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streaming_test.go
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262 lines (222 loc) · 6.39 KB
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package main
import (
"context"
"strings"
"testing"
exchanges "github.com/QuantProcessing/exchanges"
"github.com/shopspring/decimal"
)
func TestCmdWatchTickerRequiresArgs(t *testing.T) {
mock := newPerpMock()
ctx := context.Background()
err := cmdWatchTicker(ctx, mock, nil, false)
if err == nil {
t.Error("watch-ticker without args should fail")
}
}
func TestCmdWatchTickerDispatch(t *testing.T) {
mock := newPerpMock()
ctx := context.Background()
captureOutput(func() {
cancelCtx, cancel := context.WithCancel(ctx)
cancel()
err := cmdWatchTicker(cancelCtx, mock, []string{"BTC"}, false)
if err != nil {
t.Errorf("unexpected error: %v", err)
}
})
if mock.lastMethod != "WatchTicker" {
t.Errorf("expected WatchTicker, got %s", mock.lastMethod)
}
}
func TestCmdWatchOrderBookRequiresArgs(t *testing.T) {
mock := newPerpMock()
ctx := context.Background()
err := cmdWatchOrderBook(ctx, mock, nil, false)
if err == nil {
t.Error("watch-ob without args should fail")
}
}
func TestCmdWatchOrderBookDispatch(t *testing.T) {
mock := newPerpMock()
ctx := context.Background()
captureOutput(func() {
cancelCtx, cancel := context.WithCancel(ctx)
cancel()
cmdWatchOrderBook(cancelCtx, mock, []string{"BTC"}, false)
})
if mock.lastMethod != "WatchOrderBook" {
t.Errorf("expected WatchOrderBook, got %s", mock.lastMethod)
}
}
func TestCmdWatchOrdersDispatch(t *testing.T) {
mock := newPerpMock()
ctx := context.Background()
captureOutput(func() {
cancelCtx, cancel := context.WithCancel(ctx)
cancel()
cmdWatchOrders(cancelCtx, mock, nil, false)
})
if mock.lastMethod != "WatchOrders" {
t.Errorf("expected WatchOrders, got %s", mock.lastMethod)
}
}
func TestCmdWatchTradesRequiresArgs(t *testing.T) {
mock := newPerpMock()
ctx := context.Background()
err := cmdWatchTrades(ctx, mock, nil, false)
if err == nil {
t.Error("watch-trades without args should fail")
}
}
func TestCmdWatchTradesDispatch(t *testing.T) {
mock := newPerpMock()
ctx := context.Background()
captureOutput(func() {
cancelCtx, cancel := context.WithCancel(ctx)
cancel()
cmdWatchTrades(cancelCtx, mock, []string{"BTC"}, false)
})
if mock.lastMethod != "WatchTrades" {
t.Errorf("expected WatchTrades, got %s", mock.lastMethod)
}
}
func TestTrimOrderBook(t *testing.T) {
ob := &exchanges.OrderBook{
Symbol: "BTC",
Asks: make([]exchanges.Level, 20),
Bids: make([]exchanges.Level, 20),
}
trimmed := trimOrderBook(ob, 5)
if len(trimmed.Asks) != 5 {
t.Errorf("trimmed asks = %d, want 5", len(trimmed.Asks))
}
if len(trimmed.Bids) != 5 {
t.Errorf("trimmed bids = %d, want 5", len(trimmed.Bids))
}
}
func TestTrimOrderBookSmall(t *testing.T) {
ob := &exchanges.OrderBook{
Symbol: "BTC",
Asks: make([]exchanges.Level, 3),
Bids: make([]exchanges.Level, 2),
}
trimmed := trimOrderBook(ob, 10)
if len(trimmed.Asks) != 3 {
t.Errorf("trimmed asks = %d, want 3", len(trimmed.Asks))
}
if len(trimmed.Bids) != 2 {
t.Errorf("trimmed bids = %d, want 2", len(trimmed.Bids))
}
}
// ============================================================================
// WSS streaming alias tests
// ============================================================================
func TestStreamingAliases(t *testing.T) {
mock := newPerpMock()
ctx := context.Background()
tests := []struct {
alias string
args []string
wantMethod string
}{
{"wt", []string{"BTC"}, "WatchTicker"},
{"wob", []string{"BTC"}, "WatchOrderBook"},
{"wo", nil, "WatchOrders"},
{"wtr", []string{"BTC"}, "WatchTrades"},
}
for _, tt := range tests {
t.Run(tt.alias, func(t *testing.T) {
mock.lastMethod = ""
captureOutput(func() {
cancelCtx, cancel := context.WithCancel(ctx)
cancel()
_ = dispatch(cancelCtx, mock, "MOCK", tt.alias, tt.args, true)
})
if mock.lastMethod != tt.wantMethod {
t.Errorf("alias %q called %q, want %q", tt.alias, mock.lastMethod, tt.wantMethod)
}
})
}
}
func TestStreamingArgsValidation(t *testing.T) {
mock := newPerpMock()
ctx := context.Background()
cmds := []string{"watch-ticker", "watch-ob", "watch-trades", "wt", "wob", "wtr"}
for _, cmd := range cmds {
t.Run(cmd+"_no_args", func(t *testing.T) {
err := dispatch(ctx, mock, "MOCK", cmd, nil, false)
if err == nil {
t.Errorf("dispatch(%q, nil) should fail due to missing args", cmd)
}
if !strings.Contains(err.Error(), "not enough arguments") {
t.Errorf("error should mention args, got: %v", err)
}
})
}
}
// ============================================================================
// quantityBar and findMaxQty tests
// ============================================================================
func TestQuantityBar(t *testing.T) {
tests := []struct {
name string
qty string
maxQty string
maxLen int
want int
}{
{"full bar", "100", "100", 20, 20},
{"half bar", "50", "100", 20, 10},
{"quarter bar", "25", "100", 20, 5},
{"minimum 1", "1", "1000", 20, 1},
{"zero qty", "0", "100", 20, 0},
{"zero max", "50", "0", 20, 0},
{"small ratio", "0.001", "100", 20, 1},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
qty := decimal.RequireFromString(tt.qty)
maxQty := decimal.RequireFromString(tt.maxQty)
bar := quantityBar(qty, maxQty, tt.maxLen)
got := len([]rune(bar))
if tt.want == 0 {
if bar != "" {
t.Errorf("quantityBar() = %q (len %d), want empty", bar, got)
}
} else if got != tt.want {
t.Errorf("quantityBar() len = %d, want %d", got, tt.want)
}
})
}
}
func TestFindMaxQty(t *testing.T) {
asks := []exchanges.Level{
{Quantity: decimal.RequireFromString("10")},
{Quantity: decimal.RequireFromString("50")},
}
bids := []exchanges.Level{
{Quantity: decimal.RequireFromString("30")},
{Quantity: decimal.RequireFromString("20")},
}
maxQty := findMaxQty(asks, bids, 5)
if !maxQty.Equal(decimal.RequireFromString("50")) {
t.Errorf("findMaxQty() = %s, want 50", maxQty.String())
}
}
func TestFindMaxQtyEmpty(t *testing.T) {
maxQty := findMaxQty(nil, nil, 5)
if !maxQty.IsZero() {
t.Errorf("findMaxQty(nil, nil) = %s, want 0", maxQty.String())
}
}
func TestFindMaxQtyDepthLimit(t *testing.T) {
levels := []exchanges.Level{
{Quantity: decimal.RequireFromString("10")},
{Quantity: decimal.RequireFromString("100")},
}
maxQty := findMaxQty(levels, nil, 1)
if !maxQty.Equal(decimal.RequireFromString("10")) {
t.Errorf("findMaxQty(depth=1) = %s, want 10", maxQty.String())
}
}