Example #1
0
        public void TransferInsertTest()
        {
            BaseExchange sellExchange = new Kraken();
            BaseExchange buyExchange  = new Bitstamp();
            int          MaxId        = 0;

            sellExchange.AvailableBtc = 1.0234234234m;
            buyExchange.AvailableBtc  = 2.4534534m;
            decimal transferAmount = 0.6319841998m;

            //First need to create an arbitration run and opportunity
            ArbitrationRun         testRun         = TestsHelper.CreateArbitrationRun();
            ArbitrationOpportunity testOpportunity = TestsHelper.CreateArbitrationOpportunity(buyExchange, sellExchange, testRun.Id.Value);

            //Before the test can continue, ensure the arbitraiton opportunity was properly inserted
            Assert.IsTrue(testOpportunity.Id != null);

            Transfer testTransfer = new Transfer(buyExchange, sellExchange, transferAmount);

            //Get the max id from TRANSFER table
            Object result = DatabaseManager.ExecuteQuery("select MaxId = max(id) from TRANSFER").Rows[0]["MaxId"];

            if (result != DBNull.Value)
            {
                MaxId = (int)result;
            }

            //Now save the TRANSFER to the db
            testTransfer.PersistToDb();

            //Select the transfer from the db
            result = DatabaseManager.ExecuteQuery(string.Format("select id from TRANSFER where id = {0} AND ORIGIN_EXCHANGE = '{1}' and DESTINATION_EXCHANGE = '{2}' AND AMOUNT = {3}", testTransfer.Id, buyExchange.Name, sellExchange.Name, transferAmount)).Rows[0][0];

            //Clean up before testing result
            if (result != DBNull.Value)
            {
                //Remove the test transfer
                DatabaseManager.ExecuteNonQuery(String.Format("delete from TRANSFER where id = {0}", testTransfer.Id));
            }

            TestsHelper.DeleteArbitrationTrade(testOpportunity.Id.Value);
            TestsHelper.DeleteArbitrationRun(testRun.Id.Value);

            //The above query should return the transfer that was created.
            Assert.IsTrue(result != DBNull.Value);
        }
        public void PersistArbitrationOpportunity()
        {
            //Arbitraty test values
            decimal  buyAmount         = 351.654316m;
            decimal  sellAmount        = 351.654316m;
            decimal  buyPrice          = 409.21m;
            decimal  sellPrice         = 410.87m;
            decimal  totalBuyCost      = 1201.14m;
            decimal  totalSellCost     = 1301.54m;
            decimal  profit            = totalSellCost - totalBuyCost;
            string   buyOrderId        = "Abc-123";
            string   sellOrderId       = "123-Abc";
            DateTime executionDateTime = DateTime.Now;

            Bitstamp               buyExchange          = new Bitstamp();
            Btce                   sellExchange         = new Btce();
            ArbitrationRun         testRun              = null;
            ArbitrationRun         updateTestRun        = null;
            ArbitrationOpportunity testArbitrationTrade = null;

            try
            {
                testRun              = TestsHelper.CreateArbitrationRun();
                updateTestRun        = TestsHelper.CreateArbitrationRun();
                testArbitrationTrade = new ArbitrationOpportunity(buyExchange, sellExchange);

                testArbitrationTrade.BuyAmount         = buyAmount;
                testArbitrationTrade.SellAmount        = sellAmount;
                testArbitrationTrade.ArbitrationRunId  = testRun.Id.Value;
                testArbitrationTrade.BuyPrice          = buyPrice;
                testArbitrationTrade.ExecutionDateTime = executionDateTime;
                testArbitrationTrade.Profit            = profit;
                testArbitrationTrade.SellPrice         = sellPrice;
                testArbitrationTrade.TotalBuyCost      = totalBuyCost;
                testArbitrationTrade.TotalSellCost     = totalSellCost;
                testArbitrationTrade.BuyOrderId        = buyOrderId;
                testArbitrationTrade.SellOrderId       = sellOrderId;

                //Now that the arbitration trade has been set up, save it to the db.
                testArbitrationTrade.PersistToDb();

                //Ensure an id was set after the initial insert
                Assert.IsTrue(testArbitrationTrade.Id != null);

                string insertFetchSql = string.Format("" +
                                                      "select " +
                                                      "   ID, " +
                                                      "   CREATE_DATETIME, " +
                                                      "   LAST_MODIFIED_DATETIME " +
                                                      "from " +
                                                      "   ARBITRATION_TRADE " +
                                                      "where " +
                                                      "   ID = {0} AND " +
                                                      "   BUY_AMOUNT = {1} AND " +
                                                      "   BUY_PRICE = {2} AND " +
                                                      "   SELL_PRICE = {3} AND" +
                                                      "   TOTAL_BUY_COST = {4} AND " +
                                                      "   TOTAL_SELL_COST = {5} AND " +
                                                      "   PROFIT = {6} AND " +
                                                      "   EXECUTION_DATETIME = '{7}' AND " +
                                                      "   SELL_EXCHANGE = '{8}' AND " +
                                                      "   BUY_EXCHANGE = '{9}' AND " +
                                                      "   BUY_ORDER_ID = '{10}' AND " +
                                                      "   SELL_ORDER_ID = '{11}' AND " +
                                                      "   ARBITRATION_RUN_ID = {12} AND " +
                                                      "   SELL_AMOUNT = {13}", testArbitrationTrade.Id.Value, buyAmount, buyPrice, sellPrice, totalBuyCost, totalSellCost, profit, executionDateTime.ToString("yyy-MM-dd HH:mm:ss"), sellExchange.Name, buyExchange.Name, buyOrderId, sellOrderId, testRun.Id.Value, sellAmount);

                //Ensure all the values were properly inserted.
                DataTable result = DatabaseManager.ExecuteQuery(insertFetchSql);
                Assert.IsTrue(result != null && Convert.ToInt32(result.Rows[0]["ID"]) == testArbitrationTrade.Id.Value);

                //Create some bogus dates for CREATE_DATETIME and LAST_MODIFIED_DATETIME
                DateTime createDateTime       = new DateTime(2014, 1, 1, 13, 25, 05);
                DateTime lastModifiedDateTime = new DateTime(2014, 1, 1, 13, 25, 05);

                //In order to test that CREATE_DATETIME and LAST_MODIFIED_DATETIME behave properly on updates, need to put some bogus data in there:
                DatabaseManager.ExecuteNonQuery(string.Format("update ARBITRATION_TRADE set CREATE_DATETIME = '{0}', LAST_MODIFIED_DATETIME = '{1}' where ID = {2}", createDateTime.ToString("yyy-MM-dd HH:mm:ss"), lastModifiedDateTime.ToString("yyy-MM-dd HH:mm:ss"), testArbitrationTrade.Id.Value));

                //Update properties with arbitraty test values.
                buyAmount         = 103264798.175785743216m;
                sellAmount        = 103264798.175785743216m;
                buyPrice          = 1.02m;
                sellPrice         = 10.02m;
                totalBuyCost      = 2.01m;
                totalSellCost     = 18.01m;
                profit            = totalSellCost - totalBuyCost;
                executionDateTime = DateTime.Now;
                buyOrderId        = "Choctaw-47";
                sellOrderId       = "Apache-48";

                //Update arbitration trade to have new values
                testArbitrationTrade.BuyAmount         = buyAmount;
                testArbitrationTrade.SellAmount        = sellAmount;
                testArbitrationTrade.ArbitrationRunId  = updateTestRun.Id.Value;
                testArbitrationTrade.BuyPrice          = buyPrice;
                testArbitrationTrade.ExecutionDateTime = executionDateTime;
                testArbitrationTrade.Profit            = profit;
                testArbitrationTrade.SellPrice         = sellPrice;
                testArbitrationTrade.TotalBuyCost      = totalBuyCost;
                testArbitrationTrade.TotalSellCost     = totalSellCost;
                testArbitrationTrade.BuyOrderId        = buyOrderId;
                testArbitrationTrade.SellOrderId       = sellOrderId;

                testArbitrationTrade.PersistToDb();

                string updateFetchSql = string.Format("" +
                                                      "select " +
                                                      "   ID, " +
                                                      "   CREATE_DATETIME, " +
                                                      "   LAST_MODIFIED_DATETIME " +
                                                      "from " +
                                                      "   ARBITRATION_TRADE " +
                                                      "where " +
                                                      "   ID = {0} AND " +
                                                      "   BUY_AMOUNT = {1} AND " +
                                                      "   BUY_PRICE = {2} AND " +
                                                      "   SELL_PRICE = {3} AND" +
                                                      "   TOTAL_BUY_COST = {4} AND " +
                                                      "   TOTAL_SELL_COST = {5} AND " +
                                                      "   PROFIT = {6} AND " +
                                                      "   EXECUTION_DATETIME = '{7}' AND " +
                                                      "   SELL_EXCHANGE = '{8}' AND " +
                                                      "   BUY_EXCHANGE = '{9}' AND " +
                                                      "   BUY_ORDER_ID = '{10}' AND " +
                                                      "   SELL_ORDER_ID = '{11}' AND " +
                                                      "   ARBITRATION_RUN_ID = {12} AND " +
                                                      "   SELL_AMOUNT = {13}", testArbitrationTrade.Id.Value, buyAmount, buyPrice, sellPrice, totalBuyCost, totalSellCost, profit, executionDateTime.ToString("yyy-MM-dd HH:mm:ss"), sellExchange.Name, buyExchange.Name, buyOrderId, sellOrderId, updateTestRun.Id.Value, sellAmount);

                result = DatabaseManager.ExecuteQuery(updateFetchSql);

                //Ensure a record was found with all the updated values
                Assert.IsTrue(result != null);

                //Ensure the CREATE_DATETIME is the same, but the LAST_MODIFIED_DATETIME is different
                Assert.IsTrue(createDateTime == (DateTime)result.Rows[0]["CREATE_DATETIME"]);
                Assert.IsTrue(lastModifiedDateTime != (DateTime)result.Rows[0]["LAST_MODIFIED_DATETIME"]);
            }
            finally
            {
                //Remove test data from the database
                if (testArbitrationTrade.Id != null)
                {
                    TestsHelper.DeleteArbitrationTrade(testArbitrationTrade.Id.Value);
                }

                if (testRun.Id != null)
                {
                    TestsHelper.DeleteArbitrationRun(testRun.Id.Value);
                }

                if (updateTestRun.Id != null)
                {
                    TestsHelper.DeleteArbitrationRun(updateTestRun.Id.Value);
                }
            }
        }
Example #3
0
        public void ArbitrationRunHydrateTest()
        {
            ArbitrationRun testRun = new ArbitrationRun();

            //Arbitraty values for test run
            bool    useAnx                    = true;
            bool    useBtce                   = true;
            bool    useBitstamp               = true;
            bool    useBitX                   = true;
            bool    useCoinbase               = true;
            bool    useItBit                  = true;
            bool    useKraken                 = true;
            bool    useOkCoin                 = true;
            bool    useBitfinex               = true;
            decimal minimumProfit             = 0.11m;
            int     seachIntervalMilliseconds = 28;
            decimal maxBtcTradeAmount         = 0.123654m;
            decimal maxFiatTradeAmount        = 120.28m;
            OpportunitySelectionType opportunitySelectionMethod       = OpportunitySelectionType.MostProfitableWithPercentRestriction;
            decimal?        exchangeBaseCurrencyPercentageRestriction = 0.15m;
            string          logFileName                 = "blahblahblah.csv";
            ArbitrationMode arbitrationMode             = ArbitrationMode.Simulation;
            TransferMode    transferMode                = TransferMode.RollupOnTrades;
            FiatType        fiatType                    = FiatType.Eur;
            int?            rollupNumber                = 2;
            int?            rollupHours                 = 2;
            int             roundsRequiredForValidation = 2;
            DateTime        startDateTime               = new DateTime(2015, 08, 02, 14, 36, 42);
            DateTime        endDateTime                 = new DateTime(2015, 08, 02, 14, 36, 42);

            try
            {
                //Create and save an arbitary arbitration run
                testRun.UseAnx                     = useAnx;
                testRun.UseBitfinex                = useBitfinex;
                testRun.UseBitstamp                = useBitstamp;
                testRun.UseBitX                    = useBitX;
                testRun.UseBtce                    = useBtce;
                testRun.UseCoinbase                = useCoinbase;
                testRun.UseItBit                   = useItBit;
                testRun.UseKraken                  = useKraken;
                testRun.UseOkCoin                  = useOkCoin;
                testRun.MinimumProfit              = minimumProfit;
                testRun.SeachIntervalMilliseconds  = seachIntervalMilliseconds;
                testRun.MaxBtcTradeAmount          = maxBtcTradeAmount;
                testRun.MaxFiatTradeAmount         = maxFiatTradeAmount;
                testRun.OpportunitySelectionMethod = opportunitySelectionMethod;
                testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentageRestriction;
                testRun.LogFileName                 = logFileName;
                testRun.ArbitrationMode             = arbitrationMode;
                testRun.TransferMode                = transferMode;
                testRun.RollupNumber                = rollupNumber;
                testRun.RollupHours                 = rollupHours;
                testRun.StartDateTime               = startDateTime;
                testRun.RoundsRequiredForValidation = roundsRequiredForValidation;
                testRun.EndDateTime                 = endDateTime;
                testRun.FiatType = fiatType;
                testRun.PersistToDb();

                //Hyrdate the run that was just created
                ArbitrationRun hydratedRun = ArbitrationRun.GetArbitrationRunFromDbById(testRun.Id.Value);

                Assert.IsTrue(hydratedRun.UseAnx == useAnx);
                Assert.IsTrue(hydratedRun.UseBitfinex == useBitfinex);
                Assert.IsTrue(hydratedRun.UseBitstamp == useBitstamp);
                Assert.IsTrue(hydratedRun.UseBitX == useBitX);
                Assert.IsTrue(hydratedRun.UseBtce == useBtce);
                Assert.IsTrue(hydratedRun.UseCoinbase == useCoinbase);
                Assert.IsTrue(hydratedRun.UseItBit == useItBit);
                Assert.IsTrue(hydratedRun.UseKraken == useKraken);
                Assert.IsTrue(hydratedRun.UseOkCoin == useOkCoin);
                Assert.IsTrue(hydratedRun.MinimumProfit == minimumProfit);
                Assert.IsTrue(hydratedRun.SeachIntervalMilliseconds == seachIntervalMilliseconds);
                Assert.IsTrue(hydratedRun.MaxBtcTradeAmount == maxBtcTradeAmount);
                Assert.IsTrue(hydratedRun.MaxFiatTradeAmount == maxFiatTradeAmount);
                Assert.IsTrue(hydratedRun.OpportunitySelectionMethod == opportunitySelectionMethod);
                Assert.IsTrue(hydratedRun.ExchangeBaseCurrencyPercentageRestriction == exchangeBaseCurrencyPercentageRestriction);
                Assert.IsTrue(hydratedRun.LogFileName == logFileName);
                Assert.IsTrue(hydratedRun.ArbitrationMode == arbitrationMode);
                Assert.IsTrue(hydratedRun.TransferMode == transferMode);
                Assert.IsTrue(hydratedRun.RollupNumber == rollupNumber);
                Assert.IsTrue(hydratedRun.RollupHours == rollupHours);
                Assert.IsTrue(hydratedRun.RoundsRequiredForValidation == roundsRequiredForValidation);
                Assert.IsTrue(hydratedRun.FiatType == fiatType);
                Assert.IsTrue(DateTime.Compare(hydratedRun.StartDateTime.Value, startDateTime) == 0);
                Assert.IsTrue(DateTime.Compare(hydratedRun.EndDateTime.Value, endDateTime) == 0);

                //This fields are populated in the persist method, so they don't have a predetermiend value. Just ensure that they have any value
                Assert.IsTrue(hydratedRun.CreateDateTime != null);
                Assert.IsTrue(hydratedRun.LastModifiedDateTime != null);

                //Test that the nullable fields hyrdate correctly when null:
                exchangeBaseCurrencyPercentageRestriction = null;
                rollupNumber = null;
                rollupHours  = null;

                testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentageRestriction;
                testRun.RollupNumber = rollupNumber;
                testRun.RollupHours  = rollupHours;
                testRun.PersistToDb();

                hydratedRun = ArbitrationRun.GetArbitrationRunFromDbById(testRun.Id.Value);
                Assert.IsTrue(hydratedRun.ExchangeBaseCurrencyPercentageRestriction == exchangeBaseCurrencyPercentageRestriction);
                Assert.IsTrue(hydratedRun.RollupNumber == rollupNumber);
                Assert.IsTrue(hydratedRun.RollupHours == rollupHours);
            }

            finally
            {
                //Remove test data from the database
                if (testRun.Id != null)
                {
                    TestsHelper.DeleteArbitrationRun(testRun.Id.Value);
                }
            }
        }
Example #4
0
        public void PersistArbitrationRun()
        {
            //Variables for arbitrary arbitration run values
            bool    useAnx      = false;
            bool    useBitfinex = true;
            bool    useBitstamp = false;
            bool    useBitX     = false;
            bool    useBtce     = false;
            bool    useItBit    = true;
            bool    useKraken   = true;
            bool    useOkCoin   = false;
            bool    useCoinbase = true;
            decimal minProfit   = 0.12m;
            OpportunitySelectionType opportunitySelectionMethod = OpportunitySelectionType.MostProfitableWithPercentRestriction;
            ArbitrationMode          mode         = ArbitrationMode.Simulation;
            TransferMode             transferMode = TransferMode.OnTime;
            FiatType fiatType          = FiatType.Eur;
            int?     rollupTradeNumber = null;
            decimal? rollupHours       = null;
            decimal? exchangeBaseCurrencyPercentRestriction = 0.34m;
            int      searchInterval = 20;
            int      roundsRequiredForValidation = 5;
            decimal  maxBtc    = 47.49684435m;
            decimal  maxFiat   = 984.41m;
            string   logFile   = "C:\\temp\\hunterOutput.csv";
            DateTime startTime = DateTime.Now;

            ArbitrationRun testRun = new ArbitrationRun();

            try
            {
                testRun.UseAnx                      = useAnx;
                testRun.UseBitfinex                 = useBitfinex;
                testRun.UseBitstamp                 = useBitstamp;
                testRun.UseBitX                     = useBitX;
                testRun.UseBtce                     = useBtce;
                testRun.UseCoinbase                 = useCoinbase;
                testRun.UseItBit                    = useItBit;
                testRun.UseKraken                   = useKraken;
                testRun.UseOkCoin                   = useOkCoin;
                testRun.MinimumProfit               = minProfit;
                testRun.SeachIntervalMilliseconds   = searchInterval;
                testRun.RoundsRequiredForValidation = roundsRequiredForValidation;
                testRun.MaxBtcTradeAmount           = maxBtc;
                testRun.MaxFiatTradeAmount          = maxFiat;
                testRun.LogFileName                 = logFile;
                testRun.StartDateTime               = startTime;
                testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentRestriction;
                testRun.OpportunitySelectionMethod = opportunitySelectionMethod;
                testRun.ArbitrationMode            = mode;
                testRun.TransferMode = transferMode;
                testRun.RollupNumber = rollupTradeNumber;
                testRun.RollupHours  = rollupHours;
                testRun.FiatType     = fiatType;

                //Now that the arbitration run has been set up, save it to the db.
                testRun.PersistToDb();

                //Ensure an id was set after the initial insert
                Assert.IsTrue(testRun.Id != null);

                string insertFetchSql = string.Format("" +
                                                      "select " +
                                                      "   ID, " +
                                                      "   CREATE_DATETIME, " +
                                                      "   LAST_MODIFIED_DATETIME " +
                                                      "from " +
                                                      "   ARBITRATION_RUN " +
                                                      "where " +
                                                      "   ID = {0} and " +
                                                      "   USE_ANX = {1} and " +
                                                      "   USE_BITFINEX = {2} and " +
                                                      "   USE_BITSTAMP = {3} and " +
                                                      "   USE_BITX = {4} and " +
                                                      "   USE_BTCE = {5} and " +
                                                      "   USE_COINBASE = {6} and " +
                                                      "   USE_ITBIT = {7} and " +
                                                      "   USE_KRAKEN = {8} and " +
                                                      "   USE_OKCOIN = {9} and " +
                                                      "   MINIMUM_PROFIT_FOR_TRADE = {10} and " +
                                                      "   SEARCH_INTERVAL_MILLISECONDS = {11} and " +
                                                      "   MAX_BTC_FOR_TRADE = {12} and " +
                                                      "   MAX_FIAT_FOR_TRADE = {13} and " +
                                                      "   LOG_FILE = '{14}' and " +
                                                      "   START_DATETIME = '{15}' and " +
                                                      "   OPPORTUNITY_SELECTION_METHOD = '{16}' and " +
                                                      "   MODE = '{17}' and " +
                                                      "   EXCHANGE_BASE_CURRENCY_PERCENTAGE_RESTRICTION = {18} and " +
                                                      "   TRANSFER_MODE = '{19}' and " +
                                                      "   ROUNDS_REQUIRED_FOR_VALIDATION = {20} and " +
                                                      "   ROLLUP_TRADE_NUMBER IS NULL and " +
                                                      "   ROLLUP_HOURS IS NULL and " +
                                                      "   FIAT_TYPE = '{21}'", testRun.Id.Value, useAnx ? 1 : 0, useBitfinex ? 1 : 0, useBitstamp ? 1 : 0, useBitX ? 1 : 0, useBtce ? 1 : 0, useCoinbase ? 1 : 0, useItBit ? 1 : 0, useKraken ? 1 : 0, useOkCoin ? 1 : 0, minProfit, searchInterval, maxBtc, maxFiat, logFile, startTime.ToString("yyy-MM-dd HH:mm:ss"), opportunitySelectionMethod, mode, exchangeBaseCurrencyPercentRestriction, transferMode, roundsRequiredForValidation, fiatType);

                //Ensure all the values were properly inserted.
                DataTable result = DatabaseManager.ExecuteQuery(insertFetchSql);
                Assert.IsTrue(result != null && Convert.ToInt32(result.Rows[0]["ID"]) == testRun.Id.Value);

                //Create some bogus dates for CREATE_DATETIME and LAST_MODIFIED_DATETIME
                DateTime createDateTime       = new DateTime(2014, 1, 1, 13, 25, 05);
                DateTime lastModifiedDateTime = new DateTime(2014, 1, 1, 13, 25, 05);

                //In order to test that CREATE_DATETIME and LAST_MODIFIED_DATETIME behave properly on updates, need to put some bogus data in there:
                DatabaseManager.ExecuteNonQuery(string.Format("update ARBITRATION_RUN set CREATE_DATETIME = '{0}', LAST_MODIFIED_DATETIME = '{1}' where ID = {2}", createDateTime.ToString("yyy-MM-dd HH:mm:ss"), lastModifiedDateTime.ToString("yyy-MM-dd HH:mm:ss"), testRun.Id.Value));

                useAnx                                 = true;
                useBitstamp                            = true;
                useBtce                                = true;
                useItBit                               = false;
                useBitfinex                            = false;
                useBitX                                = true;
                useKraken                              = true;
                useOkCoin                              = false;
                useCoinbase                            = false;
                minProfit                              = 98.15m;
                searchInterval                         = 85;
                maxBtc                                 = 228m;
                maxFiat                                = 5412m;
                startTime                              = DateTime.Now;
                opportunitySelectionMethod             = OpportunitySelectionType.MostProfitableOpportunity;
                exchangeBaseCurrencyPercentRestriction = null;
                mode                        = ArbitrationMode.Live;
                transferMode                = TransferMode.RollupOnTrades;
                rollupTradeNumber           = 3;
                rollupHours                 = 2.54m;
                roundsRequiredForValidation = 8;
                fiatType                    = FiatType.Usd;

                testRun.UseAnx                    = useAnx;
                testRun.UseBitfinex               = useBitfinex;
                testRun.UseBitstamp               = useBitstamp;
                testRun.UseBitX                   = useBitX;
                testRun.UseBtce                   = useBtce;
                testRun.UseCoinbase               = useCoinbase;
                testRun.UseItBit                  = useItBit;
                testRun.UseKraken                 = useKraken;
                testRun.UseOkCoin                 = useOkCoin;
                testRun.MinimumProfit             = minProfit;
                testRun.SeachIntervalMilliseconds = searchInterval;
                testRun.MaxBtcTradeAmount         = maxBtc;
                testRun.MaxFiatTradeAmount        = maxFiat;
                testRun.LogFileName               = logFile;
                testRun.StartDateTime             = startTime;
                testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentRestriction;
                testRun.OpportunitySelectionMethod = opportunitySelectionMethod;
                testRun.ArbitrationMode            = mode;
                testRun.TransferMode = transferMode;
                testRun.RollupNumber = rollupTradeNumber;
                testRun.RollupHours  = rollupHours;
                testRun.RoundsRequiredForValidation = roundsRequiredForValidation;
                testRun.FiatType = fiatType;

                testRun.PersistToDb();

                string updateFetchSql = string.Format("" +
                                                      "select " +
                                                      "   ID, " +
                                                      "   CREATE_DATETIME, " +
                                                      "   LAST_MODIFIED_DATETIME " +
                                                      "from " +
                                                      "   ARBITRATION_RUN " +
                                                      "where " +
                                                      "   ID = {0} and " +
                                                      "   USE_ANX = {1} and " +
                                                      "   USE_BITFINEX = {2} and " +
                                                      "   USE_BITSTAMP = {3} and " +
                                                      "   USE_BITX = {4} and " +
                                                      "   USE_BTCE = {5} and " +
                                                      "   USE_COINBASE = {6} and " +
                                                      "   USE_ITBIT = {7} and " +
                                                      "   USE_KRAKEN = {8} and " +
                                                      "   USE_OKCOIN = {9} and " +
                                                      "   MINIMUM_PROFIT_FOR_TRADE = {10} and " +
                                                      "   SEARCH_INTERVAL_MILLISECONDS = {11} and " +
                                                      "   MAX_BTC_FOR_TRADE = {12} and " +
                                                      "   MAX_FIAT_FOR_TRADE = {13} and " +
                                                      "   LOG_FILE = '{14}' and " +
                                                      "   START_DATETIME = '{15}' and " +
                                                      "   OPPORTUNITY_SELECTION_METHOD = '{16}' and " +
                                                      "   MODE = '{17}' and " +
                                                      "   EXCHANGE_BASE_CURRENCY_PERCENTAGE_RESTRICTION is NULL and " +
                                                      "   TRANSFER_MODE = '{18}' and " +
                                                      "   ROLLUP_TRADE_NUMBER = {19} and " +
                                                      "   ROLLUP_HOURS = {20} and " +
                                                      "   ROUNDS_REQUIRED_FOR_VALIDATION = {21} and " +
                                                      "   FIAT_TYPE = '{22}'", testRun.Id.Value, useAnx ? 1 : 0, useBitfinex ? 1 : 0, useBitstamp ? 1 : 0, useBitX ? 1 : 0, useBtce ? 1 : 0, useCoinbase ? 1 : 0, useItBit ? 1 : 0, useKraken ? 1 : 0, useOkCoin ? 1 : 0, minProfit, searchInterval, maxBtc, maxFiat, logFile, startTime.ToString("yyy-MM-dd HH:mm:ss"), opportunitySelectionMethod, mode, transferMode, rollupTradeNumber, rollupHours, roundsRequiredForValidation, fiatType);

                result = DatabaseManager.ExecuteQuery(updateFetchSql);

                //Ensure a record was found with all the updated values
                Assert.IsTrue(result != null);

                //Ensure the CREATE_DATETIME is the same, but the LAST_MODIFIED_DATETIME is different
                Assert.IsTrue(createDateTime == (DateTime)result.Rows[0]["CREATE_DATETIME"]);
                Assert.IsTrue(lastModifiedDateTime != (DateTime)result.Rows[0]["LAST_MODIFIED_DATETIME"]);
            }

            finally
            {
                //Remove test data from the database
                if (testRun.Id != null)
                {
                    TestsHelper.DeleteArbitrationRun(testRun.Id.Value);
                }
            }
        }
Example #5
0
        public void NotEnoughtBtcExceptionAreSwallowedCorrectly()
        {
            ArbitrationRun         testRun      = null;
            ArbitrationOpportunity opportunity1 = null;
            ArbitrationOpportunity opportunity2 = null;
            ArbitrationOpportunity opportunity3 = null;

            try
            {
                //Set up a test run
                testRun = TestsHelper.CreateArbitrationRun();

                //Set up the buy and sell exchanges.
                Bitstamp            bitstamp     = new Bitstamp();
                Kraken              kraken       = new Kraken();
                List <BaseExchange> exchangeList = new List <BaseExchange>();
                exchangeList.Add(bitstamp);
                exchangeList.Add(kraken);

                bitstamp.AvailableBtc  = 0.2m;
                bitstamp.AvailableFiat = 100m;
                kraken.AvailableBtc    = 0.2m;
                kraken.AvailableFiat   = 30m;


                //Initial trad; bitstamp will need to transfer 0.1 btc to kraken for this. It will be found in the rollup later.
                //Bitstamp now has 0.4 btc.
                opportunity1 = TestsHelper.CreateArbitrationOpportunity(bitstamp, kraken, testRun.Id.Value, 0.1m);

                //Made up numbers; they don't really matter for this test
                opportunity1.TotalBuyCost  = 10m;
                opportunity1.TotalSellCost = 10m;

                bitstamp.SimulatedBuy(opportunity1.BuyAmount, opportunity1.TotalBuyCost);
                kraken.SimulatedSell(opportunity1.BuyAmount, opportunity1.TotalSellCost);
                Assert.IsTrue(bitstamp.AvailableBtc == 0.3m);

                //Now a couple a trade where btc is sold off at Bitstamp; enough to make the rollup transfer fail
                //Bitstamp now has 0.1
                opportunity2 = TestsHelper.CreateArbitrationOpportunity(kraken, bitstamp, testRun.Id.Value, 0.3m);

                //Made up numbers; they don't really matter for this test
                opportunity2.TotalBuyCost  = 30m;
                opportunity2.TotalSellCost = 30m;

                kraken.SimulatedBuy(opportunity2.BuyAmount, opportunity2.TotalBuyCost);
                bitstamp.SimulatedSell(opportunity2.BuyAmount, opportunity2.TotalSellCost);
                Assert.IsTrue(bitstamp.AvailableBtc == 0.0m);

                //Now assume this trigger a transfer, so lets say 0.5btc is in transfer to bitstamp from kraken
                bitstamp.BTCInTransfer = 0.5m;

                //Now another buy at bitstamp; this will trigger a transfer rollup from bitstamp to kraken
                opportunity3 = TestsHelper.CreateArbitrationOpportunity(bitstamp, kraken, testRun.Id.Value, 0.15m);

                //Made up numbers; they don't really matter for this test
                opportunity3.TotalBuyCost  = 15m;
                opportunity3.TotalSellCost = 15m;

                bitstamp.SimulatedBuy(opportunity3.BuyAmount, opportunity3.TotalBuyCost);
                kraken.SimulatedSell(opportunity3.BuyAmount, opportunity3.TotalSellCost);
                Assert.IsTrue(bitstamp.AvailableBtc == 0.15m);

                //This should detect a transfer, but not actually create it
                List <Transfer> transferFound = TransferManager.DetectAndExecuteRollupTransfers_Simulate(3, testRun.Id.Value, exchangeList);
                Assert.IsTrue(transferFound == null);

                //Erase btc in transfer and look for transfers again, this time the TransferManager should throw an exception because
                //a bad transfer has been found (it's amount is > bitstamp total btc)
                bool errorFound = false;
                bitstamp.BTCInTransfer = 0m;

                try
                {
                    TransferManager.DetectAndExecuteRollupTransfers_Simulate(2, testRun.Id.Value, exchangeList);
                }

                catch (NotEnoughBtcException e)
                {
                    errorFound = true;
                }

                Assert.IsTrue(errorFound, "TransferManager did not throw NotEnoughBtcException.");
            }

            //Clean up test data
            finally
            {
                if (opportunity1 != null)
                {
                    TestsHelper.DeleteArbitrationTrade(opportunity1.Id.Value);
                }

                if (opportunity2 != null)
                {
                    TestsHelper.DeleteArbitrationTrade(opportunity2.Id.Value);
                }

                if (opportunity3 != null)
                {
                    TestsHelper.DeleteArbitrationTrade(opportunity3.Id.Value);
                }

                if (testRun != null)
                {
                    TestsHelper.DeleteArbitrationTrade(testRun.Id.Value);
                }
            }
        }