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102 lines
2.5 KiB
Go
102 lines
2.5 KiB
Go
package bbgo
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import (
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"testing"
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"time"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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. "github.com/c9s/bbgo/pkg/testing/testhelper"
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"github.com/c9s/bbgo/pkg/types"
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)
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func TestActiveOrderBook_pendingOrders(t *testing.T) {
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now := time.Now()
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t1 := now
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t2 := now.Add(time.Millisecond)
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ob := NewActiveOrderBook("BTCUSDT")
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filled := false
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ob.OnFilled(func(o types.Order) {
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filled = true
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})
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quantity := Number("0.01")
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orderUpdate1 := types.Order{
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OrderID: 99,
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SubmitOrder: types.SubmitOrder{
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Symbol: "BTCUSDT",
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Side: types.SideTypeBuy,
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Type: types.OrderTypeLimit,
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Quantity: quantity,
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Price: Number(19000.0),
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AveragePrice: fixedpoint.Zero,
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StopPrice: fixedpoint.Zero,
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},
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ExecutedQuantity: Number(0.0),
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Status: types.OrderStatusNew,
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CreationTime: types.Time(t1),
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UpdateTime: types.Time(t1),
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}
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orderUpdate2 := types.Order{
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OrderID: 99,
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SubmitOrder: types.SubmitOrder{
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Symbol: "BTCUSDT",
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Side: types.SideTypeBuy,
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Type: types.OrderTypeLimit,
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Quantity: quantity,
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Price: Number(19000.0),
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AveragePrice: fixedpoint.Zero,
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StopPrice: fixedpoint.Zero,
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},
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ExecutedQuantity: quantity,
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Status: types.OrderStatusFilled,
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CreationTime: types.Time(t1),
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UpdateTime: types.Time(t2),
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}
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assert.True(t, isNewerOrderUpdate(orderUpdate2, orderUpdate1), "orderUpdate2 should be newer than orderUpdate1")
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// if we received filled order first
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// should be added to pending orders
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ob.Update(orderUpdate2)
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assert.Len(t, ob.pendingOrderUpdates.Orders(), 1)
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o99, ok := ob.pendingOrderUpdates.Get(99)
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if assert.True(t, ok) {
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assert.Equal(t, types.OrderStatusFilled, o99.Status)
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}
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// when adding the older order update to the book,
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// it should trigger the filled event once the order is registered to the active order book
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ob.Add(orderUpdate1)
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assert.True(t, filled, "filled event should be fired")
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}
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func Test_isNewerUpdate(t *testing.T) {
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a := types.Order{
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Status: types.OrderStatusPartiallyFilled,
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ExecutedQuantity: number(0.2),
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}
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b := types.Order{
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Status: types.OrderStatusPartiallyFilled,
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ExecutedQuantity: number(0.1),
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}
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ret := isNewerOrderUpdate(a, b)
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assert.True(t, ret)
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}
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func Test_isNewerUpdateTime(t *testing.T) {
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a := types.Order{
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UpdateTime: types.NewTimeFromUnix(200, 0),
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}
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b := types.Order{
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UpdateTime: types.NewTimeFromUnix(100, 0),
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}
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ret := isNewerOrderUpdateTime(a, b)
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assert.True(t, ret)
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}
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