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Rename caps in volume filter tests (part of #522) #600

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merged 8 commits into from
Dec 2, 2020
Merged

Rename caps in volume filter tests (part of #522) #600

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2c6cd86
Initial commit - implement buy side
debnil Dec 2, 2020
5a39e47
Rename sellBaseAsset fields to baseAsset
debnil Dec 2, 2020
bff2a86
Merge branch 'master' into buyside-impl
debnil Dec 2, 2020
7cfb594
Fix action param
debnil Dec 2, 2020
b4a035c
Clean test build
debnil Dec 2, 2020
28154e3
Remove buyside impl
debnil Dec 2, 2020
568b1f5
Change some renames
debnil Dec 2, 2020
1570577
Align all names with master
debnil Dec 2, 2020
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224 changes: 112 additions & 112 deletions plugins/volumeFilter_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -155,130 +155,130 @@ func TestMakeFilterVolume(t *testing.T) {

func TestVolumeFilterFn(t *testing.T) {
testCases := []struct {
name string
mode volumeFilterMode
sellBaseCapInBase *float64
sellBaseCapInQuote *float64
otbBase *float64
otbQuote *float64
tbbBase *float64
tbbQuote *float64
inputOp *txnbuild.ManageSellOffer
wantOp *txnbuild.ManageSellOffer
wantTbbBase *float64
wantTbbQuote *float64
name string
mode volumeFilterMode
baseCapInBase *float64
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baseCapInQuote *float64
otbBase *float64
otbQuote *float64
tbbBase *float64
tbbQuote *float64
inputOp *txnbuild.ManageSellOffer
wantOp *txnbuild.ManageSellOffer
wantTbbBase *float64
wantTbbQuote *float64
}{
{
name: "1. selling, base units sell cap, don't keep selling base, exact mode",
mode: volumeFilterModeExact,
sellBaseCapInBase: pointy.Float64(0.0),
sellBaseCapInQuote: nil,
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
name: "1. selling, base units sell cap, don't keep selling base, exact mode",
mode: volumeFilterModeExact,
baseCapInBase: pointy.Float64(0.0),
baseCapInQuote: nil,
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
},
{
name: "2. selling, base units sell cap, don't keep selling base, ignore mode",
mode: volumeFilterModeIgnore,
sellBaseCapInBase: pointy.Float64(0.0),
sellBaseCapInQuote: nil,
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
name: "2. selling, base units sell cap, don't keep selling base, ignore mode",
mode: volumeFilterModeIgnore,
baseCapInBase: pointy.Float64(0.0),
baseCapInQuote: nil,
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
},
{
name: "3. selling, base units sell cap, keep selling base, exact mode",
mode: volumeFilterModeExact,
sellBaseCapInBase: pointy.Float64(1.0),
sellBaseCapInQuote: nil,
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: makeManageSellOffer("2.0", "1.0000000"),
wantTbbBase: pointy.Float64(1.0),
wantTbbQuote: pointy.Float64(2.0),
name: "3. selling, base units sell cap, keep selling base, exact mode",
mode: volumeFilterModeExact,
baseCapInBase: pointy.Float64(1.0),
baseCapInQuote: nil,
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: makeManageSellOffer("2.0", "1.0000000"),
wantTbbBase: pointy.Float64(1.0),
wantTbbQuote: pointy.Float64(2.0),
},
{
name: "4. selling, base units sell cap, keep selling base, ignore mode",
mode: volumeFilterModeIgnore,
sellBaseCapInBase: pointy.Float64(1.0),
sellBaseCapInQuote: nil,
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
name: "4. selling, base units sell cap, keep selling base, ignore mode",
mode: volumeFilterModeIgnore,
baseCapInBase: pointy.Float64(1.0),
baseCapInQuote: nil,
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
},
{
name: "7. selling, quote units sell cap, don't keep selling quote, exact mode",
mode: volumeFilterModeExact,
sellBaseCapInBase: nil,
sellBaseCapInQuote: pointy.Float64(0),
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
name: "7. selling, quote units sell cap, don't keep selling quote, exact mode",
mode: volumeFilterModeExact,
baseCapInBase: nil,
baseCapInQuote: pointy.Float64(0),
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
},
{
name: "8. selling, quote units sell cap, don't keep selling quote, ignore mode",
mode: volumeFilterModeIgnore,
sellBaseCapInBase: nil,
sellBaseCapInQuote: pointy.Float64(0),
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
name: "8. selling, quote units sell cap, don't keep selling quote, ignore mode",
mode: volumeFilterModeIgnore,
baseCapInBase: nil,
baseCapInQuote: pointy.Float64(0),
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
},
{
name: "9. selling, quote units sell cap, keep selling quote, exact mode",
mode: volumeFilterModeExact,
sellBaseCapInBase: nil,
sellBaseCapInQuote: pointy.Float64(1.0),
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: makeManageSellOffer("2.0", "0.5000000"),
wantTbbBase: pointy.Float64(0.5),
wantTbbQuote: pointy.Float64(1.0),
name: "9. selling, quote units sell cap, keep selling quote, exact mode",
mode: volumeFilterModeExact,
baseCapInBase: nil,
baseCapInQuote: pointy.Float64(1.0),
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: makeManageSellOffer("2.0", "0.5000000"),
wantTbbBase: pointy.Float64(0.5),
wantTbbQuote: pointy.Float64(1.0),
},
{
name: "10. selling, quote units sell cap, keep selling quote, ignore mode",
mode: volumeFilterModeIgnore,
sellBaseCapInBase: nil,
sellBaseCapInQuote: pointy.Float64(1.0),
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
name: "10. selling, quote units sell cap, keep selling quote, ignore mode",
mode: volumeFilterModeIgnore,
baseCapInBase: nil,
baseCapInQuote: pointy.Float64(1.0),
otbBase: pointy.Float64(0.0),
otbQuote: pointy.Float64(0.0),
tbbBase: pointy.Float64(0.0),
tbbQuote: pointy.Float64(0.0),
inputOp: makeManageSellOffer("2.0", "100.0"),
wantOp: nil,
wantTbbBase: pointy.Float64(0.0),
wantTbbQuote: pointy.Float64(0.0),
},
}

Expand All @@ -290,21 +290,21 @@ func TestVolumeFilterFn(t *testing.T) {
for _, action := range []queries.DailyVolumeAction{queries.DailyVolumeActionSell} {
t.Run(k.name, func(t *testing.T) {
// exactly one of the two cap values must be set
if k.sellBaseCapInBase == nil && k.sellBaseCapInQuote == nil {
if k.baseCapInBase == nil && k.baseCapInQuote == nil {
assert.Fail(t, "either one of the two cap values must be set")
return
}

if k.sellBaseCapInBase != nil && k.sellBaseCapInQuote != nil {
if k.baseCapInBase != nil && k.baseCapInQuote != nil {
assert.Fail(t, "both of the cap values cannot be set")
return
}

dailyOTB := makeRawVolumeFilterConfig(k.otbBase, k.otbQuote, action, k.mode, marketIDs, accountIDs)
dailyTBBAccumulator := makeRawVolumeFilterConfig(k.tbbBase, k.tbbQuote, action, k.mode, marketIDs, accountIDs)
lp := limitParameters{
baseAssetCapInBaseUnits: k.sellBaseCapInBase,
baseAssetCapInQuoteUnits: k.sellBaseCapInQuote,
baseAssetCapInBaseUnits: k.baseCapInBase,
baseAssetCapInQuoteUnits: k.baseCapInQuote,
mode: k.mode,
}

Expand Down