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t/strategy-merge_order_book.t  view on Meta::CPAN

            gross_price      => 491.1,
            gross_price_orig => 491.1,
            net_price        => 491.9,
            net_price_orig   => 491.9,
            quote_currency   => "USD",
        },
    ];

    my $account_balances = {
        indodax => {
            ETH => [{account=>'i1', available=>0.15}, {account=>'i2', available=>0.03}],
        },
        'coinbase-pro' => {
            USD => [{account=>'g1', available=>9999}],
        },
    };

    my $correct_order_pairs = [
        {
            base_size => 0.15,
            buy => {
                account => "g1",
                exchange => "coinbase-pro",
                gross_price => 491.1,
                gross_price_orig => 491.1,
                net_price => 491.9,
                net_price_orig => 491.9,
                pair => "ETH/USD",
            },
            gross_profit_margin => 1.83262064752596,
            gross_profit => 1.35,
            trading_profit_margin => 1.62634681845904,
            trading_profit => 1.2,
            forex_spread => 0,
            net_profit_margin => 1.62634681845904,
            net_profit => 1.2,
            sell => {
                account => "i1",
                exchange => "indodax",
                gross_price => 500.1,
                gross_price_orig => 5001000,
                net_price => 499.9,
                net_price_orig => 4999000,
                pair => "ETH/IDR",
            },
        },
        {
            base_size => 0.03,
            buy => {
                account => "g1",
                exchange => "coinbase-pro",
                gross_price => 491.1,
                gross_price_orig => 491.1,
                net_price => 491.9,
                net_price_orig => 491.9,
                pair => "ETH/USD",
            },
            gross_profit_margin => 1.83262064752596,
            gross_profit => 0.27,
            trading_profit_margin => 1.62634681845904,
            trading_profit => 0.24,
            forex_spread => 0,
            net_profit_margin => 1.62634681845904,
            net_profit => 0.24,
            sell => {
                account => "i2",
                exchange => "indodax",
                gross_price => 500.1,
                gross_price_orig => 5001000,
                net_price => 499.9,
                net_price_orig => 4999000,
                pair => "ETH/IDR",
            },
        },
    ];

    my ($order_pairs, $opp) = App::cryp::arbit::Strategy::merge_order_book::_calculate_order_pairs_for_base_currency(
        base_currency  => "ETH",
        all_buy_orders    => $all_buy_orders,
        all_sell_orders   => $all_sell_orders,
        account_balances  => $account_balances,
        min_net_profit_margin    => 0,
        forex_spreads => {"USD/IDR"=>0},
    );

    is_deeply_float($order_pairs, $correct_order_pairs)
        or diag explain $order_pairs;
};

subtest 'selling account balance (3: re-sorting)' => sub {
    my $all_buy_orders = [
        {
            base_size        => 0.2,
            exchange         => "indodax",
            gross_price      => 500.1,
            gross_price_orig => 5001_000,
            net_price        => 499.9,
            net_price_orig   => 4999_000,
            quote_currency   => "IDR",
        },
        {
            base_size        => 0.9,
            exchange         => "indodax",
            gross_price      => 500.0,
            gross_price_orig => 5000_000,
            net_price        => 499.8,
            net_price_orig   => 4998_000,
            quote_currency   => "IDR",
        },
    ];

    my $all_sell_orders = [
        {
            base_size        => 1,
            exchange         => "coinbase-pro",
            gross_price      => 491.1,
            gross_price_orig => 491.1,
            net_price        => 491.9,
            net_price_orig   => 491.9,
            quote_currency   => "USD",
        },
    ];

    my $account_balances = {