public void SubscribingToKlineStream_Should_TriggerWhenKlineStreamMessageIsReceived()
{
// arrange
var socket = new Mock <IWebsocket>();
socket.Setup(s => s.Close());
socket.Setup(s => s.Connect());
socket.Setup(s => s.Url).Returns("test");
socket.Setup(s => s.SetEnabledSslProtocols(It.IsAny <System.Security.Authentication.SslProtocols>()));
var factory = new Mock <IWebsocketFactory>();
factory.Setup(s => s.CreateWebsocket(It.IsAny <string>())).Returns(socket.Object);
BinanceStreamKline result = null;
var client = new BinanceSocketClient {
SocketFactory = factory.Object
};
client.SubscribeToKlineStream("test", KlineInterval.OneMinute, (test) => result = test);
var data = new BinanceStreamKline()
{
Event = "TestKlineStream",
EventTime = new DateTime(2017, 1, 1),
Symbol = "test",
Data = new BinanceStreamKlineInner()
{
ActiveBuyVolume = 0.1,
Close = 0.2,
EndTime = new DateTime(2017, 1, 2),
Final = true,
FirstTrade = 10000000000,
High = 0.3,
Interval = KlineInterval.OneMinute,
LastTrade = 2000000000000,
Low = 0.4,
Open = 0.5,
QuoteActiveBuyVolume = 0.6,
QuoteVolume = 0.7,
StartTime = new DateTime(2017, 1, 1),
Symbol = "test",
TradeCount = 10,
Volume = 0.8
}
};
// act
socket.Raise(r => r.OnMessage += null, new MessagedEventArgs(JsonConvert.SerializeObject(data), false, false, true, new byte[2]));
// assert
Assert.IsNotNull(result);
Assert.IsTrue(Compare.PublicInstancePropertiesEqual(data, result, "Data"));
Assert.IsTrue(Compare.PublicInstancePropertiesEqual(data.Data, result.Data));
}
private async Task SaveCandle(BinanceStreamKline kline, NatsClient natsClient)
{
if (kline.Final)
{
Candle candle = kline.ToCandle();
long? id = await _candlesProcessor.Create(candle);
_logger.LogTrace($"Saved candle from {Exchange.Description} - {candle.Symbol}");
await natsClient.PubAsJsonAsync(_settings.Value.CandlesQueueName, new Notification <Candle>() { Code = ActionCode.CREATED.Code, Payload = candle });
}
}
public static Candle ToCandle(this BinanceStreamKline kline)
{
Candle candle = new Candle();
candle.ExchangeCode = ExchangeCode.BINANCE.Code;
candle.Symbol = kline.Symbol.ToUpper();
candle.OpenTime = kline.OpenTime;
candle.Open = kline.Open;
candle.CloseTime = kline.CloseTime;
candle.Close = kline.Close;
candle.High = kline.High;
candle.Low = kline.Low;
candle.Volume = kline.Volume;
candle.NumberOfTrades = kline.TradeCount;
candle.PeriodCode = kline.Interval.ToPeriodCode().Code;
candle.Time = new DateTime(kline.OpenTime.Year, kline.OpenTime.Month, kline.OpenTime.Day, kline.OpenTime.Hour, kline.OpenTime.Minute, 0);
return(candle);
}
