public void CloseFromLong(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("CLOSE FROM LONG");
Log.Trace("");
// first go long
PlaceZerodhaOrderWaitForStatus(parameters.CreateLongMarketOrder(GetDefaultQuantity()), OrderStatus.Filled);
// now close it
PlaceZerodhaOrderWaitForStatus(parameters.CreateShortOrder(GetDefaultQuantity()), parameters.ExpectedStatus);
}
public void ReturnShortOrderTakerFees(OrderTestParameters parameters)
{
IFeeModel feeModel = new BitfinexFeeModel();
Order order = parameters.CreateShortOrder(Quantity);
var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : LowPrice;
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 ReturnShortOrderCustomTakerFees(decimal mFee, decimal tFee, OrderTestParameters parameters)
{
IFeeModel feeModel = new BinanceFeeModel(mFee, tFee);
var order = parameters.CreateShortOrder(Quantity);
var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : LowPrice;
var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));
Assert.AreEqual(
tFee * price * Math.Abs(Quantity),
fee.Value.Amount);
Assert.AreEqual("USDT", fee.Value.Currency);
}
public void ReturnShortOrderTakerFees(OrderTestParameters parameters)
{
IFeeModel feeModel = new KrakenFeeModel();
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(
KrakenFeeModel.TakerTier1CryptoFee * 1 * Math.Abs(Quantity), fee.Value.Amount);
Assert.AreEqual("ETH", fee.Value.Currency);
}
public virtual void ShortFromLong(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("SHORT FROM LONG");
Log.Trace("");
// first go long
PlaceZerodhaOrderWaitForStatus(parameters.CreateLongMarketOrder(GetDefaultQuantity()));
// now go net short
var order = PlaceZerodhaOrderWaitForStatus(parameters.CreateShortOrder(2 * GetDefaultQuantity()), parameters.ExpectedStatus);
if (parameters.ModifyUntilFilled)
{
ModifyOrderUntilFilled(order, parameters);
}
}