//go:build !race // +build !race package depth import ( "context" "testing" "time" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) var itov = fixedpoint.NewFromInt func TestDepthBuffer_ReadyState(t *testing.T) { buf := NewBuffer(func() (book types.SliceOrderBook, finalID int64, err error) { return types.SliceOrderBook{ Bids: types.PriceVolumeSlice{ {Price: itov(100), Volume: itov(1)}, }, Asks: types.PriceVolumeSlice{ {Price: itov(99), Volume: itov(1)}, }, }, 33, nil }) buf.SetBufferingPeriod(time.Millisecond * 5) readyC := make(chan struct{}) buf.OnReady(func(snapshot types.SliceOrderBook, updates []Update) { assert.Greater(t, len(updates), 33) close(readyC) }) var updateID int64 = 1 for ; updateID < 100; updateID++ { buf.AddUpdate( types.SliceOrderBook{ Bids: types.PriceVolumeSlice{ {Price: itov(100), Volume: itov(updateID)}, }, Asks: types.PriceVolumeSlice{ {Price: itov(99), Volume: itov(updateID)}, }, }, updateID) } <-readyC } func TestDepthBuffer_CorruptedUpdateAtTheBeginning(t *testing.T) { // snapshot starts from 30, // the first ready event should have a snapshot(30) and updates (31~50) var snapshotFinalID int64 = 0 buf := NewBuffer(func() (types.SliceOrderBook, int64, error) { snapshotFinalID += 30 return types.SliceOrderBook{ Bids: types.PriceVolumeSlice{ {Price: itov(100), Volume: itov(1)}, }, Asks: types.PriceVolumeSlice{ {Price: itov(99), Volume: itov(1)}, }, }, snapshotFinalID, nil }) resetC := make(chan struct{}, 1) buf.OnReset(func() { resetC <- struct{}{} }) var updateID int64 = 10 for ; updateID < 100; updateID++ { if updateID == 50 { updateID += 5 } buf.AddUpdate(types.SliceOrderBook{ Bids: types.PriceVolumeSlice{ {Price: itov(100), Volume: itov(updateID)}, }, Asks: types.PriceVolumeSlice{ {Price: itov(99), Volume: itov(updateID)}, }, }, updateID) } <-resetC } func TestDepthBuffer_ConcurrentRun(t *testing.T) { var snapshotFinalID int64 = 0 buf := NewBuffer(func() (types.SliceOrderBook, int64, error) { snapshotFinalID += 30 time.Sleep(10 * time.Millisecond) return types.SliceOrderBook{ Bids: types.PriceVolumeSlice{ {Price: itov(100), Volume: itov(1)}, }, Asks: types.PriceVolumeSlice{ {Price: itov(99), Volume: itov(1)}, }, }, snapshotFinalID, nil }) readyCnt := 0 resetCnt := 0 pushCnt := 0 buf.OnPush(func(update Update) { pushCnt++ }) buf.OnReady(func(snapshot types.SliceOrderBook, updates []Update) { readyCnt++ }) buf.OnReset(func() { resetCnt++ }) ctx, cancel := context.WithTimeout(context.Background(), 3*time.Second) defer cancel() ticker := time.NewTicker(time.Millisecond) defer ticker.Stop() var updateID int64 = 10 for { select { case <-ctx.Done(): assert.Greater(t, readyCnt, 1) assert.Greater(t, resetCnt, 1) assert.Greater(t, pushCnt, 1) return case <-ticker.C: updateID++ if updateID%100 == 0 { updateID++ } buf.AddUpdate(types.SliceOrderBook{ Bids: types.PriceVolumeSlice{ {Price: itov(100), Volume: itov(updateID)}, }, Asks: types.PriceVolumeSlice{ {Price: itov(99), Volume: itov(updateID)}, }, }, updateID) } } }