Skip to content
This repository has been archived by the owner on Feb 1, 2024. It is now read-only.

Commit

Permalink
Rename caps in volume filter tests (part of #522) (#600)
Browse files Browse the repository at this point in the history 
* Initial commit - implement buy side

* Rename sellBaseAsset fields to baseAsset

* Fix action param

* Clean test build

* Remove buyside impl

* Change some renames

* Align all names with master
  • Loading branch information
@debnil
debnil authored Dec 2, 2020
1 parent d8e7d2d commit a1863b7
Showing 1 changed file with 112 additions and 112 deletions.
224 changes: 112 additions & 112 deletions plugins/volumeFilter_test.go
View file
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
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

0 comments on commit a1863b7

Please sign in to comment.