first version

internal/execution/pricing_test.go

@@ -0,0 +1,49 @@
+package execution
+
+import (
+	"testing"
+	"time"
+
+	"github.com/shopspring/decimal"
+
+	"overnight-trading-bot/internal/domain"
+)
+
+func ed(raw string) decimal.Decimal {
+	v, err := decimal.NewFromString(raw)
+	if err != nil {
+		panic(err)
+	}
+	return v
+}
+
+func TestLimitPricesDoNotCross(t *testing.T) {
+	buy, err := LimitBuyPrice(ed("100"), ed("100.03"), ed("0.01"), 1)
+	if err != nil {
+		t.Fatal(err)
+	}
+	if !buy.Equal(ed("100.01")) {
+		t.Fatalf("buy=%s", buy)
+	}
+	sell, err := LimitSellPrice(ed("100"), ed("100.03"), ed("0.01"), 1)
+	if err != nil {
+		t.Fatal(err)
+	}
+	if !sell.Equal(ed("100.02")) {
+		t.Fatalf("sell=%s", sell)
+	}
+	tightBuy, _ := LimitBuyPrice(ed("100"), ed("100.01"), ed("0.01"), 1)
+	if !tightBuy.Equal(ed("100")) {
+		t.Fatalf("tight buy=%s", tightBuy)
+	}
+}
+
+func TestClientOrderIDDeterministic(t *testing.T) {
+	date := time.Date(2024, 1, 2, 0, 0, 0, 0, time.UTC)
+	a := ClientOrderID(date, "uid", domain.SideBuy, 1)
+	b := ClientOrderID(date, "uid", domain.SideBuy, 1)
+	c := ClientOrderID(date, "uid", domain.SideBuy, 2)
+	if a != b || a == c {
+		t.Fatalf("unexpected ids: %s %s %s", a, b, c)
+	}
+}