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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,57 @@ | ||
| package redisrepo | ||
|
|
||
| import ( | ||
| "context" | ||
| "fmt" | ||
|
|
||
| "github.com/orbs-network/order-book/models" | ||
| "github.com/orbs-network/order-book/utils/logger" | ||
| "github.com/orbs-network/order-book/utils/logger/logctx" | ||
| "github.com/redis/go-redis/v9" | ||
| ) | ||
|
|
||
| // This should be used to store FILLED orders in Redis. | ||
| // | ||
| // `StoreOpenOrder` or `StoreOpenOrders` should be used to store unfilled or partially filled orders. | ||
| func (r *redisRepository) StoreFilledOrders(ctx context.Context, orders []models.Order) error { | ||
| transaction := r.client.TxPipeline() | ||
|
|
||
| for _, order := range orders { | ||
| err := storeFilledOrderTx(ctx, transaction, order) | ||
| if err != nil { | ||
| return err | ||
| } | ||
|
|
||
| } | ||
| _, err := transaction.Exec(ctx) | ||
| if err != nil { | ||
| logctx.Error(ctx, "failed to store filled orders in Redis", logger.Error(err), logger.Strings("orderIds", models.OrderIdsToStrings(ctx, &orders))) | ||
| return fmt.Errorf("failed to store filled orders in Redis: %v", err) | ||
| } | ||
| return nil | ||
| } | ||
|
|
||
| func storeFilledOrderTx(ctx context.Context, transaction redis.Pipeliner, order models.Order) error { | ||
| // 1. Remove the order from the user's open orders set | ||
| userOrdersKey := CreateUserOpenOrdersKey(order.UserId) | ||
| transaction.ZRem(ctx, userOrdersKey, order.Id.String()) | ||
|
|
||
| // 2. Store the order in the filled orders set | ||
| userFilledOrdersKey := CreateUserFilledOrdersKey(order.UserId) | ||
| userFilledOrdersScore := float64(order.Timestamp.UTC().UnixNano()) | ||
| transaction.ZAdd(ctx, userFilledOrdersKey, redis.Z{ | ||
| Score: userFilledOrdersScore, | ||
| Member: order.Id.String(), | ||
| }) | ||
|
|
||
| // 3. Remove the order from the buy/sell prices set for that pair | ||
| buyPricesKey := CreateBuySidePricesKey(order.Symbol) | ||
| sellPricesKey := CreateSellSidePricesKey(order.Symbol) | ||
| if order.Side == models.BUY { | ||
| transaction.ZRem(ctx, buyPricesKey, order.Id.String()) | ||
| } else { | ||
| transaction.ZRem(ctx, sellPricesKey, order.Id.String()) | ||
| } | ||
|
|
||
| return nil | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,104 @@ | ||
| package redisrepo | ||
|
|
||
| import ( | ||
| "testing" | ||
| "time" | ||
|
|
||
| "github.com/go-redis/redismock/v9" | ||
| "github.com/orbs-network/order-book/models" | ||
| "github.com/redis/go-redis/v9" | ||
| "github.com/shopspring/decimal" | ||
| "github.com/stretchr/testify/assert" | ||
| ) | ||
|
|
||
| func TestRedisRepository_StoreFilledOrders(t *testing.T) { | ||
| timestamp := time.Date(2023, 10, 10, 12, 0, 0, 0, time.UTC) | ||
|
|
||
| t.Run("store filled order success (buy side) - should remove order from user open orders set, add order to user filled orders set, remove order from buy prices sorted set", func(t *testing.T) { | ||
| var buyOrder = models.Order{ | ||
| Id: orderId, | ||
| ClientOId: clientOId, | ||
| Price: price, | ||
| Size: size, | ||
| Symbol: symbol, | ||
| Side: models.BUY, | ||
| Timestamp: timestamp, | ||
| SizePending: decimal.Zero, | ||
| SizeFilled: size, | ||
| UserId: userId, | ||
| } | ||
|
|
||
| db, mock := redismock.NewClientMock() | ||
|
|
||
| repo := &redisRepository{ | ||
| client: db, | ||
| } | ||
|
|
||
| mock.ExpectTxPipeline() | ||
| mock.ExpectZRem(CreateUserOpenOrdersKey(buyOrder.UserId), buyOrder.Id.String()).SetVal(1) | ||
| mock.ExpectZAdd(CreateUserFilledOrdersKey(buyOrder.UserId), redis.Z{ | ||
| Score: float64(timestamp.UnixNano()), | ||
| Member: buyOrder.Id.String(), | ||
| }).SetVal(1) | ||
| mock.ExpectZRem(CreateBuySidePricesKey(buyOrder.Symbol), buyOrder.Id.String()).SetVal(1) | ||
| mock.ExpectTxPipelineExec() | ||
|
|
||
| err := repo.StoreFilledOrders(ctx, []models.Order{buyOrder}) | ||
|
|
||
| assert.NoError(t, err, "should not return error") | ||
| }) | ||
|
|
||
| t.Run("store filled order success (sell side) - should remove order from user open orders set, add order to user filled orders set, remove order from sell prices sorted set", func(t *testing.T) { | ||
| var sellOrder = models.Order{ | ||
| Id: orderId, | ||
| ClientOId: clientOId, | ||
| Price: price, | ||
| Size: size, | ||
| Symbol: symbol, | ||
| Side: models.SELL, | ||
| Timestamp: timestamp, | ||
| SizePending: decimal.Zero, | ||
| SizeFilled: size, | ||
| UserId: userId, | ||
| } | ||
|
|
||
| db, mock := redismock.NewClientMock() | ||
|
|
||
| repo := &redisRepository{ | ||
| client: db, | ||
| } | ||
|
|
||
| mock.ExpectTxPipeline() | ||
| mock.ExpectZRem(CreateUserOpenOrdersKey(sellOrder.UserId), sellOrder.Id.String()).SetVal(1) | ||
| mock.ExpectZAdd(CreateUserFilledOrdersKey(sellOrder.UserId), redis.Z{ | ||
| Score: float64(timestamp.UnixNano()), | ||
| Member: sellOrder.Id.String(), | ||
| }).SetVal(1) | ||
| mock.ExpectZRem(CreateSellSidePricesKey(sellOrder.Symbol), sellOrder.Id.String()).SetVal(1) | ||
| mock.ExpectTxPipelineExec() | ||
|
|
||
| err := repo.StoreFilledOrders(ctx, []models.Order{sellOrder}) | ||
|
|
||
| assert.NoError(t, err, "should not return error") | ||
| }) | ||
|
|
||
| t.Run("store filled order unexpected error - should return error", func(t *testing.T) { | ||
| var sellOrder = models.Order{ | ||
| UserId: userId, | ||
| } | ||
|
|
||
| db, mock := redismock.NewClientMock() | ||
|
|
||
| repo := &redisRepository{ | ||
| client: db, | ||
| } | ||
|
|
||
| mock.ExpectTxPipeline() | ||
| mock.ExpectZRem(CreateUserOpenOrdersKey(sellOrder.UserId), sellOrder.Id.String()).SetErr(assert.AnError) | ||
|
|
||
| err := repo.StoreFilledOrders(ctx, []models.Order{sellOrder}) | ||
|
|
||
| assert.ErrorContains(t, err, "failed to store filled orders in Redis") | ||
| assert.NoError(t, mock.ExpectationsWereMet()) | ||
| }) | ||
| } |
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