public void Setup()
{
var priceProvider = new Mock <IPriceProvider>();
priceProvider.Setup(x => x.GetLastPrice(It.IsAny <Symbol>())).Returns(1.234m);
_unit = new GDAXBrokerage("wss://localhost", _wss.Object, _rest.Object, "abc", "MTIz", "pass", _algo.Object, priceProvider.Object);
_orderData = File.ReadAllText("TestData//gdax_order.txt");
_matchData = File.ReadAllText("TestData//gdax_match.txt");
_openOrderData = File.ReadAllText("TestData//gdax_openOrders.txt");
_accountsData = File.ReadAllText("TestData//gdax_accounts.txt");
_holdingData = File.ReadAllText("TestData//gdax_holding.txt");
_orderByIdData = File.ReadAllText("TestData//gdax_orderById.txt");
_tickerData = File.ReadAllText("TestData//gdax_ticker.txt");
_symbol = Symbol.Create("BTCUSD", SecurityType.Crypto, Market.GDAX);
_rest.Setup(m => m.Execute(It.Is <IRestRequest>(r => r.Resource.StartsWith("/products/")))).Returns(new RestSharp.RestResponse
{
Content = File.ReadAllText("TestData//gdax_tick.txt"),
StatusCode = HttpStatusCode.OK
});
_rest.Setup(m => m.Execute(It.Is <IRestRequest>(r => r.Resource.StartsWith("/orders/" + _brokerId) || r.Resource.StartsWith("/orders/" + _matchBrokerId))))
.Returns(new RestSharp.RestResponse
{
Content = File.ReadAllText("TestData//gdax_orderById.txt"),
StatusCode = HttpStatusCode.OK
});
_algo.Setup(a => a.BrokerageModel.AccountType).Returns(_accountType);
_algo.Setup(a => a.AccountCurrency).Returns(Currencies.USD);
}
public static void AddOrder(GDAXBrokerage unit, int id, string brokerId, decimal quantity)
{
var order = new Orders.MarketOrder {
BrokerId = new List <string> {
brokerId
}, Quantity = quantity, Id = id
};
unit.CachedOrderIDs.TryAdd(1, order);
unit.FillSplit.TryAdd(id, new GDAXFill(order));
}
public static void AddOrder(GDAXBrokerage unit, int id, string brokerId, decimal quantity)
{
var order = new Orders.MarketOrder {
BrokerId = new List <string> {
brokerId
}, Symbol = Btcusd, Quantity = quantity, Id = id
};
order.PriceCurrency = Currencies.USD;
unit.CachedOrderIDs.TryAdd(1, order);
unit.FillSplit.TryAdd(id, new GDAXFill(order));
}
public void GetsHistory(Symbol symbol, Resolution resolution, TickType tickType, TimeSpan period, bool shouldBeEmpty)
{
var restClient = new RestClient("https://api.pro.coinbase.com");
var webSocketClient = new WebSocketClientWrapper();
var aggregator = new AggregationManager();
var brokerage = new GDAXBrokerage(
Config.Get("gdax-url", "wss://ws-feed.pro.coinbase.com"), webSocketClient, restClient,
Config.Get("gdax-api-key"), Config.Get("gdax-api-secret"), Config.Get("gdax-passphrase"), null, null, aggregator, null);
var historyProvider = new BrokerageHistoryProvider();
historyProvider.SetBrokerage(brokerage);
historyProvider.Initialize(new HistoryProviderInitializeParameters(null, null, null, null, null, null, null, false, new DataPermissionManager()));
var now = DateTime.UtcNow;
var requests = new[]
{
new HistoryRequest(now.Add(-period),
now,
typeof(TradeBar),
symbol,
resolution,
SecurityExchangeHours.AlwaysOpen(TimeZones.Utc),
DateTimeZone.Utc,
resolution,
false,
false,
DataNormalizationMode.Adjusted,
tickType)
};
var history = historyProvider.GetHistory(requests, TimeZones.Utc).ToList();
foreach (var slice in history)
{
var bar = slice.Bars[symbol];
Log.Trace($"{bar.Time}: {bar.Symbol} - O={bar.Open}, H={bar.High}, L={bar.Low}, C={bar.Close}, V={bar.Volume}");
}
if (shouldBeEmpty)
{
Assert.IsTrue(history.Count == 0);
}
else
{
Assert.IsTrue(history.Count > 0);
}
Log.Trace("Data points retrieved: " + historyProvider.DataPointCount);
}
private static GDAXBrokerage GetBrokerage()
{
var wssUrl = Config.Get("gdax-url", "wss://ws-feed.pro.coinbase.com");
var webSocketClient = new WebSocketWrapper();
var restClient = new RestClient("https://api.pro.coinbase.com");
var apiKey = Config.Get("gdax-api-key");
var apiSecret = Config.Get("gdax-api-secret");
var passPhrase = Config.Get("gdax-passphrase");
var algorithm = new QCAlgorithm();
var brokerage = new GDAXBrokerage(wssUrl, webSocketClient, restClient, apiKey, apiSecret, passPhrase, algorithm);
brokerage.Connect();
return(brokerage);
}
private static GDAXBrokerage GetBrokerage()
{
var wssUrl = Config.Get("gdax-url", "wss://ws-feed.pro.coinbase.com");
var webSocketClient = new WebSocketWrapper();
var restClient = new RestClient("https://api.pro.coinbase.com");
var apiKey = Config.Get("gdax-api-key");
var apiSecret = Config.Get("gdax-api-secret");
var passPhrase = Config.Get("gdax-passphrase");
var algorithm = new QCAlgorithm();
var userId = Config.GetInt("job-user-id");
var userToken = Config.Get("api-access-token");
var priceProvider = new ApiPriceProvider(userId, userToken);
var brokerage = new GDAXBrokerage(wssUrl, webSocketClient, restClient, apiKey, apiSecret, passPhrase, algorithm, priceProvider);
brokerage.Connect();
return(brokerage);
}
public void Setup()
{
_unit = new GDAXBrokerage("wss://localhost", _wss.Object, _rest.Object, "abc", "MTIz", "pass", _algo.Object);
_orderData = File.ReadAllText("TestData//gdax_order.txt");
_matchData = File.ReadAllText("TestData//gdax_match.txt");
_openOrderData = File.ReadAllText("TestData//gdax_openOrders.txt");
_accountsData = File.ReadAllText("TestData//gdax_accounts.txt");
_holdingData = File.ReadAllText("TestData//gdax_holding.txt");
_orderByIdData = File.ReadAllText("TestData//gdax_orderById.txt");
_tickerData = File.ReadAllText("TestData//gdax_ticker.txt");
_symbol = Symbol.Create("BTCUSD", SecurityType.Crypto, Market.GDAX);
_rest.Setup(m => m.Execute(It.Is <IRestRequest>(r => r.Resource.StartsWith("/products/")))).Returns(new RestSharp.RestResponse
{
Content = File.ReadAllText("TestData//gdax_tick.txt"),
StatusCode = HttpStatusCode.OK
});
_rest.Setup(m => m.Execute(It.Is <IRestRequest>(r => r.Resource.StartsWith("/orders/" + _brokerId) || r.Resource.StartsWith("/orders/" + _matchBrokerId))))
.Returns(new RestSharp.RestResponse
{
Content = File.ReadAllText("TestData//gdax_orderById.txt"),
StatusCode = HttpStatusCode.OK
});
_algo.Setup(a => a.BrokerageModel.AccountType).Returns(_accountType);
var rateMock = new Mock <IRestClient>();
_unit.RateClient = rateMock.Object;
rateMock.Setup(r => r.Execute(It.IsAny <IRestRequest>())).Returns(new RestResponse
{
Content = @"{""base"":""USD"",""date"":""2001-01-01"",""rates"":{""GBP"":1.234 }}",
StatusCode = HttpStatusCode.OK
});
}
