public void Is_GetQuoteRateForQuoteAsset_Correct()
{
const string instrument = "USDCHF";
_fxRateCacheService.SetQuote(new InstrumentBidAskPair {
Instrument = "USDCHF", Ask = 0.9982M, Bid = 0.9980M
});
var quote = _fxRateCacheService.GetQuote(instrument);
Assert.IsNotNull(quote);
Assert.AreEqual(0.9980, quote.Bid);
Assert.AreEqual(0.9982, quote.Ask);
var quoteRate = _cfdCalculatorService.GetQuoteRateForQuoteAsset(Accounts[0].BaseAssetId, instrument, "LYKKETEST");
Assert.AreEqual(1.002004008016032064128256513, quoteRate);
quoteRate = _cfdCalculatorService.GetQuoteRateForQuoteAsset(Accounts[0].BaseAssetId, instrument, "LYKKETEST", false);
Assert.AreEqual(1.0018032458425165297535564015, quoteRate);
}
public void Is_Fpl_Buy_Cross_Correct()
{
const string instrument = "BTCCHF";
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "USDCHF", Ask = 1.072030M, Bid = 1.071940M
}));
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "BTCUSD", Ask = 1001M, Bid = 1000M
}));
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "BTCCHF", Ask = 901M, Bid = 900M
}));
_fxRateCacheService.SetQuote(new InstrumentBidAskPair {
Instrument = "USDCHF", Ask = 1.072030M, Bid = 1.071940M
});
_fxRateCacheService.SetQuote(new InstrumentBidAskPair {
Instrument = "BTCUSD", Ask = 1001M, Bid = 1000M
});
_fxRateCacheService.SetQuote(new InstrumentBidAskPair {
Instrument = "BTCCHF", Ask = 901M, Bid = 900M
});
var position = TestObjectsFactory.CreateOpenedPosition(instrument, Accounts[0],
MarginTradingTestsUtils.TradingConditionId, 1000, 935.461M, 0.932888034778M);
position.UpdateClosePrice(935.61M);
Assert.AreEqual(139m, Math.Round(position.GetFpl(), 3));
}
