public void ItBitTradeFeeIsSet()
{
ItBit itBit = new ItBit();
Assert.IsTrue(itBit.TradeFee > 0);
Assert.IsTrue(itBit.TradeFeeAsDecimal > 0);
}
public void GetTotalBalances()
{
ItBit itbit = new ItBit();
Anx anx = new Anx();
Bitstamp bitstamp = new Bitstamp();
Kraken kraken = new Kraken();
//Btce btce = new Btce();
Bitfinex bitfinex = new Bitfinex();
itbit.UpdateBalances();
anx.UpdateBalances();
bitstamp.UpdateBalances();
bitfinex.UpdateBalances();
//TODO: Fix these! Should be calls to UpdateTotalBalances!
kraken.UpdateBalances();
//btce.UpdateBalances();
Decimal itBitBtcAmount = itbit.TotalBtc;
Decimal itBitFiatAmount = itbit.TotalFiat;
Decimal anxBtcAmount = anx.TotalBtc;
Decimal anxFiatAmount = anx.TotalFiat;
Decimal bitstampBtcAmount = bitstamp.TotalBtc;
Decimal bitstampFiatoAmount = bitstamp.TotalFiat;
Decimal bitfinexBtcAmount = bitfinex.TotalBtc;
Decimal bitfinexFiatAmount = bitfinex.TotalFiat;
//TODO Fix these! They should be the total amounts!
Decimal krakenBtcAmount = kraken.AvailableBtc;
Decimal krakenEurAmount = kraken.AvailableFiat;
//Decimal btceBtcAmount = btce.AvailableBtc;
//Decimal btceEuroAmount = btce.AvailableFiat;
}
public void ItBitBalancesUpdateTest()
{
ItBit itBit = new ItBit(FiatType.Usd);
//If there is any problem connecting to the exchange, this will throw an error.
itBit.UpdateBalances();
}
public void ItBitSellTest()
{
ItBit itBit = new ItBit();
//Buy at a really low price to the order doesn't actually get executed.
//This operation will error out if there is any problem
string orderId = itBit.Sell(0.0538m, 999.99m);
itBit.DeleteOrder(orderId);
}
public void ItBitUpdateOrderBookTest()
{
ItBit itBit = new ItBit();
//If there is any problem connecting to the exchange, this will throw an error.
itBit.UpdateOrderBook(1);
//This assumes that the exchange has at least 1 order on each side. Technically this can give a false negative, but it's unlikely.
Assert.IsTrue(itBit.OrderBook.Asks.Count == 1);
Assert.IsTrue(itBit.OrderBook.Bids.Count == 1);
}
public void CalculateArbitrationTests_04()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
ItBit itbit = new ItBit();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
itbit.OrderBook = askBook;
anx.OrderBook = bidBook;
//Test Case 4: Multiple asks orders are fulfilled across multiple bids
itbit.TradeFee = 0.25m;
anx.TradeFee = 0.3m;
askBook.Asks.Add(new Order(0.5m, 397m));
askBook.Asks.Add(new Order(0.4m, 399m));
askBook.Asks.Add(new Order(1.0m, 410m));
bidBook.Bids.Add(new Order(0.2m, 405m));
bidBook.Bids.Add(new Order(0.5m, 403m));
bidBook.Bids.Add(new Order(0.4m, 402m));
bidBook.Bids.Add(new Order(2.8m, 398m));
opportunity = hunter.CalculateArbitration(itbit, anx, 99m, 999999m, 2.80m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == itbit);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyAmount == 0.9m);
Assert.IsTrue(opportunity.SellAmount == 0.9m);
Assert.IsTrue(opportunity.Profit == 2.81605m);
Assert.IsTrue(opportunity.BuyPrice == 399m);
Assert.IsTrue(opportunity.SellPrice == 402m);
Assert.IsTrue(opportunity.TotalBuyCost == 358.99525m);
Assert.IsTrue(opportunity.TotalSellCost == 361.8113m);
}
public void CalculateArbitrationTests_13()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Kraken kraken = new Kraken();
ArbitrationOpportunity opportunity;
ItBit itBit = new ItBit();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
kraken.OrderBook = askBook;
itBit.OrderBook = bidBook;
//Test case 13: Amount is floor rounded to the minimum of the two exchanges
kraken.TradeFee = 0.0m;
itBit.TradeFee = 0.0m;
askBook.Asks.Add(new Order(1.1m, 400.0m));
askBook.Asks.Add(new Order(0.8m, 402.0m));
askBook.Asks.Add(new Order(1.0m, 410.0m));
bidBook.Bids.Add(new Order(0.65471204m, 401.0m));
bidBook.Bids.Add(new Order(1.0m, 399m));
bidBook.Bids.Add(new Order(2.8m, 398m));
opportunity = hunter.CalculateArbitration(kraken, itBit, 99m, 999999m, 0.58m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == kraken);
Assert.IsTrue(opportunity.SellExchange == itBit);
Assert.IsTrue(opportunity.BuyAmount == 0.6547m);
Assert.IsTrue(opportunity.SellAmount == 0.6547m);
Assert.IsTrue(opportunity.Profit == 0.6547m);
Assert.IsTrue(opportunity.BuyPrice == 400m);
Assert.IsTrue(opportunity.SellPrice == 401m);
Assert.IsTrue(opportunity.TotalBuyCost == 261.88m);
Assert.IsTrue(opportunity.TotalSellCost == 262.5347m);
}
public void ItBitBuySellQueryDeleteTest()
{
ItBit itBit = new ItBit();
string buyOrderId;
string sellorderId;
//First, insert a buy and sell order. If there are any errors with either of these operations,
//an exception will be thrown.
//Buy at a really low price to the order doesn't actually get executed.
buyOrderId = itBit.Buy(1.00m, 0.01m);
//Sell at a really high price so the order doesn't actually get executed.
sellorderId = itBit.Sell(itBit.MinimumBitcoinOrderAmount, 9999m);
//Both orders should still be open
Assert.IsFalse(itBit.IsOrderFulfilled(buyOrderId));
Assert.IsFalse(itBit.IsOrderFulfilled(sellorderId));
//Now delete both orders. If there are any errors with either of these operations,
//an exception will be thrown.
itBit.DeleteOrder(buyOrderId);
itBit.DeleteOrder(sellorderId);
}
public void Current()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Btce btce = new Btce();
ArbitrationOpportunity opportunity;
ItBit itBit = new ItBit();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
btce.OrderBook = askBook;
itBit.OrderBook = bidBook;
btce.TradeFee = 0.2m;
itBit.TradeFee = 0.2m;
askBook.Asks.Add(new Order(43.01161324m, 400.00m));
bidBook.Bids.Add(new Order(50m, 403.00m));
opportunity = hunter.CalculateArbitration(btce, itBit, 0.1m, 20.00m, 0.01m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
}
public void OpportunityProfitValidatesProperly()
{
int requiredRoundsForValidarion = 3;
Anx anx = new Anx();
Bitstamp bitstamp = new Bitstamp();
Kraken kraken = new Kraken();
ItBit itBit = new ItBit();
List <BaseExchange> exchangeList = new List <BaseExchange>();
decimal amount = 0.2m;
decimal buyPrice = 150m;
decimal totalBuyCost = 30m;
decimal sellPrice = 200m;
decimal totalSellCost = 40m;
decimal profit = 10m;
exchangeList.Add(anx);
exchangeList.Add(bitstamp);
exchangeList.Add(kraken);
exchangeList.Add(itBit);
OpportunityValidator opportunityValidator = new OpportunityValidator(requiredRoundsForValidarion, exchangeList);
//Note, can use a fake run id here because the trade is never persisted to the db.
ArbitrationOpportunity testOpportunity = new ArbitrationOpportunity(anx, bitstamp, amount, buyPrice, totalBuyCost, sellPrice, totalSellCost, profit, 1);
//First, set the balances for all the exchanges.
anx.AvailableFiat = 100m;
anx.AvailableBtc = 100m;
bitstamp.AvailableFiat = 100m;
bitstamp.AvailableBtc = 100m;
kraken.AvailableFiat = 100m;
kraken.AvailableBtc = 100m;
itBit.AvailableFiat = 100m;
itBit.AvailableBtc = 100m;
//Scenario 1; happy path. Buy and selling works as expected.
//Prep the validator
opportunityValidator.SetFiatAndBitcoinBalanceBeforeArbitrationTrade();
//Simulate the trade going through
anx.AvailableFiat -= totalBuyCost;
anx.AvailableBtc += amount;
bitstamp.AvailableFiat += totalSellCost;
bitstamp.AvailableBtc -= amount;
//If there was as error, this will throw it.
opportunityValidator.ValidateExchangeBalancesAfterTrade(testOpportunity);
//Scenario 2: Buy never happens. Validator should throw an error
bool errorThrown = false;
anx.AvailableFiat = 100m;
anx.AvailableBtc = 100m;
bitstamp.AvailableFiat = 100m;
bitstamp.AvailableBtc = 100m;
kraken.AvailableFiat = 100m;
kraken.AvailableBtc = 100m;
itBit.AvailableFiat = 100m;
itBit.AvailableBtc = 100m;
//Prep the validator
opportunityValidator.SetFiatAndBitcoinBalanceBeforeArbitrationTrade();
//Simulate the trade going through, but buy never happens. This should cause the validator to throw an error.
bitstamp.AvailableFiat += totalSellCost;
bitstamp.AvailableBtc -= amount;
try
{
opportunityValidator.ValidateExchangeBalancesAfterTrade(testOpportunity);
}
catch (Exception e)
{
errorThrown = true;
}
Assert.IsTrue(errorThrown);
}
public void OpportunityListValidatesProperly()
{
int requiredRoundsForValidarion = 3;
Anx anx = new Anx();
Bitstamp bitstamp = new Bitstamp();
Kraken kraken = new Kraken();
ItBit itBit = new ItBit();
List <ArbitrationOpportunity> opportunityList = new List <ArbitrationOpportunity>();
List <ArbitrationOpportunity> validatedList;
List <BaseExchange> exchangeList = new List <BaseExchange>();
exchangeList.Add(anx);
exchangeList.Add(bitstamp);
exchangeList.Add(kraken);
exchangeList.Add(itBit);
OpportunityValidator opportunityValidator = new OpportunityValidator(requiredRoundsForValidarion, exchangeList);
//Build of a list of opportunities:
ArbitrationOpportunity krakenItBitopportunity = new ArbitrationOpportunity(kraken, itBit)
{
Profit = 2.23m
};
ArbitrationOpportunity krakenBitstampopportunity = new ArbitrationOpportunity(kraken, bitstamp)
{
Profit = 0.50m
};
ArbitrationOpportunity anxItBitopportunity = new ArbitrationOpportunity(anx, itBit)
{
Profit = 2.01m
};
ArbitrationOpportunity anxItBitopportunity2 = new ArbitrationOpportunity(anx, itBit)
{
Profit = 1.98m
};
ArbitrationOpportunity anxItBitopportunity3 = new ArbitrationOpportunity(anx, itBit)
{
Profit = 0.27m
};
opportunityList.Add(krakenItBitopportunity);
opportunityList.Add(krakenBitstampopportunity);
opportunityList.Add(anxItBitopportunity);
//Round one:
validatedList = opportunityValidator.ValidateOpportunities(opportunityList);
Assert.IsTrue(validatedList.Count == 0);
//Round two:
opportunityList.Remove(krakenBitstampopportunity);
validatedList = opportunityValidator.ValidateOpportunities(opportunityList);
Assert.IsTrue(validatedList.Count == 0);
//Round three: An oppportunity between Anx and ItBit has survived until now (alebit with a different profit)
//Add the Kraken - Bitstamp opportunity.
//Remove Krakken - ItBit opportunity; it only lasts two rounds.
opportunityList.Add(krakenBitstampopportunity);
opportunityList.Remove(krakenItBitopportunity);
//Remove the Anx - ItBit opportunity, than add another opportunity with those exchanges but a less profit
opportunityList.Remove(anxItBitopportunity);
opportunityList.Add(anxItBitopportunity2);
validatedList = opportunityValidator.ValidateOpportunities(opportunityList);
Assert.IsTrue(validatedList.Count == 1);
Assert.IsTrue(validatedList[0].Profit == 1.98m);
//Round 4: anxItBitopportunity should still be in the returned list
//Remove the Anx - ItBit opportunity, than add another opportunity with those exchanges but a less profit
opportunityList.Remove(anxItBitopportunity);
opportunityList.Add(anxItBitopportunity3);
validatedList = opportunityValidator.ValidateOpportunities(opportunityList);
Assert.IsTrue(validatedList.Count == 1);
Assert.IsTrue(validatedList[0].Profit == 0.27m);
//Round 5: anxItBitopportunity should still be in the returned list, krakenBitstampopportunity should have been added
validatedList = opportunityValidator.ValidateOpportunities(opportunityList);
Assert.IsTrue(validatedList.Count == 2);
Assert.IsTrue(validatedList[0].Profit == 0.50m);
Assert.IsTrue(validatedList[1].Profit == 0.27m);
}
private static void PopulateExchanges(string securityJsonFilename)
{
m_security = new ApiSecurity(securityJsonFilename);
foreach (var exch in m_security.ApiKeys.Keys)
{
var c = m_security.ApiKeys[exch];
//Console.WriteLine("{0} '{1}' '{2}'", exch, c.ApiKey, c.ApiSecret);
}
ApiCredentials creds;
/*creds = m_security.ApiKeys["B2C2"]; // BINANCE
* b2c2 = B2C2.Create(creds);
* Exchanges[CryptoExch.B2C2] = b2c2;*/
creds = m_security.ApiKeys["BINANCE"]; // BINANCE
binance = Binance.Create(creds);
Exchanges[CryptoExch.BINANCE] = binance;
creds = m_security.ApiKeys["BITFINEX"]; // BITFINEX
bitfinex = Bitfinex.Create(creds);
Exchanges[CryptoExch.BITFINEX] = bitfinex;
creds = m_security.ApiKeys["BITFLYER"]; // BITFLYER
bitflyer = BitFlyer.Create(creds);
Exchanges[CryptoExch.BITFLYER] = bitflyer;
creds = m_security.ApiKeys["BITSTAMP"]; // BITSTAMP
bitstamp = Bitstamp.Create(creds, "client_id");
Exchanges[CryptoExch.BITSTAMP] = bitstamp;
creds = m_security.ApiKeys["BITTREX"]; // BITTREX
bittrex = Bittrex.Create(creds);
Exchanges[CryptoExch.BITTREX] = bittrex;
creds = m_security.ApiKeys["GDAX"]; // GDAX
gdax = GDAX.Create(creds, "mickey+mouse");
Exchanges[CryptoExch.GDAX] = gdax;
creds = m_security.ApiKeys["HITBTC"]; // HITBTC
hitbtc = HitBTC.Create(creds);
Exchanges[CryptoExch.HITBTC] = hitbtc;
creds = m_security.ApiKeys["ITBIT"]; // ITBIT
itbit = ItBit.Create(creds);
Exchanges[CryptoExch.ITBIT] = itbit;
creds = m_security.ApiKeys["KRAKEN"]; // KRAKEN
kraken = Kraken.Create(creds);
Exchanges[CryptoExch.KRAKEN] = kraken;
creds = m_security.ApiKeys["POLONIEX"]; // POLONIEX
poloniex = Poloniex.Create(creds);
Exchanges[CryptoExch.POLONIEX] = poloniex;
/*creds = m_security.ApiKeys["BLEUTRADE"]; // BLEUTRADE
* bleutrade = Bleutrade.Create(creds);
* Exchanges[CryptoExch.BLEUTRADE] = bleutrade;
*
* creds = m_security.ApiKeys["BLINKTRADE"]; // BLINKTRADE
* blinktrade = BlinkTrade.Create(creds);
* Exchanges[CryptoExch.BLINKTRADE] = blinktrade;*/
gemini = Gemini.Instance;
Exchanges[CryptoExch.GEMINI] = Gemini.Instance;
// For each exchange, subscribe to the various events
foreach (var exchange in Exchanges.Values)
{
exchange.UpdateOrderBookEvent += Exchanges_UpdateOrderBookEvent;
exchange.UpdateOrdersEvent += Exchanges_UpdateOrdersEvent;
exchange.UpdateTickerEvent += Exchanges_UpdateTickerEvent;
/*var ws = exchange as IExchangeWebSocket;
* if (ws != null)
* ws.StartWebSocket(null);*/
}
/*Exchanges[CryptoExch.VAULTORO] = Vaultoro.Instance;
* Exchanges[CryptoExch.CHANGELLY] = Changelly.Instance;
* Exchanges[CryptoExch.BITHUMB] = Bithumb.Instance;
* Exchanges[CryptoExch.BITMEX] = BitMEX.Instance;
* Exchanges[CryptoExch.BITSQUARE] = Bitsquare.Instance;
* Exchanges[CryptoExch.BTCC] = BTCC.Instance;
* //Exchanges[CryptoExch.BTER] = BTER.Instance;
* Exchanges[CryptoExch.CEX] = Cex.Instance;
* //Exchanges[CryptoExch.COINIGY] = Coinigy.Instance;
* Exchanges[CryptoExch.COINONE] = Coinone.Instance;
* Exchanges[CryptoExch.GATEIO] = GateIO.Instance;
* Exchanges[CryptoExch.HUOBI] = Huobi.Instance;
* Exchanges[CryptoExch.KORBIT] = Korbit.Instance;
* Exchanges[CryptoExch.KUCOIN] = Kucoin.Instance;
* Exchanges[CryptoExch.OKCOIN] = OkCoin.Instance;
* Exchanges[CryptoExch.OKEX] = OKEx.Instance;
* Exchanges[CryptoExch.WEX] = Wex.Instance;
* Exchanges[CryptoExch.XCRYPTO] = XCrypto.Instance;*/
}
