func TestCalculateNeededArb(t *testing.T) {
// Test without FX
neededArbTests := []neededArb{
{500, -500, .02},
{-500, 500, -.01},
{500, 500, .005},
{-100, -100, .005},
{0, 0, .005},
{-250, 250, -.0025},
{250, -250, .0125},
{100, -100, .008},
{0, -200, .008},
{-200, 0, .002},
{-100, 100, .002},
}
buyExg := okcoin.New("", "", "", "usd", 1, 0.002, 500, 0)
buyExg.SetMaxPos(500)
sellExg := bitfinex.New("", "", "", "usd", 2, 0.001, 500, 0)
sellExg.SetMaxPos(500)
for _, neededArb := range neededArbTests {
buyExg.SetPosition(neededArb.buyExgPos)
sellExg.SetPosition(neededArb.sellExgPos)
arb := calcNeededArb(buyExg, sellExg)
if math.Abs(arb-neededArb.arb) > .000001 {
t.Errorf("For %.4f / %.4f expect %.4f, got %.4f\n", buyExg.Position(), sellExg.Position(), neededArb.arb, arb)
}
}
// Test with FX
neededArbTests = []neededArb{
{500, -500, .03},
{-500, 500, 0},
{500, 500, .015},
{-100, -100, .015},
{0, 0, .015},
{-250, 250, .0075},
{250, -250, .0225},
{100, -100, .018},
{0, -200, .018},
{-200, 0, .012},
{-100, 100, .012},
}
buyExg = okcoin.New("", "", "", "cny", 1, 0.002, 500, 0)
buyExg.SetMaxPos(500)
sellExg = bitfinex.New("", "", "", "usd", 2, 0.001, 500, 0)
sellExg.SetMaxPos(500)
for _, neededArb := range neededArbTests {
buyExg.SetPosition(neededArb.buyExgPos)
sellExg.SetPosition(neededArb.sellExgPos)
arb := calcNeededArb(buyExg, sellExg)
if math.Abs(arb-neededArb.arb) > .000001 {
t.Errorf("For %.4f / %.4f expect %.4f, got %.4f\n", buyExg.Position(), sellExg.Position(), neededArb.arb, arb)
}
}
}
// Initialize exchanges
func setExchanges() {
exchanges = []exchange.Interface{
bitfinex.New(os.Getenv("BITFINEX_KEY"), os.Getenv("BITFINEX_SECRET"), cfg.Sec.Symbol, "usd", 1, 0.001, cfg.Sec.AvailShortBitfinex, cfg.Sec.AvailFundsBitfinex),
okcoin.New(os.Getenv("OKUSD_KEY"), os.Getenv("OKUSD_SECRET"), cfg.Sec.Symbol, "usd", 1, 0.002, cfg.Sec.AvailShortOKusd, cfg.Sec.AvailFundsOKusd),
okcoin.New(os.Getenv("OKCNY_KEY"), os.Getenv("OKCNY_SECRET"), cfg.Sec.Symbol, "cny", 1, 0.000, cfg.Sec.AvailShortOKcny, cfg.Sec.AvailFundsOKcny),
btcchina.New(os.Getenv("BTC_KEY"), os.Getenv("BTC_SECRET"), cfg.Sec.Symbol, "cny", 1, 0.000, cfg.Sec.AvailShortBTC, cfg.Sec.AvailFundsBTC),
}
for _, exg := range exchanges {
log.Printf("Using exchange %s with priority %d and fee of %.4f", exg, exg.Priority(), exg.Fee())
}
currencies = append(currencies, "cny")
}
// Tester program for displaying Bitfinex book data to terminal
package main
import (
"bitfx/bitfinex"
"bitfx/exchange"
"fmt"
"log"
"os"
"os/exec"
)
var bf = bitfinex.New("", "", "ltc", "usd", 0, 0, 0, 0)
func main() {
filename := "bfbook.log"
logFile, err := os.OpenFile(filename, os.O_CREATE|os.O_WRONLY|os.O_APPEND, 0666)
if err != nil {
log.Fatal(err)
}
log.SetOutput(logFile)
log.Println("Starting new run")
bookChan := make(chan exchange.Book)
if book := bf.CommunicateBook(bookChan); book.Error != nil {
log.Fatal(book.Error)
}
inputChan := make(chan rune)
go checkStdin(inputChan)