basic integration tests with sample config files, closes #51 (#543)

* 1 - add basic buysell integration test with sample config files

* 2 - add job: test_1_13__integration

* 3 - create equivalent tests for remaining strategies

* 4 - sequential running of integration tests

* 5 - set default FILL_TRACKER_SLEEP_MILLIS to half of TICK_INTERVAL_SECONDS

* 6 - restructure integration tests because of rate limit issues

* 7 - further limit tests to avoid rate limit issues

.circleci/config.yml

@@ -36,12 +36,6 @@ commands:
           paths:
             - "/go/src/github.com/stellar/kelp/vendor"
 
-  test_kelp:
-    steps:
-      - run:
-          name: Run Kelp tests
-          command: go test --short -ldflags="-X github.com/stellar/kelp/cmd.version=test_compile -X github.com/stellar/kelp/cmd.guiVersion=test_compile -X github.com/stellar/kelp/cmd.gitBranch=test_compile -X github.com/stellar/kelp/cmd.gitHash=test_compile -X github.com/stellar/kelp/cmd.buildDate=test_compile -X github.com/stellar/kelp/cmd.env=dev" ./...
-
   build_kelp:
     steps:
       - run:
@@ -55,6 +49,37 @@ commands:
           name: Ensure build was successful
           command: ./bin/kelp version
 
+  test_kelp:
+    steps:
+      - run:
+          name: Run Kelp tests
+          command: go test --short -ldflags="-X github.com/stellar/kelp/cmd.version=test_compile -X github.com/stellar/kelp/cmd.guiVersion=test_compile -X github.com/stellar/kelp/cmd.gitBranch=test_compile -X github.com/stellar/kelp/cmd.gitHash=test_compile -X github.com/stellar/kelp/cmd.buildDate=test_compile -X github.com/stellar/kelp/cmd.env=dev" ./...
+
+  test_kelp__integration_delete:
+    steps:
+      - run:
+          name: Run Kelp tests integration - delete
+          command: ./bin/kelp trade -c examples/configs/trader/sample_trader.cfg -s delete --iter 1
+
+  test_kelp__integration_buysell:
+    steps:
+      - run:
+          name: Run Kelp tests integration - buysell
+          command: ./bin/kelp trade -c examples/configs/trader/sample_trader.cfg -s buysell -f examples/configs/trader/sample_buysell.cfg --iter 1
+
+  test_kelp__integration_balanced:
+    steps:
+      - run:
+          name: Run Kelp tests integration - balanced
+          command: ./bin/kelp trade -c examples/configs/trader/sample_trader.cfg -s balanced -f examples/configs/trader/sample_balanced.cfg --iter 1
+
+  test_kelp__integration_mirror:
+    steps:
+      - run:
+          name: Run Kelp tests integration - mirror
+          command: ./bin/kelp trade -c examples/configs/trader/sample_trader.cfg -s mirror -f examples/configs/trader/sample_mirror.cfg --iter 1
+
+
 jobs:
   # test performs all package tests from Kelp
   test_1_13:
@@ -66,14 +91,30 @@ jobs:
       - image: circleci/postgres:12.1-alpine-ram
     environment:
       POSTGRES_USER: postgres
-
     steps:
       - install_deps
       - build_kelp
       - test_kelp
+
+  # test runs all the strategies as integration tests, one after the other so there's no interference
+  test_1_13__integration:
+    working_directory: /go/src/github.com/stellar/kelp
+    docker:
+      - image: circleci/golang:1.13
+    steps:
+      # limit to only the key strategies because of rate limit issues, remaining strategies: sell, sell_twap, pendulum
+      - install_deps
+      - build_kelp
+      # delete once before we start our set of tests, don't delete in between tests because of rate limit issues
+      - test_kelp__integration_delete
+      - test_kelp__integration_buysell
+      - test_kelp__integration_balanced
+      # run mirror last because it produces many offers
+      - test_kelp__integration_mirror
 
 workflows:
   version: 2
   build-and-test:
     jobs:
       - test_1_13
+      - test_1_13__integration

examples/configs/trader/sample_trader.cfg

@@ -41,7 +41,7 @@ DELETE_CYCLES_THRESHOLD=0
 # Note: in most cases you are probably better off tracking fills at the beginning of the update cycle only (by setting SYNCHRONIZE_STATE_LOAD_ENABLE to true)
 #       although there is a valid use case to still want to track fills every X milliseconds in addition to using the new config, for example when you want a
 #       faster response to trades, such as with the mirror strategy.
-FILL_TRACKER_SLEEP_MILLIS=0
+FILL_TRACKER_SLEEP_MILLIS=150000
 # how many continuous errors in each fill-tracking cycle can the bot accept before it will delete all offers to protect its exposure.
 # this number has to be exceeded for all the offers to be deleted and any error will be counted only once per cycle.
 # any time the bot completes a full run successfully this counter will be reset.