public void QuoteStorageTest()
{
var getQuoteRequest = new GetQuoteRequest()
{
FromAsset = "BTC",
ToAsset = "USD",
FromAssetVolume = 0.1,
ToAssetVolume = 0,
IsFromFixed = true,
BrokerId = "broker",
AccountId = "Acc",
WalletId = "wallet"
};
var responseData = Service.GetQuoteAsync(getQuoteRequest).Result.Data;
var storageQuote = ConvertQuoteStorageMock.GetQuoteAsync(responseData.OperationId).Result;
Assert.AreEqual(getQuoteRequest.FromAsset, storageQuote.FromAsset);
Assert.AreEqual(getQuoteRequest.ToAsset, storageQuote.ToAsset);
Assert.AreEqual(getQuoteRequest.IsFromFixed, storageQuote.IsFromFixed);
Assert.AreEqual(getQuoteRequest.BrokerId, storageQuote.BrokerId);
Assert.AreEqual(getQuoteRequest.AccountId, storageQuote.AccountId);
Assert.AreEqual(getQuoteRequest.WalletId, storageQuote.WalletId);
if (getQuoteRequest.IsFromFixed)
{
Assert.AreEqual(getQuoteRequest.FromAssetVolume, storageQuote.FromAssetVolume);
Assert.AreEqual(responseData.ToAssetVolume, storageQuote.ToAssetVolume);
}
else
{
Assert.AreEqual(getQuoteRequest.ToAssetVolume, storageQuote.ToAssetVolume);
Assert.AreEqual(responseData.FromAssetVolume, storageQuote.FromAssetVolume);
}
Assert.AreEqual(responseData.Price, storageQuote.Price);
}
public void CrossSwopTradeStorageTest()
{
var requestCase = new GetQuoteRequest()
{
FromAsset = "BTC",
ToAsset = "ETH",
FromAssetVolume = 0,
ToAssetVolume = 1,
IsFromFixed = false,
BrokerId = "broker",
AccountId = "Acc",
WalletId = "wallet"
};
var responseData = Service.GetQuoteAsync(requestCase).Result.Data;
var storageTrade = ConvertQuoteStorageMock.GetTradesAsync(responseData.OperationId).Result;
Assert.IsTrue(storageTrade.Count == 2);
var firstPair = storageTrade.FirstOrDefault(trade => trade.InstrumentSymbol == "BTCUSD");
var secondPair = storageTrade.FirstOrDefault(trade => trade.InstrumentSymbol == "ETHUSD");
Assert.IsNotNull(firstPair);
Assert.IsNotNull(secondPair);
Assert.AreEqual(responseData.OperationId, firstPair.OperationId);
Assert.AreEqual(52544.8585, firstPair.InstrumentPrice);
Assert.AreEqual(TradeState.New, firstPair.State);
Assert.IsNotEmpty(firstPair.TradeId);
Assert.AreEqual(responseData.OperationId, secondPair.OperationId);
Assert.AreEqual(5253, secondPair.InstrumentPrice);
Assert.AreEqual(TradeState.New, secondPair.State);
Assert.IsNotEmpty(secondPair.TradeId);
}
public void Setup()
{
_loggerFactory =
LoggerFactory.Create(builder =>
builder.AddSimpleConsole(options =>
{
options.IncludeScopes = true;
options.SingleLine = true;
options.TimestampFormat = "hh:mm:ss ";
}));
_logger = _loggerFactory.CreateLogger <QuoteService>();
_assetsClient = new AssetsDictionaryMock();
_spotInstrumentDictionaryClient = new SpotInstrumentDictionaryMock();
_liquidityConverterSettingsAccessor = new LiquidityConverterSettingsAccessorMock();
_spotInstrumentFeesClient = new SpotInstrumentFeesClientMock();
_orderBookService = new OrderBookServiceMock();
_dbContextOptionsBuilder = new DbContextOptionsBuilderMock();
_quotesContextProvider = new QuotesContextProviderMock();
_cashServiceClient = new CashServiceClientMock();
_tradingServiceClient = new TradingServiceClientMock();
ConvertQuoteStorageMock = new ConvertQuoteStorageMock();
_instrumentEngine = new InstrumentEngine(_logger,
_assetsClient,
_spotInstrumentDictionaryClient,
_liquidityConverterSettingsAccessor,
_spotInstrumentFeesClient,
_orderBookService);
Service = new QuoteService(_logger,
_assetsClient,
_spotInstrumentDictionaryClient,
_liquidityConverterSettingsAccessor,
_spotInstrumentFeesClient,
_orderBookService,
_quotesContextProvider,
_cashServiceClient,
_tradingServiceClient,
ConvertQuoteStorageMock,
_instrumentEngine);
GenerateAssetsClient();
GenerateSpotInstrumentDictionaryClient();
GenerateLiquidityConverterSettingsAccessor();
GenerateSpotInstrumentFeesClient();
GenerateOrderBookService();
}
public void CrossSwopQuoteStorageTest()
{
var requestCase = new GetQuoteRequest()
{
FromAsset = "BTC",
ToAsset = "ETH",
FromAssetVolume = 0,
ToAssetVolume = 1,
IsFromFixed = false,
BrokerId = "broker",
AccountId = "Acc",
WalletId = "wallet"
};
var responseData = Service.GetQuoteAsync(requestCase).Result.Data;
var storageQuote = ConvertQuoteStorageMock.GetQuoteAsync(responseData.OperationId).Result;
var storageTrade = ConvertQuoteStorageMock.GetTradesAsync(responseData.OperationId).Result;
Assert.AreEqual(responseData.FromAsset, storageQuote.FromAsset);
Assert.AreEqual(responseData.FromAsset, storageQuote.FromAsset);
Assert.AreEqual(responseData.ToAsset, storageQuote.ToAsset);
Assert.AreEqual(responseData.IsFromFixed, storageQuote.IsFromFixed);
Assert.AreEqual(responseData.BrokerId, storageQuote.BrokerId);
Assert.AreEqual(responseData.AccountId, storageQuote.AccountId);
Assert.AreEqual(responseData.WalletId, storageQuote.WalletId);
Assert.AreEqual(responseData.OperationId, storageQuote.OperationId);
Assert.AreEqual(responseData.Price, storageQuote.Price);
if (responseData.IsFromFixed)
{
Assert.AreEqual(requestCase.FromAssetVolume, storageQuote.FromAssetVolume);
Assert.AreEqual(responseData.ToAssetVolume, storageQuote.ToAssetVolume);
}
else
{
Assert.AreEqual(requestCase.ToAssetVolume, storageQuote.ToAssetVolume);
Assert.AreEqual(responseData.FromAssetVolume, storageQuote.FromAssetVolume);
}
}
public void ExecuteQuoteValidationTest()
{
var storageQuote = new ConvertQuote()
{
FromAsset = "BTC",
ToAsset = "USD",
FromAssetVolume = 0.1,
ToAssetVolume = 150,
IsFromFixed = true,
BrokerId = "broker",
AccountId = "Acc",
WalletId = "wallet",
Price = 323,
ExpireDate = DateTime.MaxValue,
OperationId = "someId",
OpenDate = DateTime.UtcNow,
ClosedDate = DateTime.MinValue,
State = QuoteState.Active
};
ConvertQuoteStorageMock.SaveAsync(storageQuote);
var executeQuoteRequestCase1 = new ExecuteQuoteRequest()
{
FromAsset = storageQuote.FromAsset,
ToAsset = storageQuote.ToAsset,
FromAssetVolume = storageQuote.FromAssetVolume,
ToAssetVolume = storageQuote.ToAssetVolume,
IsFromFixed = storageQuote.IsFromFixed,
BrokerId = storageQuote.BrokerId,
AccountId = storageQuote.AccountId,
WalletId = "something else",
OperationId = storageQuote.OperationId,
Price = storageQuote.Price
};
var response = Service.ExecuteQuoteAsync(executeQuoteRequestCase1);
Assert.IsTrue(response.Result.QuoteExecutionResult == QuoteExecutionResult.Error);
var executeQuoteRequestCase2 = new ExecuteQuoteRequest()
{
FromAsset = storageQuote.FromAsset,
ToAsset = storageQuote.ToAsset,
FromAssetVolume = storageQuote.FromAssetVolume,
ToAssetVolume = 11,
IsFromFixed = storageQuote.IsFromFixed,
BrokerId = storageQuote.BrokerId,
AccountId = storageQuote.AccountId,
WalletId = storageQuote.WalletId,
OperationId = storageQuote.OperationId,
Price = storageQuote.Price
};
var response2 = Service.ExecuteQuoteAsync(executeQuoteRequestCase2);
Assert.IsTrue(response2.Result.QuoteExecutionResult == QuoteExecutionResult.Error);
var executeQuoteRequestCase3 = new ExecuteQuoteRequest()
{
FromAsset = storageQuote.FromAsset,
ToAsset = "new asset",
FromAssetVolume = storageQuote.FromAssetVolume,
ToAssetVolume = storageQuote.ToAssetVolume,
IsFromFixed = storageQuote.IsFromFixed,
BrokerId = storageQuote.BrokerId,
AccountId = storageQuote.AccountId,
WalletId = storageQuote.WalletId,
OperationId = storageQuote.OperationId,
Price = storageQuote.Price
};
var response3 = Service.ExecuteQuoteAsync(executeQuoteRequestCase3);
Assert.IsTrue(response3.Result.QuoteExecutionResult == QuoteExecutionResult.Error);
}
