bbgo: add pending order test cases

Author: c9s

pkg/bbgo/activeorderbook.go

@@ -312,6 +312,8 @@ func (b *ActiveOrderBook) add(order types.Order) {
 		} else {
 			b.orders.Add(order)
 		}
+
+		b.pendingOrderUpdates.Remove(order.OrderID)
 	} else {
 		b.orders.Add(order)
 	}
@@ -321,6 +323,10 @@ func (b *ActiveOrderBook) Exists(order types.Order) bool {
 	return b.orders.Exists(order.OrderID)
 }
 
+func (b *ActiveOrderBook) Get(orderID uint64) (types.Order, bool) {
+	return b.orders.Get(orderID)
+}
+
 func (b *ActiveOrderBook) Remove(order types.Order) bool {
 	return b.orders.Remove(order.OrderID)
 }

pkg/bbgo/activeorderbook_test.go

@@ -0,0 +1,57 @@
+package bbgo
+
+import (
+	"testing"
+	"time"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func TestActiveOrderBook_pendingOrders(t *testing.T) {
+	now := time.Now()
+	ob := NewActiveOrderBook("")
+
+	// if we received filled order first
+	// should be added to pending orders
+	ob.orderUpdateHandler(types.Order{
+		OrderID: 99,
+		SubmitOrder: types.SubmitOrder{
+			Symbol:       "BTCUSDT",
+			Side:         types.SideTypeBuy,
+			Type:         types.OrderTypeLimit,
+			Quantity:     number(0.01),
+			Price:        number(19000.0),
+			AveragePrice: fixedpoint.Zero,
+			StopPrice:    fixedpoint.Zero,
+		},
+		Status:       types.OrderStatusFilled,
+		CreationTime: types.Time(now),
+		UpdateTime:   types.Time(now),
+	})
+
+	assert.Len(t, ob.pendingOrderUpdates.Orders(), 1)
+
+	// should be added to pending orders
+	ob.Add(types.Order{
+		OrderID: 99,
+		SubmitOrder: types.SubmitOrder{
+			Symbol:       "BTCUSDT",
+			Side:         types.SideTypeBuy,
+			Type:         types.OrderTypeLimit,
+			Quantity:     number(0.01),
+			Price:        number(19000.0),
+			AveragePrice: fixedpoint.Zero,
+			StopPrice:    fixedpoint.Zero,
+		},
+		Status:       types.OrderStatusNew,
+		CreationTime: types.Time(now),
+		UpdateTime:   types.Time(now.Add(-time.Second)),
+	})
+
+	o99, ok := ob.Get(99)
+	assert.True(t, ok)
+	assert.Equal(t, types.OrderStatusFilled, o99.Status)
+}