using System; using System.Collections.Generic; using System.Globalization; using System.Linq; using System.Text; using BTCPayServer.Rating; using Newtonsoft.Json; using Xunit; 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(); cache.States.Add(new Services.Rates.BackgroundFetcherState() { ExchangeName = "Kraken", LastRequested = DateTimeOffset.UtcNow, LastUpdated = DateTimeOffset.UtcNow, Rates = new List() { 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(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().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); } } }