Initial commit

spec/trading/accounting_spec.rb

@@ -0,0 +1,107 @@
+describe 'Accounting' do
+  let(:seller) { create(:member, :level_3, :barong) }
+  let(:buyer) { create(:member, :level_3, :barong) }
+
+  let :order_ask do
+    create :order_ask, \
+       bid:           :usd,
+       ask:           :btc,
+       market:        Market.find(:btcusd),
+       state:         :wait,
+       ord_type:      :limit,
+       price:         '1'.to_d,
+       volume:        '10000.0',
+       origin_volume: '10000.0',
+       locked:        '10000',
+       origin_locked: '10000',
+       member:        seller
+  end
+
+  let :order_bid do
+    create :order_bid, \
+       bid:           :usd,
+       ask:           :btc,
+       market:        Market.find(:btcusd),
+       state:         :wait,
+       ord_type:      :limit,
+       price:         '1.2'.to_d,
+       volume:        '10000',
+       origin_volume: '10000',
+       locked:        '12000',
+       origin_locked: '12000',
+       member:        buyer
+  end
+
+  let(:deposit_btc) { create(:deposit_btc, member: seller, amount: order_ask.locked, currency_id: :btc) }
+
+  let(:deposit_usd) { create(:deposit_usd, member: buyer, amount: order_bid.locked, currency_id: :usd) }
+
+  let :executor do
+    ask = Matching::LimitOrder.new(order_ask.to_matching_attributes)
+    bid = Matching::LimitOrder.new(order_bid.to_matching_attributes)
+    Matching::Executor.new \
+      action: 'execute',
+      trade: {
+        market_id:       :btcusd,
+        maker_order_id:  ask.id,
+        taker_order_id:  bid.id,
+        strike_price:    '1.2',
+        amount:          '10000',
+        total:           '12000'
+      }
+  end
+
+  let(:asset_balance) { Operations::Asset.balance }
+  let(:liability_balance) { Operations::Liability.balance }
+  let(:revenue_balance) { Operations::Revenue.balance }
+  let(:expense_balance) { Operations::Expense.balance }
+
+  before do
+    deposit_btc.accept!
+    deposit_btc.process!
+    deposit_btc.dispatch!
+    deposit_usd.accept!
+
+    order_bid.hold_account!.lock_funds!(order_bid.locked)
+    order_bid.record_submit_operations!
+
+    order_ask.hold_account!.lock_funds!(order_ask.locked)
+    order_ask.record_submit_operations!
+
+    executor.execute!
+  end
+
+  it 'assert that asset - liabilities = revenue - expense' do
+    expect(asset_balance.merge(liability_balance){ |k, a, b| a - b}).to eq (revenue_balance.merge(expense_balance){ |k, a, b| a - b})
+  end
+
+  it 'assert the balance is 15.0 / 18.0 $' do
+    balance = asset_balance.merge(liability_balance){ |k, a, b| a - b}
+
+    expect(balance.fetch(:btc)).to eq '15.0'.to_d
+    expect(balance.fetch(:usd)).to eq '18.0'.to_d
+  end
+
+  context 'withdraws' do
+    let(:btc_withdraw) { create(:btc_withdraw, sum: 1000.to_d, member: buyer ) }
+
+    before do
+      btc_withdraw.accept!
+      btc_withdraw.update(txid: 'a1a43ab7166f81059449f80a35abdc6febe62fe1f75a0cdb25d49ebae3fc10d9')
+      btc_withdraw.process!
+      btc_withdraw.dispatch!
+      btc_withdraw.success!
+    end
+
+    it 'after btc withdraw, assert that asset - liabilities = revenue - expense' do
+      expect(asset_balance.merge(liability_balance){ |k, a, b| a - b}).to eq (revenue_balance.merge(expense_balance){ |k, a, b| a - b})
+    end
+
+    it 'after btc withdraw (fee: 0.01) assert the balance is 15.01 / 18.0 $' do
+      balance = asset_balance.merge(liability_balance){ |k, a, b| a - b}
+
+      expect(balance.fetch(:btc)).to eq '15.01'.to_d
+      expect(balance.fetch(:usd)).to eq '18.0'.to_d
+    end
+  end
+end