Make orderBookUpdated event deffered

atomex-protocol · Aug 16, 2022 · d79b6da · d79b6da
1 parent dbd9f15
commit d79b6da
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Showing 5 changed files with 177 additions and 20 deletions.
diff --git a/src/clients/webSocket/webSocketAtomexClient.ts b/src/clients/webSocket/webSocketAtomexClient.ts
@@ -1,7 +1,7 @@
 import type { AuthorizationManager } from '../../authorization/index';
 import type { Transaction } from '../../blockchain/index';
 import type { AtomexNetwork, CurrenciesProvider } from '../../common/index';
-import { EventEmitter, type ToEventEmitter } from '../../core';
+import { DeferredEventEmitter, EventEmitter, ToDeferredEventEmitter, type ToEventEmitter } from '../../core';
 import type {
   Order, OrderBook, Quote, ExchangeSymbol, NewOrderRequest,
   OrdersSelector, CancelOrderRequest,
@@ -29,7 +29,7 @@ export class WebSocketAtomexClient implements AtomexClient {
     swapUpdated: new EventEmitter(),
     orderUpdated: new EventEmitter(),
     orderBookSnapshot: new EventEmitter(),
-    orderBookUpdated: new EventEmitter(),
+    orderBookUpdated: new DeferredEventEmitter(),
     topOfBookUpdated: new EventEmitter()
   };
 
@@ -179,7 +179,7 @@ export class WebSocketAtomexClient implements AtomexClient {
     const updatedOrderBooks = mapWebSocketOrderBookEntryDtoToOrderBooks(entryDtos, this.orderBookProvider);
     for (const updatedOrderBook of updatedOrderBooks) {
       this.orderBookProvider.setOrderBook(updatedOrderBook.symbol, updatedOrderBook);
-      (this.events.orderBookUpdated as ToEventEmitter<typeof this.events.orderBookUpdated>).emit(updatedOrderBook);
+      (this.events.orderBookUpdated as ToDeferredEventEmitter<string, typeof this.events.orderBookUpdated>).emitDeferred(updatedOrderBook.symbol, updatedOrderBook);
     }
   }
 }
diff --git a/tests/clients/testCases/validWsOrderBookUpdatedTestCases.ts b/tests/clients/testCases/validWsOrderBookUpdatedTestCases.ts
@@ -5,7 +5,7 @@ import type { OrderBook, } from '../../../src/exchange/index';
 
 const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
   message: string,
-  testValue: readonly [snapshotDtos: WebSocketOrderBookSnapshotResponseDto[], entryDtos: WebSocketOrderBookEntriesResponseDto[], orderBook: OrderBook]
+  testValue: readonly [snapshotDtos: WebSocketOrderBookSnapshotResponseDto[], entryDtos: WebSocketOrderBookEntriesResponseDto[], updatedOrderBooks: OrderBook[]]
 ]> = [
     [
       'Remove entry',
@@ -36,7 +36,7 @@ const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
             qtyProfile: []
           }]
         }],
-        {
+        [{
           updateId: 57552,
           symbol: 'ETH/BTC',
           quoteCurrency: 'ETH',
@@ -48,7 +48,7 @@ const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
               qtyProfile: [1.5]
             }
           ]
-        }
+        }]
       ]
     ],
     [
@@ -91,13 +91,13 @@ const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
               qtyProfile: []
             }]
         }],
-        {
+        [{
           updateId: 57553,
           symbol: 'ETH/BTC',
           quoteCurrency: 'ETH',
           baseCurrency: 'BTC',
           entries: []
-        }
+        }]
       ]
     ],
     [
@@ -140,7 +140,7 @@ const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
               qtyProfile: [10]
             }]
         }],
-        {
+        [{
           updateId: 57553,
           symbol: 'ETH/BTC',
           quoteCurrency: 'ETH',
@@ -157,7 +157,7 @@ const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
               qtyProfile: [10]
             }
           ]
-        }
+        }]
       ]
     ],
     [
@@ -189,7 +189,7 @@ const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
             qtyProfile: [2.0]
           }]
         }],
-        {
+        [{
           updateId: 57552,
           symbol: 'ETH/BTC',
           quoteCurrency: 'ETH',
@@ -206,7 +206,7 @@ const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
               qtyProfile: [1.5]
             }
           ]
-        }
+        }]
       ]
     ],
     [
@@ -270,7 +270,7 @@ const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
               qtyProfile: [15]
             }]
         }],
-        {
+        [{
           updateId: 57555,
           symbol: 'ETH/BTC',
           quoteCurrency: 'ETH',
@@ -287,7 +287,7 @@ const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
               qtyProfile: [15]
             }
           ]
-        }
+        }]
       ]
     ],
     [
@@ -340,7 +340,7 @@ const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
             qtyProfile: [15]
           }]
         }],
-        {
+        [{
           updateId: 57555,
           symbol: 'ETH/BTC',
           quoteCurrency: 'ETH',
@@ -357,7 +357,152 @@ const validWsOrderBookUpdatedTestCases: ReadonlyArray<readonly [
               qtyProfile: [15]
             }
           ]
-        }
+        }]
+      ]
+    ],
+    [
+      'Update several order books',
+      [
+        [{
+          event: 'snapshot',
+          data: {
+            updateId: 57551,
+            symbol: 'ETH/BTC',
+            entries: [{
+              side: 'Buy',
+              price: 0.06688964,
+              qtyProfile: [4.0]
+            }, {
+              side: 'Sell',
+              price: 0.06754710,
+              qtyProfile: [1.5]
+            }]
+          }
+        },
+        {
+          event: 'snapshot',
+          data: {
+            updateId: 57552,
+            symbol: 'XTZ/ETH',
+            entries: [{
+              side: 'Buy',
+              price: 0.05555555,
+              qtyProfile: [5.0]
+            }, {
+              side: 'Sell',
+              price: 0.06666666,
+              qtyProfile: [2.5]
+            }]
+          }
+        }],
+        [{
+          event: 'entries',
+          data: [{
+            updateId: 57553,
+            symbol: 'ETH/BTC',
+            side: 'Buy',
+            price: 0.06688964,
+            qtyProfile: []
+          }]
+        },
+        {
+          event: 'entries',
+          data: [{
+            updateId: 57554,
+            symbol: 'ETH/BTC',
+            side: 'Sell',
+            price: 0.06754710,
+            qtyProfile: []
+          }]
+        },
+        {
+          event: 'entries',
+          data: [
+            {
+              updateId: 57555,
+              symbol: 'ETH/BTC',
+              side: 'Buy',
+              price: 0.06691233,
+              qtyProfile: [10]
+            }]
+        },
+        {
+          event: 'entries',
+          data: [{
+            updateId: 57556,
+            symbol: 'XTZ/ETH',
+            side: 'Buy',
+            price: 0.05555555,
+            qtyProfile: []
+          }]
+        },
+        {
+          event: 'entries',
+          data: [{
+            updateId: 57557,
+            symbol: 'XTZ/ETH',
+            side: 'Buy',
+            price: 0.04444444,
+            qtyProfile: [1]
+          }]
+        },
+        {
+          event: 'entries',
+          data: [
+            {
+              updateId: 57558,
+              symbol: 'ETH/BTC',
+              side: 'Sell',
+              price: 0.06754435,
+              qtyProfile: [15]
+            }]
+        },
+        {
+          event: 'entries',
+          data: [{
+            updateId: 57559,
+            symbol: 'XTZ/ETH',
+            side: 'Sell',
+            price: 0.06666666,
+            qtyProfile: [5.5]
+          }]
+        }],
+        [{
+          updateId: 57558,
+          symbol: 'ETH/BTC',
+          quoteCurrency: 'ETH',
+          baseCurrency: 'BTC',
+          entries: [
+            {
+              side: 'Buy',
+              price: new BigNumber(0.06691233),
+              qtyProfile: [10]
+            },
+            {
+              side: 'Sell',
+              price: new BigNumber(0.06754435),
+              qtyProfile: [15]
+            },
+          ]
+        },
+        {
+          updateId: 57559,
+          symbol: 'XTZ/ETH',
+          quoteCurrency: 'XTZ',
+          baseCurrency: 'ETH',
+          entries: [
+            {
+              side: 'Sell',
+              price: new BigNumber(0.06666666),
+              qtyProfile: [5.5]
+            },
+            {
+              side: 'Buy',
+              price: new BigNumber(0.04444444),
+              qtyProfile: [1]
+            },
+          ]
+        }]
       ]
     ]
   ];

diff --git a/tests/clients/webSocketAtomexClient.test.ts b/tests/clients/webSocketAtomexClient.test.ts
@@ -5,7 +5,7 @@ import type { AuthToken } from '../../src/authorization/index';
 import { WebSocketAtomexClient } from '../../src/clients/index';
 import type { AtomexNetwork } from '../../src/common/index';
 import { InMemoryOrderBookProvider } from '../../src/exchange/index';
-import { TestCurrenciesProvider, TestAuthorizationManager, TestExchangeSymbolsProvider } from '../testHelpers/index';
+import { TestCurrenciesProvider, TestAuthorizationManager, TestExchangeSymbolsProvider, wait } from '../testHelpers/index';
 import {
   validWsOrderBookUpdatedTestCases, validWsOrderUpdatedTestCases,
   validWsSwapUpdatedTestCases, validWsTopOfBookUpdatedTestCases
@@ -181,7 +181,7 @@ describe('WebSocket Atomex Client', () => {
     expect(onTopOfBookUpdatedCallback).toHaveBeenCalledWith(expectedQuotes);
   });
 
-  test.each(validWsOrderBookUpdatedTestCases)('emits orderBookUpdated event with correct data (%s)', async (_, [snapshotDtos, entryDtos, expectedOrderBook]) => {
+  test.each(validWsOrderBookUpdatedTestCases)('emits orderBookUpdated event with correct data (%s)', async (_, [snapshotDtos, entryDtos, expectedOrderBooks]) => {
     const onOrderUpdatedCallback = jest.fn();
     const onSwapUpdatedCallback = jest.fn();
     const onTopOfBookUpdatedCallback = jest.fn();
@@ -199,12 +199,16 @@ describe('WebSocket Atomex Client', () => {
     snapshotDtos.forEach(snapshot => exchangeWsServer.send(snapshot));
     entryDtos.forEach(entries => exchangeWsServer.send(entries));
 
+    await wait(2000);
+
     expect(onSwapUpdatedCallback).toHaveBeenCalledTimes(0);
     expect(onOrderUpdatedCallback).toHaveBeenCalledTimes(0);
     expect(onTopOfBookUpdatedCallback).toHaveBeenCalledTimes(0);
     expect(onOrderBookSnapshotCallback).toHaveBeenCalledTimes(snapshotDtos.length);
-    expect(onOrderBookUpdatedCallback).toHaveBeenCalledTimes(entryDtos.length);
-    expect(onOrderBookUpdatedCallback).toHaveBeenLastCalledWith(expectedOrderBook);
+    expect(onOrderBookUpdatedCallback).toHaveBeenCalledTimes(expectedOrderBooks.length);
+    for (let i = 0; i < expectedOrderBooks.length; i++) {
+      expect(onOrderBookUpdatedCallback).toHaveBeenNthCalledWith(i + 1, expectedOrderBooks[i]);
+    }
   });
 
   test('creates connection for every unique user', async () => {

diff --git a/tests/testHelpers/index.ts b/tests/testHelpers/index.ts
@@ -2,4 +2,5 @@ export { TestAuthorizationManager } from './testAuthManager';
 export { TestCurrenciesProvider } from './testCurrenciesProvider';
 export { TestExchangeSymbolsProvider } from './testExchangeSymbolsProvider';
 export { TestAtomexClient } from './testAtomexClient';
+export { wait } from './wait';
 export * as testLegacyHelpers from './testLegacyHelpers';
diff --git a/tests/testHelpers/wait.ts b/tests/testHelpers/wait.ts
@@ -0,0 +1,7 @@
+export const wait = (timeoutMs: number) => {
+  return new Promise<void>(resolve => {
+    setTimeout(() => {
+      resolve();
+    }, timeoutMs);
+  });
+};