Hidden Order Integration Tests Failing #978 (#977)

* -Fix for #810, wrong message on soft trailing stop. * -updated orko-parent snapshots * -Changed the Xchange version from the 5.0.0-SNAPSHOT to 5.0.0 * Commented out Hidden Order integration tests * -Potential fix for 'Hidden orders' test failure
gruelbox · Aug 19, 2020 · a3a199e · a3a199e
1 parent e312fe5
commit a3a199e
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Showing 5 changed files with 51 additions and 35 deletions.
diff --git a/orko-app-marketdata/pom.xml b/orko-app-marketdata/pom.xml
@@ -9,7 +9,7 @@
     <parent>
         <groupId>com.gruelbox</groupId>
         <artifactId>orko-parent</artifactId>
-        <version>0.15.2-SNAPSHOT</version>
+        <version>0.15.3-SNAPSHOT</version>
         <relativePath>../pom.xml</relativePath>
     </parent>
 

diff --git a/orko-common/src/main/java/com/gruelbox/orko/job/SoftTrailingStopProcessor.java b/orko-common/src/main/java/com/gruelbox/orko/job/SoftTrailingStopProcessor.java
@@ -176,12 +176,10 @@ private void tickTransaction(TickerEvent tickerEvent) {
     }
 
     // If we've hit the stop price, we're done
-    if ((job.direction().equals(Direction.SELL) && ticker.getBid().compareTo(stopPrice) <= 0)
-        || (job.direction().equals(Direction.BUY) && ticker.getAsk().compareTo(stopPrice) >= 0)) {
-
+    if (job.direction().equals(Direction.SELL) && ticker.getBid().compareTo(stopPrice) <= 0) {
       notificationService.info(
           String.format(
-              "Trailing stop on %s %s/%s market hit stop price (%s < %s)",
+              "Trailing stop on %s %s/%s market hit exit price (%s < %s)",
               job.tickTrigger().exchange(),
               job.tickTrigger().base(),
               job.tickTrigger().counter(),
@@ -190,6 +188,21 @@ private void tickTransaction(TickerEvent tickerEvent) {
 
       jobSubmitter.submitNewUnchecked(limitOrderJob);
 
+      jobControl.finish(SUCCESS);
+      done = true;
+      return;
+    } else if (job.direction().equals(Direction.BUY) && ticker.getAsk().compareTo(stopPrice) >= 0) {
+      notificationService.info(
+          String.format(
+              "Trailing stop on %s %s/%s market hit entry price (%s > %s)",
+              job.tickTrigger().exchange(),
+              job.tickTrigger().base(),
+              job.tickTrigger().counter(),
+              ticker.getAsk(),
+              stopPrice));
+
+      jobSubmitter.submitNewUnchecked(limitOrderJob);
+
       jobControl.finish(SUCCESS);
       done = true;
       return;
@@ -223,9 +236,7 @@ private void validate(LimitOrderJob limitOrderJob) {
           @Override
           public void replace(Job replacement) {
             jobControl.replace(
-                SoftTrailingStopProcessor.this
-                    .job
-                    .toBuilder()
+                SoftTrailingStopProcessor.this.job.toBuilder()
                     .balanceState(((LimitOrderJob) replacement).balanceState())
                     .build());
           }

diff --git a/orko-end-to-end-testing/cypress/integration/coins/trade.spec.js b/orko-end-to-end-testing/cypress/integration/coins/trade.spec.js
@@ -192,7 +192,7 @@ context("Trading", () => {
     limitTrade("sell", 100, "0.02")
   })
 
-  it("Hidden orders", () => {
+  it("Hidden orders", async () => {
     const createHiddenOrder = ({
       direction,
       amount,
@@ -249,52 +249,57 @@ context("Trading", () => {
         highPrice: price + 1000,
         highLimitPrice: price + 1100,
         amount: 1
-      })
-      checkCancelServerSideOrder({
-        direction: "buy",
-        amount: "1",
-        stopPrice: price + 1000,
-        limitPrice: price + 1100
+      }).then(response => {
+        checkCancelServerSideOrder({
+          direction: "buy",
+          amount: "1",
+          stopPrice: price + 1000,
+          limitPrice: price + 1100
+        })
       })
 
       createHiddenOrder({
         direction: "BUY",
         lowPrice: price - 900,
         lowLimitPrice: price - 1000,
         amount: 1
-      })
-      checkCancelServerSideOrder({
-        direction: "buy",
-        amount: "1",
-        stopPrice: price - 900,
-        limitPrice: price - 1000
+      }).then(response => {
+        checkCancelServerSideOrder({
+          direction: "buy",
+          amount: "1",
+          stopPrice: price - 900,
+          limitPrice: price - 1000
+        })
       })
 
       createHiddenOrder({
         direction: "SELL",
         lowPrice: price - 1000,
         lowLimitPrice: price - 900,
         amount: 1
-      })
-      checkCancelServerSideOrder({
-        direction: "sell",
-        amount: "1",
-        stopPrice: price - 1000,
-        limitPrice: price - 900
+      }).then (response => {
+        checkCancelServerSideOrder({
+          direction: "sell",
+          amount: "1",
+          stopPrice: price - 1000,
+          limitPrice: price - 900
+        })
       })
 
       createHiddenOrder({
         direction: "SELL",
         highPrice: price + 1100,
         highLimitPrice: price + 1000,
         amount: 1
+      }).then(response => {
+        checkCancelServerSideOrder({
+          direction: "sell",
+          amount: "1",
+          stopPrice: price + 1100,
+          limitPrice: price + 1000
+        })
       })
-      checkCancelServerSideOrder({
-        direction: "sell",
-        amount: "1",
-        stopPrice: price + 1100,
-        limitPrice: price + 1000
-      })
+
     })
   })
 

diff --git a/orko-integration-testing/pom.xml b/orko-integration-testing/pom.xml
@@ -8,7 +8,7 @@
   <parent>
     <groupId>com.gruelbox</groupId>
     <artifactId>orko-parent</artifactId>
-    <version>0.15.2-SNAPSHOT</version>
+    <version>0.15.3-SNAPSHOT</version>
     <relativePath>../pom.xml</relativePath>
   </parent>
 

diff --git a/pom.xml b/pom.xml
@@ -251,7 +251,7 @@
     <junit.version>5.6.2</junit.version>
 
     <xchange.groupid>org.knowm.xchange</xchange.groupid>
-    <xchange.version>5.0.0-SNAPSHOT</xchange.version>
+    <xchange.version>5.0.0</xchange.version>
 
     <morf.groupid>com.github.badgerwithagun.morf</morf.groupid>
     <morf.version>0.1.3.4</morf.version>