44 lines
1.1 KiB
Go
44 lines
1.1 KiB
Go
package marketdata
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import (
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"context"
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"strings"
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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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"overnight-trading-bot/internal/tinvest"
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)
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type fixedClock struct {
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now time.Time
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}
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func (c fixedClock) Now() time.Time {
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return c.now
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}
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func (c fixedClock) Sleep(<-chan struct{}, time.Duration) bool {
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return true
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}
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func TestLatestQuoteUsesExchangeTimestampForFreshness(t *testing.T) {
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now := time.Date(2026, 6, 8, 18, 20, 0, 0, time.UTC)
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gateway := tinvest.NewFakeGateway()
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gateway.OrderBooks["uid"] = domain.OrderBook{
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InstrumentUID: "uid",
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Time: now.Add(-2 * time.Second),
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ReceivedAt: now,
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Bids: []domain.OrderBookLevel{{Price: decimal.NewFromInt(99), QuantityLots: 10}},
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Asks: []domain.OrderBookLevel{{Price: decimal.NewFromInt(101), QuantityLots: 10}},
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}
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loader := NewLoader(nil, gateway)
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loader.SetClock(fixedClock{now: now})
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_, err := loader.LatestQuote(context.Background(), "uid", 20, time.Second)
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if err == nil || !strings.Contains(err.Error(), "quote age") {
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t.Fatalf("LatestQuote err=%v, want stale exchange timestamp rejection", err)
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}
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}
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