public void PersistArbitrationOpportunityWithoutRunId()
{
ArbitrationOpportunity testArbitrationTrade = new ArbitrationOpportunity(new Bitstamp(), new Kraken());
//This should result in an error since testArbitrationTrade.ArbitrationRunId was not set.
testArbitrationTrade.PersistToDb();
}
public static ArbitrationOpportunity CreateArbitrationOpportunity(BaseExchange BuyExchange, BaseExchange SellExchange, int ArbitrationRunId, decimal amount = 0.0m)
{
ArbitrationOpportunity returnOpportunity = new ArbitrationOpportunity(BuyExchange, SellExchange);
returnOpportunity.ArbitrationRunId = ArbitrationRunId;
returnOpportunity.BuyAmount = amount;
returnOpportunity.PersistToDb();
//If there was a problem saving the opportunity to the db.
if (returnOpportunity.Id == null)
{
throw new Exception();
}
return(returnOpportunity);
}
public void PersistArbitrationOpportunity()
{
//Arbitraty test values
decimal buyAmount = 351.654316m;
decimal sellAmount = 351.654316m;
decimal buyPrice = 409.21m;
decimal sellPrice = 410.87m;
decimal totalBuyCost = 1201.14m;
decimal totalSellCost = 1301.54m;
decimal profit = totalSellCost - totalBuyCost;
string buyOrderId = "Abc-123";
string sellOrderId = "123-Abc";
DateTime executionDateTime = DateTime.Now;
Bitstamp buyExchange = new Bitstamp();
Btce sellExchange = new Btce();
ArbitrationRun testRun = null;
ArbitrationRun updateTestRun = null;
ArbitrationOpportunity testArbitrationTrade = null;
try
{
testRun = TestsHelper.CreateArbitrationRun();
updateTestRun = TestsHelper.CreateArbitrationRun();
testArbitrationTrade = new ArbitrationOpportunity(buyExchange, sellExchange);
testArbitrationTrade.BuyAmount = buyAmount;
testArbitrationTrade.SellAmount = sellAmount;
testArbitrationTrade.ArbitrationRunId = testRun.Id.Value;
testArbitrationTrade.BuyPrice = buyPrice;
testArbitrationTrade.ExecutionDateTime = executionDateTime;
testArbitrationTrade.Profit = profit;
testArbitrationTrade.SellPrice = sellPrice;
testArbitrationTrade.TotalBuyCost = totalBuyCost;
testArbitrationTrade.TotalSellCost = totalSellCost;
testArbitrationTrade.BuyOrderId = buyOrderId;
testArbitrationTrade.SellOrderId = sellOrderId;
//Now that the arbitration trade has been set up, save it to the db.
testArbitrationTrade.PersistToDb();
//Ensure an id was set after the initial insert
Assert.IsTrue(testArbitrationTrade.Id != null);
string insertFetchSql = string.Format("" +
"select " +
" ID, " +
" CREATE_DATETIME, " +
" LAST_MODIFIED_DATETIME " +
"from " +
" ARBITRATION_TRADE " +
"where " +
" ID = {0} AND " +
" BUY_AMOUNT = {1} AND " +
" BUY_PRICE = {2} AND " +
" SELL_PRICE = {3} AND" +
" TOTAL_BUY_COST = {4} AND " +
" TOTAL_SELL_COST = {5} AND " +
" PROFIT = {6} AND " +
" EXECUTION_DATETIME = '{7}' AND " +
" SELL_EXCHANGE = '{8}' AND " +
" BUY_EXCHANGE = '{9}' AND " +
" BUY_ORDER_ID = '{10}' AND " +
" SELL_ORDER_ID = '{11}' AND " +
" ARBITRATION_RUN_ID = {12} AND " +
" SELL_AMOUNT = {13}", testArbitrationTrade.Id.Value, buyAmount, buyPrice, sellPrice, totalBuyCost, totalSellCost, profit, executionDateTime.ToString("yyy-MM-dd HH:mm:ss"), sellExchange.Name, buyExchange.Name, buyOrderId, sellOrderId, testRun.Id.Value, sellAmount);
//Ensure all the values were properly inserted.
DataTable result = DatabaseManager.ExecuteQuery(insertFetchSql);
Assert.IsTrue(result != null && Convert.ToInt32(result.Rows[0]["ID"]) == testArbitrationTrade.Id.Value);
//Create some bogus dates for CREATE_DATETIME and LAST_MODIFIED_DATETIME
DateTime createDateTime = new DateTime(2014, 1, 1, 13, 25, 05);
DateTime lastModifiedDateTime = new DateTime(2014, 1, 1, 13, 25, 05);
//In order to test that CREATE_DATETIME and LAST_MODIFIED_DATETIME behave properly on updates, need to put some bogus data in there:
DatabaseManager.ExecuteNonQuery(string.Format("update ARBITRATION_TRADE set CREATE_DATETIME = '{0}', LAST_MODIFIED_DATETIME = '{1}' where ID = {2}", createDateTime.ToString("yyy-MM-dd HH:mm:ss"), lastModifiedDateTime.ToString("yyy-MM-dd HH:mm:ss"), testArbitrationTrade.Id.Value));
//Update properties with arbitraty test values.
buyAmount = 103264798.175785743216m;
sellAmount = 103264798.175785743216m;
buyPrice = 1.02m;
sellPrice = 10.02m;
totalBuyCost = 2.01m;
totalSellCost = 18.01m;
profit = totalSellCost - totalBuyCost;
executionDateTime = DateTime.Now;
buyOrderId = "Choctaw-47";
sellOrderId = "Apache-48";
//Update arbitration trade to have new values
testArbitrationTrade.BuyAmount = buyAmount;
testArbitrationTrade.SellAmount = sellAmount;
testArbitrationTrade.ArbitrationRunId = updateTestRun.Id.Value;
testArbitrationTrade.BuyPrice = buyPrice;
testArbitrationTrade.ExecutionDateTime = executionDateTime;
testArbitrationTrade.Profit = profit;
testArbitrationTrade.SellPrice = sellPrice;
testArbitrationTrade.TotalBuyCost = totalBuyCost;
testArbitrationTrade.TotalSellCost = totalSellCost;
testArbitrationTrade.BuyOrderId = buyOrderId;
testArbitrationTrade.SellOrderId = sellOrderId;
testArbitrationTrade.PersistToDb();
string updateFetchSql = string.Format("" +
"select " +
" ID, " +
" CREATE_DATETIME, " +
" LAST_MODIFIED_DATETIME " +
"from " +
" ARBITRATION_TRADE " +
"where " +
" ID = {0} AND " +
" BUY_AMOUNT = {1} AND " +
" BUY_PRICE = {2} AND " +
" SELL_PRICE = {3} AND" +
" TOTAL_BUY_COST = {4} AND " +
" TOTAL_SELL_COST = {5} AND " +
" PROFIT = {6} AND " +
" EXECUTION_DATETIME = '{7}' AND " +
" SELL_EXCHANGE = '{8}' AND " +
" BUY_EXCHANGE = '{9}' AND " +
" BUY_ORDER_ID = '{10}' AND " +
" SELL_ORDER_ID = '{11}' AND " +
" ARBITRATION_RUN_ID = {12} AND " +
" SELL_AMOUNT = {13}", testArbitrationTrade.Id.Value, buyAmount, buyPrice, sellPrice, totalBuyCost, totalSellCost, profit, executionDateTime.ToString("yyy-MM-dd HH:mm:ss"), sellExchange.Name, buyExchange.Name, buyOrderId, sellOrderId, updateTestRun.Id.Value, sellAmount);
result = DatabaseManager.ExecuteQuery(updateFetchSql);
//Ensure a record was found with all the updated values
Assert.IsTrue(result != null);
//Ensure the CREATE_DATETIME is the same, but the LAST_MODIFIED_DATETIME is different
Assert.IsTrue(createDateTime == (DateTime)result.Rows[0]["CREATE_DATETIME"]);
Assert.IsTrue(lastModifiedDateTime != (DateTime)result.Rows[0]["LAST_MODIFIED_DATETIME"]);
}
finally
{
//Remove test data from the database
if (testArbitrationTrade.Id != null)
{
TestsHelper.DeleteArbitrationTrade(testArbitrationTrade.Id.Value);
}
if (testRun.Id != null)
{
TestsHelper.DeleteArbitrationRun(testRun.Id.Value);
}
if (updateTestRun.Id != null)
{
TestsHelper.DeleteArbitrationRun(updateTestRun.Id.Value);
}
}
}