public void BookMatchSerialize()
{
var saved = (BookMatch)CreateBook(BookType.Match);
using (var memory = new MemoryStream())
{
using (var serial = GdaxFile.OpenWrite(memory, true))
{
serial.Serialize(saved);
}
memory.Seek(0, SeekOrigin.Begin);
using (var serial = GdaxFile.OpenRead(memory, true))
{
var read = serial.Deserialize() as BookMatch;
AssertBase(saved, read);
Assert.AreEqual(saved.Price, read.Price);
Assert.AreEqual(saved.TradeId, read.TradeId);
Assert.AreEqual(saved.MakerOrderId, read.MakerOrderId);
Assert.AreEqual(saved.TakerOrderId, read.TakerOrderId);
Assert.AreEqual(saved.Size, read.Size);
}
}
}
public void SerializeProductBook()
{
var product = new ProductBook(42);
product.Buys.Add(new ProductOffer {
OrderId = Guid.NewGuid(), Price = 4210.2m, Size = 0.004m
});
product.Sells.Add(new ProductOffer {
OrderId = Guid.NewGuid(), Price = 3852.12m, Size = 2.56m
});
product.Sells.Add(new ProductOffer {
OrderId = Guid.NewGuid(), Price = 3642.12m, Size = 7.12m
});
using (var memory = new MemoryStream())
{
using (var serial = GdaxFile.OpenWrite(memory, true))
{
serial.Serialize(product, DateTime.UtcNow);
}
memory.Seek(0, SeekOrigin.Begin);
using (var serial = GdaxFile.OpenRead(memory, true))
{
var read = serial.DeserializeProductBook();
product.ShouldBeEquivalentTo(read);
}
}
}
private void ClosePreviousFile()
{
if (_gdaxFile != null)
{
_gdaxFile?.Dispose();
_gdaxFile = null;
Program.Log.Info($"File '{_filename}' is closed");
}
}
private void OpenFile()
{
ClosePreviousFile();
_fileDate = DateTime.Today;
_filename = Path.Combine(_rootPath, GdaxFile.GetFilename(_fileDate, 60));
_gdaxFile = GdaxFile.OpenWrite(_filename);
Program.Log.Info($"File '{_filename}' is open");
if (_productBook != null)
{
_gdaxFile.Serialize(_productBook, DateTime.UtcNow);
Program.Log.Info("Current product book added to file");
}
}
public void SerializeCandle()
{
var saved = new Candle(new DateTime(2017, 5, 20, 0, 0, 0, DateTimeKind.Utc), 42, 84, 120.54M, 654.235M, 452.125M);
using (var memory = new MemoryStream())
{
using (var serial = GdaxFile.OpenWrite(memory, true))
{
serial.Serialize(saved);
}
memory.Seek(0, SeekOrigin.Begin);
using (var serial = GdaxFile.OpenRead(memory, true))
{
var read = serial.DeserializeCandle();
Assert.AreEqual(saved, read);
}
}
}
public void SerializeEmptyObject(Type objectType)
{
var saved = (BookBase)Activator.CreateInstance(objectType);
using (var memory = new MemoryStream())
{
using (var serial = GdaxFile.OpenWrite(memory, true))
{
serial.Serialize(saved);
}
memory.Seek(0, SeekOrigin.Begin);
using (var serial = GdaxFile.OpenRead(memory, true))
{
var read = serial.Deserialize();
AssertBase(saved, read as BookBase);
}
}
}
private IEnumerable <T> GetBooks <T>(ProductType productType, DateTime time, int granularity = MinGranularity) where T : class
{
bool dataExists;
do
{
var filename = Path.Combine(_dataPath, GdaxFile.GetRelativePath(productType, granularity), GdaxFile.GetFilename(time, granularity));
dataExists = File.Exists(filename);
if (dataExists)
{
using (var serialiser = GdaxFile.OpenRead(filename))
{
var eof = false;
do
{
T book = null;
try
{
var obj = serialiser.Deserialize();
// Return fake BookMatch for candles (for simulation from candle dump)
book = obj is T
? obj as T
: ((Candle)obj).ToBookMatch(ProductType.BTC_EUR) as T;
}
catch (EndOfStreamException)
{
eof = true;
}
if (book != null) // && book.Time >= time)
{
yield return(book);
}
} while (!eof);
time += TimeSpan.FromDays(1);
}
}
} while (dataExists);
}
public void BookOpenSerialize()
{
var saved = (BookOpen)CreateBook(BookType.Open);
using (var memory = new MemoryStream())
{
using (var serial = GdaxFile.OpenWrite(memory, true))
{
serial.Serialize(saved);
}
memory.Seek(0, SeekOrigin.Begin);
using (var serial = GdaxFile.OpenRead(memory, true))
{
var read = serial.Deserialize() as BookOpen;
AssertBase(saved, read);
Assert.AreEqual(saved.Price, read.Price);
Assert.AreEqual(saved.RemainingSize, read.RemainingSize);
}
}
}
