Files
nofx/trader/binance/sync_e2e_test.go
tinkle-community 093d2a329d feat(gate): complete Gate.io exchange integration with trader refactoring
Gate.io Integration:
- Add Gate trader with full Trader interface implementation
- Add order_sync.go for background trade synchronization
- Fix quantity display (convert contracts to actual tokens via quanto_multiplier)
- Fix fill price return in OpenLong/OpenShort/CloseLong/CloseShort
- Add Gate-specific CoinAnk K-line data source support
- Add Gate to supported exchanges in frontend and backend
- Add Gate/KuCoin logo SVG icons

Trader Package Refactoring:
- Move exchange-specific code into subdirectories (binance/, bybit/, okx/, bitget/, hyperliquid/, aster/, lighter/, gate/)
- Create types/ package for shared types to avoid circular dependencies
- Move TraderTestSuite to trader/testutil package to avoid import cycles
- Update market.GetWithExchange to support exchange-specific data
2026-01-31 23:15:17 +08:00

219 lines
6.8 KiB
Go

package binance
import (
"nofx/store"
"os"
"testing"
"time"
)
// TestBinanceSyncE2E tests the complete sync flow end-to-end
func TestBinanceSyncE2E(t *testing.T) {
skipIfNoLiveTest(t)
// Get credentials from environment
apiKey, secretKey := getBinanceTestCredentials(t)
// Create test database using full store initialization (includes table creation)
testDBPath := "/tmp/test_binance_sync.db"
os.Remove(testDBPath) // Clean up previous test
st, err := store.New(testDBPath)
if err != nil {
t.Fatalf("Failed to init test store: %v", err)
}
db := st.GormDB()
// Create trader
trader := NewFuturesTrader(apiKey, secretKey, "test-user")
// Test parameters
traderID := "test-trader-id"
exchangeID := "test-exchange-id"
exchangeType := "binance"
t.Logf("🧪 Running end-to-end sync test...")
t.Logf(" DB Path: %s", testDBPath)
// Run sync
t.Logf("\n📥 Running SyncOrdersFromBinance...")
startTime := time.Now()
err = trader.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st)
elapsed := time.Since(startTime)
if err != nil {
t.Fatalf("❌ Sync failed: %v", err)
}
t.Logf("✅ Sync completed in %v", elapsed)
// Check results in database
orderStore := st.Order()
// Count orders
var orderCount int64
db.Model(&store.TraderOrder{}).Where("exchange_id = ?", exchangeID).Count(&orderCount)
t.Logf("\n📊 Results:")
t.Logf(" Orders in DB: %d", orderCount)
// Count fills
var fillCount int64
db.Model(&store.TraderFill{}).Where("exchange_id = ?", exchangeID).Count(&fillCount)
t.Logf(" Fills in DB: %d", fillCount)
// Get symbols
var symbols []string
db.Model(&store.TraderFill{}).
Select("DISTINCT symbol").
Where("exchange_id = ?", exchangeID).
Pluck("symbol", &symbols)
t.Logf(" Unique symbols: %d - %v", len(symbols), symbols)
// Check max trade IDs (test the fix)
maxTradeIDs, err := orderStore.GetMaxTradeIDsByExchange(exchangeID)
if err != nil {
t.Logf(" ⚠️ GetMaxTradeIDsByExchange error: %v", err)
} else {
t.Logf(" Max trade IDs per symbol:")
for symbol, maxID := range maxTradeIDs {
if maxID > 2147483647 {
t.Logf(" %s: %d (⚠️ exceeds PostgreSQL INTEGER max)", symbol, maxID)
} else {
t.Logf(" %s: %d", symbol, maxID)
}
}
}
// Sample some orders
var sampleOrders []store.TraderOrder
db.Where("exchange_id = ?", exchangeID).Limit(5).Find(&sampleOrders)
if len(sampleOrders) > 0 {
t.Logf("\n📝 Sample orders:")
for i, order := range sampleOrders {
t.Logf(" [%d] %s %s %s qty=%.6f price=%.4f action=%s time=%s",
i+1, order.ExchangeOrderID, order.Symbol, order.Side,
order.Quantity, order.Price, order.OrderAction,
time.UnixMilli(order.FilledAt).Format(time.RFC3339))
}
}
// Test incremental sync - run again, should find no new trades
t.Logf("\n🔄 Running incremental sync (should skip existing trades)...")
startTime = time.Now()
err = trader.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st)
elapsed = time.Since(startTime)
if err != nil {
t.Fatalf("❌ Incremental sync failed: %v", err)
}
t.Logf("✅ Incremental sync completed in %v", elapsed)
// Check counts again - should be the same
var newOrderCount int64
db.Model(&store.TraderOrder{}).Where("exchange_id = ?", exchangeID).Count(&newOrderCount)
t.Logf(" Orders after incremental sync: %d (was %d)", newOrderCount, orderCount)
if newOrderCount != orderCount {
t.Logf(" ⚠️ Order count changed - possible duplicate detection issue")
} else {
t.Logf(" ✅ No duplicates - incremental sync working correctly")
}
// Test GetLastFillTimeByExchange
lastFillTimeMs, err := orderStore.GetLastFillTimeByExchange(exchangeID)
if err != nil {
t.Logf(" ⚠️ GetLastFillTimeByExchange error: %v", err)
} else {
lastFillTime := time.UnixMilli(lastFillTimeMs)
t.Logf("\n📅 Last fill time from DB: %s", lastFillTime.Format(time.RFC3339))
// Check if it would be in the future (the bug we fixed)
now := time.Now().UTC()
if lastFillTime.After(now) {
t.Logf(" ❌ BUG: Last fill time is in the future! (now: %s)", now.Format(time.RFC3339))
} else {
t.Logf(" ✅ Last fill time is in the past (correct)")
}
}
// Cleanup
os.Remove(testDBPath)
t.Logf("\n✅ E2E test completed successfully!")
}
// TestBinanceSyncWithExistingData tests sync behavior with pre-existing data
func TestBinanceSyncWithExistingData(t *testing.T) {
skipIfNoLiveTest(t)
// Get credentials from environment
apiKey, secretKey := getBinanceTestCredentials(t)
testDBPath := "/tmp/test_binance_sync_existing.db"
os.Remove(testDBPath)
st, err := store.New(testDBPath)
if err != nil {
t.Fatalf("Failed to init test store: %v", err)
}
db := st.GormDB()
orderStore := st.Order()
trader := NewFuturesTrader(apiKey, secretKey, "test-user")
traderID := "test-trader-id"
exchangeID := "test-exchange-id"
exchangeType := "binance"
// Insert a fake "old" fill with LOCAL time (simulating the bug scenario)
// This tests that our timezone fix works
localTime := time.Now().Add(8 * time.Hour) // Simulate +8 timezone stored as if it were UTC
fakeFill := &store.TraderFill{
TraderID: traderID,
ExchangeID: exchangeID,
ExchangeType: exchangeType,
ExchangeOrderID: "fake-old-order",
ExchangeTradeID: "fake-old-trade",
Symbol: "BTCUSDT",
Side: "BUY",
Price: 50000,
Quantity: 0.001,
QuoteQuantity: 50,
CreatedAt: localTime.UnixMilli(), // This time is "in the future" if interpreted as UTC
}
if err := orderStore.CreateFill(fakeFill); err != nil {
t.Fatalf("Failed to create fake fill: %v", err)
}
t.Logf("🧪 Testing sync with existing 'future' data...")
t.Logf(" Fake fill time: %s", localTime.Format(time.RFC3339))
t.Logf(" Current UTC time: %s", time.Now().UTC().Format(time.RFC3339))
// Check GetLastFillTimeByExchange
lastFillTimeMs2, _ := orderStore.GetLastFillTimeByExchange(exchangeID)
lastFillTime2 := time.UnixMilli(lastFillTimeMs2)
t.Logf(" GetLastFillTimeByExchange returned: %s", lastFillTime2.Format(time.RFC3339))
if lastFillTime2.After(time.Now().UTC()) {
t.Logf(" ⚠️ Last fill time is in the future - this is the bug scenario!")
}
// Run sync - it should detect the future time and fall back
t.Logf("\n📥 Running sync (should detect future time and fall back)...")
err = trader.SyncOrdersFromBinance(traderID, exchangeID, exchangeType, st)
if err != nil {
t.Fatalf("❌ Sync failed: %v", err)
}
t.Logf("✅ Sync completed")
// Check that trades were actually synced despite the bad data
var fillCount int64
db.Model(&store.TraderFill{}).Where("exchange_id = ?", exchangeID).Count(&fillCount)
t.Logf(" Total fills in DB: %d (includes 1 fake)", fillCount)
if fillCount > 1 {
t.Logf(" ✅ Real trades were synced despite 'future' data!")
} else {
t.Logf(" ❌ No real trades synced - the bug might still exist")
}
os.Remove(testDBPath)
}