mirror of
https://github.com/btcpayserver/btcpayserver.git
synced 2024-11-19 18:11:36 +01:00
195 lines
10 KiB
C#
195 lines
10 KiB
C#
using System;
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using System.Linq;
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using System.Collections.Generic;
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using System.Text;
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using BTCPayServer.Rating;
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using Xunit;
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using System.Globalization;
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namespace BTCPayServer.Tests
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{
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public class RateRulesTest
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{
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[Fact]
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[Trait("Fast", "Fast")]
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public void SecondDuplicatedRuleIsIgnored()
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{
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StringBuilder builder = new StringBuilder();
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builder.AppendLine("DOGE_X = 1.1");
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builder.AppendLine("DOGE_X = 1.2");
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Assert.True(RateRules.TryParse(builder.ToString(), out var rules));
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var rule = rules.GetRuleFor(new CurrencyPair("DOGE", "BTC"));
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rule.Reevaluate();
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Assert.True(!rule.HasError);
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Assert.Equal(1.1m, rule.BidAsk.Ask);
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}
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[Fact]
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[Trait("Fast", "Fast")]
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public void CanParseRateRules()
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{
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// Check happy path
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StringBuilder builder = new StringBuilder();
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builder.AppendLine("// Some cool comments");
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builder.AppendLine("DOGE_X = DOGE_BTC * BTC_X * 1.1");
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builder.AppendLine("DOGE_BTC = Bittrex(DOGE_BTC)");
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builder.AppendLine("// Some other cool comments");
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builder.AppendLine("BTC_usd = kraken(BTC_USD)");
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builder.AppendLine("BTC_X = Coinbase(BTC_X);");
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builder.AppendLine("X_X = CoinAverage(X_X) * 1.02");
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Assert.False(RateRules.TryParse("DPW*&W&#hdi&#&3JJD", out var rules));
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Assert.True(RateRules.TryParse(builder.ToString(), out rules));
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Assert.Equal(
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"// Some cool comments\n" +
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"DOGE_X = DOGE_BTC * BTC_X * 1.1;\n" +
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"DOGE_BTC = bittrex(DOGE_BTC);\n" +
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"// Some other cool comments\n" +
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"BTC_USD = kraken(BTC_USD);\n" +
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"BTC_X = coinbase(BTC_X);\n" +
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"X_X = coinaverage(X_X) * 1.02;",
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rules.ToString());
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var tests = new[]
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{
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(Pair: "DOGE_USD", Expected: "bittrex(DOGE_BTC) * kraken(BTC_USD) * 1.1"),
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(Pair: "BTC_USD", Expected: "kraken(BTC_USD)"),
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(Pair: "BTC_CAD", Expected: "coinbase(BTC_CAD)"),
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(Pair: "DOGE_CAD", Expected: "bittrex(DOGE_BTC) * coinbase(BTC_CAD) * 1.1"),
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(Pair: "LTC_CAD", Expected: "coinaverage(LTC_CAD) * 1.02"),
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};
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foreach (var test in tests)
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{
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Assert.Equal(test.Expected, rules.GetRuleFor(CurrencyPair.Parse(test.Pair)).ToString());
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}
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rules.Spread = 0.2m;
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Assert.Equal("(bittrex(DOGE_BTC) * kraken(BTC_USD) * 1.1) * (0.8, 1.2)", rules.GetRuleFor(CurrencyPair.Parse("DOGE_USD")).ToString());
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////////////////
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// Check errors conditions
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builder = new StringBuilder();
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builder.AppendLine("DOGE_X = LTC_CAD * BTC_X * 1.1");
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builder.AppendLine("DOGE_BTC = Bittrex(DOGE_BTC)");
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builder.AppendLine("BTC_usd = kraken(BTC_USD)");
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builder.AppendLine("LTC_CHF = LTC_CHF * 1.01");
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builder.AppendLine("BTC_X = Coinbase(BTC_X)");
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Assert.True(RateRules.TryParse(builder.ToString(), out rules));
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tests = new[]
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{
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(Pair: "LTC_CAD", Expected: "ERR_NO_RULE_MATCH(LTC_CAD)"),
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(Pair: "DOGE_USD", Expected: "ERR_NO_RULE_MATCH(LTC_CAD) * kraken(BTC_USD) * 1.1"),
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(Pair: "LTC_CHF", Expected: "ERR_TOO_MUCH_NESTED_CALLS(LTC_CHF) * 1.01"),
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};
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foreach (var test in tests)
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{
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Assert.Equal(test.Expected, rules.GetRuleFor(CurrencyPair.Parse(test.Pair)).ToString());
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}
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//////////////////
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// Check if we can resolve exchange rates
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builder = new StringBuilder();
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builder.AppendLine("DOGE_X = DOGE_BTC * BTC_X * 1.1");
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builder.AppendLine("DOGE_BTC = Bittrex(DOGE_BTC)");
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builder.AppendLine("BTC_usd = kraken(BTC_USD)");
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builder.AppendLine("BTC_X = Coinbase(BTC_X)");
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builder.AppendLine("X_X = CoinAverage(X_X) * 1.02");
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Assert.True(RateRules.TryParse(builder.ToString(), out rules));
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var tests2 = new[]
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{
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(Pair: "DOGE_USD", Expected: "bittrex(DOGE_BTC) * kraken(BTC_USD) * 1.1", ExpectedExchangeRates: "bittrex(DOGE_BTC),kraken(BTC_USD)"),
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(Pair: "BTC_USD", Expected: "kraken(BTC_USD)", ExpectedExchangeRates: "kraken(BTC_USD)"),
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(Pair: "BTC_CAD", Expected: "coinbase(BTC_CAD)", ExpectedExchangeRates: "coinbase(BTC_CAD)"),
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(Pair: "DOGE_CAD", Expected: "bittrex(DOGE_BTC) * coinbase(BTC_CAD) * 1.1", ExpectedExchangeRates: "bittrex(DOGE_BTC),coinbase(BTC_CAD)"),
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(Pair: "LTC_CAD", Expected: "coinaverage(LTC_CAD) * 1.02", ExpectedExchangeRates: "coinaverage(LTC_CAD)"),
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};
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foreach (var test in tests2)
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{
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var rule = rules.GetRuleFor(CurrencyPair.Parse(test.Pair));
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Assert.Equal(test.Expected, rule.ToString());
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Assert.Equal(test.ExpectedExchangeRates, string.Join(',', rule.ExchangeRates.OfType<object>().ToArray()));
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}
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var rule2 = rules.GetRuleFor(CurrencyPair.Parse("DOGE_CAD"));
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rule2.ExchangeRates.SetRate("bittrex", CurrencyPair.Parse("DOGE_BTC"), new BidAsk(5000m));
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rule2.Reevaluate();
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Assert.True(rule2.HasError);
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Assert.Equal("5000 * ERR_RATE_UNAVAILABLE(coinbase, BTC_CAD) * 1.1", rule2.ToString(true));
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Assert.Equal("bittrex(DOGE_BTC) * coinbase(BTC_CAD) * 1.1", rule2.ToString(false));
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rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_CAD"), new BidAsk(2000.4m));
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rule2.Reevaluate();
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Assert.False(rule2.HasError);
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Assert.Equal("5000 * 2000.4 * 1.1", rule2.ToString(true));
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Assert.Equal(rule2.BidAsk.Bid, 5000m * 2000.4m * 1.1m);
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////////
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// Make sure parenthesis are correctly calculated
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builder = new StringBuilder();
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builder.AppendLine("DOGE_X = DOGE_BTC * BTC_X");
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builder.AppendLine("BTC_USD = -3 + coinbase(BTC_CAD) + 50 - 5");
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builder.AppendLine("DOGE_BTC = 2000");
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Assert.True(RateRules.TryParse(builder.ToString(), out rules));
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rules.Spread = 0.1m;
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rule2 = rules.GetRuleFor(CurrencyPair.Parse("DOGE_USD"));
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Assert.Equal("(2000 * (-3 + coinbase(BTC_CAD) + 50 - 5)) * (0.9, 1.1)", rule2.ToString());
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rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_CAD"), new BidAsk(1000m));
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Assert.True(rule2.Reevaluate());
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Assert.Equal("(2000 * (-3 + 1000 + 50 - 5)) * (0.9, 1.1)", rule2.ToString(true));
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Assert.Equal((2000m * (-3m + 1000m + 50m - 5m)) * 0.9m, rule2.BidAsk.Bid);
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// Test inverse
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rule2 = rules.GetRuleFor(CurrencyPair.Parse("USD_DOGE"));
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Assert.Equal("(1 / (2000 * (-3 + coinbase(BTC_CAD) + 50 - 5))) * (0.9, 1.1)", rule2.ToString());
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rule2.ExchangeRates.SetRate("coinbase", CurrencyPair.Parse("BTC_CAD"), new BidAsk(1000m));
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Assert.True(rule2.Reevaluate());
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Assert.Equal("(1 / (2000 * (-3 + 1000 + 50 - 5))) * (0.9, 1.1)", rule2.ToString(true));
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Assert.Equal((1.0m / (2000m * (-3m + 1000m + 50m - 5m))) * 0.9m, rule2.BidAsk.Bid);
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////////
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// Make sure kraken is not converted to CurrencyPair
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builder = new StringBuilder();
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builder.AppendLine("BTC_USD = kraken(BTC_USD)");
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Assert.True(RateRules.TryParse(builder.ToString(), out rules));
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rule2 = rules.GetRuleFor(CurrencyPair.Parse("BTC_USD"));
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rule2.ExchangeRates.SetRate("kraken", CurrencyPair.Parse("BTC_USD"), new BidAsk(1000m));
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Assert.True(rule2.Reevaluate());
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// Make sure can handle pairs
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builder = new StringBuilder();
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builder.AppendLine("BTC_USD = kraken(BTC_USD)");
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Assert.True(RateRules.TryParse(builder.ToString(), out rules));
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rule2 = rules.GetRuleFor(CurrencyPair.Parse("BTC_USD"));
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rule2.ExchangeRates.SetRate("kraken", CurrencyPair.Parse("BTC_USD"), new BidAsk(6000m, 6100m));
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Assert.True(rule2.Reevaluate());
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Assert.Equal("(6000, 6100)", rule2.ToString(true));
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Assert.Equal(6000m, rule2.BidAsk.Bid);
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rule2 = rules.GetRuleFor(CurrencyPair.Parse("USD_BTC"));
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rule2.ExchangeRates.SetRate("kraken", CurrencyPair.Parse("BTC_USD"), new BidAsk(6000m, 6100m));
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Assert.True(rule2.Reevaluate());
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Assert.Equal("1 / (6000, 6100)", rule2.ToString(true));
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Assert.Equal(1m / 6100m, rule2.BidAsk.Bid);
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// Make sure the inverse has more priority than X_X or CDNT_X
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builder = new StringBuilder();
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builder.AppendLine("EUR_CDNT = 10");
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builder.AppendLine("CDNT_BTC = CDNT_EUR * EUR_BTC;");
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builder.AppendLine("CDNT_X = CDNT_BTC * BTC_X;");
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builder.AppendLine("X_X = coinaverage(X_X);");
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Assert.True(RateRules.TryParse(builder.ToString(), out rules));
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rule2 = rules.GetRuleFor(CurrencyPair.Parse("CDNT_EUR"));
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rule2.ExchangeRates.SetRate("coinaverage", CurrencyPair.Parse("BTC_USD"), new BidAsk(6000m, 6100m));
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Assert.True(rule2.Reevaluate());
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Assert.Equal("1 / 10", rule2.ToString(false));
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// Make sure an inverse can be solved on an exchange
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builder = new StringBuilder();
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builder.AppendLine("X_X = coinaverage(X_X);");
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Assert.True(RateRules.TryParse(builder.ToString(), out rules));
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rule2 = rules.GetRuleFor(CurrencyPair.Parse("USD_BTC"));
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rule2.ExchangeRates.SetRate("coinaverage", CurrencyPair.Parse("BTC_USD"), new BidAsk(6000m, 6100m));
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Assert.True(rule2.Reevaluate());
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Assert.Equal($"({(1m / 6100m).ToString(CultureInfo.InvariantCulture)}, {(1m / 6000m).ToString(CultureInfo.InvariantCulture)})", rule2.ToString(true));
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}
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}
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}
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