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Yaser
377
spec/models/order_spec.rb
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377
spec/models/order_spec.rb
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# encoding: UTF-8
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# frozen_string_literal: true
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describe Order, 'validations', type: :model do
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context 'validations' do
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subject do
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Order.validators
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.select { |v| v.is_a? ActiveRecord::Validations::PresenceValidator }
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.map(&:attributes)
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.flatten
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end
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it do
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is_expected.to include :ord_type
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is_expected.to include :volume
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is_expected.to include :origin_volume
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is_expected.to include :locked
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is_expected.to include :origin_locked
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end
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end
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context 'limit order' do
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it 'should make sure price is present' do
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order = OrderAsk.new(market_id: 'btcusd', price: nil, ord_type: 'limit')
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expect(order).not_to be_valid
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expect(order.errors[:price]).to include 'is not a number'
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end
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end
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context 'market order' do
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it 'should make sure price is not present' do
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order = OrderAsk.new(market_id: 'btcusd', price: '0.0'.to_d, ord_type: 'market')
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expect(order).not_to be_valid
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expect(order.errors[:price]).to include 'must not be present'
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end
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end
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context 'attr_readonly' do
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let!(:order) { create(:order_bid, :btcusd) }
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it "does not allow updating readonly attributes" do
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expect { order.update_attribute(:member_id, 1) }.to \
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raise_error(ActiveRecord::ActiveRecordError, 'member_id is marked as readonly')
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expect { order.update_attribute(:bid, 'xyz') }.to \
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raise_error(ActiveRecord::ActiveRecordError, 'bid is marked as readonly')
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expect { order.update_attribute(:ask, 'abc') }.to \
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raise_error(ActiveRecord::ActiveRecordError, 'ask is marked as readonly')
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expect { order.update_attribute(:market_id, 'abcxyz') }.to \
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raise_error(ActiveRecord::ActiveRecordError, 'market_id is marked as readonly')
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expect { order.update_attribute(:ord_type, 'market') }.to \
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raise_error(ActiveRecord::ActiveRecordError, 'ord_type is marked as readonly')
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expect { order.update_attribute(:origin_volume, 1) }.to \
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raise_error(ActiveRecord::ActiveRecordError, 'origin_volume is marked as readonly')
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expect { order.update_attribute(:origin_locked, 1) }.to \
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raise_error(ActiveRecord::ActiveRecordError, 'origin_locked is marked as readonly')
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expect { order.update_attribute(:created_at, '2009-01-03') }.to \
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raise_error(ActiveRecord::ActiveRecordError, 'created_at is marked as readonly')
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end
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end
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end
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describe Order, '#submit' do
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let(:order) { create(:order_bid, :with_deposit_liability, state: 'pending', price: '12.32'.to_d, volume: '123.12345678') }
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let(:rejected_order) { create(:order_bid, :with_deposit_liability, state: 'reject', price: '12.32'.to_d, volume: '123.12345678') }
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let(:order_bid) { create(:order_bid, :with_deposit_liability, state: 'pending', price: '12.32'.to_d, volume: '123.12345678') }
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let(:order_ask) { create(:order_ask, :with_deposit_liability, state: 'pending', price: '12.32'.to_d, volume: '123.12345678') }
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before do
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Order.submit(order_bid.id)
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Order.submit(order_ask.id)
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end
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it do
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expect(order_bid.reload.state).to eq 'wait'
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expect(Operations::Liability.where(reference: order_ask).count).to eq 2
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expect(Operations::Liability.where(reference: order_bid).count).to eq 2
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end
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context 'validations' do
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before do
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order.member.accounts.find_by_currency_id(order.currency).update(balance: 0)
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end
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it 'insufficient balance' do
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expect {
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Order.submit(order.id)
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}.to raise_error(Account::AccountError)
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expect(order.reload.state).to eq('reject')
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end
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it 'rejected order' do
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Order.submit(rejected_order.id)
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expect(rejected_order.reload.state).to eq('reject')
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end
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end
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it 'mysql connection error' do
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ActiveRecord::Base.stubs(:transaction).raises(Mysql2::Error::ConnectionError.new(''))
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expect { Order.submit(order.id) }.to raise_error(Mysql2::Error::ConnectionError)
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end
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end
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describe Order, '#cancel' do
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let(:order) { create(:order_bid, :with_deposit_liability, state: 'pending', price: '12.32'.to_d, volume: '123.12345678') }
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it 'mysql connection error' do
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ActiveRecord::Base.stubs(:transaction).raises(Mysql2::Error::ConnectionError.new(''))
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expect { Order.cancel(order.id) }.to raise_error(Mysql2::Error::ConnectionError)
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end
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end
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describe Order, 'precision validations', type: :model do
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let(:order_bid) { build(:order_bid, :btcusd, price: '12.32'.to_d, volume: '123.123456789') }
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let(:order_ask) { build(:order_ask, :btcusd, price: '12.326'.to_d, volume: '123.12345678') }
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it 'validates origin_volume precision' do
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record = order_bid
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expect(record.save).to eq false
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expect(record.errors[:origin_volume]).to include(/precision must be less than or equal to 8/i)
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end
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it 'validates price precision' do
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record = order_ask
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expect(record.save).to eq false
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expect(record.errors[:price]).to include(/precision must be less than or equal to 2/i)
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end
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end
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describe Order, '#done', type: :model do
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let(:ask_fee) { '0.003'.to_d }
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let(:bid_fee) { '0.001'.to_d }
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let(:order) { order_bid }
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let(:order_bid) { create(:order_bid, :btcusd, price: '1.2'.to_d, volume: '10.0'.to_d) }
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let(:order_ask) { create(:order_ask, :btcusd, price: '1.2'.to_d, volume: '10.0'.to_d) }
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let(:hold_account) { create_account(:usd, locked: '100.0'.to_d) }
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let(:expect_account) { create_account(:btc) }
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before do
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order_bid.stubs(:hold_account!).returns(hold_account.lock!)
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order_bid.stubs(:expect_account!).returns(expect_account.lock!)
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order_ask.stubs(:hold_account!).returns(hold_account.lock!)
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order_ask.stubs(:expect_account!).returns(expect_account.lock!)
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OrderBid.any_instance.stubs(:fee).returns(bid_fee)
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OrderAsk.any_instance.stubs(:fee).returns(ask_fee)
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end
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def mock_trade(volume, price)
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build(:trade, volume: volume, price: price, id: rand(10))
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end
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shared_examples 'trade done' do
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before do
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hold_account.reload
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expect_account.reload
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end
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end
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end
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describe Order, '#kind' do
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it 'should be ask for ask order' do
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expect(OrderAsk.new.kind).to eq 'ask'
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end
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it 'should be bid for bid order' do
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expect(OrderBid.new.kind).to eq 'bid'
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end
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end
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describe Order, 'related accounts' do
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let(:alice) { who_is_billionaire }
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let(:bob) { who_is_billionaire }
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context OrderAsk do
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it 'should hold btc and expect usd' do
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ask = create(:order_ask, :btcusd, member: alice)
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expect(ask.hold_account).to eq alice.get_account(:btc)
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expect(ask.expect_account).to eq alice.get_account(:usd)
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end
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end
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context OrderBid do
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it 'should hold usd and expect btc' do
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bid = create(:order_bid, :btcusd, member: bob)
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expect(bid.hold_account).to eq bob.get_account(:usd)
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expect(bid.expect_account).to eq bob.get_account(:btc)
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end
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end
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end
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describe Order, '#avg_price' do
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it 'should be zero if not filled yet' do
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expect(
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OrderAsk.new(
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locked: '1.0',
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origin_locked: '1.0',
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volume: '1.0',
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origin_volume: '1.0',
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funds_received: '0'
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).avg_price
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).to eq '0'.to_d
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expect(
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OrderBid.new(
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locked: '1.0',
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origin_locked: '1.0',
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volume: '1.0',
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origin_volume: '1.0',
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funds_received: '0'
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).avg_price
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).to eq '0'.to_d
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end
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it 'should calculate average price of bid order' do
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expect(
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OrderBid.new(
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market_id: 'btcusd',
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locked: '10.0',
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origin_locked: '20.0',
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volume: '1.0',
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origin_volume: '3.0',
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funds_received: '2.0'
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).avg_price
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).to eq '5'.to_d
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end
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it 'should calculate average price of ask order' do
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expect(
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OrderAsk.new(
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market_id: 'btcusd',
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locked: '1.0',
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origin_locked: '2.0',
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volume: '1.0',
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origin_volume: '2.0',
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funds_received: '10.0'
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).avg_price
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).to eq '10'.to_d
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end
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end
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describe Order, '#record_submit_operations!' do
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# Persist Order in database.
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let!(:order){ create(:order_ask, :btcusd, :with_deposit_liability) }
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subject { order }
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it 'creates two liability operations' do
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expect{ subject.record_submit_operations! }.to change{ Operations::Liability.count }.by(2)
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end
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it 'doesn\'t create asset operations' do
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expect{ subject.record_submit_operations! }.to_not change{ Operations::Asset.count }
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end
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it 'debits main liabilities for member' do
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expect{ subject.record_submit_operations! }.to change {
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subject.member.balance_for(currency: subject.currency, kind: :main)
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}.by(-subject.locked)
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end
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it 'credits locked liabilities for member' do
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expect{ subject.record_submit_operations! }.to change {
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subject.member.balance_for(currency: subject.currency, kind: :locked)
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}.by(subject.locked)
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end
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end
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describe Order, '#record_cancel_operations!' do
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# Persist Order in database.
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let!(:order){ create(:order_ask, :with_deposit_liability) }
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subject { order }
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before { subject.record_submit_operations! }
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it 'creates two liability operations' do
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expect{ subject.record_cancel_operations! }.to change{ Operations::Liability.count }.by(2)
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end
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it 'doesn\'t create asset operations' do
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expect{ subject.record_cancel_operations! }.to_not change{ Operations::Asset.count }
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end
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it 'credits main liabilities for member' do
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expect{ subject.record_cancel_operations! }.to change {
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subject.member.balance_for(currency: subject.currency, kind: :main)
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}.by(subject.locked)
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end
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it 'debits locked liabilities for member' do
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expect{ subject.record_cancel_operations! }.to change {
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subject.member.balance_for(currency: subject.currency, kind: :locked)
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}.by(-subject.locked)
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end
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end
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describe Order, '#trigger_event' do
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context 'trigger pusher event for limit order' do
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let!(:order){ create(:order_ask, :with_deposit_liability) }
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subject { order }
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let(:data) do
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{
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id: subject.id,
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market: subject.market_id,
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kind: subject.kind,
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side: subject.side,
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ord_type: subject.ord_type,
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price: subject.price&.to_s('F'),
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avg_price: subject.avg_price&.to_s('F'),
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state: subject.state,
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origin_volume: subject.origin_volume.to_s('F'),
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remaining_volume: subject.volume.to_s('F'),
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executed_volume: (subject.origin_volume - subject.volume).to_s('F'),
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at: subject.created_at.to_i,
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created_at: subject.created_at.to_i,
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updated_at: subject.updated_at.to_i,
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trades_count: subject.trades_count,
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}
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end
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before { ::AMQP::Queue.expects(:enqueue_event).with('private', subject.member.uid, 'order', data) }
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it { subject.trigger_event }
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end
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context 'trigger pusher event for market order' do
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let!(:order) { create(:order_ask, :with_deposit_liability, ord_type: 'market', price: nil) }
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subject { order }
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let(:data) do
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{
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id: subject.id,
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market: subject.market_id,
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kind: subject.kind,
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side: subject.side,
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ord_type: subject.ord_type,
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price: subject.price&.to_s('F'),
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avg_price: subject.avg_price&.to_s('F'),
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state: subject.state,
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origin_volume: subject.origin_volume.to_s('F'),
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remaining_volume: subject.volume.to_s('F'),
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executed_volume: (subject.origin_volume - subject.volume).to_s('F'),
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at: subject.created_at.to_i,
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created_at: subject.created_at.to_i,
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updated_at: subject.updated_at.to_i,
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trades_count: subject.trades_count
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}
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end
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it 'doesnt push event for active market order' do
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::AMQP::Queue.expects(:enqueue_event).with(:order, data).never
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subject.trigger_event
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end
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it 'pushes event for completed market order' do
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subject.expects(:trigger_event)
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subject.update!(state: 'done')
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end
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context do
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it do
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subject.update!(state: 'done')
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::AMQP::Queue.expects(:enqueue_event).with('private', subject.member.uid, 'order', data)
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subject.trigger_event
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end
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end
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end
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end
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