public void TestLayersBuyBuySellBottleneckThree() //only profitable triangles require inputs - volume is calculated as well
{
//BUYBUYSELL BOTTLENECK = TRADE 2 (USE REGULAR TEST ORDER BOOKS FOR FIRST TWO TRADES):
IOrderbook EosBtcProfitable = new HitbtcOrderbook(); //since all of the unprofitable test values are very close to equilibrium, a 2% change in price here will make all triangles profitable
EosBtcProfitable.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EosBtcProfitable.OfficialAsks.TryAdd(0.00027000m, 104.95m);
EosBtcProfitable.OfficialAsks.TryAdd(0.00027100m, 123.82m);
EosBtcProfitable.OfficialAsks.TryAdd(0.00027200m, 160.66m);
EosBtcProfitable.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
EosBtcProfitable.OfficialBids.TryAdd(0.00028050m, 506.75m);
EosBtcProfitable.OfficialBids.TryAdd(0.00028000m, 120.44m);
EosBtcProfitable.OfficialBids.TryAdd(0.00027900m, 725.15m);
//BUYBUYSELL BOTTLENECK = TRADE 3 (USE OTHER PROFITABLE TEST ORDERBOOK FOR SECOND AND THIRD TRADE):
IOrderbook EthBtcBuyBuySellBottleneckThree = new HitbtcOrderbook();
EthBtcBuyBuySellBottleneckThree.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
EthBtcBuyBuySellBottleneckThree.OfficialBids.TryAdd(0.034139m, 4.2344m);
EthBtcBuyBuySellBottleneckThree.OfficialBids.TryAdd(0.034110m, 2.9281m);
EthBtcBuyBuySellBottleneckThree.OfficialBids.TryAdd(0.034070m, 6.0711m);
EthBtcBuyBuySellBottleneckThree.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EthBtcBuyBuySellBottleneckThree.OfficialAsks.TryAdd(0.034172m, 36m);
EthBtcBuyBuySellBottleneckThree.OfficialAsks.TryAdd(0.034200m, 32.35m);
EthBtcBuyBuySellBottleneckThree.OfficialAsks.TryAdd(0.035210m, 17.31m);
IOrderbook EosEthBuyBuySellBottleneckOne = new HitbtcOrderbook();
EosEthBuyBuySellBottleneckOne.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
EosEthBuyBuySellBottleneckOne.OfficialBids.TryAdd(0.0080856m, 20m);
EosEthBuyBuySellBottleneckOne.OfficialBids.TryAdd(0.0080810m, 543.14m);
EosEthBuyBuySellBottleneckOne.OfficialBids.TryAdd(0.0080500m, 144.83m);
EosEthBuyBuySellBottleneckOne.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EosEthBuyBuySellBottleneckOne.OfficialAsks.TryAdd(0.0081086m, 2000000m);
EosEthBuyBuySellBottleneckOne.OfficialAsks.TryAdd(0.0081500m, 3620000.18m);
EosEthBuyBuySellBottleneckOne.OfficialAsks.TryAdd(0.0081575m, 1440000.86m);
EthEosBtc.FirstSymbolOrderbook = EthBtcBuyBuySellBottleneckThree;
EthEosBtc.SecondSymbolOrderbook = EosEthBuyBuySellBottleneckOne;
EthEosBtc.ThirdSymbolOrderbook = EosBtcProfitable;
EthEosBtc.CreateOrderbookSnapshots();
EthEosBtc.SetMaxVolumeAndProfitability();
Assert.AreEqual(EthEosBtcProfitableBottleneckThreeProfit, EthEosBtc.Profit);
Assert.AreEqual(EthEosBtcProfitableBottleneckThreeVolume, EthEosBtc.MaxVolume);
Assert.AreEqual(EthEosBtcProfitableBottleneckThreeProfitPercent, EthEosBtc.ProfitPercent);
}
public void TestLayersBuySellSellBottleneckThree()
{
IOrderbook EthBtc = new HitbtcOrderbook();
EthBtc.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
EthBtc.OfficialBids.TryAdd(0.034139m, 0.01m);
EthBtc.OfficialBids.TryAdd(0.034110m, 0.05m);
EthBtc.OfficialBids.TryAdd(0.034070m, 0.1m);
EthBtc.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EthBtc.OfficialAsks.TryAdd(0.034172m, 3.6m);
EthBtc.OfficialAsks.TryAdd(0.034200m, 0.3235m);
EthBtc.OfficialAsks.TryAdd(0.035210m, 1.1731m);
IOrderbook EosEth = new HitbtcOrderbook();
EosEth.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
EosEth.OfficialBids.TryAdd(0.0080856m, 20m);
EosEth.OfficialBids.TryAdd(0.0080810m, 543.14m);
EosEth.OfficialBids.TryAdd(0.0080500m, 144.83m);
EosEth.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EosEth.OfficialAsks.TryAdd(0.0081086m, 20m);
EosEth.OfficialAsks.TryAdd(0.0081500m, 362.18m);
EosEth.OfficialAsks.TryAdd(0.0081575m, 144.86m);
//BUYBUYSELL BOTTLENECK = TRADE 3 (USE REGULAR TEST ORDER BOOKS FOR FIRST TWO TRADES):
IOrderbook EosBtcProfitable = new HitbtcOrderbook(); //since all of the unprofitable test values are very close to equilibrium, a 2% change in price here will make all triangles profitable
EosBtcProfitable.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EosBtcProfitable.OfficialAsks.TryAdd(0.00027000m, 104.95m);
EosBtcProfitable.OfficialAsks.TryAdd(0.00027100m, 123.82m);
EosBtcProfitable.OfficialAsks.TryAdd(0.00027200m, 160.66m);
EosBtcProfitable.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
EosBtcProfitable.OfficialBids.TryAdd(0.00028050m, 506.75m);
EosBtcProfitable.OfficialBids.TryAdd(0.00028000m, 120.44m);
EosBtcProfitable.OfficialBids.TryAdd(0.00027900m, 725.15m);
EosEthBtc.FirstSymbolOrderbook = EosBtcProfitable;
EosEthBtc.SecondSymbolOrderbook = EosEth;
EosEthBtc.ThirdSymbolOrderbook = EthBtc;
EosEthBtc.CreateOrderbookSnapshots();
EosEthBtc.SetMaxVolumeAndProfitability();
Assert.AreEqual(EosEthBtcProfitableBottleneckThreeProfit, EosEthBtc.Profit, "Incorrect Profit");
Assert.AreEqual(EosEthBtcProfitableBottleneckThreeVolume, EosEthBtc.MaxVolume, "Incorrect Volume");
Assert.AreEqual(EosEthBtcProfitableBottleneckThreeProfitPercent, EosEthBtc.ProfitPercent, "Incorrect ProfitPercent");
}
public void TestVolumeAndProfitNoLayersBuySellSell()
{
IOrderbook EosBtcUnprofitable = new HitbtcOrderbook();
EosBtcUnprofitable.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EosBtcUnprofitable.OfficialAsks.TryAdd(0.00027619m, 104.95m);
EosBtcUnprofitable.OfficialAsks.TryAdd(0.00027750m, 123.82m);
EosBtcUnprofitable.OfficialAsks.TryAdd(0.00027900m, 160.66m);
EosBtcUnprofitable.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
EosBtcUnprofitable.OfficialBids.TryAdd(0.00027500m, 506.75m);
EosBtcUnprofitable.OfficialBids.TryAdd(0.00027300m, 120.44m);
EosBtcUnprofitable.OfficialBids.TryAdd(0.00027100m, 725.15m);
IOrderbook EthBtc = new HitbtcOrderbook();
EthBtc.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
EthBtc.OfficialBids.TryAdd(0.034139m, 4.2344m);
EthBtc.OfficialBids.TryAdd(0.034110m, 2.9281m);
EthBtc.OfficialBids.TryAdd(0.034070m, 6.0711m);
EthBtc.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EthBtc.OfficialAsks.TryAdd(0.034172m, 3.6m);
EthBtc.OfficialAsks.TryAdd(0.034200m, 0.3235m);
EthBtc.OfficialAsks.TryAdd(0.035210m, 1.1731m);
IOrderbook EosEth = new HitbtcOrderbook();
EosEth.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
EosEth.OfficialBids.TryAdd(0.0080856m, 20m);
EosEth.OfficialBids.TryAdd(0.0080810m, 543.14m);
EosEth.OfficialBids.TryAdd(0.0080500m, 144.83m);
EosEth.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EosEth.OfficialAsks.TryAdd(0.0081086m, 20m);
EosEth.OfficialAsks.TryAdd(0.0081500m, 362.18m);
EosEth.OfficialAsks.TryAdd(0.0081575m, 144.86m);
EosEthBtc.FirstSymbolOrderbook = EosBtcUnprofitable;
EosEthBtc.SecondSymbolOrderbook = EosEth;
EosEthBtc.ThirdSymbolOrderbook = EthBtc;
EosEthBtc.CreateOrderbookSnapshots();
EosEthBtc.SetMaxVolumeAndProfitability();
Assert.AreEqual(EosEthBtcUnprofitableProfit, EosEthBtc.ProfitPercent);
Assert.AreEqual(EosEthBtcUnprofitableVolume, EosEthBtc.MaxVolume);
}
public void TestLayersSellBuySellBottlenecks()
{
IOrderbook BtcUsdSortedBids = new HitbtcOrderbook();
BtcUsdSortedBids.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
BtcUsdSortedBids.OfficialBids.TryAdd(10372.24m, 0.01m);
BtcUsdSortedBids.OfficialBids.TryAdd(10370.04m, 1m);
BtcUsdSortedBids.OfficialBids.TryAdd(10367.85m, 2m);
BtcUsdSortedBids.OfficialAsks.TryAdd(1m, 1m); //dummy to avoid null exception
IOrderbook EosUsdSortedAsks = new HitbtcOrderbook();
EosUsdSortedAsks.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EosUsdSortedAsks.OfficialAsks.TryAdd(2.85385m, 37.09m);
EosUsdSortedAsks.OfficialAsks.TryAdd(2.86429m, 600m);
EosUsdSortedAsks.OfficialAsks.TryAdd(2.86940m, 363.86m);
IOrderbook EosBtcProfitable = new HitbtcOrderbook(); //since all of the unprofitable test values are very close to equilibrium, a 2% change in price here will make all triangles profitable
EosBtcProfitable.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EosBtcProfitable.OfficialAsks.TryAdd(0.00027000m, 104.95m);
EosBtcProfitable.OfficialAsks.TryAdd(0.00027100m, 123.82m);
EosBtcProfitable.OfficialAsks.TryAdd(0.00027200m, 160.66m);
EosBtcProfitable.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
EosBtcProfitable.OfficialBids.TryAdd(0.00028050m, 506.75m);
EosBtcProfitable.OfficialBids.TryAdd(0.00028000m, 120.44m);
EosBtcProfitable.OfficialBids.TryAdd(0.00027300m, 725.15m);
UsdEosBtc.FirstSymbolOrderbook = BtcUsdSortedBids;
UsdEosBtc.SecondSymbolOrderbook = EosUsdSortedAsks;
UsdEosBtc.ThirdSymbolOrderbook = EosBtcProfitable;
UsdEosBtc.CreateOrderbookSnapshots();
UsdEosBtc.SetMaxVolumeAndProfitability();
Assert.AreEqual(UsdEosBtcProfitableBottlenecksProfit, UsdEosBtc.Profit, "Incorrect Profit");
Assert.AreEqual(UsdEosBtcProfitableBottlenecksVolume, UsdEosBtc.MaxVolume, "Incorrect Volume");
Assert.AreEqual(UsdEosBtcProfitableBottlenecksProfitPercent, UsdEosBtc.ProfitPercent, "Incorrect ProfitPercent");
}
public void TestProfitAndVolumeNoLayersSellBuySell()
{
IOrderbook BtcUsdBids = new HitbtcOrderbook();
BtcUsdBids.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
BtcUsdBids.OfficialBids.TryAdd(10372.24m, 0.75m);
BtcUsdBids.OfficialBids.TryAdd(10370.04m, 0.12m);
BtcUsdBids.OfficialBids.TryAdd(10367.85m, 0.24m);
IOrderbook EosUsdAsks = new HitbtcOrderbook();
EosUsdAsks.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EosUsdAsks.OfficialAsks.TryAdd(2.85385m, 37.09m);
EosUsdAsks.OfficialAsks.TryAdd(2.86429m, 600m);
EosUsdAsks.OfficialAsks.TryAdd(2.86940m, 363.86m);
IOrderbook EosBtcUnprofitable = new HitbtcOrderbook();
EosBtcUnprofitable.OfficialAsks = new ConcurrentDictionary <decimal, decimal>();
EosBtcUnprofitable.OfficialAsks.TryAdd(0.00027619m, 104.95m);
EosBtcUnprofitable.OfficialAsks.TryAdd(0.00027750m, 123.82m);
EosBtcUnprofitable.OfficialAsks.TryAdd(0.00027900m, 160.66m);
EosBtcUnprofitable.OfficialBids = new ConcurrentDictionary <decimal, decimal>();
EosBtcUnprofitable.OfficialBids.TryAdd(0.00027500m, 506.75m);
EosBtcUnprofitable.OfficialBids.TryAdd(0.00027300m, 120.44m);
EosBtcUnprofitable.OfficialBids.TryAdd(0.00027100m, 725.15m);
UsdEosBtc.FirstSymbolOrderbook = BtcUsdBids;
UsdEosBtc.SecondSymbolOrderbook = EosUsdAsks;
UsdEosBtc.ThirdSymbolOrderbook = EosBtcUnprofitable;
UsdEosBtc.CreateOrderbookSnapshots();
UsdEosBtc.SetMaxVolumeAndProfitability();
Assert.AreEqual(UsdEosBtcUnprofitableProfit, UsdEosBtc.ProfitPercent);
Assert.AreEqual(UsdEosBtcUnprofitableVolume, UsdEosBtc.MaxVolume);
}
public void NEWTestSymbolTriangleMapping() //test that all of the triangle eligible symbols are matched properly to all of their respective triangles
{
var testExchange = (IExchange)Activator.CreateInstance(typeof(HitbtcExchange), typeof(HitbtcExchange).ToString());
//Arrange: list all of the possible triangles and map them to their symbols
HashSet <IOrderbook> expectedTriangleEligiblePairs = new HashSet <IOrderbook>(); //"ETHBTC", "EOSETH", "EOSBTC", "EOSUSD", "BTCUSD"
var ethbtc = new HitbtcOrderbook();
ethbtc.Symbol = "ETHBTC";
ethbtc.QuoteCurrency = "BTC";
ethbtc.BaseCurrency = "ETH";
expectedTriangleEligiblePairs.Add(ethbtc);
var eoseth = new HitbtcOrderbook();
eoseth.Symbol = "EOSETH";
eoseth.QuoteCurrency = "ETH";
eoseth.BaseCurrency = "EOS";
expectedTriangleEligiblePairs.Add(eoseth);
var eosbtc = new HitbtcOrderbook();
eosbtc.Symbol = "EOSBTC";
eosbtc.QuoteCurrency = "BTC";
eosbtc.BaseCurrency = "EOS";
expectedTriangleEligiblePairs.Add(eosbtc);
var eosusd = new HitbtcOrderbook();
eosusd.Symbol = "EOSUSD";
eosusd.QuoteCurrency = "USD";
eosusd.BaseCurrency = "EOS";
expectedTriangleEligiblePairs.Add(eosusd);
var btcusd = new HitbtcOrderbook();
btcusd.Symbol = "BTCUSD";
btcusd.QuoteCurrency = "USD";
btcusd.BaseCurrency = "BTC";
expectedTriangleEligiblePairs.Add(btcusd);
List <Triangle> triangles = new List <Triangle>()
{
new Triangle(ethbtc, eoseth, eosbtc, Triangle.Directions.BuyBuySell, testExchange),
new Triangle(eosbtc, eoseth, ethbtc, Triangle.Directions.BuySellSell, testExchange),
new Triangle(btcusd, eosusd, eosbtc, Triangle.Directions.SellBuySell, testExchange)
};
var expectedSymbolTriangleMapping = new ConcurrentDictionary <string, List <Triangle> >();
expectedSymbolTriangleMapping.GetOrAdd("ETHBTC", new List <Triangle>()
{
triangles[0], triangles[1]
});
expectedSymbolTriangleMapping.GetOrAdd("EOSETH", new List <Triangle>()
{
triangles[0], triangles[1]
});
expectedSymbolTriangleMapping.GetOrAdd("EOSBTC", new List <Triangle>()
{
triangles[0], triangles[1], triangles[2]
});
expectedSymbolTriangleMapping.GetOrAdd("BTCUSD", new List <Triangle>()
{
triangles[2]
});
expectedSymbolTriangleMapping.GetOrAdd("EOSUSD", new List <Triangle>()
{
triangles[2]
});
//Act: Run the sample API response through the function
testExchange.TriarbEligibleMarkets.Clear();
testExchange.TriarbMarketMapping.Clear();
testExchange.TradedMarkets = expectedTriangleEligiblePairs;
MarketMapper.MapOpportunities(testExchange);
//Assert: confirm that the result of the test matches the expected outcome
//First, test that the correct number of symbols are being mapped.
Assert.IsTrue(expectedSymbolTriangleMapping.Count == testExchange.TriarbMarketMapping.Count, $"the wrong number of symbols were mapped. Expected: {expectedSymbolTriangleMapping.Count}. Actual: {testExchange.TriarbMarketMapping.Count}");
//Next, for each symbol mapped, test that the correct number of triangles is matched to the symbol.
foreach (var testItem in expectedSymbolTriangleMapping)
{
if (testExchange.TriarbMarketMapping.TryGetValue(testItem.Key, out List <Triangle> value))
{
Assert.IsTrue(testItem.Value.Count == value.Count, $"the wrong number of triangles were mapped to a symbol. For {testItem.Key}, expected was {testItem.Value.Count}, but the actual count was {value.Count}");
//Now, for each symbol mapped, test that the correct triangles are being mapped to the correct symbols. This is really manual but I couldn't think of a better way
if (testItem.Key == "EOSUSD" || testItem.Key == "BTCUSD")
{
Assert.IsTrue(value[0].FirstSymbol == triangles[2].FirstSymbol, $"first symbol is incorrect. should be {triangles[2].FirstSymbol}, is {value[0].FirstSymbol}");
Assert.IsTrue(value[0].SecondSymbol == triangles[2].SecondSymbol, $"second symbol is incorrect. should be {triangles[2].SecondSymbol}, is {value[0].SecondSymbol}");
Assert.IsTrue(value[0].ThirdSymbol == triangles[2].ThirdSymbol, $"third symbol is incorrect. should be {triangles[2].ThirdSymbol}, is {value[0].ThirdSymbol}");
Assert.IsTrue(value[0].Direction == triangles[2].Direction, $"direction is incorrect. should be {triangles[2].Direction}, is {value[0].Direction}");
}
else if (testItem.Key == "ETHBTC" || testItem.Key == "EOSETH")
{
Assert.IsTrue(value.Count == 2);
Assert.IsTrue(value[1].FirstSymbol == triangles[1].FirstSymbol, $"first symbol is incorrect. should be {triangles[1].FirstSymbol}, is {value[1].FirstSymbol}");
Assert.IsTrue(value[1].SecondSymbol == triangles[1].SecondSymbol, $"second symbol is incorrect. should be {triangles[1].SecondSymbol}, is {value[1].SecondSymbol}");
Assert.IsTrue(value[1].ThirdSymbol == triangles[1].ThirdSymbol, $"third symbol is incorrect. should be {triangles[1].ThirdSymbol}, is {value[1].ThirdSymbol}");
Assert.IsTrue(value[1].Direction == triangles[1].Direction, $"direction is incorrect. should be {triangles[1].Direction}, is {value[1].Direction}");
Assert.IsTrue(value[0].FirstSymbol == triangles[0].FirstSymbol, $"first symbol is incorrect. should be {triangles[0].FirstSymbol}, is {value[0].FirstSymbol}");
Assert.IsTrue(value[0].SecondSymbol == triangles[0].SecondSymbol, $"second symbol is incorrect. should be {triangles[0].SecondSymbol}, is {value[0].SecondSymbol}");
Assert.IsTrue(value[0].ThirdSymbol == triangles[0].ThirdSymbol, $"third symbol is incorrect. should be {triangles[0].ThirdSymbol}, is {value[0].ThirdSymbol}");
Assert.IsTrue(value[0].Direction == triangles[0].Direction, $"direction is incorrect. should be {triangles[0].Direction}, is {value[0].Direction}");
}
else if (testItem.Key == "EOSBTC")
{
Assert.IsTrue(value.Count == 3);
Assert.IsTrue(value[1].FirstSymbol == triangles[1].FirstSymbol, $"first symbol is incorrect. should be {triangles[1].FirstSymbol}, is {value[1].FirstSymbol}");
Assert.IsTrue(value[1].SecondSymbol == triangles[1].SecondSymbol, $"second symbol is incorrect. should be {triangles[1].SecondSymbol}, is {value[1].SecondSymbol}");
Assert.IsTrue(value[1].ThirdSymbol == triangles[1].ThirdSymbol, $"third symbol is incorrect. should be {triangles[1].ThirdSymbol}, is {value[1].ThirdSymbol}");
Assert.IsTrue(value[1].Direction == triangles[1].Direction, $"direction is incorrect. should be {triangles[1].Direction}, is {value[1].Direction}");
Assert.IsTrue(value[0].FirstSymbol == triangles[0].FirstSymbol, $"first symbol is incorrect. should be {triangles[0].FirstSymbol}, is {value[0].FirstSymbol}");
Assert.IsTrue(value[0].SecondSymbol == triangles[0].SecondSymbol, $"second symbol is incorrect. should be {triangles[0].SecondSymbol}, is {value[0].SecondSymbol}");
Assert.IsTrue(value[0].ThirdSymbol == triangles[0].ThirdSymbol, $"third symbol is incorrect. should be {triangles[0].ThirdSymbol}, is {value[0].ThirdSymbol}");
Assert.IsTrue(value[0].Direction == triangles[0].Direction, $"direction is incorrect. should be {triangles[0].Direction}, is {value[0].Direction}");
Assert.IsTrue(value[2].FirstSymbol == triangles[2].FirstSymbol, $"first symbol is incorrect. should be {triangles[2].FirstSymbol}, is {value[2].FirstSymbol}");
Assert.IsTrue(value[2].SecondSymbol == triangles[2].SecondSymbol, $"second symbol is incorrect. should be {triangles[2].SecondSymbol}, is {value[2].SecondSymbol}");
Assert.IsTrue(value[2].ThirdSymbol == triangles[2].ThirdSymbol, $"third symbol is incorrect. should be {triangles[2].ThirdSymbol}, is {value[2].ThirdSymbol}");
Assert.IsTrue(value[2].Direction == triangles[2].Direction, $"direction is incorrect. should be {triangles[2].Direction}, is {value[2].Direction}");
}
else
{
Assert.Fail($"Unexpected case {testItem.Key}");
}
}
else
{
Assert.Fail($"Expected symbol {testItem.Key} but did not find it in actual mapping.");
}
}
}
public void NEWTestTriangleEligiblePairs()
{
//Arrange: Expected outcomes are declared.
HashSet <string> expectedTriangleEligiblePairs = new HashSet <string>()
{
"ETHBTC", "EOSETH", "EOSBTC", "EOSUSD", "BTCUSD"
}; //"ETHBTC", "EOSETH", "EOSBTC", "EOSUSD", "BTCUSD"
HashSet <IOrderbook> testTradedMarkets = new HashSet <IOrderbook>();
var ethbtc = new HitbtcOrderbook();
ethbtc.Symbol = "ETHBTC";
ethbtc.QuoteCurrency = "BTC";
ethbtc.BaseCurrency = "ETH";
testTradedMarkets.Add(ethbtc);
var eoseth = new HitbtcOrderbook();
eoseth.Symbol = "EOSETH";
eoseth.QuoteCurrency = "ETH";
eoseth.BaseCurrency = "EOS";
testTradedMarkets.Add(eoseth);
var eosbtc = new HitbtcOrderbook();
eosbtc.Symbol = "EOSBTC";
eosbtc.QuoteCurrency = "BTC";
eosbtc.BaseCurrency = "EOS";
testTradedMarkets.Add(eosbtc);
var btcusd = new HitbtcOrderbook();
btcusd.Symbol = "BTCUSD";
btcusd.QuoteCurrency = "USD";
btcusd.BaseCurrency = "BTC";
testTradedMarkets.Add(btcusd);
var eosusd = new HitbtcOrderbook();
eosusd.Symbol = "EOSUSD";
eosusd.QuoteCurrency = "USD";
eosusd.BaseCurrency = "EOS";
testTradedMarkets.Add(eosusd);
//Act: run the sample API response through the function
var testExchange = (IExchange)Activator.CreateInstance(typeof(HitbtcExchange), typeof(HitbtcExchange).ToString());
testExchange.TriarbEligibleMarkets.Clear();
testExchange.TradedMarkets = testTradedMarkets;
MarketMapper.MapOpportunities(testExchange);
//Assert: confirm that the results of the test symbols match the expected outcome
Assert.IsTrue(testExchange.TriarbEligibleMarkets.Count == expectedTriangleEligiblePairs.Count, $"wrong count: expected is {expectedTriangleEligiblePairs.Count}, actual is {testExchange.TriarbEligibleMarkets.Count}");
bool setsMatch = true;
foreach (var item in expectedTriangleEligiblePairs)
{
if (!testExchange.TriarbEligibleMarkets.Contains(item))
{
Assert.Fail($"{item} missing from actual hashset");
setsMatch = false;
}
}
Assert.IsTrue(setsMatch);
}
