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Make sure the rate of the merchant is using the ask of a divided exchange

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nicolas.dorier
2018-05-23 02:18:38 +09:00
parent ead67887ab
commit ba3d13d56c
9 changed files with 253 additions and 48 deletions
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24
BTCPayServer.Tests/RateRulesTest.cs
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@@ -94,12 +94,12 @@ namespace BTCPayServer.Tests
Assert.Equal(test.ExpectedExchangeRates, string.Join(',', rule.ExchangeRates.OfType<object>().ToArray()));
}
var rule2 = rules.GetRuleFor(CurrencyPair.Parse("DOGE_CAD"));
rule2.ExchangeRates.SetRate("bittrex", CurrencyPair.Parse("DOGE_BTC"), 5000);
rule2.ExchangeRates.SetRate("bittrex", CurrencyPair.Parse("DOGE_BTC"), new BidAsk(5000m));
rule2.Reevaluate();
Assert.True(rule2.HasError);
Assert.Equal("5000 * ERR_RATE_UNAVAILABLE(coinbase, BTC_CAD) * 1.1", rule2.ToString(true));
Assert.Equal("bittrex(DOGE_BTC) * coinbase(BTC_CAD) * 1.1", rule2.ToString(false));
rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_CAD"), 2000.4m);
rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_CAD"), new BidAsk(2000.4m));
rule2.Reevaluate();
Assert.False(rule2.HasError);
Assert.Equal("5000 * 2000.4 * 1.1", rule2.ToString(true));
@@ -116,7 +116,7 @@ namespace BTCPayServer.Tests
rule2 = rules.GetRuleFor(CurrencyPair.Parse("DOGE_USD"));
Assert.Equal("(2000 * (-3 + coinbase(BTC_CAD) + 50 - 5)) * 1.1", rule2.ToString());
rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_CAD"), 1000m);
rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_CAD"), new BidAsk(1000m));
Assert.True(rule2.Reevaluate());
Assert.Equal("(2000 * (-3 + 1000 + 50 - 5)) * 1.1", rule2.ToString(true));
Assert.Equal((2000m * (-3m + 1000m + 50m - 5m)) * 1.1m, rule2.Value.Value);
@@ -124,7 +124,7 @@ namespace BTCPayServer.Tests
// Test inverse
rule2 = rules.GetRuleFor(CurrencyPair.Parse("USD_DOGE"));
Assert.Equal("(1 / (2000 * (-3 + coinbase(BTC_CAD) + 50 - 5))) * 1.1", rule2.ToString());
rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_CAD"), 1000m);
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);
@@ -135,8 +135,22 @@ namespace BTCPayServer.Tests
builder.AppendLine("BTC_USD = kraken(BTC_USD)");
Assert.True(RateRules.TryParse(builder.ToString(), out rules));
rule2 = rules.GetRuleFor(CurrencyPair.Parse("BTC_USD"));
rule2.ExchangeRates.SetRate("kraken", CurrencyPair.Parse("BTC_USD"), 1000m);
rule2.ExchangeRates.SetRate("kraken", CurrencyPair.Parse("BTC_USD"), new BidAsk(1000m));
Assert.True(rule2.Reevaluate());
// Make sure can handle pairs
builder = new StringBuilder();
builder.AppendLine("BTC_USD = kraken(BTC_USD)");
rule2 = rules.GetRuleFor(CurrencyPair.Parse("BTC_USD"));
rule2.ExchangeRates.SetRate("kraken", CurrencyPair.Parse("BTC_USD"), new BidAsk(6000m, 6100m));
Assert.True(rule2.Reevaluate());
Assert.Equal("(6000, 6100)", rule2.ToString(true));
Assert.Equal(6000m, rule2.Value.Value);
rule2 = rules.GetRuleFor(CurrencyPair.Parse("USD_BTC"));
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);
}
}
}