public void ReturnLongOrderTakerFees(OrderTestParameters parameters)
{
IFeeModel feeModel = new BitfinexFeeModel();
Order order = parameters.CreateLongOrder(Quantity);
var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : HighPrice;
Assert.AreEqual(
BitfinexFeeModel.TakerFee * price * Math.Abs(Quantity),
feeModel.GetOrderFee(Security, order));
}
public void ReturnShortOrderMakerFees(OrderTestParameters parameters)
{
IFeeModel feeModel = new BitfinexFeeModel();
Order order = parameters.CreateShortOrder(Quantity);
var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : LowPrice;
var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));
Assert.AreEqual(
BitfinexFeeModel.MakerFee * price * Math.Abs(Quantity), fee.Value.Amount);
Assert.AreEqual(Currencies.USD, fee.Value.Currency);
}
public void Setup()
{
unit = new BitfinexFeeModel();
symbol = Symbol.Create("BTCUSD", SecurityType.Forex, Market.Bitfinex);
//hack: no parameterless constructors
sub = (SubscriptionDataConfig)System.Runtime.Serialization.FormatterServices.GetUninitializedObject(typeof(SubscriptionDataConfig));
security = new Mock <Security>(SecurityExchangeHours.AlwaysOpen(DateTimeZone.Utc), sub, new Cash("USD", 1, 1), new SymbolProperties("", "USD", 1, 1, 1));
security.Setup(s => s.Price).Returns(price);
security.Setup(s => s.AskPrice).Returns(price + 2);
security.Setup(s => s.BidPrice).Returns(price - 2);
}