public async Task Is_Swaps_Correct()
{
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "EURUSD", Bid = 1.02M, Ask = 1.04M
}));
var instrumentContract = new TradingInstrumentContract
{
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
Instrument = "EURUSD",
LeverageInit = 100,
LeverageMaintenance = 150,
SwapLong = 100,
SwapShort = 100
};
Mock.Get(_tradingInstruments).Setup(s => s.List(It.IsAny <string>()))
.ReturnsAsync(new List <TradingInstrumentContract> {
instrumentContract
});
await _accountAssetsManager.UpdateTradingInstrumentsCacheAsync();
var dayPosition = new Position(Guid.NewGuid().ToString("N"), 0, "EURUSD", 20, Accounts[0].Id,
MarginTradingTestsUtils.TradingConditionId, Accounts[0].BaseAssetId, null, MatchingEngineConstants.DefaultMm,
new DateTime(2017, 01, 01, 20, 50, 0), "OpenTrade", OrderType.Market, 20, 1, 1, "USD", 1,
new List <RelatedOrderInfo>(), "LYKKETEST", OriginatorType.Investor, "", "EURUSD", FxToAssetPairDirection.Straight, "");
dayPosition.SetCommissionRates(100, 0, 0, 1);
dayPosition.StartClosing(new DateTime(2017, 01, 02, 20, 50, 0), PositionCloseReason.Close,
OriginatorType.Investor, "");
dayPosition.Close(new DateTime(2017, 01, 02, 20, 50, 0), MatchingEngineConstants.DefaultMm, 2, 1, 1, OriginatorType.Investor,
PositionCloseReason.Close, "", "CloseTrade");
var swapsForDay = _swapService.GetSwaps(dayPosition);
var twoDayPosition = new Position(Guid.NewGuid().ToString("N"), 0, "EURUSD", 20, Accounts[0].Id,
MarginTradingTestsUtils.TradingConditionId, Accounts[0].BaseAssetId, null, MatchingEngineConstants.DefaultMm,
new DateTime(2017, 01, 01, 20, 50, 0), "OpenTrade", OrderType.Market, 20, 1, 1, "USD", 1,
new List <RelatedOrderInfo>(), "LYKKETEST", OriginatorType.Investor, "", "EURUSD", FxToAssetPairDirection.Straight, "");
twoDayPosition.SetCommissionRates(100, 0, 0, 1);
twoDayPosition.StartClosing(new DateTime(2017, 01, 03, 20, 50, 0), PositionCloseReason.Close,
OriginatorType.Investor, "");
twoDayPosition.Close(new DateTime(2017, 01, 03, 20, 50, 0), MatchingEngineConstants.DefaultMm, 2, 1, 1, OriginatorType.Investor,
PositionCloseReason.Close, "", "CloseTrade");
var swapsFor2Days = _swapService.GetSwaps(twoDayPosition);
Assert.AreEqual(5.69863014m, swapsForDay);
Assert.AreEqual(11.39726027m, swapsFor2Days);
}
private void ValidateId(string tradingConditionId, string assetPairId, TradingInstrumentContract contract)
{
if (contract?.TradingConditionId != tradingConditionId)
{
throw new ArgumentException("TradingConditionId must match with contract tradingConditionId");
}
if (contract?.Instrument != assetPairId)
{
throw new ArgumentException("AssetPairId must match with contract instrument");
}
}
public async Task <TradingInstrumentContract> Update(string tradingConditionId, string assetPairId,
[FromBody] TradingInstrumentContract instrument)
{
await ValidateTradingInstrument(instrument);
ValidateId(tradingConditionId, assetPairId, instrument);
await _tradingInstrumentsRepository.UpdateAsync(
_convertService.Convert <TradingInstrumentContract, TradingInstrument>(instrument));
await _eventSender.SendSettingsChangedEvent($"{Request.Path}",
SettingsChangedSourceType.TradingInstrument, GetIdContractSerialized(instrument));
return(instrument);
}
public async Task <TradingInstrumentContract> Insert([FromBody] TradingInstrumentContract instrument)
{
await ValidateTradingInstrument(instrument);
if (!await _tradingInstrumentsRepository.TryInsertAsync(
_convertService.Convert <TradingInstrumentContract, TradingInstrument>(instrument)))
{
throw new ArgumentException($"Trading instrument with tradingConditionId {instrument.TradingConditionId}" +
$"and assetPairId {instrument.Instrument} already exists");
}
await _eventSender.SendSettingsChangedEvent($"{Request.Path}",
SettingsChangedSourceType.TradingInstrument, GetIdContractSerialized(instrument));
return(instrument);
}
private async Task ValidateTradingInstrument(TradingInstrumentContract instrument)
{
if (instrument == null)
{
throw new ArgumentNullException("instrument", "Model is incorrect");
}
if (string.IsNullOrWhiteSpace(instrument?.TradingConditionId))
{
throw new ArgumentNullException(nameof(instrument.TradingConditionId), "TradingConditionId must be set");
}
if (string.IsNullOrWhiteSpace(instrument.Instrument))
{
throw new ArgumentNullException(nameof(instrument.Instrument), "Instrument must be set");
}
if (await _tradingConditionsRepository.GetAsync(instrument.TradingConditionId) == null)
{
throw new InvalidOperationException($"Trading condition {instrument.TradingConditionId} does not exist");
}
if (await _assetPairsRepository.GetAsync(instrument.Instrument) == null)
{
throw new InvalidOperationException($"Asset pair {instrument.Instrument} does not exist");
}
if (instrument.LeverageInit <= 0)
{
throw new InvalidOperationException($"LeverageInit must be greather then zero");
}
if (instrument.LeverageMaintenance <= 0)
{
throw new InvalidOperationException($"LeverageMaintenance must be greather then zero");
}
if (await _assetsRepository.GetAsync(instrument.CommissionCurrency) == null)
{
throw new InvalidOperationException($"Commission currency {instrument.CommissionCurrency} does not exist");
}
}
private static async Task CheckTradingInstrumentsApiWorking(IHttpClientGenerator clientGenerator)
{
var tradingInstrument = new TradingInstrumentContract
{
TradingConditionId = "t1",
Instrument = "BTCUSD",
LeverageInit = 1,
LeverageMaintenance = 1,
SwapLong = 1,
SwapShort = 1,
Delta = 1,
DealMinLimit = 1,
DealMaxLimit = 1,
PositionLimit = 1,
ShortPosition = true,
LiquidationThreshold = 1000,
CommissionRate = 1,
CommissionMin = 1,
CommissionMax = 1,
CommissionCurrency = "1",
};
var tradingInstrumentApiClient = clientGenerator.Generate <ITradingInstrumentsApi>();
await tradingInstrumentApiClient.List(null).Dump();
await tradingInstrumentApiClient.Insert(tradingInstrument).Dump();
tradingInstrument.LeverageInit = 2;
await tradingInstrumentApiClient.Update("t1", "BTCUSD", tradingInstrument).Dump();
await tradingInstrumentApiClient.AssignCollection("t1", new[] { "EURUSD", "EURCHF", "BTCUSD" }).Dump();
foreach (var tradingInstrumentContract in await tradingInstrumentApiClient.List(null))
{
await tradingInstrumentApiClient.Delete(tradingInstrumentContract.TradingConditionId,
tradingInstrumentContract.Instrument);
}
}