Files

963 lines
28 KiB
Go

package coinbaseprime
import (
"context"
"encoding/json"
"errors"
"math/big"
"time"
"github.com/hanzo-fi/go-libs/v5/pkg/observe/log"
"github.com/hanzo-fi/payments/ee/plugins/coinbaseprime/client"
"github.com/hanzo-fi/payments/pkg/domain/plugins"
"github.com/hanzo-fi/payments/pkg/domain/models"
. "github.com/onsi/ginkgo/v2"
. "github.com/onsi/gomega"
"go.uber.org/mock/gomock"
)
func walletsToClientWallets(wallets map[string]string) []client.Wallet {
ret := make([]client.Wallet, 0, len(wallets))
for symbol, walletID := range wallets {
ret = append(ret, client.Wallet{
ID: walletID,
Symbol: symbol,
Type: walletTypeTrading,
})
}
return ret
}
var _ = Describe("Coinbase Plugin Orders", func() {
var (
ctrl *gomock.Controller
m *client.MockClient
plg *Plugin
tradingWallets map[string]string
walletsErr error
walletResponses map[string]*client.WalletsResponse
)
defaultWallets := map[string]string{
"USD": "wallet-usd",
"BTC": "wallet-btc",
"ETH": "wallet-eth",
"DOGE": "wallet-doge",
"SOL": "wallet-sol",
}
defaultCurrencies := map[string]int{
"USD": 2,
"EUR": 2,
"GBP": 2,
"BTC": 8,
"ETH": 18,
"USDC": 6,
"SOL": 9,
}
BeforeEach(func() {
ctrl = gomock.NewController(GinkgoT())
m = client.NewMockClient(ctrl)
tradingWallets = defaultWallets
walletsErr = nil
walletResponses = map[string]*client.WalletsResponse{}
m.EXPECT().
GetWallets(gomock.Any(), walletTypeTrading, gomock.Any(), PAGE_SIZE).
DoAndReturn(func(_ context.Context, _ string, cursor string, _ int) (*client.WalletsResponse, error) {
if walletsErr != nil {
return nil, walletsErr
}
if resp, ok := walletResponses[cursor]; ok {
return resp, nil
}
return &client.WalletsResponse{
Wallets: walletsToClientWallets(tradingWallets),
Pagination: client.Pagination{HasNext: false},
}, nil
}).
AnyTimes()
plg = &Plugin{
Plugin: plugins.NewBasePlugin(),
client: m,
logger: logging.NewDefaultLogger(GinkgoWriter, true, false, false),
currencies: defaultCurrencies,
networkSymbols: map[string]string{},
assetsLastSync: time.Now(),
}
})
AfterEach(func() {
ctrl.Finish()
})
Context("fetching next orders", func() {
It("should return an error - ListOrders error", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
nil,
errors.New("test error"),
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).ToNot(BeNil())
Expect(err).To(MatchError(ContainSubstring("test error")))
Expect(resp).To(Equal(models.FetchNextOrdersResponse{}))
})
It("should fetch and convert a BUY order correctly with all fields", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-1",
PortfolioID: "portfolio-1",
ProductID: "BTC-USD",
Side: "BUY",
Type: "LIMIT",
BaseQuantity: "1.5",
FilledQuantity: "0.5",
FilledValue: "25000.00",
Commission: "10.50",
ExchangeFee: "5.25",
LimitPrice: "50000.00",
AverageFilledPrice: "50000.00",
NetAverageFilledPrice: "50021.00",
OrderTotal: "25010.50",
QuoteValue: "75000.00",
Status: "OPEN",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
ClientOrderID: "my-order-1",
PostOnly: true,
CommissionDetail: &client.CommissionDetail{
TotalCommission: "10.50",
ClientCommission: "8.00",
VenueCommission: "2.00",
CesCommission: "0.50",
FinancingCommission: "0.10",
RegulatoryCommission: "0.05",
ClearingCommission: "0.03",
},
},
},
Pagination: client.Pagination{
NextCursor: "cursor-abc",
HasNext: true,
},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders).To(HaveLen(1))
Expect(resp.HasMore).To(BeTrue())
order := resp.Orders[0]
Expect(order.Reference).To(Equal("order-1"))
Expect(order.Direction).To(Equal(models.ORDER_DIRECTION_BUY))
Expect(order.Type).To(Equal(models.ORDER_TYPE_LIMIT))
Expect(order.SourceAsset).To(Equal("USD/2"))
Expect(order.DestinationAsset).To(Equal("BTC/8"))
// BaseQuantityOrdered: 1.5 BTC = 150000000 (1.5 * 10^8)
Expect(order.BaseQuantityOrdered).ToNot(BeNil())
Expect(order.BaseQuantityOrdered.Cmp(big.NewInt(150000000))).To(Equal(0))
// BaseQuantityFilled: 0.5 BTC = 50000000 (0.5 * 10^8)
Expect(order.BaseQuantityFilled).ToNot(BeNil())
Expect(order.BaseQuantityFilled.Cmp(big.NewInt(50000000))).To(Equal(0))
// Fee: 10.50 USD = 1050 (10.50 * 10^2)
Expect(order.Fee).ToNot(BeNil())
Expect(order.Fee.Cmp(big.NewInt(1050))).To(Equal(0))
// FeeAsset should be set to quote currency
Expect(order.FeeAsset).ToNot(BeNil())
Expect(*order.FeeAsset).To(Equal("USD/2"))
// LimitPrice: 50000.00 at dynamic precision 2 → 5000000
Expect(order.LimitPrice).ToNot(BeNil())
Expect(order.LimitPrice.Cmp(big.NewInt(5000000))).To(Equal(0))
// AverageFillPrice: 50000.00 at dynamic precision 2 → 5000000
Expect(order.AverageFillPrice).ToNot(BeNil())
Expect(order.AverageFillPrice.Cmp(big.NewInt(5000000))).To(Equal(0))
// price_asset should reflect the dynamic precision
Expect(order.Metadata[MetadataPrefix+"price_asset"]).To(Equal("USD/2"))
// Status: OPEN with filledQty > 0 && < baseQty → PARTIALLY_FILLED
Expect(order.Status).To(Equal(models.ORDER_STATUS_PARTIALLY_FILLED))
Expect(order.TimeInForce).To(Equal(models.TIME_IN_FORCE_GOOD_UNTIL_CANCELLED))
// Metadata should capture Coinbase-specific fields
Expect(order.Metadata).ToNot(BeNil())
Expect(order.Metadata[MetadataPrefix+"product_id"]).To(Equal("BTC-USD"))
Expect(order.Metadata[MetadataPrefix+"portfolio_id"]).To(Equal("portfolio-1"))
Expect(order.Metadata[MetadataPrefix+"client_order_id"]).To(Equal("my-order-1"))
Expect(order.Metadata[MetadataPrefix+"filled_value"]).To(Equal("25000.00"))
Expect(order.Metadata[MetadataPrefix+"quote_value"]).To(Equal("75000.00"))
Expect(order.Metadata[MetadataPrefix+"order_total"]).To(Equal("25010.50"))
Expect(order.Metadata[MetadataPrefix+"exchange_fee"]).To(Equal("5.25"))
Expect(order.Metadata[MetadataPrefix+"net_average_filled_price"]).To(Equal("50021.00"))
Expect(order.Metadata[MetadataPrefix+"quote_currency"]).To(Equal("USD"))
Expect(order.Metadata[MetadataPrefix+"commission_total"]).To(Equal("10.50"))
Expect(order.Metadata[MetadataPrefix+"commission_client"]).To(Equal("8.00"))
Expect(order.Metadata[MetadataPrefix+"commission_venue"]).To(Equal("2.00"))
Expect(order.Metadata[MetadataPrefix+"commission_ces"]).To(Equal("0.50"))
Expect(order.Metadata[MetadataPrefix+"commission_financing"]).To(Equal("0.10"))
Expect(order.Metadata[MetadataPrefix+"commission_regulatory"]).To(Equal("0.05"))
Expect(order.Metadata[MetadataPrefix+"commission_clearing"]).To(Equal("0.03"))
Expect(order.Metadata[MetadataPrefix+"post_only"]).To(Equal("true"))
// Verify pagination state
var state incrementalState
Expect(resp.NewState).ToNot(BeNil())
err = json.Unmarshal(resp.NewState, &state)
Expect(err).To(BeNil())
Expect(state.Cursor).To(Equal("cursor-abc"))
})
It("should map SELL direction correctly", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-sell",
ProductID: "BTC-USD",
Side: "SELL",
Type: "MARKET",
BaseQuantity: "2.0",
FilledQuantity: "2.0",
AverageFilledPrice: "65000.00",
FilledValue: "130000.00",
Commission: "25.00",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders).To(HaveLen(1))
order := resp.Orders[0]
Expect(order.Direction).To(Equal(models.ORDER_DIRECTION_SELL))
// SELL BTC-USD: source=BTC (what you spend), target=USD (what you receive)
Expect(order.SourceAsset).To(Equal("BTC/8"))
Expect(order.DestinationAsset).To(Equal("USD/2"))
// AverageFillPrice: 65000.00 at dynamic precision 2 → 6500000
Expect(order.AverageFillPrice).ToNot(BeNil())
Expect(order.AverageFillPrice.Cmp(big.NewInt(6500000))).To(Equal(0))
// Fee + FeeAsset
Expect(order.Fee).ToNot(BeNil())
Expect(order.Fee.Cmp(big.NewInt(2500))).To(Equal(0))
Expect(order.FeeAsset).ToNot(BeNil())
Expect(*order.FeeAsset).To(Equal("USD/2"))
// Metadata includes filled_value for reconciliation
Expect(order.Metadata[MetadataPrefix+"filled_value"]).To(Equal("130000.00"))
})
It("should map FILLED status", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-filled",
ProductID: "BTC-USD",
Side: "BUY",
Type: "LIMIT",
BaseQuantity: "1.0",
FilledQuantity: "1.0",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders[0].Status).To(Equal(models.ORDER_STATUS_FILLED))
})
It("should map CANCELLED status", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-cancelled",
ProductID: "BTC-USD",
Side: "BUY",
Type: "LIMIT",
BaseQuantity: "1.0",
Status: "CANCELLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders[0].Status).To(Equal(models.ORDER_STATUS_CANCELLED))
})
It("should map EXPIRED status", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-expired",
ProductID: "BTC-USD",
Side: "BUY",
Type: "LIMIT",
BaseQuantity: "1.0",
Status: "EXPIRED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders[0].Status).To(Equal(models.ORDER_STATUS_EXPIRED))
})
It("should map FAILED status", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-failed",
ProductID: "BTC-USD",
Side: "BUY",
Type: "MARKET",
BaseQuantity: "1.0",
Status: "FAILED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders[0].Status).To(Equal(models.ORDER_STATUS_FAILED))
})
It("should map PENDING status", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-pending",
ProductID: "BTC-USD",
Side: "BUY",
Type: "LIMIT",
BaseQuantity: "1.0",
Status: "PENDING",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders[0].Status).To(Equal(models.ORDER_STATUS_PENDING))
})
It("should detect PARTIALLY_FILLED from OPEN", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-partial",
ProductID: "BTC-USD",
Side: "BUY",
Type: "LIMIT",
BaseQuantity: "10.0",
FilledQuantity: "3.0",
Status: "OPEN",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders[0].Status).To(Equal(models.ORDER_STATUS_PARTIALLY_FILLED))
})
It("should map MARKET type", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-market",
ProductID: "BTC-USD",
Side: "BUY",
Type: "MARKET",
BaseQuantity: "1.0",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders[0].Type).To(Equal(models.ORDER_TYPE_MARKET))
})
It("should map STOP_LIMIT type", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-stop-limit",
ProductID: "BTC-USD",
Side: "BUY",
Type: "STOP_LIMIT",
BaseQuantity: "1.0",
Status: "PENDING",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders[0].Type).To(Equal(models.ORDER_TYPE_STOP_LIMIT))
})
It("should map IOC time in force", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-ioc",
ProductID: "BTC-USD",
Side: "BUY",
Type: "LIMIT",
BaseQuantity: "1.0",
Status: "FILLED",
TimeInForce: "IOC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders[0].TimeInForce).To(Equal(models.TIME_IN_FORCE_IMMEDIATE_OR_CANCEL))
})
It("should map FOK time in force", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-fok",
ProductID: "BTC-USD",
Side: "BUY",
Type: "LIMIT",
BaseQuantity: "1.0",
Status: "FILLED",
TimeInForce: "FOK",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders[0].TimeInForce).To(Equal(models.TIME_IN_FORCE_FILL_OR_KILL))
})
It("should fail on invalid product ID", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-bad-product",
ProductID: "INVALID",
Side: "BUY",
Type: "MARKET",
BaseQuantity: "1.0",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).ToNot(BeNil())
Expect(err).To(MatchError(ContainSubstring("invalid product ID")))
Expect(resp).To(Equal(models.FetchNextOrdersResponse{}))
})
It("should fail on unsupported base asset", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-bad-base",
ProductID: "UNKNOWN-USD",
Side: "BUY",
Type: "MARKET",
BaseQuantity: "1.0",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).ToNot(BeNil())
Expect(err).To(MatchError(ContainSubstring("unsupported base asset")))
Expect(resp).To(Equal(models.FetchNextOrdersResponse{}))
})
It("should fail on unsupported quote asset", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-bad-quote",
ProductID: "BTC-UNKNOWN",
Side: "BUY",
Type: "MARKET",
BaseQuantity: "1.0",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).ToNot(BeNil())
Expect(err).To(MatchError(ContainSubstring("unsupported quote asset")))
Expect(resp).To(Equal(models.FetchNextOrdersResponse{}))
})
It("should fail on invalid CreatedAt", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-bad-date",
ProductID: "BTC-USD",
Side: "BUY",
Type: "MARKET",
BaseQuantity: "1.0",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "invalid",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).ToNot(BeNil())
Expect(err).To(MatchError(ContainSubstring("failed to parse order createdAt")))
Expect(resp).To(Equal(models.FetchNextOrdersResponse{}))
})
It("should use cursor from state", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{"cursor":"existing-cursor"}`),
PageSize: 25,
}
m.EXPECT().ListOrders(gomock.Any(), "existing-cursor", 25).Return(
&client.OrdersResponse{
Orders: []client.Order{},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders).To(HaveLen(0))
Expect(resp.HasMore).To(BeFalse())
})
It("should handle empty commission", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-no-fee",
ProductID: "BTC-USD",
Side: "BUY",
Type: "MARKET",
BaseQuantity: "1.0",
Commission: "",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders).To(HaveLen(1))
Expect(resp.Orders[0].Fee).To(BeNil())
Expect(resp.Orders[0].FeeAsset).To(BeNil())
})
It("should handle empty quantities", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-empty-qty",
ProductID: "BTC-USD",
Side: "BUY",
Type: "MARKET",
BaseQuantity: "",
FilledQuantity: "",
Status: "PENDING",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders).To(HaveLen(1))
order := resp.Orders[0]
Expect(order.BaseQuantityOrdered).ToNot(BeNil())
Expect(order.BaseQuantityOrdered.Cmp(big.NewInt(0))).To(Equal(0))
Expect(order.BaseQuantityFilled).ToNot(BeNil())
Expect(order.BaseQuantityFilled.Cmp(big.NewInt(0))).To(Equal(0))
})
It("fails the batch on an unresolved wallet so Temporal retries", func(ctx SpecContext) {
tradingWallets = map[string]string{"USD": "wallet-usd"}
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-missing-wallet",
ProductID: "BTC-USD",
Side: "BUY",
Type: "MARKET",
BaseQuantity: "1.0",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(HaveOccurred())
Expect(err.Error()).To(ContainSubstring("unresolved wallet for base symbol"))
Expect(err.Error()).To(ContainSubstring("BTC"))
Expect(err.Error()).To(ContainSubstring("order-missing-wallet"))
Expect(resp).To(Equal(models.FetchNextOrdersResponse{}))
})
It("wraps and returns the wallet listing error", func(ctx SpecContext) {
walletsErr = errors.New("coinbase down")
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(HaveOccurred())
Expect(err.Error()).To(ContainSubstring("listing trading wallets"))
Expect(err.Error()).To(ContainSubstring("coinbase down"))
Expect(resp).To(Equal(models.FetchNextOrdersResponse{}))
})
It("resolves source/destination account references from Coinbase trading wallets", func(ctx SpecContext) {
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-buy",
ProductID: "BTC-USD",
Side: "BUY",
Type: "MARKET",
BaseQuantity: "1.0",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
{
ID: "order-sell",
ProductID: "BTC-USD",
Side: "SELL",
Type: "MARKET",
BaseQuantity: "1.0",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders).To(HaveLen(2))
// BUY BTC-USD: source = quote wallet (USD), destination = base wallet (BTC)
buy := resp.Orders[0]
Expect(buy.SourceAccountReference).ToNot(BeNil())
Expect(*buy.SourceAccountReference).To(Equal("wallet-usd"))
Expect(buy.DestinationAccountReference).ToNot(BeNil())
Expect(*buy.DestinationAccountReference).To(Equal("wallet-btc"))
Expect(buy.Metadata[MetadataPrefix+"quote_wallet_id"]).To(Equal("wallet-usd"))
Expect(buy.Metadata[MetadataPrefix+"base_wallet_id"]).To(Equal("wallet-btc"))
// SELL BTC-USD: source = base wallet (BTC), destination = quote wallet (USD)
sell := resp.Orders[1]
Expect(sell.SourceAccountReference).ToNot(BeNil())
Expect(*sell.SourceAccountReference).To(Equal("wallet-btc"))
Expect(sell.DestinationAccountReference).ToNot(BeNil())
Expect(*sell.DestinationAccountReference).To(Equal("wallet-usd"))
})
It("paginates trading wallets before resolving account references", func(ctx SpecContext) {
walletResponses = map[string]*client.WalletsResponse{
"": {
Wallets: []client.Wallet{
{ID: "wallet-usd-trading", Symbol: "USD", Type: walletTypeTrading},
},
Pagination: client.Pagination{HasNext: true, NextCursor: "next-page"},
},
"next-page": {
Wallets: []client.Wallet{
{ID: "wallet-btc-trading", Symbol: "BTC", Type: walletTypeTrading},
},
Pagination: client.Pagination{HasNext: false},
},
}
req := models.FetchNextOrdersRequest{
State: []byte(`{}`),
PageSize: 10,
}
m.EXPECT().ListOrders(gomock.Any(), "", 10).Return(
&client.OrdersResponse{
Orders: []client.Order{
{
ID: "order-collision",
ProductID: "BTC-USD",
Side: "BUY",
Type: "MARKET",
BaseQuantity: "1.0",
Status: "FILLED",
TimeInForce: "GTC",
CreatedAt: "2024-01-15T10:30:00Z",
},
},
Pagination: client.Pagination{HasNext: false},
},
nil,
)
resp, err := plg.FetchNextOrders(ctx, req)
Expect(err).To(BeNil())
Expect(resp.Orders).To(HaveLen(1))
order := resp.Orders[0]
// BUY BTC-USD: source = USD wallet, destination = BTC wallet.
Expect(order.SourceAccountReference).ToNot(BeNil())
Expect(*order.SourceAccountReference).To(Equal("wallet-usd-trading"))
Expect(order.DestinationAccountReference).ToNot(BeNil())
Expect(*order.DestinationAccountReference).To(Equal("wallet-btc-trading"))
Expect(order.Metadata[MetadataPrefix+"quote_wallet_id"]).To(Equal("wallet-usd-trading"))
Expect(order.Metadata[MetadataPrefix+"base_wallet_id"]).To(Equal("wallet-btc-trading"))
})
})
})