mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-13 07:46:54 +08:00
feat: migrate timestamps to int64 and security improvements
- Convert all time.Time fields to int64 Unix milliseconds (UTC) - Add PostgreSQL migration to convert timestamp columns to bigint - Reduce Binance sync window from 7 days to 24 hours - Fix dashboard trader name visibility (add nofx-text-main color) - Add position value column to history table - Remove hardcoded API keys from test files
This commit is contained in:
tinkle-community
216
trader/binance_sync_e2e_test.go
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216
trader/binance_sync_e2e_test.go
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package trader
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import (
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"nofx/store"
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"os"
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"testing"
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"time"
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)
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// TestBinanceSyncE2E tests the complete sync flow end-to-end
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func TestBinanceSyncE2E(t *testing.T) {
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skipIfNoLiveTest(t)
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// Get credentials from environment
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apiKey, secretKey := getBinanceTestCredentials(t)
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// Create test database using full store initialization (includes table creation)
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testDBPath := "/tmp/test_binance_sync.db"
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os.Remove(testDBPath) // Clean up previous test
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st, err := store.New(testDBPath)
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if err != nil {
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t.Fatalf("Failed to init test store: %v", err)
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}
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db := st.GormDB()
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// Create trader
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trader := NewFuturesTrader(apiKey, secretKey, "test-user")
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// Test parameters
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traderID := "test-trader-id"
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exchangeID := "test-exchange-id"
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exchangeType := "binance"
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t.Logf("🧪 Running end-to-end sync test...")
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t.Logf(" DB Path: %s", testDBPath)
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// Run sync
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t.Logf("\n📥 Running SyncOrdersFromBinance...")
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startTime := time.Now()
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err = trader.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st)
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elapsed := time.Since(startTime)
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if err != nil {
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t.Fatalf("❌ Sync failed: %v", err)
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}
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t.Logf("✅ Sync completed in %v", elapsed)
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// Check results in database
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orderStore := st.Order()
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// Count orders
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var orderCount int64
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db.Model(&store.TraderOrder{}).Where("exchange_id = ?", exchangeID).Count(&orderCount)
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t.Logf("\n📊 Results:")
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t.Logf(" Orders in DB: %d", orderCount)
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// Count fills
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var fillCount int64
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db.Model(&store.TraderFill{}).Where("exchange_id = ?", exchangeID).Count(&fillCount)
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t.Logf(" Fills in DB: %d", fillCount)
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// Get symbols
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var symbols []string
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db.Model(&store.TraderFill{}).
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Select("DISTINCT symbol").
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Where("exchange_id = ?", exchangeID).
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Pluck("symbol", &symbols)
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t.Logf(" Unique symbols: %d - %v", len(symbols), symbols)
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// Check max trade IDs (test the fix)
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maxTradeIDs, err := orderStore.GetMaxTradeIDsByExchange(exchangeID)
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if err != nil {
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t.Logf(" ⚠️ GetMaxTradeIDsByExchange error: %v", err)
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} else {
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t.Logf(" Max trade IDs per symbol:")
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for symbol, maxID := range maxTradeIDs {
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if maxID > 2147483647 {
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t.Logf(" %s: %d (⚠️ exceeds PostgreSQL INTEGER max)", symbol, maxID)
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} else {
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t.Logf(" %s: %d", symbol, maxID)
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}
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}
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}
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// Sample some orders
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var sampleOrders []store.TraderOrder
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db.Where("exchange_id = ?", exchangeID).Limit(5).Find(&sampleOrders)
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if len(sampleOrders) > 0 {
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t.Logf("\n📝 Sample orders:")
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for i, order := range sampleOrders {
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t.Logf(" [%d] %s %s %s qty=%.6f price=%.4f action=%s time=%s",
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i+1, order.ExchangeOrderID, order.Symbol, order.Side,
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order.Quantity, order.Price, order.OrderAction,
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order.FilledAt.Format(time.RFC3339))
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}
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}
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// Test incremental sync - run again, should find no new trades
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t.Logf("\n🔄 Running incremental sync (should skip existing trades)...")
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startTime = time.Now()
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err = trader.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st)
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elapsed = time.Since(startTime)
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if err != nil {
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t.Fatalf("❌ Incremental sync failed: %v", err)
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}
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t.Logf("✅ Incremental sync completed in %v", elapsed)
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// Check counts again - should be the same
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var newOrderCount int64
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db.Model(&store.TraderOrder{}).Where("exchange_id = ?", exchangeID).Count(&newOrderCount)
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t.Logf(" Orders after incremental sync: %d (was %d)", newOrderCount, orderCount)
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if newOrderCount != orderCount {
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t.Logf(" ⚠️ Order count changed - possible duplicate detection issue")
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} else {
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t.Logf(" ✅ No duplicates - incremental sync working correctly")
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}
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// Test GetLastFillTimeByExchange
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lastFillTime, err := orderStore.GetLastFillTimeByExchange(exchangeID)
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if err != nil {
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t.Logf(" ⚠️ GetLastFillTimeByExchange error: %v", err)
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} else {
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t.Logf("\n📅 Last fill time from DB: %s", lastFillTime.Format(time.RFC3339))
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// Check if it would be in the future (the bug we fixed)
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now := time.Now().UTC()
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if lastFillTime.After(now) {
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t.Logf(" ❌ BUG: Last fill time is in the future! (now: %s)", now.Format(time.RFC3339))
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} else {
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t.Logf(" ✅ Last fill time is in the past (correct)")
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}
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}
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// Cleanup
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os.Remove(testDBPath)
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t.Logf("\n✅ E2E test completed successfully!")
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}
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// TestBinanceSyncWithExistingData tests sync behavior with pre-existing data
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func TestBinanceSyncWithExistingData(t *testing.T) {
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skipIfNoLiveTest(t)
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// Get credentials from environment
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apiKey, secretKey := getBinanceTestCredentials(t)
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testDBPath := "/tmp/test_binance_sync_existing.db"
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os.Remove(testDBPath)
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st, err := store.New(testDBPath)
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if err != nil {
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t.Fatalf("Failed to init test store: %v", err)
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}
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db := st.GormDB()
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orderStore := st.Order()
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trader := NewFuturesTrader(apiKey, secretKey, "test-user")
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traderID := "test-trader-id"
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exchangeID := "test-exchange-id"
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exchangeType := "binance"
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// Insert a fake "old" fill with LOCAL time (simulating the bug scenario)
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// This tests that our timezone fix works
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localTime := time.Now().Add(8 * time.Hour) // Simulate +8 timezone stored as if it were UTC
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fakeFill := &store.TraderFill{
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TraderID: traderID,
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ExchangeID: exchangeID,
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ExchangeType: exchangeType,
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ExchangeOrderID: "fake-old-order",
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ExchangeTradeID: "fake-old-trade",
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Symbol: "BTCUSDT",
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Side: "BUY",
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Price: 50000,
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Quantity: 0.001,
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QuoteQuantity: 50,
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CreatedAt: localTime, // This time is "in the future" if interpreted as UTC
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}
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if err := orderStore.CreateFill(fakeFill); err != nil {
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t.Fatalf("Failed to create fake fill: %v", err)
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}
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t.Logf("🧪 Testing sync with existing 'future' data...")
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t.Logf(" Fake fill time: %s", localTime.Format(time.RFC3339))
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t.Logf(" Current UTC time: %s", time.Now().UTC().Format(time.RFC3339))
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// Check GetLastFillTimeByExchange
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lastFillTime, _ := orderStore.GetLastFillTimeByExchange(exchangeID)
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t.Logf(" GetLastFillTimeByExchange returned: %s", lastFillTime.Format(time.RFC3339))
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if lastFillTime.After(time.Now().UTC()) {
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t.Logf(" ⚠️ Last fill time is in the future - this is the bug scenario!")
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}
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// Run sync - it should detect the future time and fall back
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t.Logf("\n📥 Running sync (should detect future time and fall back)...")
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err = trader.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st)
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if err != nil {
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t.Fatalf("❌ Sync failed: %v", err)
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}
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t.Logf("✅ Sync completed")
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// Check that trades were actually synced despite the bad data
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var fillCount int64
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db.Model(&store.TraderFill{}).Where("exchange_id = ?", exchangeID).Count(&fillCount)
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t.Logf(" Total fills in DB: %d (includes 1 fake)", fillCount)
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if fillCount > 1 {
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t.Logf(" ✅ Real trades were synced despite 'future' data!")
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} else {
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t.Logf(" ❌ No real trades synced - the bug might still exist")
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}
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os.Remove(testDBPath)
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}
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