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Mov (#518)
[bytom/vapor.git] / application / mov / match / engine_test.go
diff --git a/application/mov/match/engine_test.go b/application/mov/match/engine_test.go
new file mode 100644 (file)
index 0000000..1ac993a
--- /dev/null
@@ -0,0 +1,388 @@
+package match
+
+import (
+       "testing"
+
+       "github.com/bytom/vapor/application/mov/common"
+       "github.com/bytom/vapor/application/mov/mock"
+       "github.com/bytom/vapor/protocol/bc"
+       "github.com/bytom/vapor/protocol/bc/types"
+       "github.com/bytom/vapor/protocol/validation"
+)
+
+func TestGenerateMatchedTxs(t *testing.T) {
+       btc2eth := &common.TradePair{FromAssetID: &mock.BTC, ToAssetID: &mock.ETH}
+       eth2btc := &common.TradePair{FromAssetID: &mock.ETH, ToAssetID: &mock.BTC}
+       eth2eos := &common.TradePair{FromAssetID: &mock.ETH, ToAssetID: &mock.EOS}
+       eos2btc := &common.TradePair{FromAssetID: &mock.EOS, ToAssetID: &mock.BTC}
+
+       cases := []struct {
+               desc            string
+               tradePairs      []*common.TradePair
+               initStoreOrders []*common.Order
+               wantMatchedTxs  []*types.Tx
+       }{
+               {
+                       desc:       "full matched",
+                       tradePairs: []*common.TradePair{btc2eth, eth2btc},
+                       initStoreOrders: []*common.Order{
+                               mock.Btc2EthOrders[0], mock.Btc2EthOrders[1],
+                               mock.Eth2BtcOrders[0],
+                       },
+                       wantMatchedTxs: []*types.Tx{
+                               mock.MatchedTxs[1],
+                       },
+               },
+               {
+                       desc:       "partial matched",
+                       tradePairs: []*common.TradePair{btc2eth, eth2btc},
+                       initStoreOrders: []*common.Order{
+                               mock.Btc2EthOrders[0], mock.Btc2EthOrders[1],
+                               mock.Eth2BtcOrders[1],
+                       },
+                       wantMatchedTxs: []*types.Tx{
+                               mock.MatchedTxs[0],
+                       },
+               },
+               {
+                       desc:       "partial matched and continue to match",
+                       tradePairs: []*common.TradePair{btc2eth, eth2btc},
+                       initStoreOrders: []*common.Order{
+                               mock.Btc2EthOrders[0], mock.Btc2EthOrders[1],
+                               mock.Eth2BtcOrders[2],
+                       },
+                       wantMatchedTxs: []*types.Tx{
+                               mock.MatchedTxs[2],
+                               mock.MatchedTxs[3],
+                       },
+               },
+               {
+                       desc:       "unable to match",
+                       tradePairs: []*common.TradePair{btc2eth, eth2btc},
+                       initStoreOrders: []*common.Order{
+                               mock.Btc2EthOrders[1],
+                               mock.Eth2BtcOrders[0],
+                       },
+                       wantMatchedTxs: []*types.Tx{},
+               },
+               {
+                       desc:       "cycle match",
+                       tradePairs: []*common.TradePair{btc2eth, eth2eos, eos2btc},
+                       initStoreOrders: []*common.Order{
+                               mock.Btc2EthOrders[0], mock.Eth2EosOrders[0], mock.Eos2BtcOrders[0],
+                       },
+                       wantMatchedTxs: []*types.Tx{
+                               mock.MatchedTxs[6],
+                       },
+               },
+               {
+                       desc:       "multiple assets as a fee",
+                       tradePairs: []*common.TradePair{btc2eth, eth2btc},
+                       initStoreOrders: []*common.Order{
+                               mock.Btc2EthOrders[0], mock.Eth2BtcOrders[3],
+                       },
+                       wantMatchedTxs: []*types.Tx{
+                               mock.MatchedTxs[11],
+                       },
+               },
+       }
+
+       for i, c := range cases {
+               movStore := mock.NewMovStore([]*common.TradePair{btc2eth, eth2btc}, c.initStoreOrders)
+               matchEngine := NewEngine(NewOrderBook(movStore, nil, nil), NewDefaultFeeStrategy(), mock.RewardProgram)
+               var gotMatchedTxs []*types.Tx
+               for matchEngine.HasMatchedTx(c.tradePairs...) {
+                       matchedTx, err := matchEngine.NextMatchedTx(c.tradePairs...)
+                       if err != nil {
+                               t.Fatal(err)
+                       }
+
+                       gotMatchedTxs = append(gotMatchedTxs, matchedTx)
+               }
+
+               if len(c.wantMatchedTxs) != len(gotMatchedTxs) {
+                       t.Errorf("#%d(%s) the length of got matched tx is not equals want matched tx", i, c.desc)
+                       continue
+               }
+
+               for j, gotMatchedTx := range gotMatchedTxs {
+                       if _, err := validation.ValidateTx(gotMatchedTx.Tx, &bc.Block{BlockHeader: &bc.BlockHeader{Version: 1}}); err != nil {
+                               t.Fatal(err)
+                       }
+
+                       c.wantMatchedTxs[j].Version = 1
+                       byteData, err := c.wantMatchedTxs[j].MarshalText()
+                       if err != nil {
+                               t.Fatal(err)
+                       }
+
+                       c.wantMatchedTxs[j].SerializedSize = uint64(len(byteData))
+                       wantMatchedTx := types.NewTx(c.wantMatchedTxs[j].TxData)
+                       if gotMatchedTx.ID != wantMatchedTx.ID {
+                               t.Errorf("#%d(%s) the tx hash of got matched tx: %s is not equals want matched tx: %s", i, c.desc, gotMatchedTx.ID.String(), wantMatchedTx.ID.String())
+                       }
+               }
+       }
+}
+
+func TestValidateTradePairs(t *testing.T) {
+       cases := []struct {
+               desc       string
+               tradePairs []*common.TradePair
+               wantError  bool
+       }{
+               {
+                       desc: "valid case of two trade pairs",
+                       tradePairs: []*common.TradePair{
+                               {
+                                       FromAssetID: &mock.BTC,
+                                       ToAssetID:   &mock.ETH,
+                               },
+                               {
+                                       FromAssetID: &mock.ETH,
+                                       ToAssetID:   &mock.BTC,
+                               },
+                       },
+                       wantError: false,
+               },
+               {
+                       desc: "invalid case of two trade pairs",
+                       tradePairs: []*common.TradePair{
+                               {
+                                       FromAssetID: &mock.BTC,
+                                       ToAssetID:   &mock.ETH,
+                               },
+                               {
+                                       FromAssetID: &mock.ETH,
+                                       ToAssetID:   &mock.EOS,
+                               },
+                       },
+                       wantError: true,
+               },
+               {
+                       desc: "valid case of three trade pairs",
+                       tradePairs: []*common.TradePair{
+                               {
+                                       FromAssetID: &mock.BTC,
+                                       ToAssetID:   &mock.ETH,
+                               },
+                               {
+                                       FromAssetID: &mock.ETH,
+                                       ToAssetID:   &mock.EOS,
+                               },
+                               {
+                                       FromAssetID: &mock.EOS,
+                                       ToAssetID:   &mock.BTC,
+                               },
+                       },
+                       wantError: false,
+               },
+               {
+                       desc: "invalid case of three trade pairs",
+                       tradePairs: []*common.TradePair{
+                               {
+                                       FromAssetID: &mock.BTC,
+                                       ToAssetID:   &mock.ETH,
+                               },
+                               {
+                                       FromAssetID: &mock.ETH,
+                                       ToAssetID:   &mock.BTC,
+                               },
+                               {
+                                       FromAssetID: &mock.BTC,
+                                       ToAssetID:   &mock.BTC,
+                               },
+                       },
+                       wantError: true,
+               },
+               {
+                       desc: "valid case 2 of three trade pairs",
+                       tradePairs: []*common.TradePair{
+                               {
+                                       FromAssetID: &mock.BTC,
+                                       ToAssetID:   &mock.ETH,
+                               },
+                               {
+                                       FromAssetID: &mock.EOS,
+                                       ToAssetID:   &mock.BTC,
+                               },
+                               {
+                                       FromAssetID: &mock.ETH,
+                                       ToAssetID:   &mock.EOS,
+                               },
+                       },
+                       wantError: false,
+               },
+       }
+
+       for i, c := range cases {
+               err := validateTradePairs(c.tradePairs)
+               if c.wantError && err == nil {
+                       t.Errorf("#%d(%s): want error, got no error", i, c.desc)
+               }
+
+               if !c.wantError && err != nil {
+                       t.Errorf("#%d(%s): want no error, got error (%v)", i, c.desc, err)
+               }
+       }
+}
+
+func TestIsMatched(t *testing.T) {
+       cases := []struct {
+               desc        string
+               orders      []*common.Order
+               wantMatched bool
+       }{
+               {
+                       desc: "ratio is equals",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   6250,
+                                       RatioDenominator: 3,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   3,
+                                       RatioDenominator: 6250,
+                               },
+                       },
+                       wantMatched: true,
+               },
+               {
+                       desc: "ratio is equals, and numerator and denominator are multiples of the opposite",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   6250,
+                                       RatioDenominator: 3,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   9,
+                                       RatioDenominator: 18750,
+                               },
+                       },
+                       wantMatched: true,
+               },
+               {
+                       desc: "matched with a slight diff",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   62500000000000000,
+                                       RatioDenominator: 30000000000001,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   3,
+                                       RatioDenominator: 6250,
+                               },
+                       },
+                       wantMatched: true,
+               },
+               {
+                       desc: "not matched with a slight diff",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   62500000000000001,
+                                       RatioDenominator: 30000000000000,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   3,
+                                       RatioDenominator: 6250,
+                               },
+                       },
+                       wantMatched: false,
+               },
+               {
+                       desc: "ring matched",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   2000000003,
+                                       RatioDenominator: 100000001,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.EOS,
+                                       RatioNumerator:   400000000001,
+                                       RatioDenominator: 2000000003,
+                               },
+                               {
+                                       FromAssetID:      &mock.EOS,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   100000001,
+                                       RatioDenominator: 400000000001,
+                               },
+                       },
+                       wantMatched: true,
+               },
+               {
+                       desc: "ring matched with a slight diff",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   2000000003,
+                                       RatioDenominator: 100000001,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.EOS,
+                                       RatioNumerator:   400000000001,
+                                       RatioDenominator: 2000000003,
+                               },
+                               {
+                                       FromAssetID:      &mock.EOS,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   100000000,
+                                       RatioDenominator: 400000000001,
+                               },
+                       },
+                       wantMatched: true,
+               },
+               {
+                       desc: "ring fail matched with a slight diff",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   2000000003,
+                                       RatioDenominator: 100000001,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.EOS,
+                                       RatioNumerator:   400000000001,
+                                       RatioDenominator: 2000000003,
+                               },
+                               {
+                                       FromAssetID:      &mock.EOS,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   100000002,
+                                       RatioDenominator: 400000000001,
+                               },
+                       },
+                       wantMatched: false,
+               },
+       }
+
+       for i, c := range cases {
+               gotMatched := IsMatched(c.orders)
+               if gotMatched != c.wantMatched {
+                       t.Errorf("#%d(%s) got matched:%v, want matched:%v", i, c.desc, gotMatched, c.wantMatched)
+               }
+       }
+}