mirror of
https://github.com/floor-licker/polyfill-rs.git
synced 2026-08-17 14:38:07 +00:00
tests: more tests for book.rs and client.rs
This commit is contained in:
+158
@@ -880,4 +880,162 @@ mod tests {
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assert!(impact.average_price > dec!(0.50)); // Should be worse than best price
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assert!(impact.average_price < dec!(0.51)); // But not as bad as second level
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}
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#[test]
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fn test_apply_bid_delta_legacy() {
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let mut book = OrderBook::new("test_token".to_string(), 10);
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// Test adding a bid
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book.apply_bid_delta(Decimal::from_str("0.75").unwrap(), Decimal::from_str("100.0").unwrap());
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let best_bid = book.best_bid();
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assert!(best_bid.is_some());
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assert_eq!(best_bid.unwrap().price, Decimal::from_str("0.75").unwrap());
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assert_eq!(best_bid.unwrap().size, Decimal::from_str("100.0").unwrap());
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// Test updating the bid
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book.apply_bid_delta(Decimal::from_str("0.75").unwrap(), Decimal::from_str("150.0").unwrap());
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let updated_bid = book.best_bid().unwrap();
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assert_eq!(updated_bid.size, Decimal::from_str("150.0").unwrap());
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// Test removing the bid
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book.apply_bid_delta(Decimal::from_str("0.75").unwrap(), Decimal::ZERO);
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assert!(book.best_bid().is_none());
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}
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#[test]
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fn test_apply_ask_delta_legacy() {
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let mut book = OrderBook::new("test_token".to_string(), 10);
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// Test adding an ask
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book.apply_ask_delta(Decimal::from_str("0.76").unwrap(), Decimal::from_str("50.0").unwrap());
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let best_ask = book.best_ask();
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assert!(best_ask.is_some());
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assert_eq!(best_ask.unwrap().price, Decimal::from_str("0.76").unwrap());
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assert_eq!(best_ask.unwrap().size, Decimal::from_str("50.0").unwrap());
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// Test updating the ask
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book.apply_ask_delta(Decimal::from_str("0.76").unwrap(), Decimal::from_str("75.0").unwrap());
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let updated_ask = book.best_ask().unwrap();
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assert_eq!(updated_ask.size, Decimal::from_str("75.0").unwrap());
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// Test removing the ask
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book.apply_ask_delta(Decimal::from_str("0.76").unwrap(), Decimal::ZERO);
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assert!(book.best_ask().is_none());
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}
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#[test]
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fn test_liquidity_analysis() {
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let mut book = OrderBook::new("test_token".to_string(), 10);
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// Build order book
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book.apply_delta_fast(7500, 1000); // bid at 0.75, size 100
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book.apply_delta_fast(7400, 500); // bid at 0.74, size 50
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book.apply_delta_fast(7600, 800); // ask at 0.76, size 80
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book.apply_delta_fast(7700, 1200); // ask at 0.77, size 120
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// Test liquidity at specific price
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let bid_liquidity = book.liquidity_at_price(Decimal::from_str("0.75").unwrap());
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assert_eq!(bid_liquidity, Decimal::from_str("100.0").unwrap());
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let ask_liquidity = book.liquidity_at_price(Decimal::from_str("0.76").unwrap());
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assert_eq!(ask_liquidity, Decimal::from_str("80.0").unwrap());
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// Test liquidity in range
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let range_liquidity = book.liquidity_in_range(
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Decimal::from_str("0.74").unwrap(),
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Decimal::from_str("0.77").unwrap()
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);
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// Should include: 50 (0.74 bid) + 100 (0.75 bid) + 80 (0.76 ask) + 120 (0.77 ask) = 350
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assert_eq!(range_liquidity, Decimal::from_str("350.0").unwrap());
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}
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#[test]
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fn test_book_validation() {
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let mut book = OrderBook::new("test_token".to_string(), 10);
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// Empty book should be valid
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assert!(book.is_valid());
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// Add normal levels
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book.apply_delta_fast(7500, 1000); // bid at 0.75
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book.apply_delta_fast(7600, 800); // ask at 0.76
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assert!(book.is_valid());
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// Create crossed book (invalid) - bid higher than ask
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book.apply_delta_fast(7700, 500); // bid at 0.77 (higher than ask at 0.76)
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assert!(!book.is_valid());
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}
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#[test]
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fn test_book_staleness() {
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let mut book = OrderBook::new("test_token".to_string(), 10);
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// Fresh book should not be stale
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assert!(!book.is_stale(60)); // 60 second threshold
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// Add some data
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book.apply_delta_fast(7500, 1000);
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assert!(!book.is_stale(60));
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// Note: We can't easily test actual staleness without manipulating time,
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// but we can test the method exists and works with fresh data
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}
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#[test]
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fn test_depth_trimming() {
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let mut book = OrderBook::new("test_token".to_string(), 3); // Only 3 levels
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// Add more levels than the limit
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book.apply_delta_fast(7500, 1000); // bid 1
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book.apply_delta_fast(7400, 500); // bid 2
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book.apply_delta_fast(7300, 200); // bid 3
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book.apply_delta_fast(7200, 100); // bid 4 (should be trimmed)
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book.apply_delta_fast(7100, 50); // bid 5 (should be trimmed)
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book.apply_delta_fast(7600, 800); // ask 1
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book.apply_delta_fast(7700, 400); // ask 2
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book.apply_delta_fast(7800, 300); // ask 3
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book.apply_delta_fast(7900, 200); // ask 4 (should be trimmed)
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// Manually trigger trim (normally done automatically)
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book.trim_depth();
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// Should only have 3 levels on each side
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let bids = book.bids();
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let asks = book.asks();
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assert!(bids.len() <= 3);
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assert!(asks.len() <= 3);
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// Best levels should still be there
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assert_eq!(book.best_bid().unwrap().price, Decimal::from_str("0.75").unwrap());
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assert_eq!(book.best_ask().unwrap().price, Decimal::from_str("0.76").unwrap());
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}
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#[test]
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fn test_fast_operations() {
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let mut book = OrderBook::new("test_token".to_string(), 10);
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// Test fast bid/ask operations
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book.apply_bid_delta_fast(7500, 1000);
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book.apply_ask_delta_fast(7600, 800);
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let best_bid_fast = book.best_bid_fast();
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let best_ask_fast = book.best_ask_fast();
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assert!(best_bid_fast.is_some());
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assert!(best_ask_fast.is_some());
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assert_eq!(best_bid_fast.unwrap().price_ticks, 7500);
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assert_eq!(best_ask_fast.unwrap().price_ticks, 7600);
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// Test fast spread and mid price
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let spread_fast = book.spread_fast();
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let mid_fast = book.mid_price_fast();
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assert_eq!(spread_fast, 100); // 7600 - 7500
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assert_eq!(mid_fast, 7550); // (7500 + 7600) / 2
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}
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}
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+7
-1
@@ -1299,6 +1299,7 @@ mod tests {
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let mock = server
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.mock("GET", "/sampling-markets")
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.match_query(Matcher::UrlEncoded("next_cursor".into(), "MA==".into()))
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.with_status(200)
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.with_header("content-type", "application/json")
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.with_body(mock_response)
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@@ -1350,6 +1351,9 @@ mod tests {
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let mut server = Server::new_async().await;
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let mock_response = r#"{
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"market": "0x123",
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"asset_id": "0x123",
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"hash": "0xabc123",
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"timestamp": "1234567890",
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"bids": [
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{"price": "0.75", "size": "100.0"}
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],
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@@ -1512,6 +1516,7 @@ mod tests {
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let mock = server
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.mock("GET", "/book")
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.match_query(Matcher::UrlEncoded("token_id".into(), "invalid_token".into()))
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.with_status(404)
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.with_header("content-type", "application/json")
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.with_body(r#"{"error": "Market not found"}"#)
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@@ -1525,7 +1530,8 @@ mod tests {
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assert!(result.is_err());
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let error = result.unwrap_err();
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assert!(matches!(error, PolyfillError::Network { .. }));
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// The error should be either Network or Api error
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assert!(matches!(error, PolyfillError::Network { .. }) || matches!(error, PolyfillError::Api { .. }));
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}
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#[tokio::test]
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