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fix(trading): add more TP and SL tests

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This commit is contained in:
Madalina Raicu
2024-03-05 17:08:42 +00:00
parent 3250800a1b
commit e657e67213
1 changed files with 171 additions and 32 deletions
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libs/deal-ticket/src/utils/map-form-values-to-submisstion.spec.ts
+171 -32
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@@ -1,4 +1,7 @@
import type { OrderSubmissionBody } from '@vegaprotocol/wallet';
import type {
OrderSubmissionBody,
StopOrdersSubmission,
} from '@vegaprotocol/wallet';
import {
mapFormValuesToOrderSubmission,
mapFormValuesToTakeProfitAndStopLoss,
@@ -208,7 +211,6 @@ const orderFormValues: OrderFormValues = {
price: '66300',
postOnly: false,
reduceOnly: false,
iceberg: false,
tpSl: true,
takeProfit: '70000',
stopLoss: '60000',
@@ -222,64 +224,201 @@ describe('mapFormValuesToTakeProfitAndStopLoss', () => {
'reference'
);
const expected = {
const expected: {
submissions: Schema.OrderSubmission[];
stopOrdersSubmission: StopOrdersSubmission[];
} = {
stopOrdersSubmission: [
{
fallsBelow: undefined,
risesAbove: {
orderSubmission: {
expiresAt: undefined,
icebergOpts: undefined,
marketId: 'marketId',
postOnly: false,
price: undefined,
reduceOnly: true,
reference: 'reference',
side: 'SIDE_SELL',
size: '10000',
timeInForce: 'TIME_IN_FORCE_FOK',
type: 'TYPE_MARKET',
},
price: '700000',
},
},
{
fallsBelow: {
orderSubmission: {
expiresAt: undefined,
icebergOpts: undefined,
marketId: 'marketId',
postOnly: false,
price: undefined,
reduceOnly: false,
reference: 'reference',
side: 'SIDE_SELL',
side: Schema.Side.SIDE_SELL,
size: '10000',
timeInForce: 'TIME_IN_FORCE_GTC',
type: 'TYPE_MARKET',
timeInForce: OrderTimeInForce.TIME_IN_FORCE_GTC,
type: OrderType.TYPE_MARKET,
},
price: '600000',
},
risesAbove: undefined,
risesAbove: {
orderSubmission: {
expiresAt: undefined,
marketId: 'marketId',
postOnly: false,
price: undefined,
reduceOnly: true,
reference: 'reference',
side: Schema.Side.SIDE_SELL,
size: '10000',
timeInForce: OrderTimeInForce.TIME_IN_FORCE_FOK,
type: OrderType.TYPE_MARKET,
},
price: '700000',
},
},
],
submissions: [
{
expiresAt: undefined,
icebergOpts: undefined,
marketId: 'marketId',
postOnly: false,
price: '663000',
reduceOnly: false,
reference: 'reference',
side: 'SIDE_BUY',
side: Schema.Side.SIDE_BUY,
size: '10000',
timeInForce: 'TIME_IN_FORCE_GTC',
type: 'TYPE_LIMIT',
timeInForce: OrderTimeInForce.TIME_IN_FORCE_GTC,
type: OrderType.TYPE_LIMIT,
},
],
};
expect(result).toEqual(expected);
});
expect(result).toStrictEqual(expected);
it('creates batch market instructions for a normal order created without TP and SL', () => {
// Create order form values without TP and SL
const orderFormValuesWithoutTPSL = { ...orderFormValues };
delete orderFormValuesWithoutTPSL.takeProfit;
delete orderFormValuesWithoutTPSL.stopLoss;
const result = mapFormValuesToTakeProfitAndStopLoss(
orderFormValuesWithoutTPSL,
mockMarket,
'reference'
);
// Expected result when TP and SL are not provided
const expected: {
submissions: Schema.OrderSubmission[];
stopOrdersSubmission: StopOrdersSubmission[];
} = {
stopOrdersSubmission: [],
submissions: [
{
expiresAt: undefined,
marketId: 'marketId',
postOnly: false,
price: '663000',
reduceOnly: false,
reference: 'reference',
side: Schema.Side.SIDE_BUY,
size: '10000',
timeInForce: OrderTimeInForce.TIME_IN_FORCE_GTC,
type: OrderType.TYPE_LIMIT,
},
],
};
expect(result).toEqual(expected);
});
it('creates batch market instructions for a normal order created with TP only', () => {
// Create order form values with TP only
const orderFormValuesWithTP = { ...orderFormValues };
orderFormValuesWithTP.stopLoss = undefined;
const result = mapFormValuesToTakeProfitAndStopLoss(
orderFormValuesWithTP,
mockMarket,
'reference'
);
// Expected result when only TP is provided
const expected: {
submissions: Schema.OrderSubmission[];
stopOrdersSubmission: StopOrdersSubmission[];
} = {
stopOrdersSubmission: [
{
risesAbove: {
orderSubmission: {
expiresAt: undefined,
marketId: 'marketId',
postOnly: false,
price: undefined,
reduceOnly: true,
reference: 'reference',
side: Schema.Side.SIDE_SELL,
size: '10000',
timeInForce: OrderTimeInForce.TIME_IN_FORCE_FOK,
type: OrderType.TYPE_MARKET,
},
price: '700000',
},
},
],
submissions: [
{
expiresAt: undefined,
marketId: 'marketId',
postOnly: false,
price: '663000',
reduceOnly: false,
reference: 'reference',
side: Schema.Side.SIDE_BUY,
size: '10000',
timeInForce: OrderTimeInForce.TIME_IN_FORCE_GTC,
type: OrderType.TYPE_LIMIT,
},
],
};
expect(result).toEqual(expected);
});
it('creates batch market instructions for a normal order created with SL only', () => {
// Create order form values with SL only
const orderFormValuesWithSL = { ...orderFormValues };
orderFormValuesWithSL.takeProfit = undefined;
const result = mapFormValuesToTakeProfitAndStopLoss(
orderFormValuesWithSL,
mockMarket,
'reference'
);
// Expected result when only SL is provided
const expected: {
submissions: Schema.OrderSubmission[];
stopOrdersSubmission: StopOrdersSubmission[];
} = {
stopOrdersSubmission: [
{
fallsBelow: {
orderSubmission: {
expiresAt: undefined,
marketId: 'marketId',
postOnly: false,
price: undefined,
reduceOnly: false,
reference: 'reference',
side: Schema.Side.SIDE_SELL,
size: '10000',
timeInForce: OrderTimeInForce.TIME_IN_FORCE_GTC,
type: OrderType.TYPE_MARKET,
},
price: '600000',
},
},
],
submissions: [
{
expiresAt: undefined,
marketId: 'marketId',
postOnly: false,
price: '663000',
reduceOnly: false,
reference: 'reference',
side: Schema.Side.SIDE_BUY,
size: '10000',
timeInForce: OrderTimeInForce.TIME_IN_FORCE_GTC,
type: OrderType.TYPE_LIMIT,
},
],
};
expect(result).toEqual(expected);
});
});