public void SendTest()
{
var content = @"{
""id"": 2157474,
""order_type"": ""limit"",
""quantity"": ""0.01"",
""disc_quantity"": ""0.0"",
""iceberg_total_quantity"": ""0.0"",
""side"": ""sell"",
""filled_quantity"": ""0.0"",
""price"": ""500.0"",
""created_at"": 1462123639,
""updated_at"": 1462123639,
""status"": ""live"",
""leverage_level"": 1,
""source_exchange"": ""QUOINE"",
""product_id"": 1,
""product_code"": ""CASH""
""order_fee"": ""0.0""
}";
SetupRestMock <SendReply>(content);
var configStore = new JsonConfigStore("config.json", new List <IConfigValidator>());
var ba = new BrokerAdapter(new RestClient(), configStore);
var order = new Order {
Broker = Broker.Hpx
};
ba.Send(order);
Assert.AreEqual("2157474", order.BrokerOrderId);
Assert.AreEqual(OrderStatus.New, order.Status);
Assert.IsTrue((order.SentTime - DateTime.Now).Seconds < 10);
Assert.IsTrue((order.LastUpdated - DateTime.Now).Seconds < 10);
}
public void SendTest()
{
var content = @"{
""id"": 2157474,
""order_type"": ""limit"",
""quantity"": ""0.01"",
""disc_quantity"": ""0.0"",
""iceberg_total_quantity"": ""0.0"",
""side"": ""sell"",
""filled_quantity"": ""0.0"",
""price"": ""500.0"",
""created_at"": 1462123639,
""updated_at"": 1462123639,
""status"": ""live"",
""leverage_level"": 1,
""source_exchange"": ""QUOINE"",
""product_id"": 1,
""product_code"": ""CASH"",
""funding_currency"": ""JPY"",
""currency_pair_code"": ""BTCJPY"",
""order_fee"": ""0.0""
}";
SetupRestMock <SendReply>(content);
var ba = new BrokerAdapter(_restClient.Object, _configStore.Object);
var order = new Order {
Broker = Broker.Quoine
};
ba.Send(order);
Assert.AreEqual("2157474", order.BrokerOrderId);
Assert.AreEqual(OrderStatus.New, order.Status);
Assert.IsTrue((order.SentTime - DateTime.Now).Seconds < 10);
Assert.IsTrue((order.LastUpdated - DateTime.Now).Seconds < 10);
}
public void ConstructorTest()
{
var ba = new BrokerAdapter(_restClient.Object, _configStore.Object);
Assert.AreEqual(Broker.Hpx, ba.Broker);
Assert.IsTrue(_restClient.Object.BaseUrl.ToString().Contains("quoine"));
}
public void HpxCancelTest()
{
var configStore = new JsonConfigStore("config.json", new List <IConfigValidator>());
var ba = new BrokerAdapter(new RestClient(), configStore);
var order = new Order {
Broker = Broker.Hpx, BrokerOrderId = "2157479", Size = 0.01m
};
ba.Cancel(order);
}
public void GetBtcPositionTest()
{
var content = @"[
{
""id"": 1759,
""leverage_level"": 10,
""max_leverage_level"": 10,
""pnl"": ""0.0"",
""equity"": ""10000.1773"",
""margin"": ""4.2302"",
""free_margin"": ""9995.9471"",
""trader_id"": 4807,
""status"": ""active"",
""product_code"": ""CASH"",
""currency_pair_code"": ""BTCUSD"",
""position"": ""0.8"",
""balance"": ""50000.1773"",
""created_at"": 1421992165,
""updated_at"": 1457242996,
""pusher_channel"": ""trading_account_1759"",
""margin_percent"": ""0.1"",
""product_id"": 1,
""funding_currency"": ""USD""
},
{
""id"": 1759,
""leverage_level"": 10,
""max_leverage_level"": 10,
""pnl"": ""0.0"",
""equity"": ""10000.1773"",
""margin"": ""4.2302"",
""free_margin"": ""9995.9471"",
""trader_id"": 4807,
""status"": ""active"",
""product_code"": ""CASH"",
""currency_pair_code"": ""BTCJPY"",
""position"": ""0.1"",
""balance"": ""10000.1773"",
""created_at"": 1421992165,
""updated_at"": 1457242996,
""pusher_channel"": ""trading_account_1759"",
""margin_percent"": ""0.1"",
""product_id"": 1,
""funding_currency"": ""JPY""
}
]";
SetupRestMock <List <TradingAccounts> >(content);
var ba = new BrokerAdapter(_restClient.Object, _configStore.Object);
var pos = ba.GetBtcPosition();
Assert.AreEqual(0.1m, pos);
}
public void GetOrdersStateTest()
{
var configStore = new JsonConfigStore("config.json", new List <IConfigValidator>());
var ba = new BrokerAdapter(new RestClient(), configStore);
string response = ba.GetOrdersState(1, 1);
JObject j = JObject.Parse(response);
JArray ja = JArray.Parse(j["data"].ToString());
List <OrderStateReply> ordersState = ja.ToObject <List <OrderStateReply> >();
Order o = new Order();
o.Size = 0.04m;
ordersState[0].SetOrder(o);
}
public void RefreshTest()
{
var content = @"{
""id"": 2157479,
""order_type"": ""limit"",
""quantity"": ""0.01"",
""disc_quantity"": ""0.0"",
""iceberg_total_quantity"": ""0.0"",
""side"": ""sell"",
""filled_quantity"": ""0.01"",
""price"": ""500.0"",
""created_at"": 1462123639,
""updated_at"": 1462123639,
""status"": ""filled"",
""leverage_level"": 2,
""source_exchange"": ""QUOINE"",
""product_id"": 1,
""product_code"": ""CASH"",
""funding_currency"": ""JPY"",
""currency_pair_code"": ""BTCJPY"",
""order_fee"": ""0.0"",
""executions"": [
{
""id"": 4566133,
""quantity"": ""0.01"",
""price"": ""500.0"",
""taker_side"": ""buy"",
""my_side"": ""sell"",
""created_at"": 1465396785
}
]
}";
SetupRestMock <OrderStateReply>(content);
var ba = new BrokerAdapter(_restClient.Object, _configStore.Object);
var order = new Order {
Broker = Broker.Quoine, BrokerOrderId = "2157479", Size = 0.01m
};
ba.Refresh(order);
Assert.AreEqual(0.01m, order.FilledSize);
Assert.AreEqual(0m, order.PendingSize);
Assert.AreEqual(OrderStatus.Filled, order.Status);
Assert.AreEqual(0.01m, order.Executions[0].Size);
Assert.AreEqual(OrderSide.Buy, order.Executions[0].Side);
Assert.IsTrue((order.LastUpdated - DateTime.Now).Seconds < 10);
}
public void CashMarginTypeTest()
{
var allowedType = new[] { CashMarginType.MarginClose, CashMarginType.MarginOpen, CashMarginType.NetOut };
foreach (CashMarginType cmType in Enum.GetValues(typeof(CashMarginType)))
{
if (!allowedType.Contains(cmType))
{
try
{
_configStore.Object.Config.Brokers[0].CashMarginType = cmType;
var ba = new BrokerAdapter(_restClient.Object, _configStore.Object);
Assert.Fail();
}
catch (NotSupportedException ex)
{
Debug.WriteLine(ex.Message);
}
}
}
}
public void FetchQuoteTest()
{
var content = @"{
""buy_price_levels"": [
[""416.23000"", ""1.75000""]
],
""sell_price_levels"": [
[""416.47000"", ""0.28675""]
]
}";
SetupRestMock <Depth>(content);
var ba = new BrokerAdapter(_restClient.Object, _configStore.Object);
var quotes = ba.FetchQuotes();
var ask = quotes.First(x => x.Side == QuoteSide.Ask);
var bid = quotes.First(x => x.Side == QuoteSide.Bid);
Assert.AreEqual(bid.Price, 416.23m);
Assert.AreEqual(bid.Volume, 1.75m);
Assert.AreEqual(ask.Price, 416.47m);
Assert.AreEqual(ask.Volume, 0.28675m);
}
public void HpxFetchQuoteTest()
{
var ba = new BrokerAdapter(_restClient.Object, _configStore.Object);
var quotes = ba.FetchQuotes();
}