public void FillerCustomValueBBPBBQBAPBAQBidAskInAbsoluteDateRangeExtractionWindow()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var bask = qs.CreateBidAsk()
.ForMarketData(new [] { 100000001 })
.ForProducts(new [] { "M+1", "GY+1" })
.InAbsoluteDateRange(new LocalDate(2018, 1, 1), new LocalDate(2018, 1, 10))
.WithFillCustomValue(new BidAskValue {
BestBidPrice = 456, BestBidQuantity = 789, BestAskPrice = 321, BestAskQuantity = 654
})
.ExecuteAsync().Result;
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/2018-01-01/2018-01-10")
.WithQueryParam("id", 100000001)
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithQueryParam("fillerK", FillerKindType.CustomValue)
.WithQueryParam("fillerDVbbp", 456)
.WithQueryParam("fillerDVbap", 321)
.WithQueryParam("fillerDVbbq", 789)
.WithQueryParam("fillerDVbaq", 654)
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void BidAskExtractionWindow_RelativeIntervalChange()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var partialQuery = qs.CreateBidAsk()
.ForMarketData(new [] { 100000001 })
.ForProducts(new [] { "M+1", "GY+1" })
.InRelativeInterval(RelativeInterval.RollingMonth);
var test1 = partialQuery
.ExecuteAsync().Result;;
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/RollingMonth")
.WithQueryParam("id", 100000001)
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithVerb(HttpMethod.Get)
.Times(1);
var test2 = partialQuery
.InRelativePeriod(Period.FromDays(5))
.ExecuteAsync().Result;;
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/P5D")
.WithQueryParam("id", 100000001)
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithVerb(HttpMethod.Get)
.Times(1);
var test3 = partialQuery
.InRelativePeriodRange(Period.FromWeeks(2), Period.FromDays(20))
.ExecuteAsync().Result;;
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/P2W/P20D")
.WithQueryParam("id", 100000001)
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithVerb(HttpMethod.Get)
.Times(1);
var test4 = partialQuery
.InAbsoluteDateRange(new LocalDate(2018, 1, 1), new LocalDate(2018, 1, 10))
.ExecuteAsync().Result;
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/2018-01-01/2018-01-10")
.WithQueryParam("id", 100000001)
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void BidAskInRelativePeriodRangeExtractionWindow()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var bask = qs.CreateBidAsk()
.ForMarketData(new [] { 100000001 })
.ForProducts(new [] { "M+1", "GY+1" })
.InRelativePeriodRange(Period.FromWeeks(2), Period.FromDays(20))
.ExecuteAsync().Result;
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/P2W/P20D")
.WithQueryParam("id", 100000001)
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void BidAskInAbsoluteDateRangeExtractionWindow()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var bask = qs.CreateBidAsk()
.ForMarketData(new [] { 100000001 })
.ForProducts(new [] { "M+1", "GY+1" })
.InAbsoluteDateRange(new LocalDate(2018, 1, 1), new LocalDate(2018, 1, 10))
.ExecuteAsync().Result;
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/2018-01-01/2018-01-10")
.WithQueryParam("id", 100000001)
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void BidAskInRelativePeriodExtractionWindow_FilterId()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var bask = qs.CreateBidAsk()
.ForFilterId(1)
.ForProducts(new [] { "M+1", "GY+1" })
.InRelativePeriod(Period.FromDays(5))
.ExecuteAsync().Result;
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/P5D")
.WithQueryParam("filterId", 1)
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void BidAskInRelativeIntervalExtractionWindow()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var bask = qs.CreateBidAsk()
.ForMarketData(new [] { 100000001 })
.ForProducts(new [] { "M+1", "GY+1" })
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync().Result;
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/RollingMonth")
.WithQueryParam("id", 100000001)
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void BidAskWithTimeZone_FilterId()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var bask = qs.CreateBidAsk()
.ForFilterId(1)
.ForProducts(new [] { "M+1", "GY+1" })
.InAbsoluteDateRange(new LocalDate(2018, 1, 1), new LocalDate(2018, 1, 10))
.InTimezone("UTC")
.ExecuteAsync().Result;
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/2018-01-01/2018-01-10")
.WithQueryParam("filterId", 1)
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithQueryParam("tz", "UTC")
.WithVerb(HttpMethod.Get)
.Times(1);
}
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var bask = qs.CreateBidAsk()
.ForFilterId(1)
.ForProducts(new [] { "M+1", "GY+1" })
.InAbsoluteDateRange(new LocalDate(2018, 1, 1), new LocalDate(2018, 1, 10))
.InTimezone("WET")
.ExecuteAsync().Result;
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/2018-01-01/2018-01-10")
.WithQueryParam("filterId", 1)
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithQueryParam("tz", "WET")
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void BidAsk_Partitioned_By_ID()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var act = qs.CreateBidAsk()
.ForMarketData(new [] {
100001250, 100001251, 100001252, 100001253, 100001254,
100001255, 100001256, 100001257, 100001258, 100001259,
100001260, 100001261, 100001262, 100001263, 100001264,
100001265, 100001266, 100001267, 100001268, 100001269,
100001270, 100001271, 100001272, 100001273, 100001274,
100001275, 100001276, 100001277, 100001278, 100001279,
100001280, 100001281, 100001282, 100001283, 100001284,
100001285, 100001286, 100001287, 100001289, 100001290,
100001291, 100001292, 100001293, 100001294, 100001295,
100001296, 100001297, 100001298, 100001299, 100001301,
100001302, 100001303, 100001304, 100001305, 100001306,
100001307, 100001308, 100001309, 100001310, 100001311,
100001312, 100001313, 100001314, 100001315, 100001315
})
.InRelativePeriodRange(Period.FromWeeks(2), Period.FromDays(20))
.ForProducts(new [] { "M+1", "GY+1" })
.ExecuteAsync().ConfigureAwait(true).GetAwaiter().GetResult();
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/P2W/P20D")
.WithQueryParamMultiple("id", new [] {
100001250, 100001251, 100001252, 100001253, 100001254,
100001255, 100001256, 100001257, 100001258, 100001259,
100001260, 100001261, 100001262, 100001263, 100001264,
100001265, 100001266, 100001267, 100001268, 100001269,
100001270, 100001271, 100001272, 100001273, 100001274
})
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithVerb(HttpMethod.Get)
.Times(1);
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/P2W/P20D")
.WithQueryParamMultiple("id", new [] {
100001275, 100001276, 100001277, 100001278, 100001279,
100001280, 100001281, 100001282, 100001283, 100001284,
100001285, 100001286, 100001287, 100001289, 100001290,
100001291, 100001292, 100001293, 100001294, 100001295,
100001296, 100001297, 100001298, 100001299, 100001301
})
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithVerb(HttpMethod.Get)
.Times(1);
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/ba/P2W/P20D")
.WithQueryParamMultiple("id", new [] {
100001302, 100001303, 100001304, 100001305, 100001306,
100001307, 100001308, 100001309, 100001310, 100001311,
100001312, 100001313, 100001314, 100001315, 100001315
})
.WithQueryParamMultiple("p", new [] { "M+1", "GY+1" })
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
