public async void CanGetAssetPairRateFromUrlGeneric()
{
var container = CreateContainer();
var bus = container.GetInstance <IBus>();
var date = new LocalDateTime(2020, 12, 1, 12, 30).InUtc().ToInstant();
var gbp = new Currency("GBP");
var usd = new Currency("USD");
var btc = new Asset("Bitcoin", "BTC", Asset.Type.Coin);
await bus.Command(new RetroactiveCommand <RegisterAssetPair>(new RegisterAssetPair(AssetPair.Fordom(btc, usd), btc, usd), date));
await bus.Command(new RetroactiveCommand <AddQuoteUrl>(new AddQuoteUrl(AssetPair.Fordom(btc, usd), Api.Coin.Url(btc, usd)), date));
await bus.Command(new RetroactiveCommand <RegisterAssetPair>(new RegisterAssetPair(AssetPair.Fordom(gbp, usd), gbp, usd), date));
await bus.Command(new RetroactiveCommand <AddQuoteUrl>(new AddQuoteUrl(AssetPair.Fordom(gbp, usd), Api.Fx.Url(gbp, usd)), date));
await bus.Command(new RetroactiveCommand <UpdateQuote>(new UpdateQuote(AssetPair.Fordom(gbp, usd)), date));
await bus.Equal(new HistoricalQuery <SingleAssetPriceQuery, SingleAssetPrice>(new SingleAssetPriceQuery(AssetPair.Fordom(gbp, usd)), date), s => s.Price, 1.342652);
await bus.Command(new RetroactiveCommand <UpdateQuote>(new UpdateQuote(AssetPair.Fordom(btc, usd)), date));
await bus.Equal(new HistoricalQuery <AssetPriceQuery, AssetPrice>(new AssetPriceQuery(btc, gbp), date), s => Math.Round(s.Price, 6), Math.Round(19609.52143957559 / 1.342652, 6));
}
public async void CanDepositAsset()
{
var container = CreateContainer();
var bus = container.GetInstance <IBus>();
var repository = container.GetInstance <IEsRepository <IAggregate> >();
var timeline = container.GetInstance <ITimeline>();
var ccy = new Currency("USD");
var asset = new Asset("Bitcoin", "BTC", Asset.Type.Coin);
await await bus.CommandAsync(new RegisterAssetPair(AssetPair.Fordom(asset, ccy), asset, ccy));
await await bus.CommandAsync(new AddQuote(AssetPair.Fordom(asset, ccy), timeline.Now, 23000));
await await bus.CommandAsync(new CreateAccount("Account", AccountType.Trading));
await await bus.CommandAsync(new DepositAsset("Account", new Quantity(1.0, asset)));
var account = await repository.Find <Account>("Account");
Assert.Equal("Bitcoin", account.Assets[0]);
await bus.Equal(new AccountStatsQuery("Account", asset), s => s.Balance, new Quantity(1.0, asset));
await bus.Equal(new AccountStatsQuery("Account", ccy), s => s.Balance, new Quantity(23000, ccy));
}
public async void CanGetHistoricalPairQuote()
{
var container = CreateContainer();
var bus = container.GetInstance <IBus>();
var date = new LocalDateTime(2020, 12, 1, 12, 30).InUtc().ToInstant();
var gbp = new Currency("GBP");
var usd = new Currency("USD");
var btc = new Asset("Bitcoin", "BTC", Asset.Type.Coin);
await bus.Command(new RetroactiveCommand <RegisterAssetPair>(new RegisterAssetPair(AssetPair.Fordom(btc, usd), btc, usd), date));
await bus.Command(new RetroactiveCommand <RegisterAssetPair>(new RegisterAssetPair(AssetPair.Fordom(gbp, usd), gbp, usd), date));
var midDate = new LocalDateTime(2020, 12, 10, 12, 30).InUtc().ToInstant();
var lastdate = new LocalDateTime(2020, 12, 15, 12, 30).InUtc().ToInstant();
await bus.Command(new RetroactiveCommand <UpdateQuote>(new UpdateQuote(AssetPair.Fordom(gbp, usd)), midDate));
await bus.Command(new RetroactiveCommand <UpdateQuote>(new UpdateQuote(AssetPair.Fordom(gbp, usd)), lastdate));
await bus.Command(new RetroactiveCommand <UpdateQuote>(new UpdateQuote(AssetPair.Fordom(btc, usd)), midDate));
await bus.Equal(new AssetPriceQuery(btc, gbp) { Timestamp = midDate }, a => a.Timestamp, midDate);
var quote = await bus.QueryAsync(new AssetPriceQuery(btc, gbp) { Timestamp = midDate });
var historicalQuote = await bus.QueryAsync(new HistoricalQuery <AssetPriceQuery, AssetPrice>(new AssetPriceQuery(btc, gbp), midDate));
Assert.Equal(quote.Price, historicalQuote.Price);
Assert.Equal(quote.Timestamp, historicalQuote.Timestamp);
}
private void Handle(CoinCreated e)
{
var forAsset = new Asset(e.Name, e.Ticker, Asset.Type.Coin);
var domAsset = new Currency("USD");
var command = new RegisterAssetPair(AssetPair.Fordom(forAsset, domAsset), forAsset, domAsset)
{
Timestamp = new LocalDate(2000, 1, 1).AtMidnight().InUtc().ToInstant(),
UseTimestamp = true,
};
SendCommand(command);
}
public async void CanRollbackQuote()
{
var container = CreateContainer();
var bus = container.GetInstance <IBus>();
var retroactive = container.GetInstance <IRetroactive>();
var forAsset = new Currency("GBP");
var domAsset = new Currency("USD");
var command = new UpdateQuote(AssetPair.Fordom(forAsset, domAsset));
await bus.Command(new RegisterAssetPair("GBPUSD", forAsset, domAsset));
await bus.Command(command);
await retroactive.RollbackCommands(new[] { command });
}
public async void CanProcessHashflare()
{
var container = CreateContainer();
var bus = container.GetInstance <IBus>();
var timeline = container.GetInstance <ITimeline>();
var manager = container.GetInstance <IBranchManager>();
var asset = new Asset("Bitcoin", "BTC", Asset.Type.Coin);
var usd = new Currency("USD");
await bus.Command(new RegisterAssetPair(AssetPair.Fordom(asset, usd), asset, usd));
await bus.Command(new AddQuote(AssetPair.Fordom(asset, usd), timeline.Now, 23000));
await bus.Command(new RegisterHashflare("*****@*****.**"));
await manager.Ready;
await bus.Command(new CreateContract("0", asset.Ticker, 100, 1000));
await bus.Command(new AddMinedCoinToHashflare(asset.Ticker, 0.1));
await bus.Equal(new AccountStatsQuery("Hashflare", usd), a => a.Balance, new Quantity(23000 * 0.1, usd));
}
public async void CanGetLatestPairQuote()
{
var container = CreateContainer();
var bus = container.GetInstance <IBus>();
var log = container.GetInstance <ILog>();
var forAsset = new Currency("GBP");
var domAsset = new Currency("USD");
await bus.Command(new RegisterAssetPair("GBPUSD", forAsset, domAsset));
await bus.Command(new UpdateQuote(AssetPair.Fordom(forAsset, domAsset)));
await bus.Command(new UpdateQuote(AssetPair.Fordom(forAsset, domAsset)));
await log.Errors.Observable.FirstAsync(e => e.Message.Contains("Quote already added"));
await bus.IsTrue(new AssetPriceQuery(forAsset, domAsset), q => q.Price > 1);
var res = await bus.QueryAsync(new AssetPriceQuery(forAsset, domAsset));
log.Info($"{AssetPair.Fordom(forAsset, domAsset)} is {res.Price} for {res.Timestamp}");
}
public bool UpdateQuotes(string account, string denominator)
{
var assetsList = _bus.QueryAsync(new AssetPairsInfoQuery()).Result;
var asset = assetsList.Assets.SingleOrDefault(a => a.AssetId == denominator);
if (asset == null)
{
throw new InvalidOperationException($"Asset {denominator} not registered");
}
var txList = _queries.TransactionInfos(account);
foreach (var t in txList)
{
var fordom = AssetPair.Fordom(t.Quantity.Denominator, asset);
var assetPairInfo = _coreQueries.AssetPairInfo(fordom);
if (!assetPairInfo.QuoteDates.Any(d => d.InUtc().Year == t.Date.InUtc().Year&& d.InUtc().Month == t.Date.InUtc().Month&& d.InUtc().Day == t.Date.InUtc().Day))
{
_bus.Command(new RetroactiveCommand <UpdateQuote>(new UpdateQuote(fordom), t.Date.InUtc().LocalDateTime.Date.AtMidnight().InUtc().ToInstant())).Wait();
}
}
return(true);
}
protected override async Task <AssetPrice> Handle(IProjection <AssetPairsInfo> projection, AssetPriceQuery query)
{
var price = 1.0;
var fordom = AssetPair.Fordom(query.ForAsset, query.DomAsset);
var info = projection.State;
info.Tree.Log = _log;
var timestamp = query.Timestamp;
if (query.Timeline != "")
{
timestamp = _branchManager.GetTime(query.Timeline);
}
else if (timestamp == default)
{
timestamp = _branchManager.GetTime(_branchManager.ActiveBranch);
}
if (info.Pairs.ToList().Contains(fordom))
{
var result = await _handler.Handle(new SingleAssetPriceQuery(fordom)
{
Timeline = query.Timeline,
Timestamp = query.Timestamp,
});
if (result == null || result.Timestamp.Minus(timestamp).Days > 0 || timestamp.Minus(result.Timestamp).Days > 0)
{
throw new InvalidOperationException($"Stale pricing date for {fordom}");
}
price = result.Price;
}
else
{
// try to triangulate the price
var path = info.Tree.GetPath(query.ForAsset, query.DomAsset);
if (path == null)
{
throw new InvalidOperationException($"No path found from {query.ForAsset?.Ticker} to {query.DomAsset?.Ticker}");
}
foreach (var(forAsset, domAsset) in path)
{
var pathForDom = forAsset + domAsset;
var isInverse = info.Pairs.Contains(domAsset + forAsset);
if (isInverse)
{
pathForDom = domAsset + forAsset;
}
var pathResult = await _handler.Handle(new SingleAssetPriceQuery(pathForDom)
{
Timeline = query.Timeline,
Timestamp = query.Timestamp,
});
if (pathResult == null || pathResult.Timestamp.Minus(timestamp).Days > 0 || timestamp.Minus(pathResult.Timestamp).Days > 0)
{
throw new InvalidOperationException($"Stale pricing date for {pathForDom}");
}
if (isInverse)
{
pathResult.Price = 1.0 / pathResult.Price;
}
price *= pathResult.Price;
}
}
return(new AssetPrice(price, timestamp));
}