btcpayserver/BTCPayServer.Tests/RateRulesTest.cs

using System;
using System.Linq;
using System.Collections.Generic;
using System.Text;
using BTCPayServer.Rating;
using Xunit;
using System.Globalization;
using Newtonsoft.Json;

namespace BTCPayServer.Tests
{
    public class RateRulesTest
    {
        [Fact]
        [Trait("Fast", "Fast")]
        public void SecondDuplicatedRuleIsIgnored()
        {
            StringBuilder builder = new StringBuilder();
            builder.AppendLine("DOGE_X = 1.1");
            builder.AppendLine("DOGE_X = 1.2");
            Assert.True(RateRules.TryParse(builder.ToString(), out var rules));
            var rule = rules.GetRuleFor(new CurrencyPair("DOGE", "BTC"));
            rule.Reevaluate();
            Assert.True(!rule.HasError);
            Assert.Equal(1.1m, rule.BidAsk.Ask);
        }

        [Fact]
        [Trait("Fast", "Fast")]
        public void CanSerializeExchangeRatesCache()
        {
            HostedServices.RatesHostedService.ExchangeRatesCache cache = new HostedServices.RatesHostedService.ExchangeRatesCache();
            cache.Created = DateTimeOffset.UtcNow;
            cache.States = new List<Services.Rates.BackgroundFetcherState>();
            cache.States.Add(new Services.Rates.BackgroundFetcherState()
            {
                ExchangeName = "Kraken",
                LastRequested = DateTimeOffset.UtcNow,
                LastUpdated = DateTimeOffset.UtcNow,
                Rates = new List<Services.Rates.BackgroundFetcherRate>()
                {
                    new Services.Rates.BackgroundFetcherRate()
                    {
                        Pair = new CurrencyPair("USD", "BTC"),
                        BidAsk = new BidAsk(1.0m, 2.0m)
                    }
                }
            });
            var str = JsonConvert.SerializeObject(cache, Formatting.Indented);

            var cache2 = JsonConvert.DeserializeObject<HostedServices.RatesHostedService.ExchangeRatesCache>(str);
            Assert.Equal(cache.Created.ToUnixTimeSeconds(), cache2.Created.ToUnixTimeSeconds());
            Assert.Equal(cache.States[0].Rates[0].BidAsk, cache2.States[0].Rates[0].BidAsk);
            Assert.Equal(cache.States[0].Rates[0].Pair, cache2.States[0].Rates[0].Pair);
        }

        [Fact]
        [Trait("Fast", "Fast")]
        public void CanParseRateRules()
        {
            // Check happy path
            StringBuilder builder = new StringBuilder();
            builder.AppendLine("// Some cool comments");
            builder.AppendLine("DOGE_X = DOGE_BTC * BTC_X * 1.1");
            builder.AppendLine("DOGE_BTC = Bittrex(DOGE_BTC)");
            builder.AppendLine("// Some other cool comments");
            builder.AppendLine("BTC_usd = kraken(BTC_USD)");
            builder.AppendLine("BTC_X = Coinbase(BTC_X);");
            builder.AppendLine("X_X = CoinAverage(X_X) * 1.02");

            Assert.False(RateRules.TryParse("DPW*&W&#hdi&#&3JJD", out var rules));
            Assert.True(RateRules.TryParse(builder.ToString(), out rules));
            Assert.Equal(
                "// Some cool comments\n" +
                "DOGE_X = DOGE_BTC * BTC_X * 1.1;\n" +
                "DOGE_BTC = bittrex(DOGE_BTC);\n" +
                "// Some other cool comments\n" +
                "BTC_USD = kraken(BTC_USD);\n" +
                "BTC_X = coinbase(BTC_X);\n" +
                "X_X = coinaverage(X_X) * 1.02;",
                rules.ToString());
            var tests = new[]
            {
                (Pair: "DOGE_USD", Expected: "bittrex(DOGE_BTC) * kraken(BTC_USD) * 1.1"),
                (Pair: "BTC_USD", Expected: "kraken(BTC_USD)"),
                (Pair: "BTC_CAD", Expected: "coinbase(BTC_CAD)"),
                (Pair: "DOGE_CAD", Expected: "bittrex(DOGE_BTC) * coinbase(BTC_CAD) * 1.1"),
                (Pair: "LTC_CAD", Expected: "coinaverage(LTC_CAD) * 1.02"),
                (Pair: "SATS_CAD", Expected: "0.00000001 * coinbase(BTC_CAD)"),
                (Pair: "Sats_USD", Expected: "0.00000001 * kraken(BTC_USD)")
            };
            foreach (var test in tests)
            {
                Assert.Equal(test.Expected, rules.GetRuleFor(CurrencyPair.Parse(test.Pair)).ToString());
            }
            rules.Spread = 0.2m;
            Assert.Equal("(bittrex(DOGE_BTC) * kraken(BTC_USD) * 1.1) * (0.8, 1.2)", rules.GetRuleFor(CurrencyPair.Parse("DOGE_USD")).ToString());
            ////////////////

            // Check errors conditions
            builder = new StringBuilder();
            builder.AppendLine("DOGE_X = LTC_CAD * BTC_X * 1.1");
            builder.AppendLine("DOGE_BTC = Bittrex(DOGE_BTC)");
            builder.AppendLine("BTC_usd = kraken(BTC_USD)");
            builder.AppendLine("LTC_CHF = LTC_CHF * 1.01");
            builder.AppendLine("BTC_X = Coinbase(BTC_X)");
            Assert.True(RateRules.TryParse(builder.ToString(), out rules));

            tests = new[]
            {
                (Pair: "LTC_CAD", Expected: "ERR_NO_RULE_MATCH(LTC_CAD)"),
                (Pair: "DOGE_USD", Expected: "ERR_NO_RULE_MATCH(LTC_CAD) * kraken(BTC_USD) * 1.1"),
                (Pair: "LTC_CHF", Expected: "ERR_TOO_MUCH_NESTED_CALLS(LTC_CHF) * 1.01"),
            };
            foreach (var test in tests)
            {
                Assert.Equal(test.Expected, rules.GetRuleFor(CurrencyPair.Parse(test.Pair)).ToString());
            }
            //////////////////

            // Check if we can resolve exchange rates
            builder = new StringBuilder();
            builder.AppendLine("DOGE_X = DOGE_BTC * BTC_X * 1.1");
            builder.AppendLine("DOGE_BTC = Bittrex(DOGE_BTC)");
            builder.AppendLine("BTC_usd = kraken(BTC_USD)");
            builder.AppendLine("BTC_X = Coinbase(BTC_X)");
            builder.AppendLine("X_X = CoinAverage(X_X) * 1.02");
            Assert.True(RateRules.TryParse(builder.ToString(), out rules));

            var tests2 = new[]
            {
                (Pair: "DOGE_USD", Expected: "bittrex(DOGE_BTC) * kraken(BTC_USD) * 1.1", ExpectedExchangeRates: "bittrex(DOGE_BTC),kraken(BTC_USD)"),
                (Pair: "BTC_USD", Expected: "kraken(BTC_USD)", ExpectedExchangeRates: "kraken(BTC_USD)"),
                (Pair: "BTC_CAD", Expected: "coinbase(BTC_CAD)", ExpectedExchangeRates: "coinbase(BTC_CAD)"),
                (Pair: "DOGE_CAD", Expected: "bittrex(DOGE_BTC) * coinbase(BTC_CAD) * 1.1", ExpectedExchangeRates: "bittrex(DOGE_BTC),coinbase(BTC_CAD)"),
                (Pair: "LTC_CAD", Expected: "coinaverage(LTC_CAD) * 1.02", ExpectedExchangeRates: "coinaverage(LTC_CAD)"),
                (Pair: "SATS_USD", Expected: "0.00000001 * kraken(BTC_USD)", ExpectedExchangeRates: "kraken(BTC_USD)"),
                (Pair: "SATS_EUR", Expected: "0.00000001 * coinbase(BTC_EUR)", ExpectedExchangeRates: "coinbase(BTC_EUR)")
            };
            foreach (var test in tests2)
            {
                var rule = rules.GetRuleFor(CurrencyPair.Parse(test.Pair));
                Assert.Equal(test.Expected, rule.ToString());
                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"), 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"), new BidAsk(2000.4m));
            rule2.Reevaluate();
            Assert.False(rule2.HasError);
            Assert.Equal("5000 * 2000.4 * 1.1", rule2.ToString(true));
            Assert.Equal(rule2.BidAsk.Bid, 5000m * 2000.4m * 1.1m);
            ////////

            // Make sure parenthesis are correctly calculated
            builder = new StringBuilder();
            builder.AppendLine("DOGE_X = DOGE_BTC * BTC_X");
            builder.AppendLine("BTC_USD = -3 + coinbase(BTC_CAD) + 50 - 5");
            builder.AppendLine("DOGE_BTC = 2000");
            Assert.True(RateRules.TryParse(builder.ToString(), out rules));
            rules.Spread = 0.1m;

            rule2 = rules.GetRuleFor(CurrencyPair.Parse("DOGE_USD"));
            Assert.Equal("(2000 * (-3 + coinbase(BTC_CAD) + 50 - 5)) * (0.9, 1.1)", rule2.ToString());
            rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_CAD"), new BidAsk(1000m));
            Assert.True(rule2.Reevaluate());
            Assert.Equal("(2000 * (-3 + 1000 + 50 - 5)) * (0.9, 1.1)", rule2.ToString(true));
            Assert.Equal((2000m * (-3m + 1000m + 50m - 5m)) * 0.9m, rule2.BidAsk.Bid);

            // Test inverse
            rule2 = rules.GetRuleFor(CurrencyPair.Parse("USD_DOGE"));
            Assert.Equal("(1 / (2000 * (-3 + coinbase(BTC_CAD) + 50 - 5))) * (0.9, 1.1)", rule2.ToString());
            rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_CAD"), new BidAsk(1000m));
            Assert.True(rule2.Reevaluate());
            Assert.Equal("(1 / (2000 * (-3 + 1000 + 50 - 5))) * (0.9, 1.1)", rule2.ToString(true));
            Assert.Equal((1.0m / (2000m * (-3m + 1000m + 50m - 5m))) * 0.9m, rule2.BidAsk.Bid);
            ////////

            // Make sure kraken is not converted to CurrencyPair
            builder = new StringBuilder();
            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"), new BidAsk(1000m));
            Assert.True(rule2.Reevaluate());

            // Make sure can handle pairs
            builder = new StringBuilder();
            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"), new BidAsk(6000m, 6100m));
            Assert.True(rule2.Reevaluate());
            Assert.Equal("(6000, 6100)", rule2.ToString(true));
            Assert.Equal(6000m, rule2.BidAsk.Bid);
            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.BidAsk.Bid);

            // Make sure the inverse has more priority than X_X or CDNT_X
            builder = new StringBuilder();
            builder.AppendLine("EUR_CDNT = 10");
            builder.AppendLine("CDNT_BTC = CDNT_EUR * EUR_BTC;");
            builder.AppendLine("CDNT_X = CDNT_BTC * BTC_X;");
            builder.AppendLine("X_X = coinaverage(X_X);");
            Assert.True(RateRules.TryParse(builder.ToString(), out rules));
            rule2 = rules.GetRuleFor(CurrencyPair.Parse("CDNT_EUR"));
            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));

            // Make sure defining value in sats works
            builder = new StringBuilder();
            builder.AppendLine("BTC_USD = kraken(BTC_USD)");
            builder.AppendLine("BTC_X = coinbase(BTC_X)");
            Assert.True(RateRules.TryParse(builder.ToString(), out rules));
            rule2 = rules.GetRuleFor(CurrencyPair.Parse("SATS_USD"));
            rule2.ExchangeRates.SetRate("kraken", CurrencyPair.Parse("BTC_USD"), new BidAsk(6000m, 6100m));
            Assert.True(rule2.Reevaluate());
            Assert.Equal("0.00000001 * (6000, 6100)", rule2.ToString(true));
            Assert.Equal(0.00006m, rule2.BidAsk.Bid);
            rule2 = rules.GetRuleFor(CurrencyPair.Parse("USD_SATS"));
            rule2.ExchangeRates.SetRate("kraken", CurrencyPair.Parse("BTC_USD"), new BidAsk(6000m, 6100m));
            Assert.True(rule2.Reevaluate());
            Assert.Equal("1 / (0.00000001 * (6000, 6100))", rule2.ToString(true));
            Assert.Equal(1m / 0.000061m, rule2.BidAsk.Bid);

            // testing rounding 
            rule2 = rules.GetRuleFor(CurrencyPair.Parse("Sats_EUR"));
            rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_EUR"), new BidAsk(1.23m, 2.34m));
            Assert.True(rule2.Reevaluate());
            Assert.Equal("0.00000001 * (1.23, 2.34)", rule2.ToString(true));
            Assert.Equal(0.0000000234m, rule2.BidAsk.Ask);
            Assert.Equal(0.0000000123m, rule2.BidAsk.Bid);

            rule2 = rules.GetRuleFor(CurrencyPair.Parse("EUR_Sats"));
            rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_EUR"), new BidAsk(1.23m, 2.34m));
            Assert.True(rule2.Reevaluate());
            Assert.Equal("1 / (0.00000001 * (1.23, 2.34))", rule2.ToString(true));
            Assert.Equal(1m / 0.0000000123m, rule2.BidAsk.Ask);
            Assert.Equal(1m / 0.0000000234m, rule2.BidAsk.Bid);
        }
    }
}