private LatestPriceProvider CreateProvider(IPublicPricingProvider provider)
{
lock (_commonLock)
{
var erprov = new LatestPriceProvider(new LatestPriceProviderContext(provider, this)
{
PollingSpan = TimeSpan.FromMilliseconds(_timerInterval)
});
_providers.Add(erprov);
return(erprov);
}
}
public LatestPriceResultMessage(MarketPrice price, Asset intermediary, MarketPrice price1, MarketPrice price2, IPublicPricingProvider provider, IPublicPricingProvider providerConvert)
{
UtcCreated = price1.UtcCreated > price2.UtcCreated ? price2.UtcCreated : price1.UtcCreated;
Provider = provider;
MarketPrice = price;
MarketPrice1 = price1;
MarketPrice2 = price2;
AssetIntermediary = intermediary;
ProviderConversion = providerConvert;
}
private void GetPricing(IPublicPricingProvider provider, List <AssetPair> pairs, bool firstPriceLessThan1)
{
try
{
Trace.WriteLine("Pricing interface test\n\n");
if (provider.PricingFeatures.HasSingle)
{
Trace.WriteLine("\nSingle features test\n");
var context = new PublicPriceContext(pairs.First())
{
RequestStatistics = provider.PricingFeatures.Single.CanStatistics,
RequestVolume = provider.PricingFeatures.Single.CanVolume
};
InternalGetPriceAsync(provider, context, firstPriceLessThan1, true);
}
if (provider.PricingFeatures.HasBulk)
{
Trace.WriteLine("\nBulk features test with pairs selection\n");
var context = new PublicPricesContext(pairs)
{
RequestStatistics = provider.PricingFeatures.Bulk.CanStatistics,
RequestVolume = provider.PricingFeatures.Bulk.CanVolume
};
InternalGetPriceAsync(provider, context, firstPriceLessThan1, false);
if (provider.PricingFeatures.Bulk.CanReturnAll)
{
Trace.WriteLine("\nBulk features test (provider can return all prices)\n");
context = new PublicPricesContext();
InternalGetPriceAsync(provider, context, firstPriceLessThan1, false);
}
}
TestVolumePricingSanity(provider, pairs);
}
catch (Exception e)
{
Assert.Fail(e.Message);
}
}
public LatestPriceProvider(LatestPriceProviderContext context)
{
_context = context;
Provider = context.Provider;
if (context.Provider == null)
{
throw new ArgumentException($"{nameof(context.Provider)} is null in {GetType()}");
}
Network = Provider.Network;
_messenger = context.Aggregator.M;
_timer = new Timer(10)
{
AutoReset = false
};
_timer.Elapsed += delegate { UpdateTick(); };
_timer.Start();
}
protected void GetPricingTest(IPublicPricingProvider provider, List <AssetPair> pairs, bool firstPriceLessThan1, bool?firstVolumeBaseBiggerThanQuote = null)
{
OutputWriter.WriteLine("Pricing interface test\n\n");
if (provider.PricingFeatures.HasSingle)
{
OutputWriter.WriteLine("\nSingle features test\n");
var context = new PublicPriceContext(pairs.First())
{
RequestStatistics = provider.PricingFeatures.Single.CanStatistics,
RequestVolume = provider.PricingFeatures.Single.CanVolume
};
InternalGetPriceAsync(provider, context, true, firstPriceLessThan1, firstVolumeBaseBiggerThanQuote);
}
if (provider.PricingFeatures.HasBulk)
{
OutputWriter.WriteLine("\nBulk features test with pairs selection\n");
var context = new PublicPricesContext(pairs)
{
RequestStatistics = provider.PricingFeatures.Bulk.CanStatistics,
RequestVolume = provider.PricingFeatures.Bulk.CanVolume
};
InternalGetPriceAsync(provider, context, false, firstPriceLessThan1, firstVolumeBaseBiggerThanQuote);
if (provider.PricingFeatures.Bulk.CanReturnAll)
{
OutputWriter.WriteLine("\nBulk features test (provider can return all prices)\n");
context = new PublicPricesContext();
InternalGetPriceAsync(provider, context, false, firstPriceLessThan1, firstVolumeBaseBiggerThanQuote);
}
}
TestVolumePricingSanity(provider, pairs);
}
internal LatestPriceProviderContext(IPublicPricingProvider provider, Aggregator aggregator)
{
Provider = provider;
Aggregator = aggregator;
}
public static Task <ApiResponse <MarketPrices> > GetPricingAsync(IPublicPricingProvider provider, PublicPricesContext context)
{
return(ApiHelpers.WrapExceptionAsync(() => provider.GetPricingAsync(context), nameof(GetPricing), provider, context));
}
public static ApiResponse <MarketPrices> GetPricing(IPublicPricingProvider provider, PublicPricesContext context)
{
return(AsyncContext.Run(() => GetPricingAsync(provider, context)));
}
private void InternalGetPriceAsync(IPublicPricingProvider provider, PublicPricesContext context, bool firstPriceLessThan1, bool runSingle)
{
Assert.IsTrue(provider.PricingFeatures != null, "Pricing features object is null");
var r = AsyncContext.Run(() => provider.GetPricingAsync(context));
Assert.IsTrue(runSingle ? r.WasViaSingleMethod : !r.WasViaSingleMethod,
runSingle
? "Single price request was completed using multiple prices endpoint"
: "Multiple price request was completed using single price endpoint");
Assert.IsTrue(r.IsCompleted, "Request is not completed. Missing pairs: " + string.Join(",", r.MissedPairs));
Assert.IsTrue(r.FirstPrice != null, "First price is null");
if (context.IsRequestAll)
{
Assert.IsTrue(!context.Pairs.Any(), "Context should not have any pairs when requesting prices for all supported by exchange pairs");
}
else
{
Assert.IsTrue(r.FirstPrice.QuoteAsset.Equals(context.Pair.Asset1), "Incorrect base asset");
Assert.IsTrue(r.FirstPrice.Price.Asset.Equals(context.Pair.Asset2), "Incorrect quote asset");
Assert.IsTrue(r.MarketPrices.DistinctBy(x => x.Pair).Count() == context.Pairs.Count, "Pair duplicates found");
}
if (context.IsRequestAll == false)
{
if (firstPriceLessThan1) // Checks if the pair is reversed (price-wise).
{
Assert.IsTrue(r.FirstPrice.Price < 1, "Reverse check failed. Price is expected to be < 1");
}
else
{
Assert.IsTrue(r.FirstPrice.Price > 1, "Reverse check failed. Price is expected to be > 1");
}
}
Trace.WriteLine($"First asset: {r.FirstPrice}");
var pricingFeatures = runSingle ? provider.PricingFeatures.Single : provider.PricingFeatures.Bulk as PricingFeaturesItemBase;
foreach (var p in r.MarketPrices)
{
Trace.WriteLine($"Market price: {p}");
if (pricingFeatures.CanStatistics)
{
Assert.IsTrue(p.HasStatistics,
$"Market price does not have statistics but provider supports it - {p.Pair}");
Trace.WriteLine($"Market price statistics for {p.Pair}:");
Trace.WriteLine(
$"Bid: {(p.PriceStatistics.HasHighestBid ? p.PriceStatistics.HighestBid.Display : "-")}");
Trace.WriteLine(
$"Ask: {(p.PriceStatistics.HasLowestAsk ? p.PriceStatistics.LowestAsk.Display : "-")}");
Trace.WriteLine(
$"Low: {(p.PriceStatistics.HasPrice24Low ? p.PriceStatistics.Price24Low.Display : "-")}");
Trace.WriteLine(
$"High: {(p.PriceStatistics.HasPrice24High ? p.PriceStatistics.Price24High.Display : "-")}");
}
else
{
Assert.IsTrue(!p.HasStatistics, $"Provider returns statistics but did not announce it - {p.Pair}");
}
if (pricingFeatures.CanVolume)
{
Assert.IsTrue(p.HasVolume,
$"Market price does not have volume but provider supports it - {p.Pair}");
if (p.Volume.HasVolume24Base)
{
Trace.WriteLine($"Base 24h volume: {p.Volume.Volume24Base}");
}
if (p.Volume.HasVolume24Quote)
{
Trace.WriteLine($"Quote 24h volume: {p.Volume.Volume24Quote}");
}
}
else
{
Assert.IsTrue(!p.HasVolume, $"Provider returns volume but did not announce it - {p.Pair}");
}
Trace.WriteLine("");
}
}
private void InternalGetPriceAsync(IPublicPricingProvider provider, PublicPricesContext context, bool runSingle, bool firstPriceLessThan1, bool?firstVolumeBaseBiggerThanQuote = null)
{
Assert.True(provider.PricingFeatures != null, "Pricing features object is null");
var r = AsyncContext.Run(() => provider.GetPricingAsync(context));
// General.
Assert.True(runSingle ? r.WasViaSingleMethod : !r.WasViaSingleMethod,
runSingle
? "Single price request was completed using multiple prices endpoint"
: "Multiple price request was completed using single price endpoint");
Assert.True(r.IsCompleted, "Request is not completed. Missing pairs: " + string.Join(", ", r.MissedPairs));
var dist = r.DistinctBy(x => x.Pair).ToList();
// Multiple prices.
if (context.IsRequestAll)
{
Assert.True(!context.Pairs.Any(),
"Context should not have any pairs when requesting prices for all supported by exchange pairs");
}
else
{
Assert.True(r.DistinctBy(x => x.Pair).Count() == context.Pairs.Count,
"Number of returned pairs is not equal to requested");
}
// First price, price value.
Assert.True(r.FirstPrice != null, "First price is null");
OutputWriter.WriteLine($"First asset price: {r.FirstPrice}");
if (!context.IsRequestAll)
{
var firstPrice = r.FirstPrice;
Assert.True(firstPrice.QuoteAsset.Equals(context.Pair.Asset1), "Incorrect base asset");
Assert.True(firstPrice.Price.Asset.Equals(context.Pair.Asset2), "Incorrect quote asset");
// Checks if the pair is reversed (price-wise).
if (firstPriceLessThan1)
{
Assert.True(firstPrice.Price < 1, "Reverse check failed. Price is expected to be < 1");
}
else
{
Assert.True(firstPrice.Price > 1, "Reverse check failed. Price is expected to be > 1");
}
// Checks if statistics price are correct.
if (firstPrice.HasStatistics)
{
if (firstPrice.PriceStatistics.HasHighestBid)
{
if (firstPriceLessThan1)
{
Assert.True(firstPrice.PriceStatistics.HighestBid < 1,
"Reverse check failed. Highest bid price is expected to be < 1");
}
else
{
Assert.True(firstPrice.PriceStatistics.HighestBid > 1,
"Reverse check failed. Highest bid price is expected to be > 1");
}
}
if (firstPrice.PriceStatistics.HasLowestAsk)
{
if (firstPriceLessThan1)
{
Assert.True(firstPrice.PriceStatistics.LowestAsk < 1,
"Reverse check failed. Lowest ask price is expected to be < 1");
}
else
{
Assert.True(firstPrice.PriceStatistics.LowestAsk > 1,
"Reverse check failed. Lowest ask price is expected to be > 1");
}
}
if (firstPrice.PriceStatistics.HasPrice24High)
{
if (firstPriceLessThan1)
{
Assert.True(firstPrice.PriceStatistics.Price24High < 1,
"Reverse check failed. Highest 24h price is expected to be < 1");
}
else
{
Assert.True(firstPrice.PriceStatistics.Price24High > 1,
"Reverse check failed. Highest 24h price is expected to be > 1");
}
}
if (firstPrice.PriceStatistics.HasPrice24Low)
{
if (firstPriceLessThan1)
{
Assert.True(firstPrice.PriceStatistics.Price24Low < 1,
"Reverse check failed. Lowest 24h price is expected to be < 1");
}
else
{
Assert.True(firstPrice.PriceStatistics.Price24Low > 1,
"Reverse check failed. Lowest 24h price is expected to be > 1");
}
}
// Check if 24 highest >= 24 lowest.
if (firstPrice.PriceStatistics.HasPrice24Low && firstPrice.PriceStatistics.HasPrice24High)
{
Assert.True(firstPrice.PriceStatistics.Price24High >= firstPrice.PriceStatistics.Price24Low, "24h highest price is smaller that 24h lowest price");
}
}
// First price. Volume base/quote relation.
var canAllVolume = r.FirstPrice.HasVolume && r.FirstPrice.Volume.HasVolume24Base && r.FirstPrice.Volume.HasVolume24Quote;
if (provider.PricingFeatures.HasSingle && provider.PricingFeatures.Single.CanVolume && canAllVolume)
{
TestVolumesRelationWithinPricing(r.FirstPrice, firstVolumeBaseBiggerThanQuote);
}
if (provider.PricingFeatures.HasBulk && provider.PricingFeatures.Bulk.CanVolume && canAllVolume)
{
TestVolumesRelationWithinPricing(r.FirstPrice, firstVolumeBaseBiggerThanQuote);
}
}
// All market prices and pricing features.
var pricingFeatures = runSingle ? provider.PricingFeatures.Single : provider.PricingFeatures.Bulk as PricingFeaturesItemBase;
foreach (var p in r)
{
OutputWriter.WriteLine($"Market price: {p}");
// Statistics.
if (pricingFeatures.CanStatistics)
{
Assert.True(p.HasStatistics,
$"Market price does not have statistics but provider supports it - {p.Pair}");
OutputWriter.WriteLine($"Market price statistics for {p.Pair}:");
OutputWriter.WriteLine(
$"Bid: {(p.PriceStatistics.HasHighestBid ? p.PriceStatistics.HighestBid.Display : "-")}");
OutputWriter.WriteLine(
$"Ask: {(p.PriceStatistics.HasLowestAsk ? p.PriceStatistics.LowestAsk.Display : "-")}");
OutputWriter.WriteLine(
$"Low: {(p.PriceStatistics.HasPrice24Low ? p.PriceStatistics.Price24Low.Display : "-")}");
OutputWriter.WriteLine(
$"High: {(p.PriceStatistics.HasPrice24High ? p.PriceStatistics.Price24High.Display : "-")}");
}
else
{
Assert.True(!p.HasStatistics, $"Provider returns statistics but did not announce it - {p.Pair}");
}
// Volume.
if (pricingFeatures.CanVolume)
{
Assert.True(p.HasVolume,
$"Market price does not have volume but provider supports it - {p.Pair}");
if (p.Volume.HasVolume24Base)
{
OutputWriter.WriteLine($"Base 24h volume: {p.Volume.Volume24Base}");
}
if (p.Volume.HasVolume24Quote)
{
OutputWriter.WriteLine($"Quote 24h volume: {p.Volume.Volume24Quote}");
}
}
else
{
Assert.True(!p.HasVolume, $"Provider returns volume but did not announce it - {p.Pair}");
}
OutputWriter.WriteLine("");
}
}
public LatestPriceResultMessage(IPublicPricingProvider provider, MarketPrice marketPrice)
{
UtcCreated = marketPrice.UtcCreated;
Provider = provider;
MarketPrice = marketPrice;
}
