public void TestLimitOrderMultipleFulfilsPerOrder()
{
InitExchange();
var baseSymbol = DomainSettings.StakingTokenSymbol;
var quoteSymbol = maxDivTokenSymbol;
var buyer = new ExchangeUser(baseSymbol, quoteSymbol);
var seller = new ExchangeUser(baseSymbol, quoteSymbol);
buyer.FundQuoteToken(quantity: 2m, fundFuel: true);
seller.FundBaseToken(quantity: 2m, fundFuel: true);
//-----------------------------------------
//test multiple fills per order
buyer.OpenLimitOrder(0.05m, 1m, Buy, IoC: false);
buyer.OpenLimitOrder(0.05m, 2m, Buy, IoC: false);
buyer.OpenLimitOrder(0.05m, 3m, Buy, IoC: false);
buyer.OpenLimitOrder(0.05m, 0.5m, Buy, IoC: false);
Assert.IsTrue(seller.OpenLimitOrder(0.15m, 1m, Sell, IoC: true) == 0.3m, "Unexpected amount of tokens received");
InitExchange();
buyer.FundQuoteToken(quantity: 2m, fundFuel: true);
seller.FundBaseToken(quantity: 2m, fundFuel: true);
seller.OpenLimitOrder(0.05m, 1m, Sell, IoC: false);
seller.OpenLimitOrder(0.05m, 2m, Sell, IoC: false);
seller.OpenLimitOrder(0.05m, 3m, Sell, IoC: false);
seller.OpenLimitOrder(0.05m, 0.5m, Sell, IoC: false);
Assert.IsTrue(buyer.OpenLimitOrder(0.15m, 3m, Buy, IoC: true) == 0.2m, "Unexpected amount of tokens received");
//TODO: test multiple IoC orders against each other on the same block!
}
public void TestFailedRegular()
{
InitExchange();
var baseSymbol = DomainSettings.StakingTokenSymbol;
var quoteSymbol = maxDivTokenSymbol;
var buyer = new ExchangeUser(baseSymbol, quoteSymbol);
var seller = new ExchangeUser(baseSymbol, quoteSymbol);
buyer.FundQuoteToken(quantity: 2m, fundFuel: true);
seller.FundBaseToken(quantity: 2m, fundFuel: true);
//-----------------------------------------
//test order amount and prices below limit
try
{
buyer.OpenLimitOrder(0, 0.5m, Buy);
Assert.IsTrue(false, "Order should fail due to insufficient amount");
}
catch (Exception e) { }
try
{
buyer.OpenLimitOrder(0.5m, 0, Buy);
Assert.IsTrue(false, "Order should fail due to insufficient price");
}
catch (Exception e) { }
}
public void TestIoCLimitMinimumQuantity()
{
InitExchange();
var baseSymbol = DomainSettings.StakingTokenSymbol;
var quoteSymbol = maxDivTokenSymbol;
var buyer = new ExchangeUser(baseSymbol, quoteSymbol);
var seller = new ExchangeUser(baseSymbol, quoteSymbol);
buyer.FundQuoteToken(quantity: 2m, fundFuel: true);
seller.FundBaseToken(quantity: 2m, fundFuel: true);
//-----------------------------------------
//test order amount and prices at the limit
var minimumBaseToken = UnitConversion.ToDecimal(simulator.Nexus.RootChain.InvokeContract(simulator.Nexus.RootStorage, "exchange", "GetMinimumTokenQuantity", buyer.baseToken).AsNumber(), buyer.baseToken.Decimals);
var minimumQuoteToken = UnitConversion.ToDecimal(simulator.Nexus.RootChain.InvokeContract(simulator.Nexus.RootStorage, "exchange", "GetMinimumTokenQuantity", buyer.quoteToken).AsNumber(), buyer.baseToken.Decimals);
buyer.OpenLimitOrder(minimumBaseToken, minimumQuoteToken, Buy, IoC: true);
seller.OpenLimitOrder(minimumBaseToken, minimumQuoteToken, Sell, IoC: true);
buyer.OpenLimitOrder(1m, 1m, Buy);
buyer.OpenLimitOrder(1m, 1m, Buy);
Assert.IsTrue(seller.OpenLimitOrder(1m + (minimumBaseToken * .99m), 1m, Sell) == 1m, "Used leftover under minimum quantity");
}
public void TestFailedIOC()
{
InitExchange();
var baseSymbol = Nexus.StakingTokenSymbol;
var quoteSymbol = maxDivTokenSymbol;
var buyer = new ExchangeUser(baseSymbol, quoteSymbol);
var seller = new ExchangeUser(baseSymbol, quoteSymbol);
buyer.FundQuoteToken(quantity: 2m, fundFuel: true);
seller.FundBaseToken(quantity: 2m, fundFuel: true);
//-----------------------------------------
//test order amount and prices below limit
try
{
buyer.OpenLimitOrder(0, 0.5m, Buy, IoC: true);
Assert.IsTrue(false, "Order should fail due to insufficient amount");
}
catch (Exception e) { }
try
{
buyer.OpenLimitOrder(0.5m, 0, Buy, IoC: true);
Assert.IsTrue(false, "Order should fail due to insufficient price");
}
catch (Exception e) { }
Assert.IsTrue(buyer.OpenLimitOrder(0.123m, 0.3m, Buy, IoC: true) == 0, "Shouldn't have filled any part of the order");
Assert.IsTrue(seller.OpenLimitOrder(0.123m, 0.3m, Sell, IoC: true) == 0, "Shouldn't have filled any part of the order");
}
public void TestEmptyBookMarketOrder()
{
InitExchange();
var baseSymbol = DomainSettings.StakingTokenSymbol;
var quoteSymbol = maxDivTokenSymbol;
var buyer = new ExchangeUser(baseSymbol, quoteSymbol);
var seller = new ExchangeUser(baseSymbol, quoteSymbol);
buyer.FundQuoteToken(quantity: 2m, fundFuel: true);
seller.FundBaseToken(quantity: 2m, fundFuel: true);
Assert.IsTrue(buyer.OpenMarketOrder(1, Buy) == 0, "Should not have bought anything");
}
public void TestMarketOrderPartialFill()
{
InitExchange();
var baseSymbol = DomainSettings.StakingTokenSymbol;
var quoteSymbol = maxDivTokenSymbol;
var buyer = new ExchangeUser(baseSymbol, quoteSymbol);
var seller = new ExchangeUser(baseSymbol, quoteSymbol);
buyer.FundQuoteToken(quantity: 2m, fundFuel: true);
seller.FundBaseToken(quantity: 2m, fundFuel: true);
seller.OpenLimitOrder(0.2m, 1m, Sell);
Assert.IsTrue(buyer.OpenMarketOrder(0.3m, Buy) == 0.2m, "");
}
public void TestMarketOrderTotalFillNoOrderbookWipe()
{
InitExchange();
var baseSymbol = Nexus.StakingTokenSymbol;
var quoteSymbol = maxDivTokenSymbol;
var buyer = new ExchangeUser(baseSymbol, quoteSymbol);
var seller = new ExchangeUser(baseSymbol, quoteSymbol);
buyer.FundQuoteToken(quantity: 2m, fundFuel: true);
seller.FundBaseToken(quantity: 2m, fundFuel: true);
seller.OpenLimitOrder(0.1m, 1m, Sell);
seller.OpenLimitOrder(0.1m, 2m, Sell);
Assert.IsTrue(buyer.OpenMarketOrder(0.25m, Buy) == 0.175m, "");
}
public void TestIoCLimitOrderUnmatched()
{
InitExchange();
var baseSymbol = DomainSettings.StakingTokenSymbol;
var quoteSymbol = maxDivTokenSymbol;
var buyer = new ExchangeUser(baseSymbol, quoteSymbol);
var seller = new ExchangeUser(baseSymbol, quoteSymbol);
buyer.FundQuoteToken(quantity: 2m, fundFuel: true);
seller.FundBaseToken(quantity: 2m, fundFuel: true);
//-----------------------------------------
//test unmatched IoC orders
seller.OpenLimitOrder(0.01m, 0.5m, Sell);
buyer.OpenLimitOrder(0.01m, 0.1m, Buy);
Assert.IsTrue(buyer.OpenLimitOrder(0.123m, 0.3m, Buy, IoC: true) == 0, "Shouldn't have filled any part of the order");
Assert.IsTrue(seller.OpenLimitOrder(0.123m, 0.3m, Sell, IoC: true) == 0, "Shouldn't have filled any part of the order");
}
public void TestIoCLimitOrderCompleteFulfilment()
{
InitExchange();
var baseSymbol = DomainSettings.StakingTokenSymbol;
var quoteSymbol = maxDivTokenSymbol;
var buyer = new ExchangeUser(baseSymbol, quoteSymbol);
var seller = new ExchangeUser(baseSymbol, quoteSymbol);
buyer.FundQuoteToken(quantity: 2m, fundFuel: true);
seller.FundBaseToken(quantity: 2m, fundFuel: true);
//-----------------------------------------
//test fully matched IoC orders
buyer.OpenLimitOrder(0.1m, 1m, Buy, IoC: false);
Assert.IsTrue(seller.OpenLimitOrder(0.1m, 1m, Sell, IoC: true) == 0.1m, "Unexpected amount of tokens received");
seller.OpenLimitOrder(0.1m, 1m, Sell, IoC: false);
Assert.IsTrue(buyer.OpenLimitOrder(0.1m, 1m, Buy, IoC: true) == 0.1m, "Unexpected amount of tokens received");
}
public void TestLimitMinimumQuantity()
{
InitExchange();
var baseSymbol = Nexus.StakingTokenSymbol;
var quoteSymbol = maxDivTokenSymbol;
var buyer = new ExchangeUser(baseSymbol, quoteSymbol);
var seller = new ExchangeUser(baseSymbol, quoteSymbol);
buyer.FundQuoteToken(quantity: 2m, fundFuel: true);
seller.FundBaseToken(quantity: 2m, fundFuel: true);
//-----------------------------------------
//test order amount and prices at the limit
var minimumBaseToken = UnitConversion.ToDecimal(simulator.Nexus.RootChain.InvokeContract("exchange", "GetMinimumTokenQuantity", buyer.baseToken).AsNumber(), buyer.baseToken.Decimals);
var minimumQuoteToken = UnitConversion.ToDecimal(simulator.Nexus.RootChain.InvokeContract("exchange", "GetMinimumTokenQuantity", buyer.quoteToken).AsNumber(), buyer.baseToken.Decimals);
buyer.OpenLimitOrder(minimumBaseToken, minimumQuoteToken, Buy);
seller.OpenLimitOrder(minimumBaseToken, minimumQuoteToken, Sell);
}
