public void ZbSendTest()
{
var content = @"{
""id"": 2157474,
""order_type"": ""limit"",
""quantity"": ""0.01"",
""disc_quantity"": ""0.0"",
""iceberg_total_quantity"": ""0.0"",
""side"": ""sell"",
""filled_quantity"": ""0.0"",
""price"": ""500.0"",
""created_at"": 1462123639,
""updated_at"": 1462123639,
""status"": ""live"",
""leverage_level"": 1,
""source_exchange"": ""QUOINE"",
""product_id"": 1,
""product_code"": ""CASH"",
""order_fee"": ""0.0""
}";
SetupRestMock <SendReply>(content);
var configStore = new JsonConfigStore("config.json", new List <IConfigValidator>());
var ba = new Zb.BrokerAdapter(new RestClient(), configStore);
var order = new Order {
Broker = Broker.Zb
};
ba.Send(order);
Assert.AreEqual("2157474", order.BrokerOrderId);
Assert.AreEqual(OrderStatus.New, order.Status);
Assert.IsTrue((order.SentTime - DateTime.Now).Seconds < 10);
Assert.IsTrue((order.LastUpdated - DateTime.Now).Seconds < 10);
}
private static void SendRefreshCancelAssert(Broker broker)
{
var configStore = new JsonConfigStore(ConfigPath, new List <IConfigValidator>());
var brokerConfig = configStore.Config.Brokers.First(x => x.Broker == broker);
var router = new BrokerAdapterRouter(new List <IBrokerAdapter>
{
new Bitflyer.BrokerAdapter(new RestClient(), configStore),
new Coincheck.BrokerAdapter(new RestClient(), configStore),
new Quoine.BrokerAdapter(new RestClient(), configStore)
});
var quotes = router.FetchQuotes(broker);
var bestAsk = quotes.Min(x => x.Price);
var targetAsk = bestAsk - 50000;
var order = new Order
{
Broker = broker,
Size = 0.01m,
Price = targetAsk,
Side = OrderSide.Buy,
CashMarginType = brokerConfig.CashMarginType,
LeverageLevel = brokerConfig.LeverageLevel
};
Debug.WriteLine(order);
Assert.AreEqual(OrderStatus.PendingNew, order.Status);
Assert.AreEqual(null, order.BrokerOrderId);
router.Send(order);
Debug.WriteLine("Sent the order.");
Debug.WriteLine(order);
Assert.AreEqual(OrderStatus.New, order.Status);
Assert.IsTrue(order.BrokerOrderId != null);
Assert.IsTrue(!order.BrokerOrderId.IsNullOrEmpty());
var lastUpdated = order.LastUpdated;
while (true)
{
Debug.WriteLine("Checking if order is refreshed.");
Thread.Sleep(500);
router.Refresh(order);
Debug.WriteLine("Refreshed.");
Debug.WriteLine(order);
if (lastUpdated != order.LastUpdated)
{
break;
}
Debug.WriteLine("Not refreshed yet.");
}
Assert.AreEqual(OrderStatus.New, order.Status);
router.Cancel(order);
Debug.WriteLine("Canceled.");
Debug.WriteLine(order);
Assert.AreEqual(OrderStatus.Canceled, order.Status);
}
//[Ignore]
public void HpxGetBalanceTest2()
{
var broker = Broker.Hpx;
var configStore = new JsonConfigStore(ConfigPath, new List <IConfigValidator>());
var brokerConfig = configStore.Config.Brokers.First(x => x.Broker == broker);
var ba = new Hpx.BrokerAdapter(new RestClient(), configStore);
var leg1Position = ba.GetBalance();
}
public void HpxCancelTest()
{
var configStore = new JsonConfigStore("config.json", new List <IConfigValidator>());
var ba = new BrokerAdapter(new RestClient(), configStore);
var order = new Order {
Broker = Broker.Hpx, BrokerOrderId = "2157479", Size = 0.01m
};
ba.Cancel(order);
}
public void ZbRefreshTest()
{
var configStore = new JsonConfigStore("config.json", new List <IConfigValidator>());
var ba = new Zb.BrokerAdapter(new RestClient(), configStore);
var order = new Order {
Broker = Broker.Zb, BrokerOrderId = "2018042215267240", Size = 0.1m
};
ba.Refresh(order);
}
public void ZbFetchQuoteTest()
{
var broker = Broker.Zb;
var configStore = new JsonConfigStore(ConfigPath, new List <IConfigValidator>());
var brokerConfig = configStore.Config.Brokers.First(x => x.Broker == broker);
var ba = new Zb.BrokerAdapter(new RestClient(), configStore);
var leg1Position = ba.FetchQuotes();
Debug.WriteLine($"{broker} {leg1Position}");
}
public void JsonConfigStoreConfigTest()
{
var store = new JsonConfigStore("config_test.json", new List <IConfigValidator>());
var config = store.Config;
Assert.AreEqual(true, config.DemoMode);
Assert.AreEqual(100, config.PriceMergeSize);
Assert.AreEqual(3, config.Brokers.Count);
Assert.AreEqual(Broker.Zb, config.Brokers[1].Broker);
}
//[Ignore]
public void CoincheckGetBtcPositionTest2()
{
var broker = Broker.Coincheck;
var configStore = new JsonConfigStore(ConfigPath, new List <IConfigValidator>());
var brokerConfig = configStore.Config.Brokers.First(x => x.Broker == broker);
var ba = new Coincheck.BrokerAdapter(new RestClient(), configStore);
var btcPosition = ba.GetBtcPosition();
Debug.WriteLine($"{broker}: {btcPosition}");
}
public void JsonConfigStoreConfigTest()
{
var store = new JsonConfigStore("config_test.json");
var config = store.Config;
Assert.AreEqual(true, config.DemoMode);
Assert.AreEqual(100, config.PriceMergeSize);
Assert.AreEqual(3, config.Brokers.Count);
Assert.AreEqual(Broker.Bitflyer, config.Brokers[1].Broker);
Assert.AreEqual(0.30m, config.Brokers[1].MaxLongPosition);
}
//[Ignore]
public void QuoineGetBtcPositionTest2()
{
var broker = Broker.Quoine;
var configStore = new JsonConfigStore(ConfigPath, new List <IConfigValidator>());
var brokerConfig = configStore.Config.Brokers.First(x => x.Broker == broker);
brokerConfig.CashMarginType = CashMarginType.Cash;
var ba = new Quoine.BrokerAdapter(new RestClient(), configStore);
var btcPosition = ba.GetBtcPosition();
Debug.WriteLine($"{broker} {brokerConfig.CashMarginType}: {btcPosition}");
}
public void JsonConfigProvider()
{
var provider = new JsonConfigStore("./files/config.json");
var config = provider.Read();
Assert.AreEqual(4, config.Settings.Count());
Assert.AreEqual(2, config.Settings.Where(x => x.Scope.Environment == "E2").Count());
Assert.AreEqual("V4", config.Settings.Where(x => x.Scope.Environment == "E2")
.FirstOrDefault(x => x.Key == "K2").Definition);
}
public void GetOrdersStateTest()
{
var configStore = new JsonConfigStore("config.json", new List <IConfigValidator>());
var ba = new BrokerAdapter(new RestClient(), configStore);
string response = ba.GetOrdersState(1, 1);
JObject j = JObject.Parse(response);
JArray ja = JArray.Parse(j["data"].ToString());
List <OrderStateReply> ordersState = ja.ToObject <List <OrderStateReply> >();
Order o = new Order();
o.Size = 0.04m;
ordersState[0].SetOrder(o);
}
public ConfigController()
{
if (_config == null)
{
string path = HostingEnvironment.MapPath(@"~/App_Data/example.json");
var json = File.ReadAllText(path);
var provider = new JsonConfigStore(json);
_config = provider.Read();
}
}
//[Ignore]
public void CoincheckGetBtcPositionTest()
{
var broker = Broker.Coincheck;
var configStore = new JsonConfigStore(ConfigPath, new List <IConfigValidator>());
var brokerConfig = configStore.Config.Brokers.First(x => x.Broker == broker);
var dic = new Dictionary <CashMarginType, decimal>();
foreach (CashMarginType cashMarginEnum in Enum.GetValues(typeof(CashMarginType)))
{
brokerConfig.CashMarginType = cashMarginEnum;
var ba = new Coincheck.BrokerAdapter(new RestClient(), configStore);
var btcPosition = ba.GetBtcPosition();
Debug.WriteLine($"{broker} {cashMarginEnum}: {btcPosition}");
dic.Add(cashMarginEnum, btcPosition);
}
Assert.AreEqual(dic[CashMarginType.MarginClose], dic[CashMarginType.MarginOpen]);
Assert.AreEqual(dic[CashMarginType.NetOut], dic[CashMarginType.MarginOpen]);
Assert.AreEqual(dic[CashMarginType.MarginClose], dic[CashMarginType.NetOut]);
}
