public void MapOrderTypeToBitfinexTest()
{
_algo.Setup(a => a.BrokerageModel.AccountType).Returns(AccountType.Cash);
_unit = new BitfinexBrokerage("http://localhost", _wss.Object, _rest.Object, "abc", "123", _algo.Object);
var expected = GetDescriptionFromEnumValue(BitfinexOrderType.exchangeMarket);
var actual = _unit.MapOrderType(OrderType.Market);
Assert.AreEqual(expected, actual);
expected = GetDescriptionFromEnumValue(BitfinexOrderType.exchangeLimit);
actual = _unit.MapOrderType(OrderType.Limit);
Assert.AreEqual(expected, actual);
expected = GetDescriptionFromEnumValue(BitfinexOrderType.exchangeStop);
actual = _unit.MapOrderType(OrderType.StopMarket);
Assert.AreEqual(expected, actual);
Assert.Throws <Exception>(() => _unit.MapOrderType(OrderType.StopLimit));
_algo.Setup(a => a.BrokerageModel.AccountType).Returns(AccountType.Margin);
_unit = new BitfinexBrokerage("http://localhost", _wss.Object, _rest.Object, "abc", "123", _algo.Object);
expected = GetDescriptionFromEnumValue(BitfinexOrderType.market);
actual = _unit.MapOrderType(OrderType.Market);
Assert.AreEqual(expected, actual);
expected = GetDescriptionFromEnumValue(BitfinexOrderType.limit);
actual = _unit.MapOrderType(OrderType.Limit);
Assert.AreEqual(expected, actual);
expected = GetDescriptionFromEnumValue(BitfinexOrderType.stop);
actual = _unit.MapOrderType(OrderType.StopMarket);
Assert.AreEqual(expected, actual);
}
public void Setup()
{
_algo = new Mock <IAlgorithm>();
_algo.Setup(a => a.BrokerageModel.AccountType).Returns(_accountType);
_unit = new BitfinexBrokerage("http://localhost", _wss.Object, _rest.Object, "abc", "123", _algo.Object);
_rest = new Mock <IRestClient>();
_symbol = Symbol.Create("BTCUSD", SecurityType.Crypto, Market.Bitfinex);
}
public void MapOrderStatusTest()
{
var response = new OrderStatusResponse
{
IsCancelled = true,
IsLive = true
};
var expected = OrderStatus.Canceled;
var actual = BitfinexBrokerage.MapOrderStatus(response);
Assert.AreEqual(expected, actual);
response.IsCancelled = false;
expected = OrderStatus.Submitted;
actual = BitfinexBrokerage.MapOrderStatus(response);
Assert.AreEqual(expected, actual);
response.RemainingAmount = "1";
response.ExecutedAmount = "0";
expected = OrderStatus.Submitted;
actual = BitfinexBrokerage.MapOrderStatus(response);
Assert.AreEqual(expected, actual);
response.RemainingAmount = "1";
response.ExecutedAmount = "1";
expected = OrderStatus.PartiallyFilled;
actual = BitfinexBrokerage.MapOrderStatus(response);
Assert.AreEqual(expected, actual);
response.RemainingAmount = "0";
response.ExecutedAmount = "1";
expected = OrderStatus.Submitted;
actual = BitfinexBrokerage.MapOrderStatus(response);
Assert.AreEqual(expected, actual);
response.RemainingAmount = "0";
response.ExecutedAmount = "0";
response.IsLive = false;
expected = OrderStatus.Invalid;
actual = BitfinexBrokerage.MapOrderStatus(response);
Assert.AreEqual(expected, actual);
response.RemainingAmount = "";
response.ExecutedAmount = "";
response.IsLive = false;
expected = OrderStatus.Invalid;
actual = BitfinexBrokerage.MapOrderStatus(response);
Assert.AreEqual(expected, actual);
response.RemainingAmount = null;
response.ExecutedAmount = null;
response.IsLive = false;
expected = OrderStatus.Invalid;
actual = BitfinexBrokerage.MapOrderStatus(response);
Assert.AreEqual(expected, actual);
}
public void Setup()
{
_algo.Setup(a => a.BrokerageModel.AccountType).Returns(_accountType);
_unit = new BitfinexBrokerage("http://localhost", _wss.Object, _rest.Object, ApiKey, "123", _algo.Object);
_rest = new Mock <IRestClient>();
_symbol = Symbol.Create("BTCUSD", SecurityType.Crypto, Market.Bitfinex);
_wss.Setup(m => m.Connect()).Verifiable();
_wss.Setup(m => m.Close()).Verifiable();
}
public static void AddOrder(BitfinexBrokerage unit, int id, string brokerId, int quantity)
{
var order = new Orders.MarketOrder {
BrokerId = new List <string> {
brokerId
}, Quantity = quantity, Id = id, Symbol = GetSecurity().Symbol
};
unit.CachedOrderIDs.TryAdd(1, order);
unit.FillSplit.TryAdd(id, new BitfinexFill(order));
}
public void Setup()
{
var priceProvider = new Mock<IPriceProvider>();
priceProvider.Setup(x => x.GetLastPrice(It.IsAny<Symbol>())).Returns(1.234m);
var aggregator = new Mock<IDataAggregator>();
_brokerage = new BitfinexBrokerage(
_webSocket.Object,
_restClient.Object,
"apikey",
"apisecret",
_algorithm,
priceProvider.Object,
aggregator.Object);
_algorithm.SetBrokerageModel(new BitfinexBrokerageModel());
}
/// <summary>
/// Initializes a new instance of the <see cref="BitfinexDataDownloader"/> class
/// </summary>
public BitfinexDataDownloader()
{
_brokerage = new BitfinexBrokerage(_wss, _rest, null, null, null, null);
_brokerage.Connect();
}
