351 lines
11 KiB
Python
351 lines
11 KiB
Python
import typing
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from solana.publickey import PublicKey
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from .context import mango
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from .fakes import fake_account_info, fake_seeded_public_key
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from decimal import Decimal
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def test_constructor() -> None:
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address = fake_seeded_public_key("perp event queue address")
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account_info: mango.AccountInfo = fake_account_info(address)
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meta_data: mango.Metadata = mango.Metadata(
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mango.layouts.DATA_TYPE.EventQueue, mango.Version.V1, True
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)
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head: Decimal = Decimal(0)
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count: Decimal = Decimal(0)
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sequence_number: Decimal = Decimal(0)
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unprocessed_events: typing.Sequence[mango.PerpEvent] = []
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processed_events: typing.Sequence[mango.PerpEvent] = []
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actual = mango.PerpEventQueue(
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account_info,
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mango.Version.V1,
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meta_data,
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mango.NullLotSizeConverter(),
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head,
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count,
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sequence_number,
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unprocessed_events,
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processed_events,
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)
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assert actual is not None
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assert actual.account_info == account_info
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assert actual.meta_data == meta_data
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assert actual.address == address
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assert actual.head == head
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assert actual.count == count
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assert actual.sequence_number == sequence_number
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assert actual.unprocessed_events == unprocessed_events
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assert actual.processed_events == processed_events
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def _fake_pev(
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head: Decimal,
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count: Decimal,
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sequence_number: Decimal,
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unprocessed: typing.Sequence[mango.PerpEvent],
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processed: typing.Sequence[mango.PerpEvent],
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) -> mango.PerpEventQueue:
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address = fake_seeded_public_key("perp event queue address")
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account_info: mango.AccountInfo = fake_account_info(address)
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meta_data: mango.Metadata = mango.Metadata(
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mango.layouts.DATA_TYPE.EventQueue, mango.Version.V1, True
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)
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return mango.PerpEventQueue(
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account_info,
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mango.Version.V1,
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meta_data,
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mango.NullLotSizeConverter(),
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head,
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count,
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sequence_number,
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unprocessed,
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processed,
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)
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class TstPE(mango.PerpEvent):
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def __init__(self, event_type: int = 25, original_index: Decimal = Decimal(0)):
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super().__init__(event_type, original_index)
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@property
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def accounts_to_crank(self) -> typing.Sequence[PublicKey]:
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return []
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def __str__(self) -> str:
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return f"« TstPE [{self.event_type}] »"
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class TstFillPE(mango.PerpFillEvent):
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def __init__(
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self, maker: PublicKey, maker_id: int, taker: PublicKey, taker_id: int
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):
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super().__init__(
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0,
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Decimal(0),
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mango.utc_now(),
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mango.Side.BUY,
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Decimal(1),
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Decimal(1),
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Decimal(1),
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Decimal(1),
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True,
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maker,
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Decimal(maker_id),
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Decimal(0),
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taker,
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Decimal(taker_id),
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Decimal(0),
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)
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def __str__(self) -> str:
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return f"« TstFillPE [{self.maker_order_id} / {self.taker_order_id}] »"
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def test_unseen_with_no_changes() -> None:
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initial = _fake_pev(
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Decimal(5),
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Decimal(2),
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Decimal(7),
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[],
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[TstPE(), TstPE(), TstPE(), TstPE(), TstPE()],
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)
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actual: mango.UnseenPerpEventChangesTracker = mango.UnseenPerpEventChangesTracker(
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initial
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)
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assert actual.last_sequence_number == Decimal(7)
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updated = _fake_pev(
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Decimal(5),
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Decimal(2),
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Decimal(7),
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[],
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[TstPE(), TstPE(), TstPE(), TstPE(), TstPE()],
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)
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unseen = actual.unseen(updated)
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assert len(unseen) == 0
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assert actual.last_sequence_number == Decimal(7)
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def test_unseen_with_one_unprocessed_change() -> None:
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initial = _fake_pev(
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Decimal(1),
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Decimal(0),
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Decimal(1),
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[TstPE()],
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[TstPE(), TstPE(), TstPE(), TstPE()],
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)
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actual: mango.UnseenPerpEventChangesTracker = mango.UnseenPerpEventChangesTracker(
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initial
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)
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assert actual.last_sequence_number == Decimal(1)
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marker = TstPE(50)
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updated = _fake_pev(
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Decimal(2),
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Decimal(1),
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Decimal(2),
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[marker],
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[TstPE(), TstPE(), TstPE(), TstPE()],
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)
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unseen = actual.unseen(updated)
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assert actual.last_sequence_number == Decimal(2)
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assert len(unseen) == 1
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assert unseen[0] == marker
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def test_unseen_with_two_unprocessed_changes() -> None:
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initial = _fake_pev(
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Decimal(1), Decimal(0), Decimal(1), [], [TstPE(), TstPE(), TstPE()]
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)
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actual: mango.UnseenPerpEventChangesTracker = mango.UnseenPerpEventChangesTracker(
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initial
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)
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assert actual.last_sequence_number == Decimal(1)
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marker1 = TstPE(50)
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marker2 = TstPE(51)
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updated = _fake_pev(
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Decimal(3),
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Decimal(2),
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Decimal(3),
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[marker1, marker2],
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[TstPE(), TstPE(), TstPE()],
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)
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unseen = actual.unseen(updated)
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assert actual.last_sequence_number == Decimal(3)
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assert len(unseen) == 2
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assert unseen[0] == marker1
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assert unseen[1] == marker2
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def test_unseen_with_two_processed_changes() -> None:
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# This should be identical to the previous test - it shouldn't matter to 'seen' tracking whether an event
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# is processed or not.
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initial = _fake_pev(
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Decimal(1), Decimal(0), Decimal(1), [], [TstPE(), TstPE(), TstPE()]
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)
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actual: mango.UnseenPerpEventChangesTracker = mango.UnseenPerpEventChangesTracker(
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initial
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)
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assert actual.last_sequence_number == Decimal(1)
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marker1 = TstPE(50)
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marker2 = TstPE(51)
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updated = _fake_pev(
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Decimal(3),
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Decimal(0),
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Decimal(3),
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[marker1, marker2],
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[TstPE(), TstPE(), TstPE()],
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)
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unseen = actual.unseen(updated)
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assert actual.last_sequence_number == Decimal(3)
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assert len(unseen) == 2
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assert unseen[0] == marker1
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assert unseen[1] == marker2
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def test_unseen_with_two_unprocessed_changes_wrapping_around() -> None:
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# This is tricky because the change overlaps the end of the array-as-ringbuffer. A change is added
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# to the next slot (which is the last slot in the array) and then another is added to the next slot
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# (which is the first slot in the array). Seen tracking shouldn't care - it should just return the
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# unseen events in the proper order.
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initial = _fake_pev(
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Decimal(4), Decimal(0), Decimal(7), [], [TstPE(), TstPE(), TstPE()]
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)
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actual: mango.UnseenPerpEventChangesTracker = mango.UnseenPerpEventChangesTracker(
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initial
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)
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assert actual.last_sequence_number == Decimal(7)
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marker1 = TstPE(50)
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marker2 = TstPE(51)
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updated = _fake_pev(
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Decimal(1),
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Decimal(2),
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Decimal(9),
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[marker1, marker2],
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[TstPE(), TstPE(), TstPE()],
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)
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unseen = actual.unseen(updated)
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assert actual.last_sequence_number == Decimal(9)
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assert len(unseen) == 2
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assert unseen[0] == marker1
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assert unseen[1] == marker2
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def test_fills_for_account() -> None:
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user1 = fake_seeded_public_key("user1")
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user2 = fake_seeded_public_key("user2")
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user3 = fake_seeded_public_key("user3")
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order1 = TstFillPE(user1, 11, user2, 21)
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order2 = TstFillPE(user2, 12, user3, 22)
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order3 = TstFillPE(user3, 13, user1, 23)
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pev = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3])
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my_fills = pev.fills_for_account(user1)
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assert len(my_fills) == 2
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assert my_fills[0] == order1
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assert my_fills[1] == order3
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def test_no_fills_for_account() -> None:
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user1 = fake_seeded_public_key("user1")
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user2 = fake_seeded_public_key("user2")
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user3 = fake_seeded_public_key("user3")
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user4 = fake_seeded_public_key("user4")
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order1 = TstFillPE(user1, 11, user2, 21)
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order2 = TstFillPE(user2, 12, user3, 22)
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order3 = TstFillPE(user3, 13, user1, 23)
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pev = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3])
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my_fills = pev.fills_for_account(user4)
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assert len(my_fills) == 0
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def test_unseen_fills_for_account() -> None:
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user1 = fake_seeded_public_key("user1")
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user2 = fake_seeded_public_key("user2")
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user3 = fake_seeded_public_key("user3")
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order1 = TstFillPE(user1, 11, user2, 21)
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order2 = TstFillPE(user2, 12, user3, 22)
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order3 = TstFillPE(user3, 13, user1, 23)
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pev1 = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3])
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actual = mango.UnseenAccountFillEventTracker(pev1, user1)
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order4 = TstFillPE(user3, 14, user2, 24)
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order5 = TstFillPE(user1, 15, user3, 25)
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order6 = TstFillPE(user2, 16, user1, 26)
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pev2 = _fake_pev(
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Decimal(4),
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Decimal(0),
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Decimal(7),
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[],
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[order1, order2, order3, order4, order5, order6],
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)
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my_unseen_fills = actual.unseen(pev2)
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assert len(my_unseen_fills) == 2
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assert my_unseen_fills[0] == order5
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assert my_unseen_fills[1] == order6
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def test_no_unseen_fills_for_account() -> None:
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# Exactly the same test as before but with user4 as the account we're watching for.
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user1 = fake_seeded_public_key("user1")
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user2 = fake_seeded_public_key("user2")
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user3 = fake_seeded_public_key("user3")
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user4 = fake_seeded_public_key("user4")
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order1 = TstFillPE(user1, 11, user2, 21)
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order2 = TstFillPE(user2, 12, user3, 22)
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order3 = TstFillPE(user3, 13, user1, 23)
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pev1 = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3])
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actual = mango.UnseenAccountFillEventTracker(pev1, user4)
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order4 = TstFillPE(user3, 14, user2, 24)
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order5 = TstFillPE(user1, 15, user3, 25)
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order6 = TstFillPE(user2, 16, user1, 26)
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pev2 = _fake_pev(
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Decimal(4),
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Decimal(0),
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Decimal(7),
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[],
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[order1, order2, order3, order4, order5, order6],
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)
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my_unseen_fills = actual.unseen(pev2)
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assert len(my_unseen_fills) == 0
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def test_no_changes_in_unseen_fills_for_account() -> None:
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user1 = fake_seeded_public_key("user1")
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user2 = fake_seeded_public_key("user2")
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user3 = fake_seeded_public_key("user3")
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user4 = fake_seeded_public_key("user4")
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order1 = TstFillPE(user1, 11, user2, 21)
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order2 = TstFillPE(user2, 12, user3, 22)
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order3 = TstFillPE(user3, 13, user1, 23)
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pev1 = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3])
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actual = mango.UnseenAccountFillEventTracker(pev1, user1)
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order4 = TstFillPE(user3, 14, user2, 24)
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order5 = TstFillPE(user4, 15, user3, 25)
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order6 = TstFillPE(user2, 16, user4, 26)
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pev2 = _fake_pev(
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Decimal(4),
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Decimal(0),
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Decimal(7),
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[],
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[order1, order2, order3, order4, order5, order6],
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)
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my_unseen_fills = actual.unseen(pev2)
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assert len(my_unseen_fills) == 0
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