eighth version

This commit is contained in:
2026-06-08 11:55:36 +00:00
parent ebea17b411
commit e8b7d8e27c
15 changed files with 431 additions and 42 deletions
+14 -10
View File
@@ -149,6 +149,9 @@ func (e *Engine) placeLimit(ctx context.Context, order domain.Order, freeOrderLi
lock := e.lockFor(order.InstrumentUID)
lock.Lock()
defer lock.Unlock()
if e.mode != domain.ModePaper && !e.mode.AllowsBrokerOrders() {
return order, ErrBrokerOrdersDisabled
}
if e.store != nil {
existing, err := e.findExisting(ctx, order)
if err != nil {
@@ -161,13 +164,6 @@ func (e *Engine) placeLimit(ctx context.Context, order domain.Order, freeOrderLi
if e.mode == domain.ModePaper {
return e.placePaperLimit(ctx, order, freeOrderLimit)
}
if !e.mode.AllowsBrokerOrders() {
order.Status = domain.OrderStatusNew
if e.store != nil {
return order, e.store.UpsertOrder(ctx, order)
}
return order, ErrBrokerOrdersDisabled
}
if e.gateway == nil {
return domain.Order{}, errors.New("gateway is nil")
}
@@ -569,16 +565,24 @@ func (e *Engine) checkQuoteFresh(book domain.OrderBook) error {
if e.maxQuoteAge <= 0 {
return nil
}
if book.ReceivedAt.IsZero() {
return fmt.Errorf("quote received timestamp is missing")
quoteTs := quoteTimestamp(book)
if quoteTs.IsZero() {
return fmt.Errorf("quote timestamp is missing")
}
age := e.nowUTC().Sub(book.ReceivedAt)
age := e.nowUTC().Sub(quoteTs)
if age > e.maxQuoteAge {
return fmt.Errorf("quote age %s exceeds %s", age, e.maxQuoteAge)
}
return nil
}
func quoteTimestamp(book domain.OrderBook) time.Time {
if !book.Time.IsZero() {
return book.Time.UTC()
}
return book.ReceivedAt.UTC()
}
func (e *Engine) lockFor(instrumentUID string) *sync.Mutex {
value, _ := e.mu.LoadOrStore(instrumentUID, &sync.Mutex{})
lock, ok := value.(*sync.Mutex)
+46
View File
@@ -243,6 +243,52 @@ func TestPlaceEntryRejectsStaleQuote(t *testing.T) {
}
}
func TestPlaceEntryRejectsStaleExchangeQuoteTime(t *testing.T) {
ctx := context.Background()
now := time.Date(2026, 6, 8, 18, 20, 0, 0, time.UTC)
engine := NewEngine(domain.ModeSandbox, "account", tinvest.NewFakeGateway(), testutil.NewMemoryRepository())
engine.SetClock(&fixedClock{now: now})
engine.SetMaxQuoteAge(time.Second)
_, err := engine.PlaceEntry(ctx, "hash", domain.Instrument{
InstrumentUID: "uid",
Lot: 1,
MinPriceIncrement: decimal.NewFromInt(1),
}, now, 1, domain.OrderBook{
InstrumentUID: "uid",
Time: now.Add(-2 * time.Second),
ReceivedAt: now,
Bids: []domain.OrderBookLevel{{Price: decimal.NewFromInt(99), QuantityLots: 10}},
Asks: []domain.OrderBookLevel{{Price: decimal.NewFromInt(101), QuantityLots: 10}},
}, 1, 1)
if err == nil {
t.Fatal("expected stale exchange quote timestamp error")
}
}
func TestLiveReadonlyDoesNotPersistLocalOrder(t *testing.T) {
ctx := context.Background()
repo := testutil.NewMemoryRepository()
engine := NewEngine(domain.ModeLiveReadonly, "account", tinvest.NewFakeGateway(), repo)
_, err := engine.PlaceLimit(ctx, domain.Order{
ClientOrderID: "readonly-order",
AccountIDHash: "hash",
InstrumentUID: "uid",
TradeDate: time.Date(2026, 6, 8, 0, 0, 0, 0, time.UTC),
Side: domain.SideBuy,
OrderType: domain.OrderTypeLimit,
LimitPrice: decimal.NewFromInt(100),
QuantityLots: 1,
Status: domain.OrderStatusNew,
AttemptNo: 1,
})
if !errors.Is(err, ErrBrokerOrdersDisabled) {
t.Fatalf("PlaceLimit err=%v, want ErrBrokerOrdersDisabled", err)
}
if len(repo.Orders) != 0 {
t.Fatalf("readonly mode persisted orders: %+v", repo.Orders)
}
}
func TestMonitorUntilRepostsAndExpiresAtDeadline(t *testing.T) {
ctx := context.Background()
repo := testutil.NewMemoryRepository()