application/mov/match/order_book_test.go

   1 package match
   2
   3 import (
   4         "testing"
   5
   6         "github.com/bytom/vapor/application/mov/common"
   7         "github.com/bytom/vapor/application/mov/database"
   8         "github.com/bytom/vapor/application/mov/mock"
   9 )
  10
  11 var (
  12         btc2eth = &common.TradePair{FromAssetID: &mock.BTC, ToAssetID: &mock.ETH}
  13 )
  14
  15 func TestOrderBook(t *testing.T) {
  16         cases := []struct {
  17                 desc                 string
  18                 initMovStore         database.MovStore
  19                 initArrivalAddOrders []*common.Order
  20                 initArrivalDelOrders []*common.Order
  21                 addOrders            []*common.Order
  22                 popOrders            []*common.TradePair
  23                 wantPeekedOrders     map[common.TradePair]*common.Order
  24         }{
  25                 {
  26                         desc: "no arrival orders, no add order, no pop order",
  27                         initMovStore: mock.NewMovStore(
  28                                 []*common.TradePair{btc2eth},
  29                                 []*common.Order{
  30                                         mock.Btc2EthOrders[0], mock.Btc2EthOrders[1], mock.Btc2EthOrders[2],
  31                                 },
  32                         ),
  33                         wantPeekedOrders: map[common.TradePair]*common.Order{
  34                                 *btc2eth: mock.Btc2EthOrders[0],
  35                         },
  36                 },
  37                 {
  38                         desc: "no arrival orders, add lower price order, no pop order",
  39                         initMovStore: mock.NewMovStore(
  40                                 []*common.TradePair{btc2eth},
  41                                 []*common.Order{
  42                                         mock.Btc2EthOrders[0], mock.Btc2EthOrders[1], mock.Btc2EthOrders[2],
  43                                 }),
  44                         addOrders: []*common.Order{mock.Btc2EthOrders[3]},
  45                         wantPeekedOrders: map[common.TradePair]*common.Order{
  46                                 *btc2eth: mock.Btc2EthOrders[3],
  47                         },
  48                 },
  49                 {
  50                         desc: "no arrival orders, no add order, pop one order",
  51                         initMovStore: mock.NewMovStore(
  52                                 []*common.TradePair{btc2eth},
  53                                 []*common.Order{
  54                                         mock.Btc2EthOrders[0], mock.Btc2EthOrders[1], mock.Btc2EthOrders[2],
  55                                 }),
  56                         popOrders: []*common.TradePair{btc2eth},
  57                         wantPeekedOrders: map[common.TradePair]*common.Order{
  58                                 *btc2eth: mock.Btc2EthOrders[2],
  59                         },
  60                 },
  61                 {
  62                         desc: "has arrival add orders, no add order, no pop order, the arrival add order is lower price",
  63                         initMovStore: mock.NewMovStore(
  64                                 []*common.TradePair{btc2eth},
  65                                 []*common.Order{
  66                                         mock.Btc2EthOrders[0], mock.Btc2EthOrders[1], mock.Btc2EthOrders[2],
  67                                 }),
  68                         initArrivalAddOrders: []*common.Order{mock.Btc2EthOrders[3]},
  69                         wantPeekedOrders: map[common.TradePair]*common.Order{
  70                                 *btc2eth: mock.Btc2EthOrders[3],
  71                         },
  72                 },
  73                 {
  74                         desc: "has arrival add orders, no add order, no pop order, the db add order is lower price",
  75                         initMovStore: mock.NewMovStore(
  76                                 []*common.TradePair{btc2eth},
  77                                 []*common.Order{
  78                                         mock.Btc2EthOrders[0], mock.Btc2EthOrders[1],
  79                                 }),
  80                         initArrivalAddOrders: []*common.Order{mock.Btc2EthOrders[2]},
  81                         wantPeekedOrders: map[common.TradePair]*common.Order{
  82                                 *btc2eth: mock.Btc2EthOrders[0],
  83                         },
  84                 },
  85                 {
  86                         desc: "has arrival add orders, no add order, pop one order, after pop the arrival order is lower price",
  87                         initMovStore: mock.NewMovStore(
  88                                 []*common.TradePair{btc2eth},
  89                                 []*common.Order{
  90                                         mock.Btc2EthOrders[1], mock.Btc2EthOrders[2], mock.Btc2EthOrders[3],
  91                                 }),
  92                         initArrivalAddOrders: []*common.Order{mock.Btc2EthOrders[0]},
  93                         popOrders:            []*common.TradePair{btc2eth},
  94                         wantPeekedOrders: map[common.TradePair]*common.Order{
  95                                 *btc2eth: mock.Btc2EthOrders[0],
  96                         },
  97                 },
  98                 {
  99                         desc: "has arrival delete orders, no add order, no pop order",
 100                         initMovStore: mock.NewMovStore(
 101                                 []*common.TradePair{btc2eth},
 102                                 []*common.Order{
 103                                         mock.Btc2EthOrders[1], mock.Btc2EthOrders[2], mock.Btc2EthOrders[3],
 104                                 }),
 105                         initArrivalDelOrders: []*common.Order{mock.Btc2EthOrders[3]},
 106                         wantPeekedOrders: map[common.TradePair]*common.Order{
 107                                 *btc2eth: mock.Btc2EthOrders[2],
 108                         },
 109                 },
 110                 {
 111                         desc: "has arrival delete orders and arrival add orders, no add order, no pop order, the arrival order is lower price",
 112                         initMovStore: mock.NewMovStore(
 113                                 []*common.TradePair{btc2eth},
 114                                 []*common.Order{
 115                                         mock.Btc2EthOrders[3], mock.Btc2EthOrders[1], mock.Btc2EthOrders[2],
 116                                 }),
 117                         initArrivalAddOrders: []*common.Order{mock.Btc2EthOrders[0]},
 118                         initArrivalDelOrders: []*common.Order{mock.Btc2EthOrders[3]},
 119                         wantPeekedOrders: map[common.TradePair]*common.Order{
 120                                 *btc2eth: mock.Btc2EthOrders[0],
 121                         },
 122                 },
 123                 {
 124                         desc: "has arrival delete orders and arrival add orders, no add order, pop one order",
 125                         initMovStore: mock.NewMovStore(
 126                                 []*common.TradePair{btc2eth},
 127                                 []*common.Order{
 128                                         mock.Btc2EthOrders[3], mock.Btc2EthOrders[1],
 129                                 }),
 130                         initArrivalAddOrders: []*common.Order{mock.Btc2EthOrders[0], mock.Btc2EthOrders[2]},
 131                         initArrivalDelOrders: []*common.Order{mock.Btc2EthOrders[3]},
 132                         popOrders:            []*common.TradePair{btc2eth},
 133                         wantPeekedOrders: map[common.TradePair]*common.Order{
 134                                 *btc2eth: mock.Btc2EthOrders[2],
 135                         },
 136                 },
 137                 {
 138                         desc: "has arrival add orders, but db order is empty",
 139                         initMovStore: mock.NewMovStore(
 140                                 []*common.TradePair{btc2eth},
 141                                 []*common.Order{}),
 142                         initArrivalAddOrders: []*common.Order{mock.Btc2EthOrders[0], mock.Btc2EthOrders[2]},
 143                         wantPeekedOrders: map[common.TradePair]*common.Order{
 144                                 *btc2eth: mock.Btc2EthOrders[0],
 145                         },
 146                 },
 147                 {
 148                         desc: "no add orders, and db order is empty",
 149                         initMovStore: mock.NewMovStore(
 150                                 []*common.TradePair{btc2eth},
 151                                 []*common.Order{}),
 152                         initArrivalAddOrders: []*common.Order{},
 153                         wantPeekedOrders: map[common.TradePair]*common.Order{
 154                                 *btc2eth: nil,
 155                         },
 156                 },
 157                 {
 158                         desc: "has arrival delete orders, no add order, no pop order, need recursive to peek one order",
 159                         initMovStore: mock.NewMovStore(
 160                                 []*common.TradePair{btc2eth},
 161                                 []*common.Order{
 162                                         mock.Btc2EthOrders[0], mock.Btc2EthOrders[1], mock.Btc2EthOrders[2], mock.Btc2EthOrders[3],
 163                                 }),
 164                         initArrivalAddOrders: []*common.Order{},
 165                         initArrivalDelOrders: []*common.Order{mock.Btc2EthOrders[3], mock.Btc2EthOrders[0], mock.Btc2EthOrders[2]},
 166                         wantPeekedOrders: map[common.TradePair]*common.Order{
 167                                 *btc2eth: mock.Btc2EthOrders[1],
 168                         },
 169                 },
 170         }
 171
 172         for i, c := range cases {
 173                 orderBook := NewOrderBook(c.initMovStore, c.initArrivalAddOrders, c.initArrivalDelOrders)
 174                 for _, order := range c.addOrders {
 175                         if err := orderBook.AddOrder(order); err != nil {
 176                                 t.Fatal(err)
 177                         }
 178                 }
 179
 180                 for _, tradePair := range c.popOrders {
 181                         orderBook.PopOrder(tradePair)
 182                 }
 183
 184                 for tradePair, wantOrder := range c.wantPeekedOrders {
 185                         gotOrder := orderBook.PeekOrder(&tradePair)
 186                         if wantOrder == gotOrder && wantOrder == nil {
 187                                 continue
 188                         }
 189
 190                         if gotOrder.Key() != wantOrder.Key() {
 191                                 t.Errorf("#%d(%s):the key of got order(%v) is not equals key of want order(%v)", i, c.desc, gotOrder, wantOrder)
 192                         }
 193                 }
 194         }
 195 }