Files
ritmex-bot/tests/order-coordinator.test.ts
2025-09-23 16:00:51 +08:00

188 lines
5.1 KiB
TypeScript

import { describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AsterOrder } from "../src/exchanges/types";
import type { OrderLockMap, OrderTimerMap, OrderPendingMap } from "../src/core/order-coordinator";
import {
deduplicateOrders,
placeOrder,
placeMarketOrder,
placeStopLossOrder,
placeTrailingStopOrder,
marketClose,
unlockOperating,
} from "../src/core/order-coordinator";
const baseOrder: AsterOrder = {
orderId: 1,
clientOrderId: "client",
symbol: "BTCUSDT",
side: "BUY",
type: "LIMIT",
status: "NEW",
price: "100",
origQty: "1",
executedQty: "0",
stopPrice: "0",
time: Date.now(),
updateTime: Date.now(),
reduceOnly: false,
closePosition: false,
};
function createMockExchange(overrides: Partial<ExchangeAdapter> = {}): ExchangeAdapter {
return {
id: "mock",
watchAccount: () => undefined,
watchOrders: () => undefined,
watchDepth: () => undefined,
watchTicker: () => undefined,
watchKlines: () => undefined,
createOrder: vi.fn(async () => baseOrder),
cancelOrder: vi.fn(async () => undefined),
cancelOrders: vi.fn(async () => undefined),
cancelAllOrders: vi.fn(async () => undefined),
...overrides,
};
}
describe("order-coordinator", () => {
it("deduplicates orders by type and side", async () => {
const adapter = createMockExchange();
const locks: OrderLockMap = {};
const timers: OrderTimerMap = {};
const pending: OrderPendingMap = {};
const log = vi.fn();
const openOrders: AsterOrder[] = [
{ ...baseOrder, orderId: 1 },
{ ...baseOrder, orderId: 2 },
];
await deduplicateOrders(adapter, "BTCUSDT", openOrders, locks, timers, pending, "LIMIT", "BUY", log);
expect(adapter.cancelOrders).toHaveBeenCalledWith({ symbol: "BTCUSDT", orderIdList: [2] });
expect(log).toHaveBeenCalledWith("order", expect.stringContaining("去重撤销重复"));
});
it("places limit orders and records pending id", async () => {
const adapter = createMockExchange();
const locks: OrderLockMap = {};
const timers: OrderTimerMap = {};
const pending: OrderPendingMap = {};
const log = vi.fn();
await placeOrder(
adapter,
"BTCUSDT",
[],
locks,
timers,
pending,
"BUY",
100,
1,
log,
false
);
expect(adapter.createOrder).toHaveBeenCalled();
expect(pending.MARKET).toBeUndefined();
expect(pending.LIMIT).toBe(String(baseOrder.orderId));
});
it("places market order and unlocks after completion", async () => {
const adapter = createMockExchange();
const locks: OrderLockMap = {};
const timers: OrderTimerMap = {};
const pending: OrderPendingMap = {};
const log = vi.fn();
await placeMarketOrder(
adapter,
"BTCUSDT",
[],
locks,
timers,
pending,
"SELL",
1,
log,
true
);
expect(adapter.createOrder).toHaveBeenCalled();
expect(pending.MARKET).toBe(String(baseOrder.orderId));
});
it("places stop loss order only when valid", async () => {
const adapter = createMockExchange();
const locks: OrderLockMap = {};
const timers: OrderTimerMap = {};
const pending: OrderPendingMap = {};
const log = vi.fn();
await placeStopLossOrder(
adapter,
"BTCUSDT",
[],
locks,
timers,
pending,
"SELL",
99,
1,
100,
log
);
expect(adapter.createOrder).toHaveBeenCalled();
expect(log).toHaveBeenCalledWith("stop", expect.stringContaining("STOP_MARKET"));
});
it("places trailing stop order", async () => {
const adapter = createMockExchange();
const locks: OrderLockMap = {};
const timers: OrderTimerMap = {};
const pending: OrderPendingMap = {};
const log = vi.fn();
await placeTrailingStopOrder(
adapter,
"BTCUSDT",
[],
locks,
timers,
pending,
"SELL",
101,
1,
0.2,
log
);
expect(adapter.createOrder).toHaveBeenCalled();
expect(log).toHaveBeenCalledWith("order", expect.stringContaining("挂动态止盈单"));
});
it("market close cancels open orders before placing close order", async () => {
const adapter = createMockExchange();
const locks: OrderLockMap = {};
const timers: OrderTimerMap = {};
const pending: OrderPendingMap = {};
const log = vi.fn();
await marketClose(
adapter,
"BTCUSDT",
[{ ...baseOrder, orderId: 2 }],
locks,
timers,
pending,
"SELL",
1,
log
);
expect(adapter.createOrder).toHaveBeenCalled();
expect(log).toHaveBeenCalledWith("close", expect.stringContaining("市价平仓"));
});
it("unlockOperating clears timers and pending", () => {
const locks: OrderLockMap = { LIMIT: true };
const fakeTimer = {} as ReturnType<typeof setTimeout>;
const timers: OrderTimerMap = { LIMIT: fakeTimer };
const pending: OrderPendingMap = { LIMIT: "123" };
unlockOperating(locks, timers, pending, "LIMIT");
expect(locks.LIMIT).toBe(false);
expect(pending.LIMIT).toBeNull();
expect(timers.LIMIT).toBeNull();
});
});