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}");
        }
示例#6
0
        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");
        }