public void Setup()
{
_orderBookManager = new();
_settingsMock = new();
_walletManager = new();
_tradingService = new();
_instrumentDictionaryMock = new();
_assetDictionary = new AssetsDictionaryMock();
_externalBalanceCacheManagerMock = new ExternalBalanceCacheManagerMock();
_loggerFactory =
LoggerFactory.Create(builder =>
builder.AddSimpleConsole(options =>
{
options.IncludeScopes = true;
options.SingleLine = true;
options.TimestampFormat = "hh:mm:ss ";
}));
_engine = new AggregateLiquidityProvider(
_loggerFactory.CreateLogger <AggregateLiquidityProvider>(),
new OrderIdGenerator(),
_orderBookManager,
_settingsMock,
_walletManager,
_tradingService,
_instrumentDictionaryMock,
_assetDictionary,
_externalBalanceCacheManagerMock
);
}
public void Setup()
{
_loggerFactory =
LoggerFactory.Create(builder =>
builder.AddSimpleConsole(options =>
{
options.IncludeScopes = true;
options.SingleLine = true;
options.TimestampFormat = "hh:mm:ss ";
}));
_positioPortfolioManager = new PortfolioManagerMock();
_hedgeSettings = new HedgeSettingsManagerMock();
_externalMarketManager = new ExternalMarketManagerMock();
_walletManager = new LpWalletManagerMock();
_settingsMock = new();
_orderBookManager = new OrderBookManagerMock();
_externalBalanceCacheManagerMock = new ExternalBalanceCacheManagerMock();
_service = new HedgeService(
_loggerFactory.CreateLogger <HedgeService>(),
_positioPortfolioManager,
_hedgeSettings,
_externalMarketManager,
_walletManager,
_settingsMock,
_orderBookManager,
_externalBalanceCacheManagerMock
);
_hedgeSettings.GlobalSettings.Mode = EngineMode.Active;
_settingsMock.MmSettings.Mode = EngineMode.Disabled;
_settingsMock.MmSettings.UseExternalBalancePercentage = 100;
_settingsMock.LpSettings.Add(new LiquidityProviderInstrumentSettings()
{
Mode = EngineMode.Active,
ModeHedge = EngineMode.Active,
LpWalletName = "NAME",
Symbol = "BTCUSD",
LpSources = new List <LpSourceSettings>(),
LpHedges = new List <LpHedgeSettings>()
{
new LpHedgeSettings()
{
Mode = EngineMode.Active,
ExternalMarket = "FTX",
ExternalSymbol = "BTC/USD",
MinVolume = 0.01
}
},
WalletId = "LP-Wallet",
BrokerId = "broker"
});
_externalMarketManager.Prices["BTC/USD"] = 10000;
_externalMarketManager.Trades["FTX"] = new List <ExchangeTrade>();
_externalMarketManager.MarketInfo["BTC/USD"] = new ExchangeMarketInfo()
{
Market = "BTC/USD",
BaseAsset = "BTC",
QuoteAsset = "USD",
MinVolume = 0.01,
VolumeAccuracy = 4,
PriceAccuracy = 2
};
_walletManager.Wallets["NAME"] = new LpWallet()
{
WalletId = "LP-Wallet",
BrokerId = "broker",
ClientId = "client",
Name = "NAME"
};
_externalBalanceCacheManagerMock.Balances["FTX"] = new Dictionary <string, ExchangeBalance>();
_externalBalanceCacheManagerMock.Balances["FTX"]["BTC"] = new ExchangeBalance()
{
Symbol = "BTC",
Balance = 10,
Free = 10
};
_externalBalanceCacheManagerMock.Balances["FTX"]["USD"] = new ExchangeBalance()
{
Symbol = "USD",
Balance = 1000000,
Free = 1000000
};
_externalBalanceCacheManagerMock.Markets["FTX"] = new Dictionary <string, ExchangeMarketInfo>();
_externalBalanceCacheManagerMock.Markets["FTX"]["BTC/USD"] = new ExchangeMarketInfo()
{
Market = "BTC/USD",
BaseAsset = "BTC",
QuoteAsset = "USD",
MinVolume = 0,
PriceAccuracy = 0,
VolumeAccuracy = 4
};
_orderBookManager.Data[("BTC/USD", "FTX")] = new LeOrderBook
