code.vegaprotocol.io/vega@v0.79.0/core/positions/market_position_test.go (about)

     1  // Copyright (C) 2023 Gobalsky Labs Limited
     2  //
     3  // This program is free software: you can redistribute it and/or modify
     4  // it under the terms of the GNU Affero General Public License as
     5  // published by the Free Software Foundation, either version 3 of the
     6  // License, or (at your option) any later version.
     7  //
     8  // This program is distributed in the hope that it will be useful,
     9  // but WITHOUT ANY WARRANTY; without even the implied warranty of
    10  // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    11  // GNU Affero General Public License for more details.
    12  //
    13  // You should have received a copy of the GNU Affero General Public License
    14  // along with this program.  If not, see <http://www.gnu.org/licenses/>.
    15  
    16  package positions_test
    17  
    18  import (
    19  	"testing"
    20  
    21  	"code.vegaprotocol.io/vega/core/positions"
    22  	"code.vegaprotocol.io/vega/core/types"
    23  	"code.vegaprotocol.io/vega/libs/num"
    24  
    25  	"github.com/stretchr/testify/require"
    26  )
    27  
    28  func TestUpdateInPlace(t *testing.T) {
    29  	pos := positions.NewMarketPosition("zohar")
    30  	buy := &types.Order{
    31  		ID:        "1",
    32  		MarketID:  "2",
    33  		Party:     "zohar",
    34  		Side:      types.SideBuy,
    35  		Size:      10,
    36  		Price:     num.NewUint(100),
    37  		Remaining: 10,
    38  	}
    39  	sell := &types.Order{
    40  		ID:        "2",
    41  		MarketID:  "2",
    42  		Party:     "zohar",
    43  		Side:      types.SideSell,
    44  		Size:      20,
    45  		Price:     num.NewUint(200),
    46  		Remaining: 20,
    47  	}
    48  	pos.RegisterOrder(nil, buy)
    49  	pos.RegisterOrder(nil, sell)
    50  	trade1 := &types.Trade{
    51  		ID:    "t1",
    52  		Size:  3,
    53  		Price: num.NewUint(120),
    54  	}
    55  	updatedPos := pos.UpdateInPlaceOnTrades(nil, types.SideBuy, []*types.Trade{trade1}, buy)
    56  	require.Equal(t, int64(3), updatedPos.Size())
    57  	require.Equal(t, int64(7), updatedPos.Buy())
    58  	require.Equal(t, int64(20), updatedPos.Sell())
    59  
    60  	// now trade the whole size of the sell order
    61  	trade2 := &types.Trade{
    62  		ID:    "t2",
    63  		Size:  20,
    64  		Price: num.NewUint(150),
    65  	}
    66  	updatedPos = updatedPos.UpdateInPlaceOnTrades(nil, types.SideSell, []*types.Trade{trade2}, sell)
    67  	require.Equal(t, int64(-17), updatedPos.Size())
    68  	require.Equal(t, int64(7), updatedPos.Buy())
    69  	require.Equal(t, int64(0), updatedPos.Sell())
    70  
    71  	// now unregister the remaining buy order
    72  	buy.Remaining = 7
    73  
    74  	updatedPos.UnregisterOrder(nil, buy)
    75  	require.Equal(t, int64(-17), updatedPos.Size())
    76  	require.Equal(t, int64(0), updatedPos.Buy())
    77  	require.Equal(t, int64(0), updatedPos.Sell())
    78  }