public void TransferInsertTest()
{
BaseExchange sellExchange = new Kraken();
BaseExchange buyExchange = new Bitstamp();
int MaxId = 0;
sellExchange.AvailableBtc = 1.0234234234m;
buyExchange.AvailableBtc = 2.4534534m;
decimal transferAmount = 0.6319841998m;
//First need to create an arbitration run and opportunity
ArbitrationRun testRun = TestsHelper.CreateArbitrationRun();
ArbitrationOpportunity testOpportunity = TestsHelper.CreateArbitrationOpportunity(buyExchange, sellExchange, testRun.Id.Value);
//Before the test can continue, ensure the arbitraiton opportunity was properly inserted
Assert.IsTrue(testOpportunity.Id != null);
Transfer testTransfer = new Transfer(buyExchange, sellExchange, transferAmount);
//Get the max id from TRANSFER table
Object result = DatabaseManager.ExecuteQuery("select MaxId = max(id) from TRANSFER").Rows[0]["MaxId"];
if (result != DBNull.Value)
{
MaxId = (int)result;
}
//Now save the TRANSFER to the db
testTransfer.PersistToDb();
//Select the transfer from the db
result = DatabaseManager.ExecuteQuery(string.Format("select id from TRANSFER where id = {0} AND ORIGIN_EXCHANGE = '{1}' and DESTINATION_EXCHANGE = '{2}' AND AMOUNT = {3}", testTransfer.Id, buyExchange.Name, sellExchange.Name, transferAmount)).Rows[0][0];
//Clean up before testing result
if (result != DBNull.Value)
{
//Remove the test transfer
DatabaseManager.ExecuteNonQuery(String.Format("delete from TRANSFER where id = {0}", testTransfer.Id));
}
TestsHelper.DeleteArbitrationTrade(testOpportunity.Id.Value);
TestsHelper.DeleteArbitrationRun(testRun.Id.Value);
//The above query should return the transfer that was created.
Assert.IsTrue(result != DBNull.Value);
}
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);
}
}
}
public void NotEnoughtBtcExceptionAreSwallowedCorrectly()
{
ArbitrationRun testRun = null;
ArbitrationOpportunity opportunity1 = null;
ArbitrationOpportunity opportunity2 = null;
ArbitrationOpportunity opportunity3 = null;
try
{
//Set up a test run
testRun = TestsHelper.CreateArbitrationRun();
//Set up the buy and sell exchanges.
Bitstamp bitstamp = new Bitstamp();
Kraken kraken = new Kraken();
List <BaseExchange> exchangeList = new List <BaseExchange>();
exchangeList.Add(bitstamp);
exchangeList.Add(kraken);
bitstamp.AvailableBtc = 0.2m;
bitstamp.AvailableFiat = 100m;
kraken.AvailableBtc = 0.2m;
kraken.AvailableFiat = 30m;
//Initial trad; bitstamp will need to transfer 0.1 btc to kraken for this. It will be found in the rollup later.
//Bitstamp now has 0.4 btc.
opportunity1 = TestsHelper.CreateArbitrationOpportunity(bitstamp, kraken, testRun.Id.Value, 0.1m);
//Made up numbers; they don't really matter for this test
opportunity1.TotalBuyCost = 10m;
opportunity1.TotalSellCost = 10m;
bitstamp.SimulatedBuy(opportunity1.BuyAmount, opportunity1.TotalBuyCost);
kraken.SimulatedSell(opportunity1.BuyAmount, opportunity1.TotalSellCost);
Assert.IsTrue(bitstamp.AvailableBtc == 0.3m);
//Now a couple a trade where btc is sold off at Bitstamp; enough to make the rollup transfer fail
//Bitstamp now has 0.1
opportunity2 = TestsHelper.CreateArbitrationOpportunity(kraken, bitstamp, testRun.Id.Value, 0.3m);
//Made up numbers; they don't really matter for this test
opportunity2.TotalBuyCost = 30m;
opportunity2.TotalSellCost = 30m;
kraken.SimulatedBuy(opportunity2.BuyAmount, opportunity2.TotalBuyCost);
bitstamp.SimulatedSell(opportunity2.BuyAmount, opportunity2.TotalSellCost);
Assert.IsTrue(bitstamp.AvailableBtc == 0.0m);
//Now assume this trigger a transfer, so lets say 0.5btc is in transfer to bitstamp from kraken
bitstamp.BTCInTransfer = 0.5m;
//Now another buy at bitstamp; this will trigger a transfer rollup from bitstamp to kraken
opportunity3 = TestsHelper.CreateArbitrationOpportunity(bitstamp, kraken, testRun.Id.Value, 0.15m);
//Made up numbers; they don't really matter for this test
opportunity3.TotalBuyCost = 15m;
opportunity3.TotalSellCost = 15m;
bitstamp.SimulatedBuy(opportunity3.BuyAmount, opportunity3.TotalBuyCost);
kraken.SimulatedSell(opportunity3.BuyAmount, opportunity3.TotalSellCost);
Assert.IsTrue(bitstamp.AvailableBtc == 0.15m);
//This should detect a transfer, but not actually create it
List <Transfer> transferFound = TransferManager.DetectAndExecuteRollupTransfers_Simulate(3, testRun.Id.Value, exchangeList);
Assert.IsTrue(transferFound == null);
//Erase btc in transfer and look for transfers again, this time the TransferManager should throw an exception because
//a bad transfer has been found (it's amount is > bitstamp total btc)
bool errorFound = false;
bitstamp.BTCInTransfer = 0m;
try
{
TransferManager.DetectAndExecuteRollupTransfers_Simulate(2, testRun.Id.Value, exchangeList);
}
catch (NotEnoughBtcException e)
{
errorFound = true;
}
Assert.IsTrue(errorFound, "TransferManager did not throw NotEnoughBtcException.");
}
//Clean up test data
finally
{
if (opportunity1 != null)
{
TestsHelper.DeleteArbitrationTrade(opportunity1.Id.Value);
}
if (opportunity2 != null)
{
TestsHelper.DeleteArbitrationTrade(opportunity2.Id.Value);
}
if (opportunity3 != null)
{
TestsHelper.DeleteArbitrationTrade(opportunity3.Id.Value);
}
if (testRun != null)
{
TestsHelper.DeleteArbitrationTrade(testRun.Id.Value);
}
}
}
