test: add unit tests for Gate trade expansion

trader/gate/order_sync_test.go

@@ -0,0 +1,89 @@
+package gate
+
+import (
+	"testing"
+	"time"
+
+	"github.com/gateio/gateapi-go/v6"
+	"github.com/stretchr/testify/require"
+)
+
+func findByAction(trades []GateTrade, action string) *GateTrade {
+	for i := range trades {
+		if trades[i].OrderAction == action {
+			return &trades[i]
+		}
+	}
+	return nil
+}
+
+func TestExpandGateTrade_OpenLong(t *testing.T) {
+	execTime := time.Unix(1700000000, 0).UTC()
+	trade := gateapi.MyFuturesTrade{
+		Id:        1,
+		Contract:  "BTC_USDT",
+		OrderId:   "o1",
+		Size:      10,
+		CloseSize: 0,
+	}
+
+	parts := expandGateTrade(trade, 30000, 0.1, 0.001, execTime)
+	require.Len(t, parts, 1)
+
+	p := parts[0]
+	require.Equal(t, "open_long", p.OrderAction)
+	require.Equal(t, "BUY", p.Side)
+	require.Equal(t, "1", p.TradeID)
+	require.InDelta(t, 0.01, p.FillQty, 1e-12)  // 10 contracts * 0.001
+	require.InDelta(t, 0.1, p.Fee, 1e-12)
+}
+
+func TestExpandGateTrade_SplitCloseAndOpen(t *testing.T) {
+	execTime := time.Unix(1700000000, 0).UTC()
+	trade := gateapi.MyFuturesTrade{
+		Id:        2,
+		Contract:  "BTC_USDT",
+		OrderId:   "o2",
+		Size:      10,
+		CloseSize: 4,
+	}
+
+	parts := expandGateTrade(trade, 30000, 0.2, 0.001, execTime)
+	require.Len(t, parts, 2)
+
+	closePart := findByAction(parts, "close_short")
+	openPart := findByAction(parts, "open_long")
+	require.NotNil(t, closePart)
+	require.NotNil(t, openPart)
+
+	require.Equal(t, "BUY", closePart.Side)
+	require.Equal(t, "2:close", closePart.TradeID)
+	require.InDelta(t, 0.004, closePart.FillQty, 1e-12) // 4 * 0.001
+	require.InDelta(t, 0.08, closePart.Fee, 1e-12)      // 0.2 * 4/10
+
+	require.Equal(t, "BUY", openPart.Side)
+	require.Equal(t, "2:open", openPart.TradeID)
+	require.InDelta(t, 0.006, openPart.FillQty, 1e-12) // 6 * 0.001
+	require.InDelta(t, 0.12, openPart.Fee, 1e-12)      // 0.2 * 6/10
+}
+
+func TestExpandGateTrade_CloseLongOnly(t *testing.T) {
+	execTime := time.Unix(1700000000, 0).UTC()
+	trade := gateapi.MyFuturesTrade{
+		Id:        3,
+		Contract:  "ETH_USDT",
+		OrderId:   "o3",
+		Size:      -5,
+		CloseSize: -8,
+	}
+
+	parts := expandGateTrade(trade, 2000, 0.05, 0.01, execTime)
+	require.Len(t, parts, 1)
+
+	p := parts[0]
+	require.Equal(t, "close_long", p.OrderAction)
+	require.Equal(t, "SELL", p.Side)
+	require.Equal(t, "3", p.TradeID)
+	require.InDelta(t, 0.05, p.FillQty, 1e-12) // 5 * 0.01
+	require.InDelta(t, 0.05, p.Fee, 1e-12)
+}