package grid2 import ( "testing" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" "github.com/stretchr/testify/assert" ) func TestTwinOrderBook(t *testing.T) { assert := assert.New(t) pins := []Pin{ Pin(fixedpoint.NewFromInt(3)), Pin(fixedpoint.NewFromInt(4)), Pin(fixedpoint.NewFromInt(1)), Pin(fixedpoint.NewFromInt(5)), Pin(fixedpoint.NewFromInt(2)), } book := newTwinOrderBook(pins) assert.Equal(0, book.Size()) assert.Equal(4, book.EmptyTwinOrderSize()) for _, pin := range pins { twinOrder := book.GetTwinOrder(fixedpoint.Value(pin)) if fixedpoint.NewFromInt(1) == fixedpoint.Value(pin) { assert.Nil(twinOrder) continue } if !assert.NotNil(twinOrder) { continue } assert.False(twinOrder.Exist()) } orders := []types.Order{ { OrderID: 1, SubmitOrder: types.SubmitOrder{ Price: fixedpoint.NewFromInt(2), Side: types.SideTypeBuy, }, }, { OrderID: 2, SubmitOrder: types.SubmitOrder{ Price: fixedpoint.NewFromInt(4), Side: types.SideTypeSell, }, }, } for _, order := range orders { assert.NoError(book.AddOrder(order, false)) } assert.Equal(2, book.Size()) assert.Equal(2, book.EmptyTwinOrderSize()) for _, order := range orders { pin, err := book.GetTwinOrderPin(order) if !assert.NoError(err) { continue } twinOrder := book.GetTwinOrder(pin) if !assert.True(twinOrder.Exist()) { continue } assert.Equal(order.OrderID, twinOrder.GetOrder().OrderID) } }