public void MostProfitableTrade_Rule_OpportunityList_Null_Or_Empty()
{
ArbitrationOpportunity result = ArbitrationFilter.MostProfitableTrade(null);
Assert.IsTrue(result == null);
result = ArbitrationFilter.MostProfitableTrade(new List <ArbitrationOpportunity>());
Assert.IsTrue(result == null);
}
public void TradeForExchangeWithLowestBtc_Rule_Validate()
{
List <BaseExchange> exchangeList = CreateExchangeList(new Anx(), new Bitstamp(), new Btce(), new ItBit(), new Btce(), new Kraken(), new Anx());
List <ArbitrationOpportunity> opportunityList = new List <ArbitrationOpportunity>();
ArbitrationOpportunity result;
exchangeList[0].AvailableBtc = 0.6524987m;
exchangeList[1].AvailableBtc = 0.9654689m;
exchangeList[2].AvailableBtc = 1.069509478320m;
exchangeList[3].AvailableBtc = 8.657849810m;
exchangeList[4].AvailableBtc = 98.14651m;
exchangeList[5].AvailableBtc = 9.98163521m;
exchangeList[6].AvailableBtc = 0.0m;
ArbitrationOpportunity opportunity1 = new ArbitrationOpportunity(exchangeList[0], exchangeList[1]);
opportunity1.Profit = 7.87m;
opportunity1.SellExchange = exchangeList[1];
opportunityList.Add(opportunity1);
//Test case: only 1 opportunity in list
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == opportunity1);
ArbitrationOpportunity opportunity2 = new ArbitrationOpportunity(exchangeList[3], exchangeList[2]);
opportunity2.Profit = 7.48m;
opportunityList.Add(opportunity2);
ArbitrationOpportunity opportunity3 = new ArbitrationOpportunity(exchangeList[5], exchangeList[0]);
opportunity3.Profit = 4.57m;
opportunityList.Add(opportunity3);
ArbitrationOpportunity opportunity4 = new ArbitrationOpportunity(exchangeList[1], exchangeList[4]);
opportunity4.Profit = 87.00m;
opportunityList.Add(opportunity4);
//Test case: no exchanges in the exchangelist map to any sell exchanges for an opportunity
List <BaseExchange> exchangeList2 = CreateExchangeList(new ItBit(), new Kraken(), new ItBit(), new Kraken());
result = ArbitrationFilter.TradeForExchangeWithLowestBtc(opportunityList, exchangeList2);
Assert.IsTrue(result == null);
//Test case: Correct opportunity is in the middle of the opportunity list
result = ArbitrationFilter.TradeForExchangeWithLowestBtc(opportunityList, exchangeList);
Assert.IsTrue(result == opportunity3);
//Test case: All opportunities have the same profit, opportunity for UseCryptos is returned because it has the least balance
ArbitrationOpportunity opportunity5 = new ArbitrationOpportunity(exchangeList[1], exchangeList[6]);
opportunity4.Profit = 87.00m;
opportunityList.Add(opportunity5);
result = ArbitrationFilter.TradeForExchangeWithLowestBtc(opportunityList, exchangeList);
Assert.IsTrue(result == opportunity5);
}
public void TradeForExchangeWithLowestBtc_Rule_OpportunityList_Empty()
{
List <BaseExchange> exchangeList = CreateExchangeList(new Anx(), new Btce(), new Bitstamp());
//Pass in a non empty exchange list
ArbitrationOpportunity result = ArbitrationFilter.TradeForExchangeWithLowestBtc(new List <ArbitrationOpportunity>(), exchangeList);
Assert.IsTrue(result == null);
}
public void TradeForExchangeWithLowestBtc_Rule_ExchangeList_Empty()
{
//Create a list of opportunities with at least 1 opportunity
List <ArbitrationOpportunity> opportunityList = new List <ArbitrationOpportunity>();
ArbitrationOpportunity opportunity1 = new ArbitrationOpportunity(new Anx(), new Bitstamp());
opportunityList.Add(opportunity1);
ArbitrationOpportunity result = ArbitrationFilter.TradeForExchangeWithLowestBtc(opportunityList, new List <BaseExchange>());
Assert.IsTrue(result == null);
}
public void MostProfitableTrade_Rule_Validate()
{
List <BaseExchange> exchangeList = CreateExchangeList(new Anx(), new Bitstamp(), new Btce(), new ItBit(), new Kraken());
List <ArbitrationOpportunity> opportunityList = null;
ArbitrationOpportunity result;
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == null);
opportunityList = new List <ArbitrationOpportunity>();
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == null);
ArbitrationOpportunity opportunity1 = new ArbitrationOpportunity(exchangeList[0], exchangeList[1]);
opportunity1.Profit = 7.87m;
ArbitrationOpportunity opportunity2 = new ArbitrationOpportunity(exchangeList[3], exchangeList[2]);
opportunity2.Profit = 7.48m;
ArbitrationOpportunity opportunity3 = new ArbitrationOpportunity(exchangeList[4], exchangeList[3]);
opportunity3.Profit = 4.57m;
ArbitrationOpportunity opportunity4 = new ArbitrationOpportunity(exchangeList[1], exchangeList[4]);
opportunity4.Profit = 87.00m;
opportunityList.Add(opportunity1);
opportunityList.Add(opportunity2);
opportunityList.Add(opportunity3);
opportunityList.Add(opportunity4);
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == opportunity4);
opportunity2.Profit = 87.01m;
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == opportunity2);
opportunity1.Profit = 1000.00m;
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == opportunity1);
}
public void TradeForExchangeWithLowestBtc_Rule_ExchangeList_Null()
{
ArbitrationOpportunity result = ArbitrationFilter.TradeForExchangeWithLowestBtc(new List <ArbitrationOpportunity>(), null);
}
public void TradeForExchangeWithLowestBtc_Rule_OpportunityList_Null()
{
ArbitrationOpportunity result = ArbitrationFilter.TradeForExchangeWithLowestBtc(null, new List <BaseExchange>());
}
public void MostProfitableTradeWithPercentRestriction_Rule_Validate()
{
List <BaseExchange> exchangeList = CreateExchangeList(new Anx(), new Bitstamp(), new Btce(), new ItBit(), new Kraken(), new Anx());
List <ArbitrationOpportunity> opportunityList = new List <ArbitrationOpportunity>();
ArbitrationOpportunity result;
//Ensure an exception is thrown when exchangeList is null
try
{
ArbitrationFilter.MostProfitableTradeWithPercentRestriction(opportunityList, null, 0.20m);
}
catch (ArgumentNullException) {}
//Ensure an exception is thrown when opportunityList is null
try
{
ArbitrationFilter.MostProfitableTradeWithPercentRestriction(null, exchangeList, 0.20m);
}
catch (ArgumentNullException) { }
//Ensure an exception is thrown when percentRestrictionAsDecimal is not valid
try
{
ArbitrationFilter.MostProfitableTradeWithPercentRestriction(opportunityList, exchangeList, -0.0000001m);
}
catch (ArgumentException) { }
try
{
ArbitrationFilter.MostProfitableTradeWithPercentRestriction(opportunityList, exchangeList, 1.00000001m);
}
catch (ArgumentException) { }
//Ensure an empty excchange list returns null
List <ArbitrationOpportunity> throwAwayOpportunityList = new List <ArbitrationOpportunity>();
throwAwayOpportunityList.Add(new ArbitrationOpportunity(exchangeList[0], exchangeList[1]));
result = ArbitrationFilter.MostProfitableTradeWithPercentRestriction(throwAwayOpportunityList, new List <BaseExchange>(), 0.45m);
Assert.IsTrue(result == null);
//Give all the test exchanges some money
//Have a total of = $500.00
exchangeList[0].AvailableFiat = 50.0m; //10%
exchangeList[1].AvailableFiat = 125.0m; //25%
exchangeList[2].AvailableFiat = 225.0m; //45%
exchangeList[3].AvailableFiat = 25.0m; //5%
exchangeList[4].AvailableFiat = 40.0m; //8%
exchangeList[5].AvailableFiat = 35.0m; //7%
//Ensure an empty opportunity list returns null
result = ArbitrationFilter.MostProfitableTradeWithPercentRestriction(opportunityList, exchangeList, 0.45m);
Assert.IsTrue(result == null);
//Buy @ Anx, sell @ Bitstamp. Would give Bitstamp 30.2% of the total money
ArbitrationOpportunity opportunity1 = new ArbitrationOpportunity(exchangeList[0], exchangeList[1]);
opportunity1.TotalSellCost = 26.0m;
opportunity1.Profit = 0.81m;
opportunityList.Add(opportunity1);
//Ensure in a list of 1, where the opportunity is valid, that opportunity is returned.
result = ArbitrationFilter.MostProfitableTradeWithPercentRestriction(opportunityList, exchangeList, 0.45m);
Assert.IsTrue(result == opportunity1);
//Ensure in a list of 1, where the opportunity is not valid, null is returned
result = ArbitrationFilter.MostProfitableTradeWithPercentRestriction(opportunityList, exchangeList, 0.25m);
Assert.IsTrue(result == null);
//Buy @ Bitstamp, sell @ btce. Would give Btce %53
ArbitrationOpportunity opportunity2 = new ArbitrationOpportunity(exchangeList[1], exchangeList[2]);
opportunity2.TotalSellCost = 40.00m;
opportunity2.Profit = 1.07m;
opportunityList.Add(opportunity2);
//In an out-of-order list of 2, the most profitable is still returned
result = ArbitrationFilter.MostProfitableTradeWithPercentRestriction(opportunityList, exchangeList, 0.53m);
Assert.IsTrue(result == opportunity2);
//Buy @ JustCoin, sell @ Kraken. Would give Kraken 8.4%
ArbitrationOpportunity opportunity3 = new ArbitrationOpportunity(exchangeList[3], exchangeList[4]);
opportunity3.TotalSellCost = 2.0m;
opportunity3.Profit = 0.01m;
opportunityList.Add(opportunity3);
//List of three, least profitable is the only valid
result = ArbitrationFilter.MostProfitableTradeWithPercentRestriction(opportunityList, exchangeList, 0.3019m);
Assert.IsTrue(result == opportunity3);
//List of two, second most profitable is valid
result = ArbitrationFilter.MostProfitableTradeWithPercentRestriction(opportunityList, exchangeList, 0.47982m);
Assert.IsTrue(result == opportunity1);
}
