public async Task OvernightSwapCalculation_Success()
{
_bestPriceConsumer.SendEvent(this,
new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "BTCUSD", Bid = 9000M, Ask = 9010M
}));
await _accountAssetsRepository.AddOrReplaceAsync(new AccountAssetPair
{
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
BaseAssetId = "USD",
Instrument = "BTCUSD",
LeverageInit = 100,
LeverageMaintenance = 150,
SwapLong = 100,
SwapShort = 100,
OvernightSwapLong = 1,
OvernightSwapShort = 1
});
await _accountAssetsManager.UpdateAccountAssetsCache();
var accountId = (await _fakeMarginTradingAccountsRepository.GetAllAsync("1"))
.First(x => x.ClientId == "1" && x.BaseAssetId == "USD").Id;
_ordersCache.ActiveOrders.Add(new Order
{
Id = "1",
AccountId = accountId,
Instrument = "BTCUSD",
ClientId = "1",
TradingConditionId = "1",
AccountAssetId = "USD",
Volume = 1,
OpenDate = new DateTime(2017, 01, 01, 20, 50, 0),
CloseDate = new DateTime(2017, 01, 02, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder()
{
Volume = 1
}
}),
LegalEntity = "LYKKETEST",
});
var accountBalance = (await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance;
_overnightSwapService.CalculateAndChargeSwaps();
var calc = _overnightSwapCache.GetAll().First();
Assert.AreEqual(24.68493151M, calc.Value);
Assert.True(calc.IsSuccess);
Assert.AreEqual(accountBalance - 24.68493151M, (await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance);
}
public async Task Is_Swaps_Correct()
{
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "EURUSD", Bid = 1.02M, Ask = 1.04M
}));
_accountAssetsRepository.AddOrReplaceAsync(new AccountAssetPair
{
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
BaseAssetId = "USD",
Instrument = "EURUSD",
LeverageInit = 100,
LeverageMaintenance = 150,
SwapLong = 100,
SwapShort = 100
}).Wait();
await _accountAssetsManager.UpdateAccountAssetsCache();
var dayOrder = new Order
{
AccountAssetId = "USD",
Instrument = "EURUSD",
Volume = 20,
OpenDate = new DateTime(2017, 01, 01, 20, 50, 0),
CloseDate = new DateTime(2017, 01, 02, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder()
{
Volume = 20
}
}),
SwapCommission = 100
};
var swapsForDay = _swapService.GetSwaps(dayOrder);
var twoDayOrder = new Order
{
AccountAssetId = "USD",
Instrument = "EURUSD",
Volume = 20,
OpenDate = new DateTime(2017, 01, 01, 20, 50, 0),
CloseDate = new DateTime(2017, 01, 03, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder>()
{
new MatchedOrder()
{
Volume = 20
}
}),
SwapCommission = 100
};
var swapsFor2Days = _swapService.GetSwaps(twoDayOrder);
Assert.AreEqual(5.69863014m, swapsForDay);
Assert.AreEqual(11.39726027m, swapsFor2Days);
}
public async Task <IAccountAssetPair> AddOrReplaceAccountAssetAsync(IAccountAssetPair model)
{
await _pairsRepository.AddOrReplaceAsync(model);
await UpdateAccountAssetsCache();
await _clientNotifyService.NotifyTradingConditionsChanged(model.TradingConditionId);
return(model);
}
public async Task OvernightSwapCalculation_Success()
{
var dsMock = Mock.Get(Container.Resolve <IDateService>());
dsMock.Setup(d => d.Now()).Returns(new DateTime(2017, 1, 2));
await _accountAssetsRepository.AddOrReplaceAsync(new AccountAssetPair
{
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
BaseAssetId = "USD",
Instrument = "BTCUSD",
LeverageInit = 100,
LeverageMaintenance = 150,
SwapLong = 100,
SwapShort = 100,
OvernightSwapLong = 1,
OvernightSwapShort = 1
});
await _accountAssetsManager.UpdateAccountAssetsCache();
var accountId = (await _fakeMarginTradingAccountsRepository.GetAllAsync("1"))
.First(x => x.ClientId == "1" && x.BaseAssetId == "USD").Id;
_ordersCache.ActiveOrders.Add(new Order
{
Id = "1",
AccountId = accountId,
Instrument = "BTCUSD",
ClientId = "1",
TradingConditionId = "1",
AccountAssetId = "USD",
Volume = 1,
OpenDate = new DateTime(2017, 01, 01, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder()
{
Volume = 1
}
}),
LegalEntity = "LYKKETEST",
});
_ordersCache.ActiveOrders.Add(new Order
{
Id = "2",
AccountId = accountId,
Instrument = "BTCUSD",
ClientId = "1",
TradingConditionId = "1",
AccountAssetId = "USD",
Volume = 1,
OpenDate = new DateTime(2017, 01, 02, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder()
{
Volume = 1
}
}),
LegalEntity = "LYKKETEST",
});
const decimal swapValue = 0.00273973M;
var initialAccountBalance = (await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance;
_overnightSwapService.CalculateAndChargeSwaps();
var calculations = _overnightSwapCache.GetAll();
Assert.AreEqual(1, calculations.Count); //only order 1 should be calculated
var singleCalc = calculations.First();
Assert.AreEqual(swapValue, singleCalc.Value);
Assert.True(singleCalc.IsSuccess);
Assert.AreEqual(initialAccountBalance - swapValue, (await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance);
//move few hours later and calculate again
dsMock.Setup(d => d.Now()).Returns(new DateTime(2017, 1, 2, 2, 0, 0));
//nothing should change
calculations = _overnightSwapCache.GetAll();
Assert.AreEqual(1, calculations.Count);
Assert.AreEqual(initialAccountBalance - swapValue, (await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance);
_overnightSwapService.CalculateAndChargeSwaps();
//move to next day and calculate again
dsMock.Setup(d => d.Now()).Returns(new DateTime(2017, 1, 3));
_overnightSwapService.CalculateAndChargeSwaps();
calculations = _overnightSwapCache.GetAll();
Assert.AreEqual(2, calculations.Count); // both order 1 and order 2 should be calculated
Assert.AreEqual(initialAccountBalance - swapValue * 3,
(await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance);
}