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 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);
}
}
}