package bbgo import ( "context" "testing" "time" "github.com/golang/mock/gomock" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types/mocks" ) func newTestTicker() types.Ticker { return types.Ticker{ Time: time.Now(), Volume: fixedpoint.Zero, Last: fixedpoint.NewFromFloat(19000.0), Open: fixedpoint.NewFromFloat(19500.0), High: fixedpoint.NewFromFloat(19900.0), Low: fixedpoint.NewFromFloat(18800.0), Buy: fixedpoint.NewFromFloat(19500.0), Sell: fixedpoint.NewFromFloat(18900.0), } } func TestAccountValueCalculator_NetValue(t *testing.T) { t.Run("borrow and available", func(t *testing.T) { mockCtrl := gomock.NewController(t) defer mockCtrl.Finish() mockEx := mocks.NewMockExchange(mockCtrl) // for market data stream and user data stream mockEx.EXPECT().NewStream().Return(&types.StandardStream{}).Times(2) mockEx.EXPECT().QueryTickers(gomock.Any(), []string{"BTCUSDT"}).Return(map[string]types.Ticker{ "BTCUSDT": newTestTicker(), }, nil) session := NewExchangeSession("test", mockEx) session.Account.UpdateBalances(types.BalanceMap{ "BTC": { Currency: "BTC", Available: fixedpoint.NewFromFloat(2.0), Locked: fixedpoint.Zero, Borrowed: fixedpoint.NewFromFloat(1.0), Interest: fixedpoint.Zero, NetAsset: fixedpoint.Zero, }, "USDT": { Currency: "USDT", Available: fixedpoint.NewFromFloat(1000.0), Locked: fixedpoint.Zero, Borrowed: fixedpoint.Zero, Interest: fixedpoint.Zero, NetAsset: fixedpoint.Zero, }, }) assert.NotNil(t, session) cal := NewAccountValueCalculator(session, "USDT") assert.NotNil(t, cal) ctx := context.Background() netValue, err := cal.NetValue(ctx) assert.NoError(t, err) assert.Equal(t, "20000", netValue.String()) }) t.Run("borrowed and sold", func(t *testing.T) { mockCtrl := gomock.NewController(t) defer mockCtrl.Finish() mockEx := mocks.NewMockExchange(mockCtrl) // for market data stream and user data stream mockEx.EXPECT().NewStream().Return(&types.StandardStream{}).Times(2) mockEx.EXPECT().QueryTickers(gomock.Any(), []string{"BTCUSDT"}).Return(map[string]types.Ticker{ "BTCUSDT": newTestTicker(), }, nil) session := NewExchangeSession("test", mockEx) session.Account.UpdateBalances(types.BalanceMap{ "BTC": { Currency: "BTC", Available: fixedpoint.Zero, Locked: fixedpoint.Zero, Borrowed: fixedpoint.NewFromFloat(1.0), Interest: fixedpoint.Zero, NetAsset: fixedpoint.Zero, }, "USDT": { Currency: "USDT", Available: fixedpoint.NewFromFloat(21000.0), Locked: fixedpoint.Zero, Borrowed: fixedpoint.Zero, Interest: fixedpoint.Zero, NetAsset: fixedpoint.Zero, }, }) assert.NotNil(t, session) cal := NewAccountValueCalculator(session, "USDT") assert.NotNil(t, cal) ctx := context.Background() netValue, err := cal.NetValue(ctx) assert.NoError(t, err) assert.Equal(t, "2000", netValue.String()) // 21000-19000 }) } func TestNewAccountValueCalculator_MarginLevel(t *testing.T) { mockCtrl := gomock.NewController(t) defer mockCtrl.Finish() mockEx := mocks.NewMockExchange(mockCtrl) // for market data stream and user data stream mockEx.EXPECT().NewStream().Return(&types.StandardStream{}).Times(2) mockEx.EXPECT().QueryTickers(gomock.Any(), []string{"BTCUSDT"}).Return(map[string]types.Ticker{ "BTCUSDT": newTestTicker(), }, nil) session := NewExchangeSession("test", mockEx) session.Account.UpdateBalances(types.BalanceMap{ "BTC": { Currency: "BTC", Available: fixedpoint.Zero, Locked: fixedpoint.Zero, Borrowed: fixedpoint.NewFromFloat(1.0), Interest: fixedpoint.NewFromFloat(0.003), NetAsset: fixedpoint.Zero, }, "USDT": { Currency: "USDT", Available: fixedpoint.NewFromFloat(21000.0), Locked: fixedpoint.Zero, Borrowed: fixedpoint.Zero, Interest: fixedpoint.Zero, NetAsset: fixedpoint.Zero, }, }) assert.NotNil(t, session) cal := NewAccountValueCalculator(session, "USDT") assert.NotNil(t, cal) ctx := context.Background() marginLevel, err := cal.MarginLevel(ctx) assert.NoError(t, err) // expected (21000 / 19000 * 1.003) assert.Equal(t, fixedpoint.NewFromFloat(21000.0).Div(fixedpoint.NewFromFloat(19000.0).Mul(fixedpoint.NewFromFloat(1.003))).FormatString(6), marginLevel.FormatString(6)) } func number(n float64) fixedpoint.Value { return fixedpoint.NewFromFloat(n) } func Test_aggregateUsdValue(t *testing.T) { type args struct { balances types.BalanceMap } tests := []struct { name string args args want fixedpoint.Value }{ { name: "mixed", args: args{ balances: types.BalanceMap{ "USDC": types.Balance{Currency: "USDC", Available: number(70.0)}, "USDT": types.Balance{Currency: "USDT", Available: number(100.0)}, "BUSD": types.Balance{Currency: "BUSD", Available: number(80.0)}, "BTC": types.Balance{Currency: "BTC", Available: number(0.01)}, }, }, want: number(250.0), }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { assert.Equalf(t, tt.want, aggregateUsdValue(tt.args.balances), "aggregateUsdValue(%v)", tt.args.balances) }) } } func Test_usdFiatBalances(t *testing.T) { type args struct { balances types.BalanceMap } tests := []struct { name string args args wantFiats types.BalanceMap wantRest types.BalanceMap }{ { args: args{ balances: types.BalanceMap{ "USDC": types.Balance{Currency: "USDC", Available: number(70.0)}, "USDT": types.Balance{Currency: "USDT", Available: number(100.0)}, "BUSD": types.Balance{Currency: "BUSD", Available: number(80.0)}, "BTC": types.Balance{Currency: "BTC", Available: number(0.01)}, }, }, wantFiats: types.BalanceMap{ "USDC": types.Balance{Currency: "USDC", Available: number(70.0)}, "USDT": types.Balance{Currency: "USDT", Available: number(100.0)}, "BUSD": types.Balance{Currency: "BUSD", Available: number(80.0)}, }, wantRest: types.BalanceMap{ "BTC": types.Balance{Currency: "BTC", Available: number(0.01)}, }, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { gotFiats, gotRest := usdFiatBalances(tt.args.balances) assert.Equalf(t, tt.wantFiats, gotFiats, "usdFiatBalances(%v)", tt.args.balances) assert.Equalf(t, tt.wantRest, gotRest, "usdFiatBalances(%v)", tt.args.balances) }) } }