# encoding: UTF-8 # frozen_string_literal: true describe Workers::AMQP::Matching do let(:alice) { who_is_billionaire } let(:bob) { who_is_billionaire } let(:market) { Market.find(:btcusd) } subject { Workers::AMQP::Matching.new } context 'engines' do it 'should get all engines' do expect(subject.engines.keys.sort).to eq Market.pluck(:id).sort end it 'should started all engines' do expect(subject.engines.values.map(&:mode)).to eq Array.new(Market.count, :run) end end context 'partial match' do let(:existing) { create(:order_ask, :btcusd, price: '4001', volume: '10.0', member: alice) } before do subject.process({ action: 'submit', order: existing.to_matching_attributes }, {}, {}) end it 'should started engine' do expect(subject.engines['btcusd'].mode).to eq :run end it 'should match part of existing order' do order = create(:order_bid, :btcusd, price: '4001', volume: '8.0', member: bob) AMQP::Queue.expects(:enqueue) .with(:trade_executor, { action: 'execute', trade: { market_id: market.id, maker_order_id: existing.id, taker_order_id: order.id, strike_price: '4001'.to_d, amount: '8.0'.to_d, total: '32008'.to_d } }, anything) subject.process({ action: 'submit', order: order.to_matching_attributes }, {}, {}) end it 'should match part of new order' do order = create(:order_bid, :btcusd, price: '4001', volume: '12.0', member: bob) AMQP::Queue.expects(:enqueue) .with(:trade_executor, { action: 'execute', trade: { market_id: market.id, maker_order_id: existing.id, taker_order_id: order.id, strike_price: '4001'.to_d, amount: '10.0'.to_d, total: '40010'.to_d } }, anything) subject.process({ action: 'submit', order: order.to_matching_attributes }, {}, {}) end end context 'complex partial match' do # submit | ask price/volume | bid price/volume | # ----------------------------------------------- # ask1 | 4003/3 | | # ----------------------------------------------- # ask2 | 4002/3, 4003/3 | | # ----------------------------------------------- # bid3 | | 4003/2 | # ----------------------------------------------- # ask4 | 4002/3 | | # ----------------------------------------------- # bid5 | | | # ----------------------------------------------- # bid6 | | 4001/5 | # ----------------------------------------------- let!(:ask1) { create(:order_ask, :btcusd, price: '4003', volume: '3.0', member: alice) } let!(:ask2) { create(:order_ask, :btcusd, price: '4002', volume: '3.0', member: alice) } let!(:bid3) { create(:order_bid, :btcusd, price: '4003', volume: '8.0', member: bob) } let!(:ask4) { create(:order_ask, :btcusd, price: '4002', volume: '5.0', member: alice) } let!(:bid5) { create(:order_bid, :btcusd, price: '4003', volume: '3.0', member: bob) } let!(:bid6) { create(:order_bid, :btcusd, price: '4001', volume: '5.0', member: bob) } let!(:orderbook) { Matching::OrderBookManager.new('btcusd', broadcast: false) } let!(:engine) { Matching::Engine.new(market, mode: :run) } before do engine.stubs(:orderbook).returns(orderbook) ::Matching::Engine.stubs(:new).returns(engine) end it 'should create many trades' do AMQP::Queue.expects(:enqueue) .with(:trade_executor, { action: 'execute', trade: { market_id: market.id, maker_order_id: ask1.id, taker_order_id: bid3.id, strike_price: ask1.price, amount: ask1.volume, total: '12009'.to_d } }, anything).once AMQP::Queue.expects(:enqueue) .with(:trade_executor, { action: 'execute', trade: { market_id: market.id, maker_order_id: ask2.id, taker_order_id: bid3.id, strike_price: ask2.price, amount: ask2.volume, total: '12006'.to_d } }, anything).once AMQP::Queue.expects(:enqueue) .with(:trade_executor, { action: 'execute', trade: { market_id: market.id, taker_order_id: ask4.id, maker_order_id: bid3.id, strike_price: bid3.price, amount: '2.0'.to_d, total: '8006'.to_d } }, anything).once AMQP::Queue.expects(:enqueue) .with(:trade_executor, { action: 'execute', trade: { market_id: market.id, maker_order_id: ask4.id, taker_order_id: bid5.id, strike_price: ask4.price, amount: bid5.volume, total: '12006'.to_d } }, anything).once subject end end context 'cancel order' do let(:existing) { create(:order_ask, :btcusd, price: '4001', volume: '10.0', member: alice) } before do subject.process({ action: 'submit', order: existing.to_matching_attributes }, {}, {}) end it 'should cancel existing order' do subject.process({ action: 'cancel', order: existing.to_matching_attributes }, {}, {}) expect(subject.engines[market.id].ask_orders.limit_orders).to be_empty end end context 'dryrun' do let!(:bid) { create(:order_bid, :btcusd, price: '4001', volume: '8.0', member: bob) } subject { Workers::AMQP::Matching.new(mode: :dryrun) } context 'very old orders matched' do let!(:ask) { create(:order_ask, :btcusd, price: '4000', volume: '3.0', member: alice, created_at: 1.day.ago) } it 'should not start engine' do expect(subject.engines['btcusd'].mode).to eq :dryrun expect(subject.engines['btcusd'].queue.size).to eq 1 end end context 'buffered orders matched' do let!(:ask) { create(:order_ask, :btcusd, price: '4000', volume: '3.0', member: alice) } it 'should start engine' do expect(subject.engines['btcusd'].mode).to eq :run end end end end