54 lines
1.3 KiB
Go
54 lines
1.3 KiB
Go
package execution
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import (
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"testing"
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"time"
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"github.com/shopspring/decimal"
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"overnight-trading-bot/internal/domain"
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)
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func ed(raw string) decimal.Decimal {
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v, err := decimal.NewFromString(raw)
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if err != nil {
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panic(err)
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}
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return v
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}
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func TestLimitPricesDoNotCross(t *testing.T) {
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buy, err := LimitBuyPrice(ed("100"), ed("100.03"), ed("0.01"), 1)
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if err != nil {
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t.Fatal(err)
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}
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if !buy.Equal(ed("100.01")) {
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t.Fatalf("buy=%s", buy)
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}
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sell, err := LimitSellPrice(ed("100"), ed("100.03"), ed("0.01"), 1)
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if err != nil {
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t.Fatal(err)
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}
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if !sell.Equal(ed("100.02")) {
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t.Fatalf("sell=%s", sell)
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}
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tightBuy, _ := LimitBuyPrice(ed("100"), ed("100.01"), ed("0.01"), 1)
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if !tightBuy.Equal(ed("100")) {
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t.Fatalf("tight buy=%s", tightBuy)
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}
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}
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func TestClientOrderIDDeterministic(t *testing.T) {
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date := time.Date(2024, 1, 2, 0, 0, 0, 0, time.UTC)
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longUID := "a-realistic-instrument-uid-that-is-much-longer-than-the-order-id-limit"
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a := ClientOrderID(date, longUID, domain.SideBuy, 1)
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b := ClientOrderID(date, longUID, domain.SideBuy, 1)
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c := ClientOrderID(date, longUID, domain.SideBuy, 2)
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if a != b || a == c {
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t.Fatalf("unexpected ids: %s %s %s", a, b, c)
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}
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if len(a) > maxClientOrderIDLen {
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t.Fatalf("client order id len=%d, want <=%d: %s", len(a), maxClientOrderIDLen, a)
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}
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}
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