public void PostAssetPairPipsDiffValuesBidRoundingTest(object expectedBid, object roundedBid)
{
var assetPairRates = lykkePayApi.assetPairRates.GetAssetPairRates(testAsset).GetResponseObject();
var bid = assetPairRates.bid;
var deltaSpread = new Decimal(new AzureUtils(LocalConfig.GetLocalConfig().AzureDeltaSpread)
.GetCloudTable("Merchants")
.GetSearchResult("ApiKey", "BILETTERTESTKEY")
.GetCellByKnowRowKeyAndKnownCellValue("DeltaSpread", "bitteller.test.1").DoubleValue.Value);
var newBid = assetPairRates.bid - assetPairRates.bid * deltaSpread / 100;
var percent = (-decimal.Parse(expectedBid.ToString()) + newBid - newBid * 0.1m /*lykkays percent*/ - newBid * 0 /*lykkays pips*/) * 100 / newBid;
var perc = percent.ToString(CultureInfo.InvariantCulture);
string markUp = $"{{\"markup\": {{\"percent\":{perc}, \"pips\": 0}}}}";
var merchant = new MerchantModel(markUp);
var response = lykkePayApi.assetPairRates.PostAssetsPairRates(testAsset, merchant, markUp);
Assert.That(response.StatusCode, Is.EqualTo(HttpStatusCode.OK), "Unexpected status code");
var postModel = JsonConvert.DeserializeObject <PostAssetsPairRatesModel>(response.Content);
Assert.Multiple(() =>
{
Assert.That(postModel.LykkeMerchantSessionId, Is.Not.Null, "LykkeMerchantSessionId not present in response");
Assert.That(postModel.bid, Is.EqualTo(decimal.Parse(roundedBid.ToString())), "Actual bid is not equal to expected");
});
}
public ConfigBuilder()
{
LocalConfig localConfig = LocalConfig.GetLocalConfig();
Config = new ConfigurationBuilder().AddEnvironmentVariables().Build();
Config.Providers.First().Set("SettingsUrl", $"{localConfig.SettingsServiceURL}{localConfig.SettingsServiceAccessToken}");
ReloadingManager = Config.LoadSettings <AppSettings>("SettingsUrl", false);
}
public static IReloadingManager <AppSettings> InitConfiguration()
{
LocalConfig localConfig = LocalConfig.GetLocalConfig();
var config = new ConfigurationBuilder().AddEnvironmentVariables().Build();
config.Providers.First().Set("SettingsUrl", $"{localConfig.SettingsServiceURL}{localConfig.SettingsServiceAccessToken}");
return(config.LoadSettings <AppSettings>("SettingsUrl", false));
}
public double ExpectedBid(double percent, int pips, string assetPair = "BTCUSD")
{
var assetPairRates = lykkePayApi.assetPairRates.GetAssetPairRates(assetPair).GetResponseObject();
var bid = assetPairRates.bid;
var deltaSpread = new Decimal(new AzureUtils(LocalConfig.GetLocalConfig().AzureDeltaSpread)
.GetCloudTable("Merchants")
.GetSearchResult("ApiKey", "BILETTERTESTKEY")
.GetCellByKnowRowKeyAndKnownCellValue("DeltaSpread", "bitteller.test.1").DoubleValue.Value);
decimal newBid = bid - deltaSpread * bid / 100;
var tempBid = (newBid * (1 - decimal.Parse(percent.ToString(), CultureInfo.InvariantCulture) / 100 - 0.1m) - pips / (decimal)Math.Pow(10, assetPairRates.accuracy));
var expectedBid = Math.Floor((tempBid) * (decimal)Math.Pow(10, assetPairRates.accuracy)) / (decimal)Math.Pow(10, assetPairRates.accuracy);
return(expectedBid >= 0 ? (double)expectedBid : 0);
}
public double ExpectedAsk(double percent, int pips, string assetPair = "BTCUSD")
{
var assetPairRates = lykkePayApi.assetPairRates.GetAssetPairRates(assetPair).GetResponseObject();
var ask = assetPairRates.ask;
var deltaSpread = new Decimal(new AzureUtils(LocalConfig.GetLocalConfig().AzureDeltaSpread)
.GetCloudTable("Merchants")
.GetSearchResult("ApiKey", "BILETTERTESTKEY")
.GetCellByKnowRowKeyAndKnownCellValue("DeltaSpread", "bitteller.test.1").DoubleValue.Value);
decimal newAsk = ask + (deltaSpread * ask) / 100;
decimal spread = newAsk * decimal.Parse(percent.ToString(), CultureInfo.InvariantCulture) / 100;
decimal lpm = newAsk * 0.1m;
var expectedAsk = newAsk * (1 + decimal.Parse(percent.ToString(), CultureInfo.InvariantCulture) / 100 + 0.1m) + pips / (decimal)Math.Pow(10, assetPairRates.accuracy);
var a1 = expectedAsk - Math.Floor(expectedAsk); // fraction
var a2 = a1 * 1000 - Math.Floor(a1 * 1000); // 0.000XXX fraction
expectedAsk = Math.Floor((Math.Floor(expectedAsk) + a1) * 1000) / 1000;
if ((a1 - a2 / 1000) > 0)
{
expectedAsk += +0.001m; //move this to 10^curr
}
return((double)expectedAsk);
}
