public void MostProfitableTrade_Rule_OpportunityList_Null_Or_Empty()
{
ArbitrationOpportunity result = ArbitrationFilter.MostProfitableTrade(null);
Assert.IsTrue(result == null);
result = ArbitrationFilter.MostProfitableTrade(new List <ArbitrationOpportunity>());
Assert.IsTrue(result == null);
}
public void TradeForExchangeWithLowestBtc_Rule_Validate()
{
List <BaseExchange> exchangeList = CreateExchangeList(new Anx(), new Bitstamp(), new Btce(), new ItBit(), new Btce(), new Kraken(), new Anx());
List <ArbitrationOpportunity> opportunityList = new List <ArbitrationOpportunity>();
ArbitrationOpportunity result;
exchangeList[0].AvailableBtc = 0.6524987m;
exchangeList[1].AvailableBtc = 0.9654689m;
exchangeList[2].AvailableBtc = 1.069509478320m;
exchangeList[3].AvailableBtc = 8.657849810m;
exchangeList[4].AvailableBtc = 98.14651m;
exchangeList[5].AvailableBtc = 9.98163521m;
exchangeList[6].AvailableBtc = 0.0m;
ArbitrationOpportunity opportunity1 = new ArbitrationOpportunity(exchangeList[0], exchangeList[1]);
opportunity1.Profit = 7.87m;
opportunity1.SellExchange = exchangeList[1];
opportunityList.Add(opportunity1);
//Test case: only 1 opportunity in list
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == opportunity1);
ArbitrationOpportunity opportunity2 = new ArbitrationOpportunity(exchangeList[3], exchangeList[2]);
opportunity2.Profit = 7.48m;
opportunityList.Add(opportunity2);
ArbitrationOpportunity opportunity3 = new ArbitrationOpportunity(exchangeList[5], exchangeList[0]);
opportunity3.Profit = 4.57m;
opportunityList.Add(opportunity3);
ArbitrationOpportunity opportunity4 = new ArbitrationOpportunity(exchangeList[1], exchangeList[4]);
opportunity4.Profit = 87.00m;
opportunityList.Add(opportunity4);
//Test case: no exchanges in the exchangelist map to any sell exchanges for an opportunity
List <BaseExchange> exchangeList2 = CreateExchangeList(new ItBit(), new Kraken(), new ItBit(), new Kraken());
result = ArbitrationFilter.TradeForExchangeWithLowestBtc(opportunityList, exchangeList2);
Assert.IsTrue(result == null);
//Test case: Correct opportunity is in the middle of the opportunity list
result = ArbitrationFilter.TradeForExchangeWithLowestBtc(opportunityList, exchangeList);
Assert.IsTrue(result == opportunity3);
//Test case: All opportunities have the same profit, opportunity for UseCryptos is returned because it has the least balance
ArbitrationOpportunity opportunity5 = new ArbitrationOpportunity(exchangeList[1], exchangeList[6]);
opportunity4.Profit = 87.00m;
opportunityList.Add(opportunity5);
result = ArbitrationFilter.TradeForExchangeWithLowestBtc(opportunityList, exchangeList);
Assert.IsTrue(result == opportunity5);
}
public void MostProfitableTrade_Rule_Validate()
{
List <BaseExchange> exchangeList = CreateExchangeList(new Anx(), new Bitstamp(), new Btce(), new ItBit(), new Kraken());
List <ArbitrationOpportunity> opportunityList = null;
ArbitrationOpportunity result;
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == null);
opportunityList = new List <ArbitrationOpportunity>();
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == null);
ArbitrationOpportunity opportunity1 = new ArbitrationOpportunity(exchangeList[0], exchangeList[1]);
opportunity1.Profit = 7.87m;
ArbitrationOpportunity opportunity2 = new ArbitrationOpportunity(exchangeList[3], exchangeList[2]);
opportunity2.Profit = 7.48m;
ArbitrationOpportunity opportunity3 = new ArbitrationOpportunity(exchangeList[4], exchangeList[3]);
opportunity3.Profit = 4.57m;
ArbitrationOpportunity opportunity4 = new ArbitrationOpportunity(exchangeList[1], exchangeList[4]);
opportunity4.Profit = 87.00m;
opportunityList.Add(opportunity1);
opportunityList.Add(opportunity2);
opportunityList.Add(opportunity3);
opportunityList.Add(opportunity4);
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == opportunity4);
opportunity2.Profit = 87.01m;
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == opportunity2);
opportunity1.Profit = 1000.00m;
result = ArbitrationFilter.MostProfitableTrade(opportunityList);
Assert.IsTrue(result == opportunity1);
}
