.mock.ctrl.T.Helper()
+	return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "TradeCollector", reflect.TypeOf((*MockOrderExecutorExtended)(nil).TradeCollector))
+}

pkg/bbgo/order_execution.go

@@ -28,6 +28,14 @@ type OrderExecutor interface {
 	CancelOrders(ctx context.Context, orders ...types.Order) error
 }
 
+//go:generate mockgen -destination=mocks/mock_order_executor_extended.go -package=mocks . OrderExecutorExtended
+type OrderExecutorExtended interface {
+	SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)
+	CancelOrders(ctx context.Context, orders ...types.Order) error
+	TradeCollector() *TradeCollector
+	Position() *types.Position
+}
+
 type OrderExecutionRouter interface {
 	// SubmitOrdersTo submit order to a specific exchange Session
 	SubmitOrdersTo(ctx context.Context, session string, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)

pkg/risk/riskcontrol/position.go

@@ -15,7 +15,7 @@ import (
 //
 //go:generate callbackgen -type PositionRiskControl
 type PositionRiskControl struct {
-	orderExecutor *bbgo.GeneralOrderExecutor
+	orderExecutor bbgo.OrderExecutorExtended
 
 	// hardLimit is the maximum base position you can hold
 	hardLimit fixedpoint.Value
@@ -27,7 +27,7 @@ type PositionRiskControl struct {
 	releasePositionCallbacks []func(quantity fixedpoint.Value, side types.SideType)
 }
 
-func NewPositionRiskControl(orderExecutor *bbgo.GeneralOrderExecutor, hardLimit, quantity fixedpoint.Value) *PositionRiskControl {
+func NewPositionRiskControl(orderExecutor bbgo.OrderExecutorExtended, hardLimit, quantity fixedpoint.Value) *PositionRiskControl {
 	control := &PositionRiskControl{
 		orderExecutor: orderExecutor,
 		hardLimit:     hardLimit,

pkg/risk/riskcontrol/position_test.go

@@ -3,9 +3,11 @@ package riskcontrol
 import (
 	"testing"
 
+	"github.com/golang/mock/gomock"
 	"github.com/stretchr/testify/assert"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/bbgo/mocks"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -58,7 +60,7 @@ func TestReleasePositionCallbacks(t *testing.T) {
 		resultPosition fixedpoint.Value
 	}{
 		{
-			name:           "PostivePositionWithinLimit",
+			name:           "PositivePositionWithinLimit",
 			position:       fixedpoint.NewFromInt(8),
 			resultPosition: fixedpoint.NewFromInt(8),
 		},
@@ -68,7 +70,7 @@ func TestReleasePositionCallbacks(t *testing.T) {
 			resultPosition: fixedpoint.NewFromInt(-8),
 		},
 		{
-			name:           "PostivePositionOverLimit",
+			name:           "PositivePositionOverLimit",
 			position:       fixedpoint.NewFromInt(11),
 			resultPosition: fixedpoint.NewFromInt(10),
 		},
@@ -91,7 +93,14 @@ func TestReleasePositionCallbacks(t *testing.T) {
 				},
 			}
 
-			orderExecutor := bbgo.NewGeneralOrderExecutor(nil, "BTCUSDT", "strategy", "strategy-1", pos)
+			tradeCollector := &bbgo.TradeCollector{}
+			mockCtrl := gomock.NewController(t)
+			defer mockCtrl.Finish()
+			orderExecutor := mocks.NewMockOrderExecutorExtended(mockCtrl)
+			orderExecutor.EXPECT().TradeCollector().Return(tradeCollector).AnyTimes()
+			orderExecutor.EXPECT().Position().Return(pos).AnyTimes()
+			orderExecutor.EXPECT().SubmitOrders(gomock.Any(), gomock.Any()).AnyTimes()
+
 			riskControl := NewPositionRiskControl(orderExecutor, fixedpoint.NewFromInt(10), fixedpoint.NewFromInt(2))
 			riskControl.OnReleasePosition(func(quantity fixedpoint.Value, side types.SideType) {
 				if side == types.SideTypeBuy {