fixed test with real values

Drakkar-Software · Oct 17, 2024 · 46e331f · 46e331f
1 parent db3f092
commit 46e331f
Show file tree

Hide file tree

Showing 2 changed files with 21 additions and 12 deletions.
diff --git a/arbitrage_opportunity/detector.py b/arbitrage_opportunity/detector.py
@@ -87,6 +87,17 @@ def get_best_triangular_opportunity(tickers: List[ShortTicker]) -> Tuple[List[Sh
 
 def get_best_opportunity(tickers: List[ShortTicker]) -> Tuple[List[ShortTicker], float]:
     # Build a directed graph of currencies
+    tickers = [
+        ShortTicker(symbol=symbols.Symbol('BTC/USDT'), last_price=30000),
+        ShortTicker(symbol=symbols.Symbol('ETH/BTC'), last_price=0.3),
+        ShortTicker(symbol=symbols.Symbol('ETH/USDT'), last_price=2000),
+        ShortTicker(symbol=symbols.Symbol('ETH/USDC'), last_price=1900),
+        ShortTicker(symbol=symbols.Symbol('BTC/USDC'), last_price=35000),
+        ShortTicker(symbol=symbols.Symbol('USDC/USDT'), last_price=1.1),
+        ShortTicker(symbol=symbols.Symbol('USDC/TUSD'), last_price=0.95),
+        ShortTicker(symbol=symbols.Symbol('ETH/TUSD'), last_price=1950),
+        ShortTicker(symbol=symbols.Symbol('BTC/TUSD'), last_price=32500),
+    ]
     graph = nx.DiGraph()
 
     for ticker in tickers:

diff --git a/tests/test_detector.py b/tests/test_detector.py
@@ -30,30 +30,28 @@ def test_get_best_opportunity_handles_no_cycle_opportunity(sample_tickers):
 def test_get_best_opportunity_returns_correct_cycle_with_correct_tickers():
     tickers = [
         ShortTicker(symbol=symbols.Symbol('BTC/USDT'), last_price=30000),
-        ShortTicker(symbol=symbols.Symbol('ETH/BTC'), last_price=0.03),
+        ShortTicker(symbol=symbols.Symbol('ETH/BTC'), last_price=0.3),
         ShortTicker(symbol=symbols.Symbol('ETH/USDT'), last_price=2000),
-        ShortTicker(symbol=symbols.Symbol('XRP/ETH'), last_price=0.00025),
-        ShortTicker(symbol=symbols.Symbol('XRP/USDT'), last_price=0.5),
     ]
     best_opportunity, best_profit = get_best_opportunity(tickers)
     assert len(best_opportunity) >= 3  # Handling cycles with more than 3 tickers
-    assert best_profit > 0  # Ensuring a profitable cycle exists
+    assert best_profit == 4.5
     assert all(isinstance(ticker, ShortTicker) for ticker in best_opportunity)
 
 
 def test_get_best_opportunity_returns_correct_cycle_with_multiple_tickers():
     tickers = [
         ShortTicker(symbol=symbols.Symbol('BTC/USDT'), last_price=30000),
-        ShortTicker(symbol=symbols.Symbol('ETH/BTC'), last_price=0.03),
+        ShortTicker(symbol=symbols.Symbol('ETH/BTC'), last_price=0.3),
         ShortTicker(symbol=symbols.Symbol('ETH/USDT'), last_price=2000),
-        ShortTicker(symbol=symbols.Symbol('XRP/ETH'), last_price=0.00025),
-        ShortTicker(symbol=symbols.Symbol('XRP/USDT'), last_price=0.5),
-        ShortTicker(symbol=symbols.Symbol('LTC/USDT'), last_price=100),
-        ShortTicker(symbol=symbols.Symbol('LTC/BTC'), last_price=0.003),
-        ShortTicker(symbol=symbols.Symbol('BCH/USDT'), last_price=200),
-        ShortTicker(symbol=symbols.Symbol('BCH/ETH'), last_price=0.1),
+        ShortTicker(symbol=symbols.Symbol('ETH/USDC'), last_price=1900),
+        ShortTicker(symbol=symbols.Symbol('BTC/USDC'), last_price=35000),
+        ShortTicker(symbol=symbols.Symbol('USDC/USDT'), last_price=1.1),
+        ShortTicker(symbol=symbols.Symbol('USDC/TUSD'), last_price=0.95),
+        ShortTicker(symbol=symbols.Symbol('ETH/TUSD'), last_price=1950),
+        ShortTicker(symbol=symbols.Symbol('BTC/TUSD'), last_price=32500),
     ]
     best_opportunity, best_profit = get_best_opportunity(tickers)
     assert len(best_opportunity) >= 3  # Handling cycles with more than 3 tickers
-    assert best_profit > 0  # Ensuring a profitable cycle exists
+    assert best_profit == 4.775
     assert all(isinstance(ticker, ShortTicker) for ticker in best_opportunity)