125 lines
3.7 KiB
Go
125 lines
3.7 KiB
Go
package backtest
|
|
|
|
import (
|
|
"testing"
|
|
|
|
"github.com/stretchr/testify/assert"
|
|
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/fixedpoint"
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
|
|
)
|
|
|
|
func Test_feeModeFunctionToken(t *testing.T) {
|
|
market := getTestMarket()
|
|
t.Run("sellOrder", func(t *testing.T) {
|
|
order := types.Order{
|
|
SubmitOrder: types.SubmitOrder{
|
|
Symbol: market.Symbol,
|
|
Side: types.SideTypeSell,
|
|
Type: types.OrderTypeLimit,
|
|
Quantity: fixedpoint.NewFromFloat(0.1),
|
|
Price: fixedpoint.NewFromFloat(20000.0),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
},
|
|
}
|
|
feeRate := fixedpoint.MustNewFromString("0.075%")
|
|
fee, feeCurrency := feeModeFunctionToken(&order, &market, feeRate)
|
|
assert.Equal(t, "1.5", fee.String())
|
|
assert.Equal(t, "FEE", feeCurrency)
|
|
})
|
|
|
|
t.Run("buyOrder", func(t *testing.T) {
|
|
order := types.Order{
|
|
SubmitOrder: types.SubmitOrder{
|
|
Symbol: market.Symbol,
|
|
Side: types.SideTypeBuy,
|
|
Type: types.OrderTypeLimit,
|
|
Quantity: fixedpoint.NewFromFloat(0.1),
|
|
Price: fixedpoint.NewFromFloat(20000.0),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
},
|
|
}
|
|
|
|
feeRate := fixedpoint.MustNewFromString("0.075%")
|
|
fee, feeCurrency := feeModeFunctionToken(&order, &market, feeRate)
|
|
assert.Equal(t, "1.5", fee.String())
|
|
assert.Equal(t, "FEE", feeCurrency)
|
|
})
|
|
}
|
|
|
|
func Test_feeModeFunctionQuote(t *testing.T) {
|
|
market := getTestMarket()
|
|
t.Run("sellOrder", func(t *testing.T) {
|
|
order := types.Order{
|
|
SubmitOrder: types.SubmitOrder{
|
|
Symbol: market.Symbol,
|
|
Side: types.SideTypeSell,
|
|
Type: types.OrderTypeLimit,
|
|
Quantity: fixedpoint.NewFromFloat(0.1),
|
|
Price: fixedpoint.NewFromFloat(20000.0),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
},
|
|
}
|
|
feeRate := fixedpoint.MustNewFromString("0.075%")
|
|
fee, feeCurrency := feeModeFunctionQuote(&order, &market, feeRate)
|
|
assert.Equal(t, "1.5", fee.String())
|
|
assert.Equal(t, "USDT", feeCurrency)
|
|
})
|
|
|
|
t.Run("buyOrder", func(t *testing.T) {
|
|
order := types.Order{
|
|
SubmitOrder: types.SubmitOrder{
|
|
Symbol: market.Symbol,
|
|
Side: types.SideTypeBuy,
|
|
Type: types.OrderTypeLimit,
|
|
Quantity: fixedpoint.NewFromFloat(0.1),
|
|
Price: fixedpoint.NewFromFloat(20000.0),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
},
|
|
}
|
|
|
|
feeRate := fixedpoint.MustNewFromString("0.075%")
|
|
fee, feeCurrency := feeModeFunctionQuote(&order, &market, feeRate)
|
|
assert.Equal(t, "1.5", fee.String())
|
|
assert.Equal(t, "USDT", feeCurrency)
|
|
})
|
|
}
|
|
|
|
func Test_feeModeFunctionNative(t *testing.T) {
|
|
market := getTestMarket()
|
|
t.Run("sellOrder", func(t *testing.T) {
|
|
order := types.Order{
|
|
SubmitOrder: types.SubmitOrder{
|
|
Symbol: market.Symbol,
|
|
Side: types.SideTypeSell,
|
|
Type: types.OrderTypeLimit,
|
|
Quantity: fixedpoint.NewFromFloat(0.1),
|
|
Price: fixedpoint.NewFromFloat(20000.0),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
},
|
|
}
|
|
feeRate := fixedpoint.MustNewFromString("0.075%")
|
|
fee, feeCurrency := feeModeFunctionNative(&order, &market, feeRate)
|
|
assert.Equal(t, "1.5", fee.String())
|
|
assert.Equal(t, "USDT", feeCurrency)
|
|
})
|
|
|
|
t.Run("buyOrder", func(t *testing.T) {
|
|
order := types.Order{
|
|
SubmitOrder: types.SubmitOrder{
|
|
Symbol: market.Symbol,
|
|
Side: types.SideTypeBuy,
|
|
Type: types.OrderTypeLimit,
|
|
Quantity: fixedpoint.NewFromFloat(0.1),
|
|
Price: fixedpoint.NewFromFloat(20000.0),
|
|
TimeInForce: types.TimeInForceGTC,
|
|
},
|
|
}
|
|
|
|
feeRate := fixedpoint.MustNewFromString("0.075%")
|
|
fee, feeCurrency := feeModeFunctionNative(&order, &market, feeRate)
|
|
assert.Equal(t, "0.000075", fee.String())
|
|
assert.Equal(t, "BTC", feeCurrency)
|
|
})
|
|
}
|