public void BaseValidation_Fail_NoSymbol_OrderType_MaxQty()
{
// Arrange
string message;
var trx = TestHelper.Trx;
var trxStats = TestHelper.TrxStats;
var clientOrder = new ClientOrder()
{
Type = OrderType.Limit, Side = OrderSide.Buy, Quantity = 150000000.00000000M, Price = trxStats.LastPrice
};
clientOrder.QuoteAccountBalance = new AccountBalance {
Free = clientOrder.Price * clientOrder.Quantity
};
trx.OrderTypes = trx.OrderTypes.Where(t => t != OrderType.Limit);
// Act
var clientOrderValidation = new ClientOrderValidationBuilder().Build();
var result = clientOrderValidation.TryValidate(trx, clientOrder, out message);
// Assert
Assert.IsFalse(result);
Assert.AreEqual(message, $" {clientOrder.Type} order not valid: Order has no symbol;Limit order is not permitted;Quantity {clientOrder.Quantity} is above the maximum {trx.Quantity.Maximum}");
}
public void StopPriceValidation_Pass()
{
// Arrange
string message;
var trx = TestHelper.Trx;
var trxStats = TestHelper.TrxStats;
var clientOrder = new ClientOrder()
{
Symbol = "TRXBTC", Side = OrderSide.Buy, Type = OrderType.Limit, Quantity = 500.00000000M, Price = trxStats.LastPrice, StopPrice = (trxStats.LastPrice + (100 * trx.Price.Increment))
};
clientOrder.QuoteAccountBalance = new AccountBalance {
Free = (trxStats.LastPrice + (100 * trx.Price.Increment)) * clientOrder.Quantity
};
// Act
var clientOrderValidation = new ClientOrderValidationBuilder()
.AddPriceValidation()
.AddStopPriceValidation()
.Build();
var result = clientOrderValidation.TryValidate(trx, clientOrder, out message);
// Assert
Assert.IsTrue(result);
Assert.AreEqual(message, string.Empty);
}
public void StopPriceValidation_Failed_MaxPrice()
{
// Arrange
string message;
var trx = TestHelper.Trx;
var trxStats = TestHelper.TrxStats;
var clientOrder = new ClientOrder()
{
Symbol = "TRXBTC", Side = OrderSide.Buy, Type = OrderType.Limit, Quantity = 500.00000000M, Price = trxStats.LastPrice, StopPrice = 15000000.00000000M
};
clientOrder.QuoteAccountBalance = new AccountBalance {
Free = clientOrder.Price * clientOrder.Quantity
};
// Act
var clientOrderValidation = new ClientOrderValidationBuilder()
.AddPriceValidation()
.AddStopPriceValidation()
.Build();
var result = clientOrderValidation.TryValidate(trx, clientOrder, out message);
// Assert
Assert.IsFalse(result);
Assert.AreEqual(message, $"{clientOrder.Symbol} {clientOrder.Type} order not valid: Insufficient funds to buy: {clientOrder.StopPrice * clientOrder.Quantity} is greater than the available {clientOrder.QuoteAccountBalance.Free};Stop Price {clientOrder.StopPrice} cannot be above the maximum {trx.Price.Maximum}");
}
public void StopPriceValidation_Failed_MinPrice_TickSize()
{
// Arrange
string message;
var trx = TestHelper.Trx;
var trxStats = TestHelper.TrxStats;
var clientOrder = new ClientOrder()
{
Symbol = "TRXBTC", Side = OrderSide.Buy, Type = OrderType.Limit, Quantity = 500.00000000M, Price = trxStats.LastPrice, StopPrice = 0.000000001M
};
clientOrder.QuoteAccountBalance = new AccountBalance {
Free = clientOrder.Price * clientOrder.Quantity
};
// Act
var clientOrderValidation = new ClientOrderValidationBuilder()
.AddPriceValidation()
.AddStopPriceValidation()
.Build();
var result = clientOrderValidation.TryValidate(trx, clientOrder, out message);
// Assert
Assert.IsFalse(result);
Assert.AreEqual(message, $"{clientOrder.Symbol} {clientOrder.Type} order not valid: Stop Price {clientOrder.StopPrice} cannot be below the minimum {trx.Price.Minimum};Stop Price {clientOrder.StopPrice} doesn't meet the tick size {trx.Price.Increment}");
}
public void BaseValidation_Fail_NoSymbol_OrderType_MinQty_StepSize()
{
// Arrange
string message;
var trx = TestHelper.Trx;
var trxStats = TestHelper.TrxStats;
var clientOrder = new ClientOrder()
{
Type = OrderType.Limit, Side = OrderSide.Buy, Quantity = 0.00090000M, Price = trxStats.LastPrice
};
clientOrder.QuoteAccountBalance = new AccountBalance {
Free = clientOrder.Price * clientOrder.Quantity
};
trx.OrderTypes = trx.OrderTypes.Where(t => t != OrderType.Limit);
// Act
var clientOrderValidation = new ClientOrderValidationBuilder().Build();
var result = clientOrderValidation.TryValidate(trx, clientOrder, out message);
// Assert
Assert.IsFalse(result);
Assert.AreEqual(message, $" {clientOrder.Type} order not valid: Order has no symbol;Limit order is not permitted;Quantity {clientOrder.Quantity} is below the minimum {trx.Quantity.Minimum};Quantity {clientOrder.Quantity} must be in multiples of the step size {trx.Quantity.Increment};Notional {clientOrder.Price * clientOrder.Quantity} is less than the minimum notional {trx.NotionalMinimumValue}");
}
public void BaseValidation_Failed_SymbolMismatch()
{
// Arrange
var trx = TestHelper.Trx;
var trxStats = TestHelper.TrxStats;
var clientOrder = new ClientOrder()
{
Symbol = "ETHBTC", Side = OrderSide.Buy, Type = OrderType.Limit, Quantity = 500.00000000M, Price = trxStats.LastPrice
};
clientOrder.QuoteAccountBalance = new AccountBalance {
Free = clientOrder.Price * clientOrder.Quantity
};
// Act
var clientOrderValidation = new ClientOrderValidationBuilder().Build();
var result = clientOrderValidation.TryValidate(trx, clientOrder, out string message);
// Assert
Assert.IsFalse(result);
Assert.AreEqual(message, $"{clientOrder.Symbol} {clientOrder.Type} order not valid: Order {clientOrder.Symbol} validation symbol {trx.BaseAsset.Symbol}{trx.QuoteAsset.Symbol} mismatch");
}