public void PricesTickThroughForSpecificCurrencyPair()
{
var knownCurrencies = _sut.KnownCurrencies;
var currencyPairIdentifier = knownCurrencies.First();
var priceStream = _sut.GetPricesFor(currencyPairIdentifier);
var fxRates = new List <FxRate>();
var resetHandle = new AutoResetEvent(false);
_subscription = priceStream.Buffer(5).Take(1).Subscribe(x =>
{
fxRates.AddRange(x);
if (fxRates.Count >= 5)
{
resetHandle.Set();
}
});
resetHandle.WaitOne(TimeSpan.FromSeconds(5));
Assert.That(fxRates, Has.Count.EqualTo(5));
Assert.That(fxRates.All(x => x.CurrencyPair.Equals(currencyPairIdentifier)), Is.True);
}
public void Visit(FxRateTerm fxRateTerm)
{
var priceStream = _fxRateRepository
.GetPricesFor(fxRateTerm.Identifier)
.Select(x =>
{
fxRateTerm.SetValue(x.Rate);
return(fxRateTerm);
});
_terms.Add(priceStream);
}