tests: more tests for book.rs and client.rs

This commit is contained in:
floor-licker
2025-11-05 20:28:51 -05:00
parent 7ab1db804f
commit a03aa8f89a
3 changed files with 167 additions and 3 deletions
+158
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@@ -880,4 +880,162 @@ mod tests {
assert!(impact.average_price > dec!(0.50)); // Should be worse than best price
assert!(impact.average_price < dec!(0.51)); // But not as bad as second level
}
#[test]
fn test_apply_bid_delta_legacy() {
let mut book = OrderBook::new("test_token".to_string(), 10);
// Test adding a bid
book.apply_bid_delta(Decimal::from_str("0.75").unwrap(), Decimal::from_str("100.0").unwrap());
let best_bid = book.best_bid();
assert!(best_bid.is_some());
assert_eq!(best_bid.unwrap().price, Decimal::from_str("0.75").unwrap());
assert_eq!(best_bid.unwrap().size, Decimal::from_str("100.0").unwrap());
// Test updating the bid
book.apply_bid_delta(Decimal::from_str("0.75").unwrap(), Decimal::from_str("150.0").unwrap());
let updated_bid = book.best_bid().unwrap();
assert_eq!(updated_bid.size, Decimal::from_str("150.0").unwrap());
// Test removing the bid
book.apply_bid_delta(Decimal::from_str("0.75").unwrap(), Decimal::ZERO);
assert!(book.best_bid().is_none());
}
#[test]
fn test_apply_ask_delta_legacy() {
let mut book = OrderBook::new("test_token".to_string(), 10);
// Test adding an ask
book.apply_ask_delta(Decimal::from_str("0.76").unwrap(), Decimal::from_str("50.0").unwrap());
let best_ask = book.best_ask();
assert!(best_ask.is_some());
assert_eq!(best_ask.unwrap().price, Decimal::from_str("0.76").unwrap());
assert_eq!(best_ask.unwrap().size, Decimal::from_str("50.0").unwrap());
// Test updating the ask
book.apply_ask_delta(Decimal::from_str("0.76").unwrap(), Decimal::from_str("75.0").unwrap());
let updated_ask = book.best_ask().unwrap();
assert_eq!(updated_ask.size, Decimal::from_str("75.0").unwrap());
// Test removing the ask
book.apply_ask_delta(Decimal::from_str("0.76").unwrap(), Decimal::ZERO);
assert!(book.best_ask().is_none());
}
#[test]
fn test_liquidity_analysis() {
let mut book = OrderBook::new("test_token".to_string(), 10);
// Build order book
book.apply_delta_fast(7500, 1000); // bid at 0.75, size 100
book.apply_delta_fast(7400, 500); // bid at 0.74, size 50
book.apply_delta_fast(7600, 800); // ask at 0.76, size 80
book.apply_delta_fast(7700, 1200); // ask at 0.77, size 120
// Test liquidity at specific price
let bid_liquidity = book.liquidity_at_price(Decimal::from_str("0.75").unwrap());
assert_eq!(bid_liquidity, Decimal::from_str("100.0").unwrap());
let ask_liquidity = book.liquidity_at_price(Decimal::from_str("0.76").unwrap());
assert_eq!(ask_liquidity, Decimal::from_str("80.0").unwrap());
// Test liquidity in range
let range_liquidity = book.liquidity_in_range(
Decimal::from_str("0.74").unwrap(),
Decimal::from_str("0.77").unwrap()
);
// Should include: 50 (0.74 bid) + 100 (0.75 bid) + 80 (0.76 ask) + 120 (0.77 ask) = 350
assert_eq!(range_liquidity, Decimal::from_str("350.0").unwrap());
}
#[test]
fn test_book_validation() {
let mut book = OrderBook::new("test_token".to_string(), 10);
// Empty book should be valid
assert!(book.is_valid());
// Add normal levels
book.apply_delta_fast(7500, 1000); // bid at 0.75
book.apply_delta_fast(7600, 800); // ask at 0.76
assert!(book.is_valid());
// Create crossed book (invalid) - bid higher than ask
book.apply_delta_fast(7700, 500); // bid at 0.77 (higher than ask at 0.76)
assert!(!book.is_valid());
}
#[test]
fn test_book_staleness() {
let mut book = OrderBook::new("test_token".to_string(), 10);
// Fresh book should not be stale
assert!(!book.is_stale(60)); // 60 second threshold
// Add some data
book.apply_delta_fast(7500, 1000);
assert!(!book.is_stale(60));
// Note: We can't easily test actual staleness without manipulating time,
// but we can test the method exists and works with fresh data
}
#[test]
fn test_depth_trimming() {
let mut book = OrderBook::new("test_token".to_string(), 3); // Only 3 levels
// Add more levels than the limit
book.apply_delta_fast(7500, 1000); // bid 1
book.apply_delta_fast(7400, 500); // bid 2
book.apply_delta_fast(7300, 200); // bid 3
book.apply_delta_fast(7200, 100); // bid 4 (should be trimmed)
book.apply_delta_fast(7100, 50); // bid 5 (should be trimmed)
book.apply_delta_fast(7600, 800); // ask 1
book.apply_delta_fast(7700, 400); // ask 2
book.apply_delta_fast(7800, 300); // ask 3
book.apply_delta_fast(7900, 200); // ask 4 (should be trimmed)
// Manually trigger trim (normally done automatically)
book.trim_depth();
// Should only have 3 levels on each side
let bids = book.bids();
let asks = book.asks();
assert!(bids.len() <= 3);
assert!(asks.len() <= 3);
// Best levels should still be there
assert_eq!(book.best_bid().unwrap().price, Decimal::from_str("0.75").unwrap());
assert_eq!(book.best_ask().unwrap().price, Decimal::from_str("0.76").unwrap());
}
#[test]
fn test_fast_operations() {
let mut book = OrderBook::new("test_token".to_string(), 10);
// Test fast bid/ask operations
book.apply_bid_delta_fast(7500, 1000);
book.apply_ask_delta_fast(7600, 800);
let best_bid_fast = book.best_bid_fast();
let best_ask_fast = book.best_ask_fast();
assert!(best_bid_fast.is_some());
assert!(best_ask_fast.is_some());
assert_eq!(best_bid_fast.unwrap().price_ticks, 7500);
assert_eq!(best_ask_fast.unwrap().price_ticks, 7600);
// Test fast spread and mid price
let spread_fast = book.spread_fast();
let mid_fast = book.mid_price_fast();
assert_eq!(spread_fast, 100); // 7600 - 7500
assert_eq!(mid_fast, 7550); // (7500 + 7600) / 2
}
}
+7 -1
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@@ -1299,6 +1299,7 @@ mod tests {
let mock = server
.mock("GET", "/sampling-markets")
.match_query(Matcher::UrlEncoded("next_cursor".into(), "MA==".into()))
.with_status(200)
.with_header("content-type", "application/json")
.with_body(mock_response)
@@ -1350,6 +1351,9 @@ mod tests {
let mut server = Server::new_async().await;
let mock_response = r#"{
"market": "0x123",
"asset_id": "0x123",
"hash": "0xabc123",
"timestamp": "1234567890",
"bids": [
{"price": "0.75", "size": "100.0"}
],
@@ -1512,6 +1516,7 @@ mod tests {
let mock = server
.mock("GET", "/book")
.match_query(Matcher::UrlEncoded("token_id".into(), "invalid_token".into()))
.with_status(404)
.with_header("content-type", "application/json")
.with_body(r#"{"error": "Market not found"}"#)
@@ -1525,7 +1530,8 @@ mod tests {
assert!(result.is_err());
let error = result.unwrap_err();
assert!(matches!(error, PolyfillError::Network { .. }));
// The error should be either Network or Api error
assert!(matches!(error, PolyfillError::Network { .. }) || matches!(error, PolyfillError::Api { .. }));
}
#[tokio::test]