public void CalculateArbitrationTests_26()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Btce btce = new Btce();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
btce.OrderBook = askBook;
anx.OrderBook = bidBook;
btce.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(0.21482587m, 405.0m));
bidBook.Bids.Add(new Order(0.35417808m, 410.0m));
opportunity = hunter.CalculateArbitration(btce, anx, 0.12478543m, 25.01m, 0.01m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == btce);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyPrice == 405m);
Assert.IsTrue(opportunity.SellPrice == 410m);
Assert.IsTrue(opportunity.BuyAmount == 0.06175308m);
Assert.IsTrue(opportunity.SellAmount == 0.06159870m);
Assert.IsTrue(opportunity.TotalBuyCost == 25.0099974m);
Assert.IsTrue(opportunity.TotalSellCost == 25.1670728655m);
Assert.IsTrue(opportunity.Profit == 0.1570754655m);
}
public void AnxBalanceUpdateTest()
{
Anx anx = new Anx(FiatType.Usd);
//If there is any problem connecting to the exchange, this will throw an error.
anx.UpdateBalances();
}
public void CalculateArbitrationTests_24()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Btce btce = new Btce();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
btce.OrderBook = askBook;
anx.OrderBook = bidBook;
btce.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(0.21482587m, 405.0m));
bidBook.Bids.Add(new Order(0.35417808m, 410.0m));
opportunity = hunter.CalculateArbitration(btce, anx, 1000m, 2000m, 0.01m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == btce);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyPrice == 405m);
Assert.IsTrue(opportunity.SellPrice == 410m);
Assert.IsTrue(opportunity.BuyAmount == 0.21482587m);
Assert.IsTrue(opportunity.SellAmount == 0.21428881m);
Assert.IsTrue(opportunity.TotalBuyCost == 87.00447735m);
Assert.IsTrue(opportunity.TotalSellCost == 87.55090765765m);
Assert.IsTrue(opportunity.Profit == 0.54643030765m);
}
public void CalculateArbitrationTests_19()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Btce btce = new Btce();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
btce.OrderBook = askBook;
anx.OrderBook = bidBook;
btce.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(1.0m, 405.0m));
bidBook.Bids.Add(new Order(0.5m, 410.0m));
opportunity = hunter.CalculateArbitration(btce, anx, 99m, 50m, 0.01m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == btce);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyPrice == 405m);
Assert.IsTrue(opportunity.SellPrice == 410m);
Assert.IsTrue(opportunity.BuyAmount == 0.12345679m);
Assert.IsTrue(opportunity.SellAmount == 0.12314815m);
Assert.IsTrue(opportunity.TotalBuyCost == 49.99999995m);
Assert.IsTrue(opportunity.TotalSellCost == 50.31402390475m);
Assert.IsTrue(opportunity.Profit == 0.31402395475m);
}
public void CalculateArbitrationTests_23()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Kraken kraken = new Kraken();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
kraken.OrderBook = askBook;
anx.OrderBook = bidBook;
kraken.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(1.0m, 405.0m));
bidBook.Bids.Add(new Order(0.78m, 410.0m));
opportunity = hunter.CalculateArbitration(kraken, anx, 0.09m, 30.01m, 0.01m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == kraken);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyPrice == 405m);
Assert.IsTrue(opportunity.SellPrice == 410m);
Assert.IsTrue(opportunity.BuyAmount == 0.07391398m);
Assert.IsTrue(opportunity.SellAmount == 0.07391398m);
Assert.IsTrue(opportunity.TotalSellCost == 30.1986652387m);
//Note, because Kraken rounds to 4 decimal places, the total buy cost and profit will be different that what is calculated on the sheet
Assert.IsTrue(opportunity.TotalBuyCost == 30.01m);
Assert.IsTrue(opportunity.Profit == 0.1886652387m);
}
public void CalculateArbitrationTests_16()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Btce btce = new Btce();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
btce.OrderBook = askBook;
anx.OrderBook = bidBook;
btce.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(1.1m, 405.0m));
bidBook.Bids.Add(new Order(1.0m, 410.0m));
opportunity = hunter.CalculateArbitration(btce, anx, 0.45127846m, 200m, 0.01m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == btce);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyPrice == 405m);
Assert.IsTrue(opportunity.SellPrice == 410m);
Assert.IsTrue(opportunity.BuyAmount == 0.45240665m);
Assert.IsTrue(opportunity.SellAmount == 0.45127563m);
Assert.IsTrue(opportunity.TotalBuyCost == 183.22469325m);
Assert.IsTrue(opportunity.TotalSellCost == 184.37542777095m);
Assert.IsTrue(opportunity.Profit == 1.15073452095m);
}
public void CalculateArbitrationTests_18()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Btce btce = new Btce();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
btce.OrderBook = askBook;
anx.OrderBook = bidBook;
btce.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(0.99999375m, 405.0m));
bidBook.Bids.Add(new Order(0.9975m, 410.0m));
opportunity = hunter.CalculateArbitration(btce, anx, 99m, 1000m, 0.01m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == btce);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyPrice == 405m);
Assert.IsTrue(opportunity.SellPrice == 410m);
Assert.IsTrue(opportunity.BuyAmount == 0.99999375m);
Assert.IsTrue(opportunity.SellAmount == 0.99749377m);
Assert.IsTrue(opportunity.TotalBuyCost == 404.99746875m);
Assert.IsTrue(opportunity.TotalSellCost == 407.54104214005m);
Assert.IsTrue(opportunity.Profit == 2.54357339005m);
}
public void AnxTradeFeeIsSet()
{
Anx anx = new Anx();
Assert.IsTrue(anx.TradeFee > 0);
Assert.IsTrue(anx.TradeFeeAsDecimal > 0);
}
public void CalculateArbitrationTests_15()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Btce btce = new Btce();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
btce.OrderBook = askBook;
anx.OrderBook = bidBook;
btce.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(1.0m, 405.0m));
bidBook.Bids.Add(new Order(1.04m, 410.0m));
opportunity = hunter.CalculateArbitration(btce, anx, 99m, 10.9872m, 0.01m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == btce);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyPrice == 405m);
Assert.IsTrue(opportunity.SellPrice == 410m);
Assert.IsTrue(opportunity.BuyAmount == 0.02712888m);
Assert.IsTrue(opportunity.SellAmount == 0.02706106m);
Assert.IsTrue(opportunity.TotalBuyCost == 10.9871964m);
Assert.IsTrue(opportunity.TotalSellCost == 11.0562019789m);
Assert.IsTrue(opportunity.Profit == 0.0690055789m);
}
public void AnxGetTradeListTest()
{
Anx anx = new Anx();
//If there is any problem connecting to the exchange, this will throw an error.
ArrayList tradeList = anx.GetTradeList();
}
public void GetTotalBalances()
{
ItBit itbit = new ItBit();
Anx anx = new Anx();
Bitstamp bitstamp = new Bitstamp();
Kraken kraken = new Kraken();
//Btce btce = new Btce();
Bitfinex bitfinex = new Bitfinex();
itbit.UpdateBalances();
anx.UpdateBalances();
bitstamp.UpdateBalances();
bitfinex.UpdateBalances();
//TODO: Fix these! Should be calls to UpdateTotalBalances!
kraken.UpdateBalances();
//btce.UpdateBalances();
Decimal itBitBtcAmount = itbit.TotalBtc;
Decimal itBitFiatAmount = itbit.TotalFiat;
Decimal anxBtcAmount = anx.TotalBtc;
Decimal anxFiatAmount = anx.TotalFiat;
Decimal bitstampBtcAmount = bitstamp.TotalBtc;
Decimal bitstampFiatoAmount = bitstamp.TotalFiat;
Decimal bitfinexBtcAmount = bitfinex.TotalBtc;
Decimal bitfinexFiatAmount = bitfinex.TotalFiat;
//TODO Fix these! They should be the total amounts!
Decimal krakenBtcAmount = kraken.AvailableBtc;
Decimal krakenEurAmount = kraken.AvailableFiat;
//Decimal btceBtcAmount = btce.AvailableBtc;
//Decimal btceEuroAmount = btce.AvailableFiat;
}
public void AnxUpdateOrderBookTest()
{
Anx anx = new Anx();
//If there is any problem connecting to the exchange, this will throw an error.
anx.UpdateOrderBook(1);
//This assumes that the exchange has at least 1 order on each side. Technically this can give a false negative, but it's unlikely.
Assert.IsTrue(anx.OrderBook.Asks.Count == 1);
Assert.IsTrue(anx.OrderBook.Bids.Count == 1);
}
public void CalculateArbitrationTests_10()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Kraken kraken = new Kraken();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
decimal maxFiatForTrade;
decimal maxBtcForTrade;
kraken.OrderBook = askBook;
anx.OrderBook = bidBook;
kraken.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
//Test Case 10: Cannot take full advantage of arbitration due to max USD limitation
maxFiatForTrade = 200m;
maxBtcForTrade = 10.0m;
kraken.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(0.2m, 418m));
askBook.Asks.Add(new Order(0.1m, 419m));
askBook.Asks.Add(new Order(1.0m, 420m));
bidBook.Bids.Add(new Order(0.2m, 430m));
bidBook.Bids.Add(new Order(0.24m, 429m));
bidBook.Bids.Add(new Order(1.0m, 425m));
opportunity = hunter.CalculateArbitration(kraken, anx, maxBtcForTrade, maxFiatForTrade, 0.01m, false);
//Make sure opportunity was found correctly
//Note, C# carries out more digits than when I do manual calculations, so manual calculations will be a little different than what
//is calculated by the hunter. In these checks, I make sure the numbers returned by the hunter round to the manual calculations.
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == kraken);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyAmount == 0.47619344m);
Assert.IsTrue(opportunity.SellAmount == 0.47619344m);
Assert.IsTrue(opportunity.BuyPrice == 420m);
Assert.IsTrue(opportunity.SellPrice == 425m);
Assert.IsTrue(opportunity.TotalSellCost == 203.627014258m);
//Note, because Kraken rounds to 4 decimal places, the total buy cost and profit will be different that what is calculated on the sheet
Assert.IsTrue(opportunity.TotalBuyCost == 200.00m);
Assert.IsTrue(opportunity.Profit == 3.627014258m);
}
public void CalculateArbitrationTests_08()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Kraken kraken = new Kraken();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
decimal maxFiatForTrade;
decimal maxBtcForTrade;
kraken.OrderBook = askBook;
anx.OrderBook = bidBook;
kraken.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
//Test Case 8: Cannot take full advantage of arbitration due to max USD limitation
maxFiatForTrade = 100m;
maxBtcForTrade = 10.0m;
kraken.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(1.0m, 405m));
bidBook.Bids.Add(new Order(1.0m, 410m));
opportunity = hunter.CalculateArbitration(kraken, anx, maxBtcForTrade, maxFiatForTrade, 0.01m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == kraken);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyAmount == 0.24629783m);
Assert.IsTrue(opportunity.SellAmount == 0.24629783m);
Assert.IsTrue(opportunity.BuyPrice == 405m);
Assert.IsTrue(opportunity.SellPrice == 410m);
Assert.IsTrue(opportunity.TotalSellCost == 100.62867291395m);
//Note, because Kraken rounds to 4 decimal places, the total buy cost and profit will be different that what is calculated on the sheet
Assert.IsTrue(opportunity.TotalBuyCost == 100m);
Assert.IsTrue(opportunity.Profit == 0.62867291395m);
}
public void CalculateArbitrationTests_04()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
ItBit itbit = new ItBit();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
itbit.OrderBook = askBook;
anx.OrderBook = bidBook;
//Test Case 4: Multiple asks orders are fulfilled across multiple bids
itbit.TradeFee = 0.25m;
anx.TradeFee = 0.3m;
askBook.Asks.Add(new Order(0.5m, 397m));
askBook.Asks.Add(new Order(0.4m, 399m));
askBook.Asks.Add(new Order(1.0m, 410m));
bidBook.Bids.Add(new Order(0.2m, 405m));
bidBook.Bids.Add(new Order(0.5m, 403m));
bidBook.Bids.Add(new Order(0.4m, 402m));
bidBook.Bids.Add(new Order(2.8m, 398m));
opportunity = hunter.CalculateArbitration(itbit, anx, 99m, 999999m, 2.80m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == itbit);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyAmount == 0.9m);
Assert.IsTrue(opportunity.SellAmount == 0.9m);
Assert.IsTrue(opportunity.Profit == 2.81605m);
Assert.IsTrue(opportunity.BuyPrice == 399m);
Assert.IsTrue(opportunity.SellPrice == 402m);
Assert.IsTrue(opportunity.TotalBuyCost == 358.99525m);
Assert.IsTrue(opportunity.TotalSellCost == 361.8113m);
}
public void CalculateArbitrationTests_03()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Kraken kraken = new Kraken();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
kraken.OrderBook = askBook;
anx.OrderBook = bidBook;
//Test case 3: Multiple asks orders are fulfilled across one bid
kraken.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(0.2m, 399m));
askBook.Asks.Add(new Order(0.4m, 401m));
askBook.Asks.Add(new Order(1.0m, 410m));
bidBook.Bids.Add(new Order(0.6m, 405m));
bidBook.Bids.Add(new Order(1.0m, 401m));
bidBook.Bids.Add(new Order(2.8m, 398m));
opportunity = hunter.CalculateArbitration(kraken, anx, 99m, 999999m, 1.348m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == kraken);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyAmount == 0.6m);
Assert.IsTrue(opportunity.SellAmount == 0.6m);
Assert.IsTrue(opportunity.Profit == 1.349m);
Assert.IsTrue(opportunity.BuyPrice == 401);
Assert.IsTrue(opportunity.SellPrice == 405);
Assert.IsTrue(opportunity.TotalBuyCost == 240.8005m);
Assert.IsTrue(opportunity.TotalSellCost == 242.1495m);
}
public void CalculateArbitrationTests_14()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Btce btce = new Btce();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
btce.OrderBook = askBook;
anx.OrderBook = bidBook;
//Test case 13: Amount is floor rounded to the minimum of the two exchanges
btce.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(1.1m, 398.0m));
askBook.Asks.Add(new Order(0.8m, 402.0m));
askBook.Asks.Add(new Order(1.0m, 410.0m));
bidBook.Bids.Add(new Order(0.65479204m, 401.0m));
bidBook.Bids.Add(new Order(1.0m, 399m));
bidBook.Bids.Add(new Order(2.8m, 398m));
opportunity = hunter.CalculateArbitration(btce, anx, 99m, 999999m, 0.30m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == btce);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyPrice == 398m);
Assert.IsTrue(opportunity.SellPrice == 401m);
Assert.IsTrue(opportunity.BuyAmount == 0.65642902m);
Assert.IsTrue(opportunity.SellAmount == 0.65478795m);
Assert.IsTrue(opportunity.TotalBuyCost == 261.25874996m);
Assert.IsTrue(opportunity.TotalSellCost == 261.650973062175m);
Assert.IsTrue(opportunity.Profit == 0.392223102175m);
}
public void CalculateArbitrationTests_07()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Kraken kraken = new Kraken();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
kraken.OrderBook = askBook;
anx.OrderBook = bidBook;
//Test Case 7: Max amount is lower than possible arbitration
kraken.TradeFee = 0.25m;
anx.TradeFee = 0.35m;
askBook.Asks.Add(new Order(0.2m, 399m));
askBook.Asks.Add(new Order(0.4m, 401m));
askBook.Asks.Add(new Order(1.0m, 410m));
bidBook.Bids.Add(new Order(0.6m, 405m));
bidBook.Bids.Add(new Order(1.0m, 401m));
bidBook.Bids.Add(new Order(2.8m, 398m));
opportunity = hunter.CalculateArbitration(kraken, anx, 0.4m, 999999m, 0.032m, false);
//Make sure opportunity was found correctly
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == kraken);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyAmount == 0.4m);
Assert.IsTrue(opportunity.SellAmount == 0.4m);
Assert.IsTrue(opportunity.Profit == 1.033m);
Assert.IsTrue(opportunity.BuyPrice == 401m);
Assert.IsTrue(opportunity.SellPrice == 405m);
Assert.IsTrue(opportunity.TotalBuyCost == 160.4m);
Assert.IsTrue(opportunity.TotalSellCost == 161.433m);
}
public void AnxBuySellQueryDeleteTest()
{
Anx anx = new Anx(FiatType.Usd);
string buyOrderId;
string sellorderId;
//First, insert a buy and sell order. If there are any errors with either of these operations,
//an exception will be thrown.
//Buy at a really low price to the order doesn't actually get executed.
buyOrderId = anx.Buy(anx.MinimumBitcoinOrderAmount, 10m);
//Sell at a really high price so the order doesn't actually get executed.
sellorderId = anx.Sell(anx.MinimumBitcoinOrderAmount, 9999m);
//Both orders should still be open
Assert.IsFalse(anx.IsOrderFulfilled(buyOrderId));
Assert.IsFalse(anx.IsOrderFulfilled(sellorderId));
//Now delete both orders. If there are any errors with either of these operations,
//an exception will be thrown.
anx.DeleteOrder(buyOrderId);
anx.DeleteOrder(sellorderId);
}
public void CalculateArbitrationTests_02()
{
ArbitrationHunter hunter = new ArbitrationHunter(null);
Kraken kraken = new Kraken();
ArbitrationOpportunity opportunity;
Anx anx = new Anx();
OrderBook askBook = new OrderBook();
OrderBook bidBook = new OrderBook();
kraken.OrderBook = askBook;
anx.OrderBook = bidBook;
//Test case 2: All of ask order is fulfilled across multiple bids
kraken.TradeFee = 0.25m;
anx.TradeFee = 0.25m;
askBook.Asks.Add(new Order(1.2m, 398m));
askBook.Asks.Add(new Order(0.8m, 402m));
askBook.Asks.Add(new Order(1.0m, 410m));
bidBook.Bids.Add(new Order(0.6m, 402m));
bidBook.Bids.Add(new Order(1.0m, 401m));
bidBook.Bids.Add(new Order(2.8m, 398m));
opportunity = hunter.CalculateArbitration(kraken, anx, 99m, 999999m, 1.79m, false);
Assert.IsTrue(opportunity != null);
Assert.IsTrue(opportunity.BuyExchange == kraken);
Assert.IsTrue(opportunity.SellExchange == anx);
Assert.IsTrue(opportunity.BuyAmount == 1.2m);
Assert.IsTrue(opportunity.SellAmount == 1.2m);
Assert.IsTrue(opportunity.Profit == 1.8015m);
Assert.IsTrue(opportunity.BuyPrice == 398m);
Assert.IsTrue(opportunity.SellPrice == 401m);
Assert.IsTrue(opportunity.TotalBuyCost == 478.794m);
Assert.IsTrue(opportunity.TotalSellCost == 480.5955m);
}
public void AnxGetAllOpenOrdersTest()
{
Anx anx = new Anx();
List <Dictionary <string, dynamic> > openOrders = anx.GetAllOpenOrders();
}
public void OpportunityListValidatesProperly()
{
int requiredRoundsForValidarion = 3;
Anx anx = new Anx();
Bitstamp bitstamp = new Bitstamp();
Kraken kraken = new Kraken();
ItBit itBit = new ItBit();
List <ArbitrationOpportunity> opportunityList = new List <ArbitrationOpportunity>();
List <ArbitrationOpportunity> validatedList;
List <BaseExchange> exchangeList = new List <BaseExchange>();
exchangeList.Add(anx);
exchangeList.Add(bitstamp);
exchangeList.Add(kraken);
exchangeList.Add(itBit);
OpportunityValidator opportunityValidator = new OpportunityValidator(requiredRoundsForValidarion, exchangeList);
//Build of a list of opportunities:
ArbitrationOpportunity krakenItBitopportunity = new ArbitrationOpportunity(kraken, itBit)
{
Profit = 2.23m
};
ArbitrationOpportunity krakenBitstampopportunity = new ArbitrationOpportunity(kraken, bitstamp)
{
Profit = 0.50m
};
ArbitrationOpportunity anxItBitopportunity = new ArbitrationOpportunity(anx, itBit)
{
Profit = 2.01m
};
ArbitrationOpportunity anxItBitopportunity2 = new ArbitrationOpportunity(anx, itBit)
{
Profit = 1.98m
};
ArbitrationOpportunity anxItBitopportunity3 = new ArbitrationOpportunity(anx, itBit)
{
Profit = 0.27m
};
opportunityList.Add(krakenItBitopportunity);
opportunityList.Add(krakenBitstampopportunity);
opportunityList.Add(anxItBitopportunity);
//Round one:
validatedList = opportunityValidator.ValidateOpportunities(opportunityList);
Assert.IsTrue(validatedList.Count == 0);
//Round two:
opportunityList.Remove(krakenBitstampopportunity);
validatedList = opportunityValidator.ValidateOpportunities(opportunityList);
Assert.IsTrue(validatedList.Count == 0);
//Round three: An oppportunity between Anx and ItBit has survived until now (alebit with a different profit)
//Add the Kraken - Bitstamp opportunity.
//Remove Krakken - ItBit opportunity; it only lasts two rounds.
opportunityList.Add(krakenBitstampopportunity);
opportunityList.Remove(krakenItBitopportunity);
//Remove the Anx - ItBit opportunity, than add another opportunity with those exchanges but a less profit
opportunityList.Remove(anxItBitopportunity);
opportunityList.Add(anxItBitopportunity2);
validatedList = opportunityValidator.ValidateOpportunities(opportunityList);
Assert.IsTrue(validatedList.Count == 1);
Assert.IsTrue(validatedList[0].Profit == 1.98m);
//Round 4: anxItBitopportunity should still be in the returned list
//Remove the Anx - ItBit opportunity, than add another opportunity with those exchanges but a less profit
opportunityList.Remove(anxItBitopportunity);
opportunityList.Add(anxItBitopportunity3);
validatedList = opportunityValidator.ValidateOpportunities(opportunityList);
Assert.IsTrue(validatedList.Count == 1);
Assert.IsTrue(validatedList[0].Profit == 0.27m);
//Round 5: anxItBitopportunity should still be in the returned list, krakenBitstampopportunity should have been added
validatedList = opportunityValidator.ValidateOpportunities(opportunityList);
Assert.IsTrue(validatedList.Count == 2);
Assert.IsTrue(validatedList[0].Profit == 0.50m);
Assert.IsTrue(validatedList[1].Profit == 0.27m);
}
public void OpportunityProfitValidatesProperly()
{
int requiredRoundsForValidarion = 3;
Anx anx = new Anx();
Bitstamp bitstamp = new Bitstamp();
Kraken kraken = new Kraken();
ItBit itBit = new ItBit();
List <BaseExchange> exchangeList = new List <BaseExchange>();
decimal amount = 0.2m;
decimal buyPrice = 150m;
decimal totalBuyCost = 30m;
decimal sellPrice = 200m;
decimal totalSellCost = 40m;
decimal profit = 10m;
exchangeList.Add(anx);
exchangeList.Add(bitstamp);
exchangeList.Add(kraken);
exchangeList.Add(itBit);
OpportunityValidator opportunityValidator = new OpportunityValidator(requiredRoundsForValidarion, exchangeList);
//Note, can use a fake run id here because the trade is never persisted to the db.
ArbitrationOpportunity testOpportunity = new ArbitrationOpportunity(anx, bitstamp, amount, buyPrice, totalBuyCost, sellPrice, totalSellCost, profit, 1);
//First, set the balances for all the exchanges.
anx.AvailableFiat = 100m;
anx.AvailableBtc = 100m;
bitstamp.AvailableFiat = 100m;
bitstamp.AvailableBtc = 100m;
kraken.AvailableFiat = 100m;
kraken.AvailableBtc = 100m;
itBit.AvailableFiat = 100m;
itBit.AvailableBtc = 100m;
//Scenario 1; happy path. Buy and selling works as expected.
//Prep the validator
opportunityValidator.SetFiatAndBitcoinBalanceBeforeArbitrationTrade();
//Simulate the trade going through
anx.AvailableFiat -= totalBuyCost;
anx.AvailableBtc += amount;
bitstamp.AvailableFiat += totalSellCost;
bitstamp.AvailableBtc -= amount;
//If there was as error, this will throw it.
opportunityValidator.ValidateExchangeBalancesAfterTrade(testOpportunity);
//Scenario 2: Buy never happens. Validator should throw an error
bool errorThrown = false;
anx.AvailableFiat = 100m;
anx.AvailableBtc = 100m;
bitstamp.AvailableFiat = 100m;
bitstamp.AvailableBtc = 100m;
kraken.AvailableFiat = 100m;
kraken.AvailableBtc = 100m;
itBit.AvailableFiat = 100m;
itBit.AvailableBtc = 100m;
//Prep the validator
opportunityValidator.SetFiatAndBitcoinBalanceBeforeArbitrationTrade();
//Simulate the trade going through, but buy never happens. This should cause the validator to throw an error.
bitstamp.AvailableFiat += totalSellCost;
bitstamp.AvailableBtc -= amount;
try
{
opportunityValidator.ValidateExchangeBalancesAfterTrade(testOpportunity);
}
catch (Exception e)
{
errorThrown = true;
}
Assert.IsTrue(errorThrown);
}
