GMX v2 - Trading (#7)
* Move PrivateKeys.cs * Update gitignore * Update gitignore * updt * Extract GmxServiceTests.cs * Refact * update todo * Update code * Fix hashdata * Replace static token hashed datas * Set allowance * Add get orders * Add get orders tests * Add ignore * add close orders * revert * Add get gas limit * Start increasePosition. Todo: Finish GetExecutionFee and estimateGas * little refact * Update gitignore * Fix namespaces and clean repo * Add tests samples * Add execution fee * Add increase position * Handle backtest on the frontend * Add tests * Update increase * Test increase * fix increase * Fix size * Start get position * Update get positions * Fix get position * Update rpc and trade mappers * Finish close position * Fix leverage
This commit is contained in:
@@ -1,23 +1,22 @@
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using Managing.Common;
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using Managing.Domain.Trades;
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using Managing.Infrastructure.Exchanges;
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using Microsoft.Extensions.Logging;
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using Managing.Domain.Candles;
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using Xunit;
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using static Managing.Common.Enums;
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using Managing.Domain.Accounts;
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using Moq;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Services;
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using Managing.Domain.Candles;
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using Managing.Domain.Trades;
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using Managing.Infrastructure.Evm;
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using Managing.Infrastructure.Evm.Abstractions;
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using Managing.Infrastructure.Exchanges;
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using Managing.Infrastructure.Exchanges.Abstractions;
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using Managing.Infrastructure.Exchanges.Exchanges;
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using Managing.Infrastructure.Evm;
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using Microsoft.Extensions.Logging;
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using Microsoft.Extensions.Logging.Abstractions;
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using Moq;
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using Xunit;
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using static Managing.Common.Enums;
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using Ticker = Managing.Common.Enums.Ticker;
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using Managing.Infrastructure.Evm.Abstractions;
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namespace Managing.Infrastructure.Tests
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{
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public class ExchangeServicesTests
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public class ExchangeServicesTests
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{
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private readonly IExchangeService _exchangeService;
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public readonly string PublicAddress = "";
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@@ -26,8 +25,7 @@ namespace Managing.Infrastructure.Tests
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public ExchangeServicesTests()
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{
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ILoggerFactory doesntDoMuch = new Microsoft.Extensions.Logging.Abstractions.NullLoggerFactory();
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ILoggerFactory doesntDoMuch = new NullLoggerFactory();
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var candleRepository = new Mock<ICandleRepository>().Object;
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var evmManager = new EvmManager(Subgraphs);
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var evmProcessor = new EvmProcessor(new Mock<ILogger<EvmProcessor>>().Object, evmManager);
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@@ -36,24 +34,25 @@ namespace Managing.Infrastructure.Tests
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evmProcessor
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};
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_exchangeService = new ExchangeService(doesntDoMuch.CreateLogger<ExchangeService>(), candleRepository, exchangeProcessors);
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_exchangeService = new ExchangeService(doesntDoMuch.CreateLogger<ExchangeService>(), candleRepository,
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exchangeProcessors);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.BTC)]
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public void Should_Return_Price_For_Given_Ticker(Enums.TradingExchanges exchange, Ticker ticker)
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[InlineData(TradingExchanges.Evm, Ticker.BTC)]
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public void Should_Return_Price_For_Given_Ticker(TradingExchanges exchange, Ticker ticker)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var price = _exchangeService.GetPrice(account, ticker, DateTime.Now);
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Assert.IsType<decimal>(price);
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Assert.InRange(price, 0, 1000000);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.ADA)]
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public void Should_Return_Candle_For_Given_Ticker(Enums.TradingExchanges exchange, Ticker ticker)
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[InlineData(TradingExchanges.Evm, Ticker.ADA)]
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public void Should_Return_Candle_For_Given_Ticker(TradingExchanges exchange, Ticker ticker)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var candle = _exchangeService.GetCandle(account, ticker, DateTime.Now);
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Assert.IsType<Candle>(candle);
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Assert.InRange(candle.High, 0, 1000000);
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@@ -63,138 +62,124 @@ namespace Managing.Infrastructure.Tests
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm)]
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public void Should_Return_Balance(Enums.TradingExchanges exchange)
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[InlineData(TradingExchanges.Evm)]
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public void Should_Return_Balance(TradingExchanges exchange)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var balance = _exchangeService.GetBalance(account).Result;
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Assert.IsType<decimal>(balance);
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Assert.True(balance >= 0);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm, "0x2875673415c66bf05091eeff3887e0d40136d5ea443a4e63e7f4e41a6580575e", Ticker.BTC)]
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public void Should_Return_Trade_For_Given_OrderId(Enums.TradingExchanges exchange, string orderId, Ticker ticker)
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[InlineData(TradingExchanges.Evm, "0x2875673415c66bf05091eeff3887e0d40136d5ea443a4e63e7f4e41a6580575e",
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Ticker.BTC)]
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public void Should_Return_Trade_For_Given_OrderId(TradingExchanges exchange, string orderId,
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Ticker ticker)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var trade = _exchangeService.GetTrade(account, orderId, ticker).Result;
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Assert.IsType<Trade>(trade);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.BTC)]
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public void Should_Return_List_Of_Candle_Given_Ticker(Enums.TradingExchanges exchange, Ticker ticker)
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[InlineData(TradingExchanges.Evm, Ticker.BTC)]
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public void Should_Return_List_Of_Candle_Given_Ticker(TradingExchanges exchange, Ticker ticker)
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{
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var account = GetAccount(exchange);
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var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(-10), Timeframe.OneDay).Result;
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var account = PrivateKeys.GetAccount();
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var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(-10), Timeframe.OneDay)
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.Result;
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Assert.IsType<List<Candle>>(candles);
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Assert.InRange(candles.Count, 1, 15);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.ADA, "7INRiu79cv2nCONNlILPu0")]
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public void Should_Return_Long_Trade(Enums.TradingExchanges exchange, Ticker ticker, string exchangeOrderId)
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[InlineData(TradingExchanges.Evm, Ticker.ADA, "7INRiu79cv2nCONNlILPu0")]
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public void Should_Return_Long_Trade(TradingExchanges exchange, Ticker ticker, string exchangeOrderId)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var trade = _exchangeService.GetTrade(account, exchangeOrderId, ticker).Result;
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Assert.IsType<Trade>(trade);
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Assert.True(trade.Direction == TradeDirection.Long);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.ADA, "AQKzJpDNrfVjuq81baPLfR")]
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public void Should_Return_Short_Trade(Enums.TradingExchanges exchange, Ticker ticker, string exchangeOrderId)
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[InlineData(TradingExchanges.Evm, Ticker.ADA, "AQKzJpDNrfVjuq81baPLfR")]
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public void Should_Return_Short_Trade(TradingExchanges exchange, Ticker ticker, string exchangeOrderId)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var trade = _exchangeService.GetTrade(account, exchangeOrderId, ticker).Result;
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Assert.IsType<Trade>(trade);
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Assert.True(trade.Direction == TradeDirection.Short);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.BTC)]
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public async void Should_Return_Balance_For_Ticker(Enums.TradingExchanges exchange, Ticker ticker)
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[InlineData(TradingExchanges.Evm, Ticker.BTC)]
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public async void Should_Return_Balance_For_Ticker(TradingExchanges exchange, Ticker ticker)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var balance = await _exchangeService.GetQuantityInPosition(account, ticker);
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Assert.IsType<decimal>(balance);
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Assert.True(balance > 0);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.ADA)]
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public void Should_Return_Trade_List_For_Ticker(Enums.TradingExchanges exchange, Ticker ticker)
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[InlineData(TradingExchanges.Evm, Ticker.ADA)]
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public void Should_Return_Trade_List_For_Ticker(TradingExchanges exchange, Ticker ticker)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var trades = _exchangeService.GetTrades(account, ticker).Result;
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Assert.IsType<List<Trade>>(trades);
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Assert.True(trades.Count > 0);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm)]
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public void Should_Return_Fee(Enums.TradingExchanges exchange)
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[InlineData(TradingExchanges.Evm)]
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public void Should_Return_Fee(TradingExchanges exchange)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var fee = _exchangeService.GetFee(account);
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Assert.IsType<decimal>(fee);
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Assert.True(fee > 0);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.BTC)]
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public void Should_Return_Volume(Enums.TradingExchanges exchange, Ticker ticker)
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[InlineData(TradingExchanges.Evm, Ticker.BTC)]
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public void Should_Return_Volume(TradingExchanges exchange, Ticker ticker)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var volume = _exchangeService.GetVolume(account, ticker);
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Assert.IsType<decimal>(volume);
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Assert.True(volume > 0);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.BTC)]
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public async void Should_Return_Open_Order(Enums.TradingExchanges exchange, Ticker ticker)
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[InlineData(TradingExchanges.Evm, Ticker.BTC)]
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public async void Should_Return_Open_Order(TradingExchanges exchange, Ticker ticker)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var trades = await _exchangeService.GetOpenOrders(account, ticker);
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Assert.IsType<List<Trade>>(trades);
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}
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[Theory]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.BTC, 0.1, TradeDirection.Long)]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.BTC, 700, TradeDirection.Long)]
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[InlineData(Enums.TradingExchanges.Evm, Ticker.BTC, 700, TradeDirection.Short)]
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[InlineData(TradingExchanges.Evm, Ticker.BTC, 0.1, TradeDirection.Long)]
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[InlineData(TradingExchanges.Evm, Ticker.BTC, 700, TradeDirection.Long)]
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[InlineData(TradingExchanges.Evm, Ticker.BTC, 700, TradeDirection.Short)]
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public void Should_Return_Best_Price(
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Enums.TradingExchanges exchange,
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TradingExchanges exchange,
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Ticker ticker,
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decimal quantity,
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TradeDirection direction)
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{
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var account = GetAccount(exchange);
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var account = PrivateKeys.GetAccount();
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var lastPrice = _exchangeService.GetPrice(account, ticker, DateTime.UtcNow);
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var bestPrice = _exchangeService.GetBestPrice(account, ticker, lastPrice, quantity, direction);
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Assert.IsType<decimal>(bestPrice);
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var percentageDiff = ( (bestPrice * 100) / lastPrice) - 100;
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var percentageDiff = ((bestPrice * 100) / lastPrice) - 100;
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Assert.True(Math.Abs(percentageDiff) < 1);
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}
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private Account GetAccount(Enums.TradingExchanges exchange)
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{
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var account = new Account();
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switch (exchange)
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{
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case Enums.TradingExchanges.Evm:
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account.Exchange = Enums.TradingExchanges.Evm;
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account.Key = PublicAddress;
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account.Secret = "PrivateKey";
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account.Name = "EvmAccount";
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break;
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default:
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break;
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}
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return account;
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}
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}
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}
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}
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