mirror of
https://github.com/luxfi/broker.git
synced 2026-09-24 00:25:18 +00:00
zeekay
f33d284d76
Integration tests for all HTTP endpoints (healthz, providers, risk, audit, accounts). Unit tests for audit log (record, query, stats, export, hooks, concurrency). Funding service tests. Market data feed tests (BBO, multi-provider, subscribe, spread bps, concurrency). Fix Dockerfile healthcheck endpoint (/health → /healthz). Add version-aware Makefile with test-race and docker-push targets.
140 lines
3.3 KiB
Go
140 lines
3.3 KiB
Go
package marketdata
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import (
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"sync"
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"testing"
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"time"
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)
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func TestNewFeed(t *testing.T) {
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f := NewFeed()
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if f == nil {
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t.Fatal("NewFeed returned nil")
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}
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if len(f.AllTickers()) != 0 {
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t.Fatalf("expected 0 tickers, got %d", len(f.AllTickers()))
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}
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}
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func TestUpdateQuoteAndGetTicker(t *testing.T) {
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f := NewFeed()
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f.UpdateQuote("BTC/USD", "coinbase", 50000, 50010, 1.5, 2.0, 50005)
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ticker, err := f.GetTicker("BTC/USD")
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if err != nil {
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t.Fatalf("unexpected error: %v", err)
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}
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if ticker.Symbol != "BTC/USD" {
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t.Fatalf("expected BTC/USD, got %s", ticker.Symbol)
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}
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if ticker.BestBid != 50000 {
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t.Fatalf("expected best bid 50000, got %f", ticker.BestBid)
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}
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if ticker.BestAsk != 50010 {
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t.Fatalf("expected best ask 50010, got %f", ticker.BestAsk)
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}
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if ticker.Last != 50005 {
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t.Fatalf("expected last 50005, got %f", ticker.Last)
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}
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}
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func TestGetTickerNotFound(t *testing.T) {
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f := NewFeed()
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_, err := f.GetTicker("DOESNOTEXIST")
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if err == nil {
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t.Fatal("expected error for missing ticker")
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}
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}
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func TestMultiProviderBBO(t *testing.T) {
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f := NewFeed()
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f.UpdateQuote("BTC/USD", "coinbase", 50000, 50020, 1.0, 1.0, 50010)
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f.UpdateQuote("BTC/USD", "kraken", 50010, 50015, 0.5, 0.5, 50012)
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ticker, _ := f.GetTicker("BTC/USD")
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if ticker.BestBid != 50010 {
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t.Fatalf("expected BBO bid 50010, got %f", ticker.BestBid)
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}
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if ticker.BestBidProvider != "kraken" {
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t.Fatalf("expected bid provider kraken, got %s", ticker.BestBidProvider)
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}
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if ticker.BestAsk != 50015 {
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t.Fatalf("expected BBO ask 50015, got %f", ticker.BestAsk)
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}
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}
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func TestGetBBO(t *testing.T) {
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f := NewFeed()
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f.UpdateQuote("ETH/USD", "binance", 3000, 3005, 10, 10, 3002)
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bid, ask, bidProv, askProv, err := f.GetBBO("ETH/USD")
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if err != nil {
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t.Fatalf("unexpected error: %v", err)
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}
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if bid != 3000 || ask != 3005 {
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t.Fatalf("expected 3000/3005, got %f/%f", bid, ask)
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}
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if bidProv != "binance" || askProv != "binance" {
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t.Fatalf("expected binance, got %s/%s", bidProv, askProv)
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}
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}
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func TestAllTickers(t *testing.T) {
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f := NewFeed()
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f.UpdateQuote("BTC/USD", "coinbase", 50000, 50010, 1, 1, 50005)
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f.UpdateQuote("ETH/USD", "binance", 3000, 3005, 10, 10, 3002)
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tickers := f.AllTickers()
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if len(tickers) != 2 {
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t.Fatalf("expected 2 tickers, got %d", len(tickers))
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}
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}
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func TestSubscribe(t *testing.T) {
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f := NewFeed()
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ch, unsub := f.Subscribe("BTC/USD")
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defer unsub()
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f.UpdateQuote("BTC/USD", "coinbase", 50000, 50010, 1, 1, 50005)
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select {
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case ticker := <-ch:
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if ticker.Symbol != "BTC/USD" {
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t.Fatalf("expected BTC/USD, got %s", ticker.Symbol)
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}
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case <-time.After(time.Second):
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t.Fatal("timeout waiting for ticker")
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}
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}
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func TestSpreadBps(t *testing.T) {
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f := NewFeed()
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f.UpdateQuote("TEST", "prov", 100, 101, 1, 1, 100.5)
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ticker, _ := f.GetTicker("TEST")
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expectedBps := (1.0 / 100.5) * 10000
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if ticker.SpreadBps < expectedBps-0.1 || ticker.SpreadBps > expectedBps+0.1 {
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t.Fatalf("expected ~%.1f bps, got %f", expectedBps, ticker.SpreadBps)
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}
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}
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func TestConcurrentAccess(t *testing.T) {
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f := NewFeed()
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var wg sync.WaitGroup
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for i := 0; i < 50; i++ {
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wg.Add(1)
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go func(i int) {
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defer wg.Done()
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f.UpdateQuote("BTC/USD", "prov", float64(50000+i), float64(50010+i), 1, 1, float64(50005+i))
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}(i)
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}
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for i := 0; i < 50; i++ {
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wg.Add(1)
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go func() {
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defer wg.Done()
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f.GetTicker("BTC/USD")
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f.AllTickers()
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}()
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}
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wg.Wait()
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}
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