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Can solve inverses at exchange level

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nicolas.dorier
2018-05-23 19:29:01 +09:00
parent 127ca7582f
commit 4e32dad1ea
2 changed files with 23 additions and 5 deletions
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14
BTCPayServer.Tests/RateRulesTest.cs
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@@ -4,6 +4,7 @@ using System.Collections.Generic;
using System.Text;
using BTCPayServer.Rating;
using Xunit;
using System.Globalization;
namespace BTCPayServer.Tests
{
@@ -127,7 +128,7 @@ namespace BTCPayServer.Tests
rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_CAD"), new BidAsk(1000m));
Assert.True(rule2.Reevaluate());
Assert.Equal("(1 / (2000 * (-3 + 1000 + 50 - 5))) * 1.1", rule2.ToString(true));
Assert.Equal(( 1.0m / (2000m * (-3m + 1000m + 50m - 5m))) * 1.1m, rule2.Value.Value);
Assert.Equal((1.0m / (2000m * (-3m + 1000m + 50m - 5m))) * 1.1m, rule2.Value.Value);
////////
// Make sure kraken is not converted to CurrencyPair
@@ -151,7 +152,7 @@ namespace BTCPayServer.Tests
rule2.ExchangeRates.SetRate("kraken", CurrencyPair.Parse("BTC_USD"), new BidAsk(6000m, 6100m));
Assert.True(rule2.Reevaluate());
Assert.Equal("1 / (6000, 6100)", rule2.ToString(true));
Assert.Equal(1m/6100m, rule2.Value.Value);
Assert.Equal(1m / 6100m, rule2.Value.Value);
// Make sure the inverse has more priority than X_X or CDNT_X
builder = new StringBuilder();
@@ -164,6 +165,15 @@ namespace BTCPayServer.Tests
rule2.ExchangeRates.SetRate("coinaverage", CurrencyPair.Parse("BTC_USD"), new BidAsk(6000m, 6100m));
Assert.True(rule2.Reevaluate());
Assert.Equal("1 / 10", rule2.ToString(false));
// Make sure an inverse can be solved on an exchange
builder = new StringBuilder();
builder.AppendLine("X_X = coinaverage(X_X);");
Assert.True(RateRules.TryParse(builder.ToString(), out rules));
rule2 = rules.GetRuleFor(CurrencyPair.Parse("USD_BTC"));
rule2.ExchangeRates.SetRate("coinaverage", CurrencyPair.Parse("BTC_USD"), new BidAsk(6000m, 6100m));
Assert.True(rule2.Reevaluate());
Assert.Equal($"({(1m / 6100m).ToString(CultureInfo.InvariantCulture)}, {(1m / 6000m).ToString(CultureInfo.InvariantCulture)})", rule2.ToString(true));
}
}
}

14
BTCPayServer/Rating/ExchangeRates.cs
View File

@@ -63,8 +63,16 @@ namespace BTCPayServer.Rating
if (ByExchange.TryGetValue(exchangeName, out var rates))
{
var rate = rates.FirstOrDefault(r => r.CurrencyPair == currencyPair);
if (rate != null)
if(rate != null)
{
rate.BidAsk = bidAsk;
}
var invPair = currencyPair.Inverse();
var invRate = rates.FirstOrDefault(r => r.CurrencyPair == invPair);
if (invRate != null)
{
invRate.BidAsk = bidAsk?.Inverse();
}
}
}
public BidAsk GetRate(string exchangeName, CurrencyPair currencyPair)
@@ -135,7 +143,7 @@ namespace BTCPayServer.Rating
return new BidAsk(1.0m / Ask, 1.0m / Bid);
}
public static BidAsk operator+(BidAsk a, BidAsk b)
public static BidAsk operator +(BidAsk a, BidAsk b)
{
return new BidAsk(a.Bid + b.Bid, a.Ask + b.Ask);
}
@@ -169,7 +177,7 @@ namespace BTCPayServer.Rating
return new BidAsk(a.Bid / b.Ask, a.Ask / b.Bid);
}
public static BidAsk operator-(BidAsk a, BidAsk b)
public static BidAsk operator -(BidAsk a, BidAsk b)
{
return new BidAsk(a.Bid - b.Bid, a.Ask - b.Ask);
}