public void ShouldThrowExceptionOnElementAtWhenIndexOutOfBounds()
{
var array = new ResizeableArray <int>();
Assert.Throws <ValidationException>(() => array.ElementAt(10));
Assert.Throws <ValidationException>(() => array.ElementAt(0));
array.Add(10);
array.Add(11);
Assert.Throws <ValidationException>(() => array.ElementAt(2));
}
public void ShouldReturnFlaseOnIsEmptyWhenLenghtIsGreaterThan0()
{
var array = new ResizeableArray <int>();
array.Add(10);
array.Add(9);
Assert.AreEqual(2, array.Length);
Assert.False(array.IsEmpty);
}
public void ShouldThrowExceptionOnSetWhenIndexOutOfBounds()
{
var array = new ResizeableArray <int>();
array.Add(1);
array.Add(2);
array.Add(3);
Assert.AreEqual(3, array.Length);
Assert.Throws <ValidationException>(() => array.Set(6, 15));
}
public void ShouldReturnCorrectElementOnElementAtWhenArrayIsNotEmpty()
{
var array = new ResizeableArray <int>();
array.Add(10);
array.Add(0);
Assert.AreEqual(10, array.ElementAt(0));
Assert.AreEqual(0, array.ElementAt(1));
Assert.AreEqual(2, array.Length);
}
public void ShouldAddElementAtStartOfArrayOnPreprend()
{
var array = new ResizeableArray <int>();
array.Add(10);
array.Add(15);
array.Add(20);
array.Prepend(25);
Assert.AreEqual(25, array.ElementAt(0));
Assert.AreEqual(10, array.ElementAt(1));
Assert.AreEqual(15, array.ElementAt(2));
Assert.AreEqual(20, array.ElementAt(3));
}
public void ShouldAddElementAtCorrectIndexOnInsert()
{
var array = new ResizeableArray <int>();
array.Add(10);
array.Add(15);
array.Add(20);
array.Insert(25, 1);
Assert.AreEqual(10, array.ElementAt(0));
Assert.AreEqual(25, array.ElementAt(1));
Assert.AreEqual(15, array.ElementAt(2));
Assert.AreEqual(20, array.ElementAt(3));
}
public void ShouldAddElementAtTheEndOfArrayOnAdd()
{
var array = new ResizeableArray <int>();
array.Add(12);
array.Add(16);
array.Add(122);
Assert.False(array.IsEmpty);
Assert.AreEqual(3, array.Length);
Assert.AreEqual(12, array.ElementAt(0));
Assert.AreEqual(16, array.ElementAt(1));
Assert.AreEqual(122, array.ElementAt(2));
}
public void ShouldReturnFirstIndexOnFindWhenElementExists()
{
var array = new ResizeableArray <int>();
array.Add(12);
array.Add(16);
array.Add(14);
array.Add(16);
array.Add(25);
var index = array.Find(16);
Assert.AreEqual(1, index);
}
public void ShouldReturnMinusOneOnFindWhenElementDoesNotExist()
{
var array = new ResizeableArray <int>();
array.Add(12);
array.Add(16);
array.Add(14);
array.Add(16);
array.Add(25);
var index = array.Find(200);
Assert.AreEqual(-1, index);
}
public void ShouldSetCorrectAtValueAtGivenIndexOnSet()
{
var array = new ResizeableArray <int>();
array.Add(1);
array.Add(2);
array.Add(3);
array.Set(1, 15);
Assert.AreEqual(3, array.Length);
Assert.AreEqual(1, array.ElementAt(0));
Assert.AreEqual(15, array.ElementAt(1));
Assert.AreEqual(3, array.ElementAt(2));
}
public void ShouldRemoveElementAtCorrectIndexOnRemoveAt()
{
var array = new ResizeableArray <int>();
array.Add(1);
array.Add(2);
array.Add(3);
Assert.AreEqual(3, array.Length);
array.RemoveAt(1);
Assert.AreEqual(2, array.Length);
Assert.AreEqual(1, array.ElementAt(0));
Assert.AreEqual(3, array.ElementAt(1));
}
public void ShouldRemoveLastElementOnPop()
{
var array = new ResizeableArray <int>();
array.Add(1);
array.Add(2);
array.Add(3);
Assert.AreEqual(3, array.Length);
var element = array.Pop();
Assert.AreEqual(3, element);
Assert.AreEqual(2, array.Length);
Assert.AreEqual(1, array.ElementAt(0));
Assert.AreEqual(2, array.ElementAt(1));
}
public void ShouldDecreaseCapacityOnPop()
{
var array = new ResizeableArray <int>();
Assert.AreEqual(16, array.Capacity);
for (int i = 0; i < 16; i++)
{
array.Add(i);
}
Assert.AreEqual(32, array.Capacity);
Assert.AreEqual(16, array.Length);
for (int i = 0; i < 8; i++)
{
array.Pop();
}
Assert.AreEqual(16, array.Capacity);
Assert.AreEqual(8, array.Length);
for (int i = 0; i < 6; i++)
{
array.Pop();
}
Assert.AreEqual(2, array.Length);
Assert.AreEqual(16, array.Capacity);
}
public void ShouldIncreseCapacityOnInsertWhenMaxCapacityIsReached()
{
var array = new ResizeableArray <int>();
Assert.AreEqual(16, array.Capacity);
for (int i = 0; i < 15; i++)
{
array.Add(i);
}
Assert.AreEqual(16, array.Capacity);
array.Insert(200, 4);
Assert.AreEqual(32, array.Capacity);
for (int i = 0; i < 16; i++)
{
if (i < 4)
{
Assert.AreEqual(i, array.ElementAt(i));
}
if (i == 4)
{
Assert.AreEqual(200, array.ElementAt(i));
}
if (i > 4)
{
Assert.AreEqual(i - 1, array.ElementAt(i));
}
}
}
public void ShouldDecreaseCapacityOnRemove()
{
var array = new ResizeableArray <int>();
Assert.AreEqual(16, array.Capacity);
for (int i = 0; i < 16; i++)
{
array.Add(i);
}
Assert.AreEqual(32, array.Capacity);
Assert.AreEqual(16, array.Length);
for (int i = 0; i < 8; i++)
{
var elem = array.ElementAt(0);
array.Remove(elem);
}
Assert.AreEqual(16, array.Capacity);
Assert.AreEqual(8, array.Length);
for (int i = 0; i < 6; i++)
{
var elem = array.ElementAt(0);
array.Remove(elem);
}
Assert.AreEqual(2, array.Length);
Assert.AreEqual(16, array.Capacity);
}
void UpdateCandleStickData(ResizeableArray <CandleStickData> data)
{
for (int i = 0; i < Ticker.CandleStickData.Count; i++)
{
data.Add(Ticker.CandleStickData[i]);
}
Ticker.CandleStickData = data;
}
public ResizeableArray <TradeInfoItem> GetTradeHistory()
{
ResizeableArray <TradeInfoItem> res = new ResizeableArray <TradeInfoItem>(TradeHistory.Count);
foreach (var item in TradeHistory)
{
res.Add(item);
}
return(res);
}
public override ResizeableArray <TradeInfoItem> GetTrades(Ticker ticker, DateTime starTime)
{
string address = string.Format("https://api.binance.com/api/v1/depth?symbol={0}&limit={1}",
Uri.EscapeDataString(ticker.CurrencyPair), 1000);
string text = ((Ticker)ticker).DownloadString(address);
if (string.IsNullOrEmpty(text))
{
return(null);
}
JArray trades = JsonConvert.DeserializeObject <JArray>(text);
if (trades.Count == 0)
{
return(null);
}
ResizeableArray <TradeInfoItem> list = new ResizeableArray <TradeInfoItem>(1000);
int index = 0;
for (int i = 0; i < trades.Count; i++)
{
JObject obj = (JObject)trades[i];
DateTime time = new DateTime(obj.Value <Int64>("time"));
int tradeId = obj.Value <int>("id");
if (time < starTime)
{
break;
}
TradeInfoItem item = new TradeInfoItem(null, ticker);
bool isBuy = obj.Value <string>("type").Length == 3;
item.AmountString = obj.Value <string>("qty");
item.Time = time;
item.Type = isBuy ? TradeType.Buy : TradeType.Sell;
item.RateString = obj.Value <string>("price");
item.Id = tradeId;
double price = item.Rate;
double amount = item.Amount;
item.Total = price * amount;
list.Add(item);
index++;
}
if (ticker.HasTradeHistorySubscribers)
{
ticker.RaiseTradeHistoryChanged(new TradeHistoryChangedEventArgs()
{
NewItems = list
});
}
return(list);
}
public void Add(LogType type, object owner, string name, string message, string description)
{
Messages.Add(new LogMessage()
{
Type = type,
Owner = owner,
Name = name,
Text = message,
Description = description,
Time = DateTime.UtcNow
});
Save();
RefreshVisual();
}
public static ResizeableArray <TickerCollection> GetItems(List <Exchange> exchanges)
{
ResizeableArray <TickerCollection> arbitrageList = new ResizeableArray <TickerCollection>();
List <List <Ticker> > markets = GetMarketsList(exchanges);
if (markets.Count == 0)
{
return(arbitrageList);
}
//string[] marketItems = new string[] { "ETC", "LTC", "ADA", "XRP", "EOS", "NES", "ETH", "BTC", "STR", "XMR", "DASH", "ZEC", "NXT" };
var mFirst = markets[0];
for (int mi = 0; mi < mFirst.Count; mi++)
{
Ticker ticker = mFirst[mi];
//if(!marketItems.Contains(ticker.MarketCurrency))
// continue;
//if(ticker.BaseCurrency != "BTC")
// continue;
TickerCollection info = new TickerCollection();
info.BaseCurrency = ticker.BaseCurrency;
info.MarketCurrency = ticker.MarketCurrency;
info.Add(ticker);
for (int i = 1; i < markets.Count; i++)
{
Ticker tt = markets[i].FirstOrDefault((t) => t.BaseCurrency == ticker.BaseCurrency && t.MarketCurrency == ticker.MarketCurrency);
if (tt == null)
{
continue;
}
info.Add(tt);
}
if (info.Count < 2)
{
continue;
}
info.UsdTicker = mFirst.FirstOrDefault((t) => t.MarketCurrency == info.BaseCurrency && t.BaseCurrency == "USDT");
arbitrageList.Add(info);
}
for (int ai = 0; ai < arbitrageList.Count; ai++)
{
TickerCollection coll = arbitrageList[ai];
for (int i = 0; i < coll.Count; i++)
{
coll.Tickers[i].UpdateMode = TickerUpdateMode.Arbitrage;
}
}
return(arbitrageList);
}
public void ShouldRemoveAllOccurencesOnRemove()
{
var array = new ResizeableArray <int>();
array.Add(12);
array.Add(1);
array.Add(2);
array.Add(13);
array.Add(1);
Assert.AreEqual(5, array.Length);
Assert.AreEqual(12, array.ElementAt(0));
Assert.AreEqual(1, array.ElementAt(1));
Assert.AreEqual(2, array.ElementAt(2));
Assert.AreEqual(13, array.ElementAt(3));
Assert.AreEqual(1, array.ElementAt(4));
array.Remove(1);
Assert.AreEqual(3, array.Length);
Assert.AreEqual(12, array.ElementAt(0));
Assert.AreEqual(2, array.ElementAt(1));
Assert.AreEqual(13, array.ElementAt(2));
}
public override bool UpdateTrades(Ticker ticker)
{
string address = string.Format("https://api.binance.com/api/v1/trades?symbol={0}&limit={1}",
Uri.EscapeDataString(ticker.CurrencyPair), 1000);
byte[] data = ((Ticker)ticker).DownloadBytes(address);
if (data == null || data.Length == 0)
{
return(false);
}
ticker.TradeHistory.Clear();
ticker.TradeStatistic.Clear();
int index = 0, parseIndex = 0;
List <string[]> items = JSonHelper.Default.DeserializeArrayOfObjects(data, ref parseIndex, TradeItemString);
ResizeableArray <TradeInfoItem> newItems = new ResizeableArray <TradeInfoItem>(items.Count);
for (int i = items.Count - 1; i >= 0; i--)
{
string[] item = items[i];
DateTime time = FromUnixTime(FastValueConverter.ConvertPositiveLong(item[3]));
int tradeId = FastValueConverter.ConvertPositiveInteger(item[0]);
TradeInfoItem t = new TradeInfoItem(null, ticker);
bool isBuy = item[4][0] != 't';
t.AmountString = item[2];
t.Time = time;
t.Type = isBuy ? TradeType.Buy : TradeType.Sell;
t.RateString = item[1];
t.Id = tradeId;
double price = t.Rate;
double amount = t.Amount;
t.Total = price * amount;
ticker.TradeHistory.Add(t);
newItems.Add(t);
index++;
}
if (ticker.HasTradeHistorySubscribers)
{
ticker.RaiseTradeHistoryChanged(new TradeHistoryChangedEventArgs()
{
NewItems = newItems
});
}
return(true);
}
public void ShouldIncreseCapacityOnAddWhenMaxCapacityIsReached()
{
var array = new ResizeableArray <int>();
Assert.AreEqual(16, array.Capacity);
for (int i = 0; i < 20; i++)
{
array.Add(i);
}
for (int i = 0; i < 20; i++)
{
Assert.AreEqual(i, array.ElementAt(i));
}
Assert.AreEqual(32, array.Capacity);
}
protected override bool GetTradesCore(ResizeableArray <TradeInfoItem> list, Ticker ticker, DateTime startTime, DateTime endTime)
{
string address = string.Format("https://www.bitmex.com/api/v1/trade?symbol={0}&count=1000&startTime={1}&endTime={2}", ticker.Name, DateToString(startTime), DateToString(endTime));
string text = string.Empty;
try {
text = GetDownloadString(address);
if (string.IsNullOrEmpty(text))
{
return(false);
}
if (text[0] == '{')
{
JObject obj = JsonConvert.DeserializeObject <JObject>(text);
LogManager.Default.Add(LogType.Error, this, Type.ToString(), "error in GetTradesCore", obj.Value <string>("message"));
return(false);
}
JArray res = JsonConvert.DeserializeObject <JArray>(text);
foreach (JObject obj in res.Children())
{
TradeInfoItem item = new TradeInfoItem();
item.Ticker = ticker;
item.RateString = obj.Value <string>("price");
item.AmountString = obj.Value <string>("size");
item.Type = obj.Value <string>("side")[0] == 'S' ? TradeType.Sell : TradeType.Buy;
item.TimeString = obj.Value <string>("timestamp");
DateTime time = item.Time;
if (list.Last() == null || list.Last().Time <= time)
{
list.Add(item);
}
else
{
break;
}
}
}
catch (Exception) {
return(false);
}
return(true);
}
public void Add(LogType type, object owner, string name, string message, string description)
{
lock (Messages) {
Messages.Add(new LogMessage()
{
Type = type,
Owner = owner,
Name = name,
Text = message,
Description = description,
Time = DateTime.UtcNow
});
Debug.WriteLine(DateTime.UtcNow.ToLongTimeString() + ": " + message);
}
lock (this) {
Save();
}
RefreshVisual();
}
ResizeableArray <IInputDataWithTime> ISimulationDataProvider.LoadData()
{
if (string.IsNullOrEmpty(SimulationDataFile))
{
return(null);
}
if (!File.Exists(SimulationDataFile))
{
return(null);
}
ArbitrageHistoryHelper helper = ArbitrageHistoryHelper.FromFile(SimulationDataFile);
ResizeableArray <IInputDataWithTime> res = new ResizeableArray <IInputDataWithTime>(helper.History.Count);
foreach (ArbitrageStatisticsItem item in helper.History)
{
res.Add(item);
}
return(res);
}
public void ShouldIncreseCapacityOnPrependWhenMaxCapacityIsReached()
{
var array = new ResizeableArray <int>();
Assert.AreEqual(16, array.Capacity);
for (int i = 0; i < 15; i++)
{
array.Add(i);
}
Assert.AreEqual(16, array.Capacity);
array.Prepend(200);
Assert.AreEqual(32, array.Capacity);
Assert.AreEqual(200, array.ElementAt(0));
for (int i = 1; i < 16; i++)
{
Assert.AreEqual(i - 1, array.ElementAt(i));
}
}
ResizeableArray <CandleStickData> GetCandleSticks(int count)
{
ResizeableArray <CandleStickData> list = new ResizeableArray <CandleStickData>();
DateTime now = DateTime.UtcNow;
DateTime start = now.AddMinutes(-count);
Random r = new Random();
for (int i = 0; i < count; i++)
{
list.Add(new CandleStickData()
{
Time = start,
Open = 4000 + 100 * r.NextDouble(),
Close = 4000 + 100 * r.NextDouble(),
High = 4200 + 100 * r.NextDouble(),
Low = 3700 + 100 * r.NextDouble()
});
start = start.AddMinutes(1);
}
return(list);
}
protected override bool GetTradesCore(ResizeableArray <TradeInfoItem> list, Ticker ticker, DateTime start, DateTime end)
{
string address = string.Format("https://api.binance.com/api/v1/aggTrades?symbol={0}&limit={1}&startTime={2}&endTime={3}",
Uri.EscapeDataString(ticker.CurrencyPair), 1000, ToUnixTimestampMs(start), ToUnixTimestampMs(end));
byte[] data = ((Ticker)ticker).DownloadBytes(address);
if (data == null || data.Length == 0)
{
return(false);
}
int parseIndex = 0;
List <string[]> items = JSonHelper.Default.DeserializeArrayOfObjects(data, ref parseIndex, AggTradeItemString);
for (int i = 0; i < items.Count; i++)
{
string[] item = items[i];
DateTime time = FromUnixTimestampMs(FastValueConverter.ConvertPositiveLong(item[5]));
//if(time > end)
// break;
int tradeId = FastValueConverter.ConvertPositiveInteger(item[0]);
TradeInfoItem t = new TradeInfoItem(null, ticker);
bool isBuy = item[6][0] != 't';
t.AmountString = item[2];
t.Time = time;
t.Type = isBuy ? TradeType.Buy : TradeType.Sell;
t.RateString = item[1];
t.Id = tradeId;
double price = t.Rate;
double amount = t.Amount;
t.Total = price * amount;
if (list.Last() == null || list.Last().Time < time)
{
list.Add(t);
}
}
return(true);
}
public override ResizeableArray<CandleStickData> GetCandleStickData(Ticker ticker, int candleStickPeriodMin, DateTime start, long periodInSeconds) {
long startSec = (long)(start.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
long end = startSec + periodInSeconds;
string address = string.Format("https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName={0}&tickInterval={1}&_={2}",
Uri.EscapeDataString(ticker.CurrencyPair), GetInvervalCommand(candleStickPeriodMin), GetNonce());
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch(Exception) {
return null;
}
if(bytes == null || bytes.Length == 0)
return null;
ResizeableArray<CandleStickData> list = new ResizeableArray<CandleStickData>();
int startIndex = 1;
if(!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
return list;
List<string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] { "O", "H", "L", "C", "V", "T", "BV" });
if(res == null) return list;
for(int i = 0; i < res.Count; i++) {
string[] item = res[i];
CandleStickData data = new CandleStickData();
data.Time = Convert.ToDateTime(item[5]);
data.High = FastValueConverter.Convert(item[1]);
data.Low = FastValueConverter.Convert(item[2]);
data.Open = FastValueConverter.Convert(item[0]);
data.Close = FastValueConverter.Convert(item[3]);
data.Volume = FastValueConverter.Convert(item[6]);
data.QuoteVolume = FastValueConverter.Convert(item[4]);
data.WeightedAverage = 0;
list.Add(data);
}
return list;
}