public void AnalyzeTest()
{
var mConfigRepository = new Mock <IConfigStore>();
var mPositionService = new Mock <IPositionService>();
var config = new ConfigRoot {
MaxSize = 0.5m
};
mConfigRepository.Setup(x => x.Config).Returns(config);
mPositionService.Setup(x => x.PositionMap).Returns(new Dictionary <Broker, BrokerPosition>
{
{
Broker.Coincheck,
new BrokerPosition
{
AllowedLongSize = 10,
AllowedShortSize = 10,
LongAllowed = true,
ShortAllowed = true
}
},
{
Broker.Quoine,
new BrokerPosition
{
AllowedLongSize = 10,
AllowedShortSize = 10,
LongAllowed = true,
ShortAllowed = true
}
}
});
var configStore = mConfigRepository.Object;
var positionService = mPositionService.Object;
var quotes = new List <Quote>
{
new Quote(Broker.Coincheck, QuoteSide.Ask, 3, 1),
new Quote(Broker.Coincheck, QuoteSide.Bid, 2, 2),
new Quote(Broker.Quoine, QuoteSide.Ask, 3.5m, 3),
new Quote(Broker.Quoine, QuoteSide.Bid, 2.5m, 4)
};
var target = new SpreadAnalyzer(configStore, positionService);
var result = target.Analyze(quotes);
Assert.AreEqual(Broker.Coincheck, result.BestAsk.Broker);
Assert.AreEqual(3, result.BestAsk.Price);
Assert.AreEqual(1, result.BestAsk.Volume);
Assert.AreEqual(Broker.Quoine, result.BestBid.Broker);
Assert.AreEqual(2.5m, result.BestBid.Price);
Assert.AreEqual(4, result.BestBid.Volume);
Assert.AreEqual(-0.5m, result.InvertedSpread);
Assert.AreEqual(0.5m, result.TargetVolume);
}
