def test_get_rate_when_no_currency_rate_returns_zero(self):
# Arrange
converter = ExchangeRateCalculator()
bid_rates = {"AUD/USD": Decimal("0.80000")}
ask_rates = {"AUD/USD": Decimal("0.80010")}
# Act
result = converter.get_rate(
USD,
JPY,
PriceType.BID,
bid_rates,
ask_rates,
)
# Assert
self.assertEqual(0, result)
def test_calculate_exchange_rate_for_mid_price_type(self):
# Arrange
converter = ExchangeRateCalculator()
bid_rates = {"USD/JPY": Decimal("110.100")}
ask_rates = {"USD/JPY": Decimal("110.130")}
# Act
result = converter.get_rate(
JPY,
USD,
PriceType.MID,
bid_rates,
ask_rates,
)
# Assert
self.assertEqual(Decimal("0.009081414884438995595513781047"), result)
def test_calculate_exchange_rate_for_mid_price_type2(self):
# Arrange
converter = ExchangeRateCalculator()
bid_rates = {"USD/JPY": Decimal("110.100")}
ask_rates = {"USD/JPY": Decimal("110.130")}
# Act
result = converter.get_rate(
USD,
JPY,
PriceType.MID,
bid_rates,
ask_rates,
)
# Assert
self.assertEqual(Decimal("110.115"), result)
def test_get_rate_for_inverse2(self):
# Arrange
converter = ExchangeRateCalculator()
bid_rates = {"USD/JPY": Decimal("110.100")}
ask_rates = {"USD/JPY": Decimal("110.130")}
# Act
result = converter.get_rate(
JPY,
USD,
PriceType.BID,
bid_rates,
ask_rates,
)
# Assert
self.assertAlmostEqual(Decimal("0.009082652"), result)
def test_get_rate(self):
# Arrange
converter = ExchangeRateCalculator()
bid_rates = {"AUD/USD": Decimal("0.80000")}
ask_rates = {"AUD/USD": Decimal("0.80010")}
# Act
result = converter.get_rate(
AUD,
USD,
PriceType.BID,
bid_rates,
ask_rates,
)
# Assert
self.assertEqual(Decimal("0.80000"), result)
def test_get_rate_for_inverse1(self):
# Arrange
converter = ExchangeRateCalculator()
bid_rates = {"BTC/USD": Decimal("10501.5")}
ask_rates = {"BTC/USD": Decimal("10500.0")}
# Act
result = converter.get_rate(
USD,
BTC,
PriceType.BID,
bid_rates,
ask_rates,
)
# Assert
self.assertEqual(Decimal("0.00009522449173927534161786411465"), result)
def test_calculate_exchange_rate_for_inverse(self):
# Arrange
converter = ExchangeRateCalculator()
bid_rates = {"USDJPY": 110.100}
ask_rates = {"USDJPY": 110.130}
# Act
result = converter.get_rate(
JPY,
USD,
PriceType.BID,
bid_rates,
ask_rates,
)
# Assert
self.assertEqual(0.009082652134423252, result)
def test_calculate_exchange_rate_by_inference(self):
# Arrange
converter = ExchangeRateCalculator()
bid_rates = {
"USD/JPY": Decimal("110.100"),
"AUD/USD": Decimal("0.80000"),
}
ask_rates = {
"USD/JPY": Decimal("110.130"),
"AUD/USD": Decimal("0.80010"),
}
# Act
result1 = converter.get_rate(
JPY,
AUD,
PriceType.BID,
bid_rates,
ask_rates,
)
result2 = converter.get_rate(
AUD,
JPY,
PriceType.ASK,
bid_rates,
ask_rates,
)
# Assert
self.assertAlmostEqual(
Decimal("0.01135331516802906448683015441"), result1
) # JPYAUD
self.assertAlmostEqual(
Decimal("88.11501299999999999999999997"), result2
) # AUDJPY
def test_get_rate_when_price_type_last_raises_value_error(self):
# Arrange
converter = ExchangeRateCalculator()
bid_rates = {"AUD/USD": Decimal("0.80000")}
ask_rates = {"AUD/USD": Decimal("0.80010")}
# Act
# Assert
self.assertRaises(
ValueError,
converter.get_rate,
USD,
JPY,
PriceType.LAST,
bid_rates,
ask_rates,
)
def test_get_rate_when_no_currency_rate_raises(self):
# Arrange
converter = ExchangeRateCalculator()
bid_rates = {"AUDUSD": 0.80000}
ask_rates = {"AUDUSD": 0.80010}
# Act
# Assert
self.assertRaises(
ValueError,
converter.get_rate,
USD,
JPY,
PriceType.BID,
bid_rates,
ask_rates,
)
def get_xrate():
bid_quotes = {
'BTC/USD': Decimal("11291.38"),
'ETH/USDT': Decimal("371.90"),
'XBT/USD': Decimal("11285.50"),
}
ask_quotes = {
'BTC/USD': Decimal("11292.58"),
'ETH/USDT': Decimal("372.11"),
'XBT/USD': Decimal("11286.0"),
}
ExchangeRateCalculator().get_rate(
from_currency=ETH,
to_currency=USDT,
price_type=PriceType.MID,
bid_quotes=bid_quotes,
ask_quotes=ask_quotes,
)