mirror of
https://github.com/luxfi/dex.git
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zeekay
e7ba34ec90
- Remove orderbook_extra_test.go (duplicate tests) - Remove orderbook_untested_test.go (duplicate tests) - Remove orderbook_coverage_test.go (duplicate tests) - Rename orderbook_extended_simple_test.go to orderbook_extended_test.go - Rename orderbook_additional_test.go to funding_test.go (more accurate name) Final test structure: - orderbook_test.go: core basic tests - orderbook_advanced_test.go: advanced order types, heap tests - orderbook_core_test.go: matching, edge cases, performance - orderbook_extended_test.go: ExtendedOrderBook tests - orderbook_server_test.go: server component tests - funding_test.go: funding, margin, risk engine tests All tests pass after consolidation.
309 lines
7.4 KiB
Go
309 lines
7.4 KiB
Go
package lx
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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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)
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// Test extended orderbook functions with 0% coverage - simple version to avoid deadlocks
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func TestExtendedOrderBookSimple(t *testing.T) {
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t.Run("NewExtendedOrderBook", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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assert.NotNil(t, book)
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assert.Equal(t, "BTC-USDT", book.Symbol)
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assert.NotNil(t, book.OrderBook)
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assert.NotNil(t, book.subscribers)
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assert.NotNil(t, book.stopBuyOrders)
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assert.NotNil(t, book.stopSellOrders)
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assert.NotNil(t, book.icebergOrders)
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})
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t.Run("Subscribe", func(t *testing.T) {
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book := NewExtendedOrderBook("ETH-USDT")
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ch := make(chan MarketDataUpdate, 10)
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book.Subscribe(ch)
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// Verify subscription was added
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assert.Equal(t, 1, len(book.subscribers))
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})
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t.Run("Unsubscribe", func(t *testing.T) {
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book := NewExtendedOrderBook("ETH-USDT")
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ch := make(chan MarketDataUpdate, 10)
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// First subscribe
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book.Subscribe(ch)
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assert.Equal(t, 1, len(book.subscribers))
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// Then unsubscribe
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book.Unsubscribe(ch)
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assert.Equal(t, 0, len(book.subscribers))
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})
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t.Run("publishUpdate", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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ch := make(chan MarketDataUpdate, 10)
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book.Subscribe(ch)
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update := MarketDataUpdate{
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Type: "order_added",
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Symbol: "BTC-USDT",
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Timestamp: time.Now(),
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}
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// This should not block and should publish to subscribers
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book.publishUpdate(update)
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// Check that update was received
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select {
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case receivedUpdate := <-ch:
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assert.Equal(t, "order_added", receivedUpdate.Type)
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assert.Equal(t, "BTC-USDT", receivedUpdate.Symbol)
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case <-time.After(100 * time.Millisecond):
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t.Fatal("Update was not received within timeout")
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}
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})
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t.Run("validateOrder", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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// Test valid order
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validOrder := &Order{
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ID: 1,
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Type: Limit,
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Side: Buy,
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Size: 1.0,
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Price: 50000,
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User: "user1",
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Timestamp: time.Now(),
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}
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err := book.validateOrder(validOrder)
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assert.NoError(t, err)
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// Test invalid order with zero size
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invalidOrder := &Order{
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ID: 2,
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Type: Limit,
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Side: Buy,
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Size: 0,
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Price: 50000,
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User: "user2",
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Timestamp: time.Now(),
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}
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err = book.validateOrder(invalidOrder)
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assert.Error(t, err)
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assert.Contains(t, err.Error(), "order size must be positive")
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})
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t.Run("wouldSelfTrade", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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// Test order that would not self-trade (no existing orders)
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nonSelfTradeOrder := &Order{
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ID: 3,
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Type: Limit,
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Side: Sell,
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Size: 0.5,
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Price: 50000,
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User: "user2",
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Timestamp: time.Now(),
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}
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result := book.wouldSelfTrade(nonSelfTradeOrder)
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assert.False(t, result)
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})
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t.Run("wouldCrossSpread", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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// Test order - this is simplified implementation so will return false
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crossingOrder := &Order{
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ID: 3,
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Type: Limit,
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Side: Buy,
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Size: 0.5,
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Price: 52000, // Higher than best ask
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User: "user3",
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Timestamp: time.Now(),
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}
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result := book.wouldCrossSpread(crossingOrder)
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// Note: The actual implementation always returns false (simplified)
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assert.False(t, result)
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})
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t.Run("addStopOrder", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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stopOrder := &Order{
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ID: 1,
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Type: StopLimit,
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Side: Sell,
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Size: 1.0,
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Price: 49000,
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StopPrice: 49500,
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User: "user1",
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Timestamp: time.Now(),
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}
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_, err := book.addStopOrder(stopOrder)
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assert.NoError(t, err)
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// Verify stop order was added to appropriate side
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if stopOrder.Side == Sell {
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assert.Equal(t, 1, len(book.stopSellOrders))
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assert.Contains(t, book.stopSellOrders, stopOrder.ID)
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} else {
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assert.Equal(t, 1, len(book.stopBuyOrders))
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assert.Contains(t, book.stopBuyOrders, stopOrder.ID)
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}
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})
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t.Run("addIcebergOrder", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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icebergOrder := &Order{
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ID: 1,
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Type: Iceberg,
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Side: Buy,
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Size: 10.0,
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Price: 50000,
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DisplaySize: 2.0,
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User: "user1",
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Timestamp: time.Now(),
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}
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_, err := book.addIcebergOrder(icebergOrder)
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assert.NoError(t, err)
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// Verify iceberg order was added
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assert.Equal(t, 1, len(book.icebergOrders))
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assert.Contains(t, book.icebergOrders, icebergOrder.ID)
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})
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t.Run("CheckStopOrders", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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// Add a stop order
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stopOrder := &Order{
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ID: 1,
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Type: StopLimit,
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Side: Sell,
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Size: 1.0,
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Price: 49000,
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StopPrice: 49500,
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User: "user1",
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Timestamp: time.Now(),
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}
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book.addStopOrder(stopOrder)
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// Check stop orders with a price that should trigger
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currentPrice := 49400.0
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book.CheckStopOrders(currentPrice)
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// Basic verification that method executed
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assert.NotNil(t, book.stopSellOrders)
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})
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t.Run("GetDepth", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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depth := book.GetDepth(5)
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assert.NotNil(t, depth)
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assert.True(t, len(depth.Bids) >= 0)
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assert.True(t, len(depth.Asks) >= 0)
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})
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t.Run("GetSnapshot", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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snapshot := book.GetSnapshot()
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assert.NotNil(t, snapshot)
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assert.Equal(t, "BTC-USDT", snapshot.Symbol)
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assert.NotNil(t, snapshot.Bids)
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assert.NotNil(t, snapshot.Asks)
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})
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t.Run("Reset", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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// Add a stop order first
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stopOrder := &Order{
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ID: 1,
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Type: StopLimit,
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Side: Sell,
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Size: 1.0,
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Price: 49000,
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StopPrice: 49500,
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User: "user1",
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Timestamp: time.Now(),
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}
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book.addStopOrder(stopOrder)
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// Clear the book using Reset
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book.Reset()
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// Verify all orders were cleared
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assert.Equal(t, 0, len(book.stopBuyOrders))
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assert.Equal(t, 0, len(book.stopSellOrders))
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assert.Equal(t, 0, len(book.icebergOrders))
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})
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t.Run("GetStatistics", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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stats := book.GetStatistics()
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assert.NotNil(t, stats)
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assert.Equal(t, "BTC-USDT", stats["symbol"])
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assert.NotNil(t, stats["total_orders"])
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assert.NotNil(t, stats["stop_orders"])
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assert.NotNil(t, stats["iceberg_orders"])
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})
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t.Run("GetBestPrices", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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bestBid, bestAsk := book.GetBestPrices()
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// Simplified implementation returns 0.0
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assert.Equal(t, 0.0, bestBid)
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assert.Equal(t, 0.0, bestAsk)
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})
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t.Run("GetSpread", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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spread := book.GetSpread()
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assert.Equal(t, 0.0, spread) // Simplified implementation
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})
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t.Run("GetMidPrice", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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midPrice := book.GetMidPrice()
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assert.Equal(t, 0.0, midPrice) // Simplified implementation
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})
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t.Run("GetVWAP", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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vwap, err := book.GetVWAP(Buy, 3.0)
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// Simplified implementation returns error
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assert.Error(t, err)
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assert.Equal(t, 0.0, vwap)
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})
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t.Run("GetMarketImpact", func(t *testing.T) {
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book := NewExtendedOrderBook("BTC-USDT")
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impact, err := book.GetMarketImpact(Buy, 100.0)
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// Will return error due to GetVWAP error
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assert.Error(t, err)
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assert.Equal(t, 0.0, impact)
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})
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}
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