public async Task <InstanceDataDTO> SaveInstance(AlgoDataDTO algoData, AlgoInstanceType instanceType, bool useExistingWallet = true)
{
if (instanceType == AlgoInstanceType.Live)
{
walletDTO = useExistingWallet == true ? await GetExistingWallet() : await CreateTestWallet();
}
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(instanceType);
// Build InstanceParameters
instanceParameters = InstanceConfig.ValidMetaData;
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, instanceType, instanceParameters, daysOffsetDTO);
// Build save instance url
var url = instanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
string requestBody = JsonUtils.SerializeObject(instanceForAlgo);
var saveInstanceResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, requestBody, Method.POST);
message = $"POST {url} returned status: {saveInstanceResponse.Status} and response: {saveInstanceResponse.ResponseJson}. Expected: {HttpStatusCode.OK}";
Assert.That(saveInstanceResponse.Status, Is.EqualTo(HttpStatusCode.OK), message);
var instanceData = JsonUtils.DeserializeJson <InstanceDataDTO>(saveInstanceResponse.ResponseJson);
// Add Instance to the list so that it can be deleted in the the TearDown
instancesList.Add(instanceData);
return(instanceData);
}
public async Task CheckTailLogsForStoppedInstances(AlgoInstanceType algoInstanceType)
{
// Create an algo
AlgoDataDTO algoData = await CreateAlgo();
// Create algo instance
var instanceData = await SaveInstance(algoData, algoInstanceType);
// Wait up to 3 minutes for the instance to start
await WaitAlgoInstanceToStart(instanceData.InstanceId);
// Stop the instance
await StopAlgoInstance(instanceData);
//Get the instance
ClientInstanceEntity instanceDataFromDB = await ClientInstanceRepository.TryGetAsync($"algo_{algoData.Id}", instanceData.InstanceId) as ClientInstanceEntity;
Assert.That(instanceDataFromDB.AlgoInstanceStatus, Is.EqualTo(AlgoInstanceStatus.Stopped));
// Wait 30 seconds
Wait.ForPredefinedTime(30 * 1000);
var tailLog = await GetInstanceTailLogFromApi(instanceData);
Assert.That(tailLog, Is.Not.Null);
}
public DaysOffsetDTO BuildDaysOffsetByInstanceType(AlgoInstanceType algoInstanceType)
{
if (algoInstanceType != AlgoInstanceType.Test)
{
return(new DaysOffsetDTO()
{
AlgoStartOffset = -1,
AlgoEndOffset = 60,
SmaShortStartOffset = -30,
SmaShortEndOffset = -3,
SmaLongStartOffset = -30,
SmaLongEndOffset = -3,
AdxStartOffset = -30,
AdxEndOffset = -3
});
}
else
{
return(new DaysOffsetDTO()
{
AlgoStartOffset = -60,
AlgoEndOffset = -2,
SmaShortStartOffset = -59,
SmaShortEndOffset = -3,
SmaLongStartOffset = -59,
SmaLongEndOffset = -3,
AdxStartOffset = -59,
AdxEndOffset = -3
});
}
}
public async Task PostInvalidAlgoId(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Build InstanceParameters
InstanceParameters instanceParameters = InstanceConfig.UseInvalidAlgoId;
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO);
var url = algoInstanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.NotFound), "we should receive not found response code");
}
public async Task PostInvalidInstanceTradedAsset(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Build InstanceParameters
InstanceParameters instanceParameters = InstanceConfig.InvalidInstanceTradedAsset;
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO);
var url = algoInstanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
AlgoErrorDTO postInstanceDataResponseDTO = JsonUtils.DeserializeJson <AlgoErrorDTO>(postInstanceDataResponse.ResponseJson);
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.BadRequest), "should be bad response erorr code");
Assert.That(postInstanceDataResponseDTO.ErrorMessage, Does.Contain("ValidationError Message:Asset <USD> is not valid for asset pair <BTCEUR>"), "we should receive erorr for the invalid traded asset");
}
public async Task PostInvalidInstanceAssetPair(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Build InstanceParameters
InstanceParameters instanceParameters = InstanceConfig.InvalidInstanceAssetPair;
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO);
var url = algoInstanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
AlgoErrorDTO postInstanceDataResponseDTO = JsonUtils.DeserializeJson <AlgoErrorDTO>(postInstanceDataResponse.ResponseJson);
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.InternalServerError), "responce should equals internal server erorr");
Assert.That(postInstanceDataResponseDTO.ErrorMessage, Does.Contain("NotFound from asset service calling AssetPairGetWithHttpMessagesAsync"), "we should receive erorr for not found asset pair");
}
public async Task BackTestWithLongFunctionPeriod(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Set Instance start date to be three years ago and end date to be 10 days ago
int start = 365 * -3;
int end = -10;
daysOffsetDTO.AlgoStartOffset = start;
daysOffsetDTO.AlgoEndOffset = end;
daysOffsetDTO.SmaShortStartOffset = start;
daysOffsetDTO.SmaShortEndOffset = end;
daysOffsetDTO.SmaShortStartOffset = start;
daysOffsetDTO.SmaLongEndOffset = end;
// Build InstanceParameters
InstanceParameters instanceParameters = InstanceConfig.ValidMetaData;
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO);
// Build save instance url
var url = algoInstanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
AlgoErrorDTO postInstanceDataResponseDTO = JsonUtils.DeserializeJson <AlgoErrorDTO>(postInstanceDataResponse.ResponseJson);
// Get instance data from DB
ClientInstanceEntity instanceDataFromDB = await ClientInstanceRepository.TryGetAsync(t => t.AlgoId == algoData.Id) as ClientInstanceEntity;
Assert.Multiple(() =>
{
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.InternalServerError));
Assert.That(postInstanceDataResponseDTO.ErrorMessage, Does.StartWith("Code:511-InitialWalletBalanceNotCalculated Message:Initial wallet balance could not be calculated. Could not get history price for"));
// Verify intance is not created in DB
Assert.That(instanceDataFromDB, Is.Null);
});
}
public async Task <InstanceDataDTO> SaveInstance(AlgoDataDTO algoData, AlgoInstanceType instanceType, bool useExistingWallet = true)
{
if (instanceType == AlgoInstanceType.Live)
{
walletDTO = useExistingWallet == true ? await GetExistingWallet() : await CreateTestWallet();
}
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(instanceType);
// Build InstanceParameters
instanceParameters = new InstanceParameters()
{
AssetPair = "BTCUSD",
TradedAsset = "USD",
InstanceTradeVolume = 4,
InstanceCandleInterval = CandleTimeInterval.Minute,
FunctionCandleInterval = CandleTimeInterval.Day,
FunctionCandleOperationMode = CandleOperationMode.CLOSE,
FunctionCapacity = 4,
InstanceFunctions = new List <FunctionType>()
{
FunctionType.SMA_Short, FunctionType.SMA_Long
}
};
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, instanceType, instanceParameters, daysOffsetDTO);
// Build save instance url
var url = instanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
string requestBody = JsonUtils.SerializeObject(instanceForAlgo);
var saveInstanceResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, requestBody, Method.POST);
message = $"POST {url} returned status: {saveInstanceResponse.Status} and response: {saveInstanceResponse.ResponseJson}. Expected: {HttpStatusCode.OK}";
Assert.That(saveInstanceResponse.Status, Is.EqualTo(HttpStatusCode.OK), message);
var instanceData = JsonUtils.DeserializeJson <InstanceDataDTO>(saveInstanceResponse.ResponseJson);
// Add Instance to the list so that it can be deleted in the the TearDown
instancesList.Add(instanceData);
return(instanceData);
}
public async Task PostInvalidInstanceTradedAsset(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Build InstanceParameters
InstanceParameters instanceParameters = new InstanceParameters()
{
AssetPair = "BTCUSD",
TradedAsset = "EUR",
InstanceTradeVolume = 2,
InstanceCandleInterval = CandleTimeInterval.Minute,
FunctionCandleInterval = CandleTimeInterval.Day,
FunctionCandleOperationMode = CandleOperationMode.CLOSE,
FunctionCapacity = 4,
InstanceFunctions = new List <FunctionType>()
{
FunctionType.SMA_Short, FunctionType.SMA_Long
}
};
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO);
string url = ApiPaths.ALGO_STORE_ALGO_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
AlgoErrorDTO postInstanceDataResponseDTO = JsonUtils.DeserializeJson <AlgoErrorDTO>(postInstanceDataResponse.ResponseJson);
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.BadRequest), "should be bad response erorr code");
Assert.That(postInstanceDataResponseDTO.ErrorMessage, Does.Contain("ValidationError Message:Asset <USD> is not valid for asset pair <BTCEUR>"), "we should receive erorr for the invalid traded asset");
}
public async Task AttemptToDeleteActiveAlgoInstance(AlgoInstanceType algoInstanceType)
{
// Create an algo
AlgoDataDTO algoData = await CreateAlgo();
// Start an instance
var instanceData = await SaveInstance(algoData, algoInstanceType);
// Build the body for the request
var model = new DeleteAlgoInstanceDTO
{
AlgoId = instanceData.AlgoId,
InstanceId = instanceData.InstanceId,
AlgoClientId = instanceData.AlgoClientId
};
// Send the request
var deleteAlgoInstance = await Consumer.ExecuteRequest(ApiPaths.ALGO_STORE_DELETE_INSTANCE,
Helpers.EmptyDictionary, JsonUtils.SerializeObject(model), Method.DELETE);
Assert.That(deleteAlgoInstance.Status, Is.EqualTo(HttpStatusCode.BadRequest));
// Get instance data from DB
ClientInstanceEntity instanceDataFromDB = await ClientInstanceRepository.TryGetAsync($"algo_{algoData.Id}", instanceData.InstanceId) as ClientInstanceEntity;
Assert.That(instanceDataFromDB, Is.Not.Null);
// Wait up to 3 minutes for the instance to start
await WaitAlgoInstanceToStart(instanceData.InstanceId);
// Send the request
deleteAlgoInstance = await Consumer.ExecuteRequest(ApiPaths.ALGO_STORE_DELETE_INSTANCE,
Helpers.EmptyDictionary, JsonUtils.SerializeObject(model), Method.DELETE);
Assert.That(deleteAlgoInstance.Status, Is.EqualTo(HttpStatusCode.BadRequest));
// Get instance data from DB
instanceDataFromDB = await ClientInstanceRepository.TryGetAsync($"algo_{algoData.Id}", instanceData.InstanceId) as ClientInstanceEntity;
Assert.That(instanceDataFromDB, Is.Not.Null);
}
public InstanceDataDTO(AlgoDataDTO algoData, WalletDTO wallet, AlgoInstanceType algoInstanceType, AlgoMetaDataInformation algoMetaDataInformation, string instanceName = null)
{
AlgoId = algoData.Id;
AlgoClientId = algoData.ClientId;
InstanceName = instanceName ?? $"{algoInstanceType} {Helpers.GetTimestampIso8601()}{GlobalConstants.AutoTest}_IntanceName";
AlgoInstanceType = algoInstanceType;
AlgoMetaDataInformation = algoMetaDataInformation;
if (algoInstanceType == AlgoInstanceType.Live)
{
WalletId = wallet.Id;
FakeTradingTradingAssetBalance = null;
FakeTradingAssetTwoBalance = null;
}
else
{
WalletId = null;
FakeTradingTradingAssetBalance = 8192;
FakeTradingAssetTwoBalance = 2.048;
}
}
public async Task PostInvalidAlgoId(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Build InstanceParameters
InstanceParameters instanceParameters = new InstanceParameters()
{
AssetPair = "BTCUSD",
TradedAsset = "EUR",
InstanceTradeVolume = 2,
InstanceCandleInterval = CandleTimeInterval.Minute,
FunctionCandleInterval = CandleTimeInterval.Day,
FunctionCandleOperationMode = CandleOperationMode.CLOSE,
FunctionCapacity = 4,
InstanceFunctions = new List <FunctionType>()
{
FunctionType.SMA_Short, FunctionType.SMA_Long
}
};
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO, true);
string url = ApiPaths.ALGO_STORE_ALGO_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.NotFound), "we should receive not found response code");
}
public async Task CheckTcBuildData(AlgoInstanceType algoInstanceType)
{
// Create an algo
AlgoDataDTO algoData = await CreateAlgo();
// Create an instance
var instanceData = await SaveInstance(algoData, algoInstanceType);
// Wait up to 3 minutes for the instance to start
await WaitAlgoInstanceToStart(instanceData.InstanceId);
// Get the Instance
ClientInstanceEntity instanceDataFromDB = await ClientInstanceRepository.TryGetAsync($"algo_{algoData.Id}", instanceData.InstanceId) as ClientInstanceEntity;
Assert.That(instanceDataFromDB, Is.Not.Null);
// Get TcBuild log
TcBuildEntity tcBuildDataFromDB = await TcBuildRepository.TryGetAsync("TcBuildEntity", instanceDataFromDB.TcBuildId) as TcBuildEntity;
Assert.That(tcBuildDataFromDB.InstanceId, Is.EqualTo(instanceDataFromDB.Id));
Assert.That(tcBuildDataFromDB.ClientId, Is.EqualTo(instanceDataFromDB.ClientId));
Assert.That(tcBuildDataFromDB.TcBuildId, Is.EqualTo(instanceDataFromDB.TcBuildId));
}
public static InstanceDataDTO BuildInstanceData(AlgoDataDTO algoData, WalletDTO walletDTO, AlgoInstanceType instanceType, InstanceParameters instanceParameters, DaysOffsetDTO daysOffsetDTO, string instanceName = null)
{
AlgoMetaDataInformation algoMetaDataInformation = BuildAlgoMetaDataInformation(instanceParameters, daysOffsetDTO);
if (instanceParameters.UseInvalidAlgoId)
{
algoData.Id = $"NonExistingAlgoId - {Helpers.GetFullUtcTimestamp()}";
}
return(new InstanceDataDTO(algoData, walletDTO, instanceType, algoMetaDataInformation, instanceName));
}
public async Task CreateAlgoWithInstanceAndCheckTrades(AlgoInstanceType algoInstanceType)
{
// Create algo
var algoData = await CreateAlgo();
// Create Live instance
var instanceData = await SaveInstance(algoData, algoInstanceType, useExistingWallet : false);
// Wait up to 3 minutes for the instance to start
await WaitAlgoInstanceToStart(instanceData.InstanceId);
// Get actual values from statistics endpoint 6 times within 1 minute
StatisticsDTO statistics = null;
for (int i = 0; i < 6; i++)
{
statistics = await GetStatisticsResponseAsync(instanceData);
}
Assert.That(statistics.TotalNumberOfTrades, Is.GreaterThan(0));
// Get trades fram algo store api
Dictionary <string, string> algoStoreTradesParams = new Dictionary <string, string>()
{
{ "instanceId", instanceData.InstanceId }
};
var instanceTradesAlgoStoreRequest = await Consumer.ExecuteRequest(ApiPaths.ALGO_STORE_GET_INSTANCE_TRADES, algoStoreTradesParams, null, Method.GET);
Assert.That(instanceTradesAlgoStoreRequest.Status, Is.EqualTo(HttpStatusCode.OK));
List <InstanceTradeDTO> instanceTradesAlgoStore = JsonUtils.DeserializeJson <List <InstanceTradeDTO> >(instanceTradesAlgoStoreRequest.ResponseJson);
// Get trades from DB
//List<AlgoInstanceTradesEntity> algoInstanceTrades = await AlgoInstanceTradesRepository.GetAllAsync(t => t.PartitionKey.StartsWith(instanceData.InstanceId)) as List<AlgoInstanceTradesEntity>;
// Assert there is at least one trade for the instance
Assert.That(instanceTradesAlgoStore.Count, Is.GreaterThan(0));
Assert.That(instanceTradesAlgoStore.Count, Is.GreaterThanOrEqualTo(statistics.TotalNumberOfTrades));
// Get trades from HFT api only if instance is Live
if (algoInstanceType == AlgoInstanceType.Live)
{
var hftTradesUrl = $"{BaseUrl.HftApiBaseUrl}{ApiPaths.HFT_HISTORY_TRADES}";
// Build HFT History trades query params
Dictionary <string, string> hftHistoryTradeQueryParams = new Dictionary <string, string>
{
{ "assetId", instanceParameters.TradedAsset },
{ "assetPairId", instanceParameters.AssetPair },
{ "skip", "0" },
{ "take", "100" }
};
var apiKey = (await GetAllWalletsOfUser()).Find(w => w.Id == walletDTO.Id).ApiKey;
Dictionary <string, string> hftHistoryTradeHeaders = new Dictionary <string, string>
{
{ "accept", "text/plain" },
{ "api-key", apiKey }
};
var instanceTradesHftRequest = await Consumer.ExecuteRequestCustomEndpoint(hftTradesUrl, hftHistoryTradeQueryParams, null, Method.GET, headers : hftHistoryTradeHeaders);
Assert.That(instanceTradesHftRequest.Status, Is.EqualTo(HttpStatusCode.OK));
List <InstanceTradeDTO> instanceTradesHFT = JsonUtils.DeserializeJson <List <InstanceTradeDTO> >(instanceTradesAlgoStoreRequest.ResponseJson);
Assert.That(instanceTradesHFT.Count, Is.GreaterThan(0));
Assert.That(instanceTradesHFT.Count, Is.GreaterThanOrEqualTo(statistics.TotalNumberOfTrades));
List <string> algoStoreTradeIds = instanceTradesAlgoStore.Select(x => x.OrderId).ToList();
List <string> hftTradeIds = instanceTradesHFT.Select(x => x.OrderId).ToList();
algoStoreTradeIds.Sort();
hftTradeIds.Sort();
Assert.That(algoStoreTradeIds, Is.SubsetOf(hftTradeIds));
}
}
public static InstanceDataDTO BuildInstanceData(AlgoDataDTO algoData, WalletDTO walletDTO, AlgoInstanceType instanceType, InstanceParameters instanceParameters, DaysOffsetDTO daysOffsetDTO, bool withInvalidAlgoId = false, bool withoutMetadaData = false)
{
AlgoMetaDataInformation algoMetaDataInformation = BuildAlgoMetaDataInformation(instanceParameters, daysOffsetDTO);
if (withInvalidAlgoId)
{
algoData.Id = $"NonExistingAlgoId - {Helpers.GetFullUtcTimestamp()}";
}
return(new InstanceDataDTO(algoData, walletDTO, instanceType, algoMetaDataInformation));
}
public async Task CheckHistoryCandles(AlgoInstanceType algoInstanceType)
{
int daysBack = -2;
// Create an algo
AlgoDataDTO algoData = await CreateAlgo();
// Start an instance
var instanceData = await SaveInstance(algoData, algoInstanceType);
// Wait up to 3 minutes for the instance to start
await WaitAlgoInstanceToStart(instanceData.InstanceId);
// Build History Api candles url
var historyApiCandlesUrl = $"{BaseUrl.AlgoStoreHistoryApiBaseUrl}{ApiPaths.ALGO_STORE_HISTORY_API_CANDLES}";
// Build params dictionary
Dictionary <string, string> historyApiCandlesRequestParams = new Dictionary <string, string>
{
{ "StartFrom", InstanceDataBuilder.FunctionsDictionary[FunctionType.SMA_Short.ToString()].StartingDate.ToString(GlobalConstants.ISO_8601_DATE_FORMAT) },
{ "EndOn", InstanceDataBuilder.FunctionsDictionary[FunctionType.SMA_Long.ToString()].EndingDate.AddDays(daysBack).ToString(GlobalConstants.ISO_8601_DATE_FORMAT) },
{ "IndicatorName", FunctionType.SMA_Short.ToString() }
};
// Get instance data from DB
ClientInstanceEntity instanceDataFromDB = await ClientInstanceRepository.TryGetAsync(t => t.Id == instanceData.InstanceId) as ClientInstanceEntity;
// Get instance history candles
var histiryApiCandles = await Consumer.ExecuteRequestCustomEndpoint(historyApiCandlesUrl, historyApiCandlesRequestParams, null, Method.GET, instanceDataFromDB.AuthToken);
Assert.That(histiryApiCandles.Status, Is.EqualTo(HttpStatusCode.OK));
List <CandleDTO> actualResult = JsonUtils.DeserializeJson <List <CandleDTO> >(histiryApiCandles.ResponseJson);
// Build Api v2 candles url
var apiV2CandlesUrl = $"{BaseUrl.ApiV2BaseUrl}{ApiPaths.API_V2_CANDLES_HISTORY}";
// Build params dictionary
Dictionary <string, string> apiV2CandlesRequestParams = new Dictionary <string, string>
{
{ "Type", "Spot" },
{ "PriceType", "Mid" },
{ "AssetPairId", InstanceDataBuilder.FunctionsDictionary[FunctionType.SMA_Short.ToString()].AssetPair },
{ "TimeInterval", InstanceDataBuilder.FunctionsDictionary[FunctionType.SMA_Short.ToString()].CandleTimeInterval.ToString() },
{ "FromMoment", InstanceDataBuilder.FunctionsDictionary[FunctionType.SMA_Long.ToString()].StartingDate.ToString(GlobalConstants.ISO_8601_DATE_FORMAT) },
{ "ToMoment", InstanceDataBuilder.FunctionsDictionary[FunctionType.SMA_Long.ToString()].EndingDate.AddDays(daysBack).ToString(GlobalConstants.ISO_8601_DATE_FORMAT) }
};
// Get expected history candles
var apiV2Candles = await Consumer.ExecuteRequestCustomEndpoint(apiV2CandlesUrl, apiV2CandlesRequestParams, null, Method.GET);
Assert.That(apiV2Candles.Status, Is.EqualTo(HttpStatusCode.OK));
ApiV2HistoryCandles apiV2HistoryCandles = JsonUtils.DeserializeJson <ApiV2HistoryCandles>(apiV2Candles.ResponseJson);
// Get expected result
List <CandleDTO> expectedResult = apiV2HistoryCandles.History.Select(c => new CandleDTO()
{
DateTime = c.DateTime,
Open = c.Open,
Close = c.Close,
High = c.High,
Low = c.Low
}).ToList();
// Sort actual and expected result by DateTime
actualResult.Sort((x, y) => x.DateTime.CompareTo(y.DateTime));
expectedResult.Sort((x, y) => x.DateTime.CompareTo(y.DateTime));
// Assert actual result equals expected result
Assert.That(actualResult.Count, Is.EqualTo(expectedResult.Count));
Assert.Multiple(() =>
{
for (int i = 0; i < actualResult.Count; i++)
{
Assert.Multiple(() =>
{
Assert.That(actualResult[i].DateTime, Is.EqualTo(expectedResult[i].DateTime));
Assert.That(actualResult[i].Open, Is.EqualTo(expectedResult[i].Open));
Assert.That(actualResult[i].Close, Is.EqualTo(expectedResult[i].Close));
Assert.That(actualResult[i].High, Is.EqualTo(expectedResult[i].High));
Assert.That(actualResult[i].Low, Is.EqualTo(expectedResult[i].Low));
});
}
});
}
public async Task CheckHistoryCandlesNeagtiveTests(AlgoInstanceType algoInstanceType)
{
// EndOn should be before the Indicator end date
// StartFrom should be after the Indicator start date
// StartFrom should be before EndOn
}
