public void CreateTimeSeriesSubscriptionTest()
{
var symbol = "SYMA";
var s = DXEndpoint.Create().Feed.CreateTimeSeriesSubscription <IDxCandle>();
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
var playedCandle = new PlayedCandle(symbol, Tools.DateToUnixTime(DateTime.Now), 123, 100, 12.34, 56.78, 9.0, 43.21, 1000, 999, 1001, 1002, 1, 777, 888, EventFlag.RemoveSymbol);
EventPlayer <IDxCandle> eventPlayer = new EventPlayer <IDxCandle>(s as DXFeedSubscription <IDxCandle>);
eventPlayer.PlayEvents(symbol, playedCandle);
Assert.AreEqual(eventListener.GetEventCount <IDxCandle>(symbol), 1);
IDxCandle receivedCandle = eventListener.GetLastEvent <IDxCandle>().Event;
Assert.AreEqual(symbol, receivedCandle.EventSymbol.ToString());
CompareCandles(playedCandle, receivedCandle);
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXEndpoint.GetInstance().Feed.CreateTimeSeriesSubscription <IDxCandle>();
});
});
}
public void CreateTimeSeriesSubscriptionTypesTest()
{
//create default endpoint
DXEndpoint.Create();
//try to create subscription with invalid event types parameters
//all attempts to create subscription in this block must be failed with exception
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxCandle), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxOrder), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(string));
});
var symbol = "SYMA";
var s = DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxCandle), typeof(IDxGreeks));
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
EventPlayer <IDxTimeSeriesEvent> eventPlayer = new EventPlayer <IDxTimeSeriesEvent>(s as DXFeedSubscription <IDxTimeSeriesEvent>);
var playedCandle = new PlayedCandle(symbol, Tools.DateToUnixTime(DateTime.Now), 123, 100, 12.34, 56.78, 9.0, 43.21, 1000, 999, 1001, 1002, 1, 777, 888, EventFlag.RemoveSymbol);
eventPlayer.PlayEvents(symbol, playedCandle);
var playedGreeks = new PlayedGreeks(symbol, EventFlag.RemoveSymbol, 1, Tools.DateToUnixTime(DateTime.Now), 456.789, 11, 555, 666, 777, 888, 999);
eventPlayer.PlayEvents(symbol, playedGreeks);
Assert.AreEqual(eventListener.GetEventCount <IDxCandle>(symbol), 1);
Assert.AreEqual(eventListener.GetEventCount <IDxGreeks>(symbol), 1);
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxCandle), typeof(IDxGreeks));
});
});
}
public void ResetFromTimeStampTest()
{
string symbol = "SYMA";
TestListener eventListener = new TestListener();
var s = DXEndpoint.Create().Feed.CreateTimeSeriesSubscription <IDxCandle>();
s.OnSubscriptionClosed += OnSubscriptionClosed;
s.OnSymbolsAdded += OnSymbolsAdded;
s.OnSymbolsRemoved += OnSymbolsRemoved;
s.AddEventListener(eventListener);
s.AddSymbols(symbol);
Assert.AreEqual(long.MaxValue, s.FromTimeStamp);
//try to change FromTimeStamp property
isFiresOnSubscriptionClosed = false;
isFiresOnSymbolsAdded = false;
isFiresOnSymbolsRemoved = false;
long fromTime = Tools.DateToUnixTime(DateTime.Now.AddMonths(-1));
s.FromTimeStamp = fromTime;
Assert.AreEqual(fromTime, s.FromTimeStamp);
Assert.True(s.GetSymbols().SetEquals(new object[] { symbol }));
Assert.True(s.EventTypes.SetEquals(new Type[] { typeof(IDxCandle) }));
Assert.False(isFiresOnSubscriptionClosed);
Assert.False(isFiresOnSymbolsAdded);
Assert.False(isFiresOnSymbolsRemoved);
var playedCandle = new PlayedCandle(symbol, Tools.DateToUnixTime(DateTime.Now), 123, 100, 12.34, 56.78, 9.0, 43.21, 1000, 999, 1001, 1002, 1, 777, 888, EventFlag.RemoveSymbol);
EventPlayer <IDxCandle> eventPlayer = new EventPlayer <IDxCandle>(s as DXFeedSubscription <IDxCandle>);
eventPlayer.PlayEvents(symbol, playedCandle);
Assert.AreEqual(eventListener.GetEventCount <IDxCandle>(symbol), 1);
IDxCandle receivedCandle = eventListener.GetLastEvent <IDxCandle>().Event;
Assert.AreEqual(symbol, receivedCandle.EventSymbol.ToString());
DXFeedTest.CompareCandles(playedCandle, receivedCandle);
}