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test/tradeBatcher.js

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+var chai = require('chai');
+var expect = chai.expect;
+var should = chai.should;
+var sinon = require('sinon');
+
+var _ = require('lodash');
+var moment = require('moment');
+
+var utils = require(__dirname + '/../core/util');
+var dirs = utils.dirs();
+var TradeBatcher = require(dirs.budfox + 'tradeBatcher');
+
+var trades_tid_1 = [
+  {tid: 1, price: 10, amount: 1, date: 1466115793},
+  {tid: 2, price: 10, amount: 1, date: 1466115794},
+  {tid: 3, price: 10, amount: 1, date: 1466115795}
+];
+
+var trades_tid_2 = [
+  {tid: 2, price: 10, amount: 1, date: 1466115794},
+  {tid: 3, price: 10, amount: 1, date: 1466115795},
+  {tid: 4, price: 10, amount: 1, date: 1466115796},
+  {tid: 5, price: 10, amount: 1, date: 1466115797}
+];
+
+var empty_trades = [
+  {tid: 2, price: 10, amount: 0, date: 1466115794},
+  {tid: 3, price: 10, amount: 0, date: 1466115795},
+  {tid: 4, price: 10, amount: 0, date: 1466115796},
+  {tid: 5, price: 10, amount: 0, date: 1466115797}
+];
+
+describe('budfox/tradeBatcher', function() {
+  var tb;
+
+  it('should throw when not passed a number', function() {
+    expect(function() {
+      new TradeBatcher()
+    }).to.throw('tid is not a string');
+  });
+
+  it('should instantiate', function() {
+    tb = new TradeBatcher('tid');
+  });
+
+  it('should throw when not fed an array', function() {
+    var trade = _.first(trades_tid_1);
+    expect(
+      tb.write.bind(tb, trade)
+    ).to.throw('batch is not an array');
+  });
+
+  it('should emit an event when fed trades', function() {
+    tb = new TradeBatcher('tid');
+
+    var spy = sinon.spy();
+    tb.on('new batch', spy);
+    tb.write( trades_tid_1 );
+    expect(spy.callCount).to.equal(1);
+  });
+
+  it('should only emit once when fed the same trades twice', function() {
+    tb = new TradeBatcher('tid');
+
+    var spy = sinon.spy();
+    tb.on('new batch', spy);
+    tb.write( trades_tid_1 );
+    tb.write( trades_tid_1 );
+    expect(spy.callCount).to.equal(1);
+  });
+
+  it('should correctly set meta data', function() {
+    tb = new TradeBatcher('tid');
+
+    var spy = sinon.spy();
+    tb.on('new batch', spy);
+
+    tb.write( trades_tid_1 );
+
+    var transformedTrades = _.map(_.cloneDeep(trades_tid_1), function(trade) {
+      trade.date = moment.unix(trade.date).utc();
+      return trade;
+    });
+
+    var result = {
+      data: transformedTrades,
+      amount: _.size(transformedTrades),
+      start: _.first(transformedTrades).date,
+      end: _.last(transformedTrades).date,
+      first: _.first(transformedTrades),
+      last: _.last(transformedTrades)
+    }
+
+    var tbResult = _.first(_.first(spy.args));
+    expect(tbResult.amount).to.equal(result.amount);
+    expect(tbResult.start.unix()).to.equal(result.start.unix());
+    expect(tbResult.end.unix()).to.equal(result.end.unix());
+    expect(tbResult.data.length).to.equal(result.data.length);
+
+    _.each(tbResult.data, function(t, i) {
+      expect(tbResult.data[i].tid).to.equal(result.data[i].tid);      
+      expect(tbResult.data[i].price).to.equal(result.data[i].price);      
+      expect(tbResult.data[i].amount).to.equal(result.data[i].amount);      
+    });
+  });
+
+  it('should correctly filter trades', function() {
+    tb = new TradeBatcher('tid');
+
+    var spy = sinon.spy();
+    tb.on('new batch', spy);
+
+    tb.write( trades_tid_1 );
+    tb.write( trades_tid_2 );
+
+    expect(spy.callCount).to.equal(2);
+
+    var tbResult = _.first(_.last(spy.args));
+
+    expect(tbResult.amount).to.equal(2);
+    expect(tbResult.start.unix()).to.equal(1466115796);
+    expect(tbResult.end.unix()).to.equal(1466115797);
+    expect(tbResult.data.length).to.equal(2);
+  });
+
+  // see @link
+  // https://github.com/askmike/gekko/issues/486
+  it('should filter out empty trades', function() {
+    tb = new TradeBatcher('tid');
+
+    var spy = sinon.spy();
+    tb.on('new batch', spy);
+
+    tb.write(empty_trades);
+
+    expect(spy.callCount).to.equal(0);
+  }); 
+
+});