Beispiel #1
0
        public void Create()
        {
            var factory = new ConnectionStringFactory(_configuration);
            var repo    = new ReddeerMarketRepository(factory, _cfiInstrumentMapper, _logger);

            repo.Create(Frame());

            Assert.IsTrue(true);
        }
Beispiel #2
0
        public async Task Get()
        {
            var factory = new ConnectionStringFactory(_configuration);
            var repo    = new ReddeerMarketRepository(factory, _cfiInstrumentMapper, _logger);

            repo.Create(Frame());
            repo.Create(Frame());

            var results = await repo.GetEquityIntraday(DateTime.UtcNow.AddMinutes(-5), DateTime.UtcNow, _opCtx);

            Assert.IsTrue(true);
        }
Beispiel #3
0
        public async Task Create_OrderMultipleInsert_DoesNotThrow()
        {
            var factory          = new ConnectionStringFactory(this._configuration);
            var marketRepository = new ReddeerMarketRepository(
                factory,
                new CfiInstrumentTypeMapper(),
                new NullLogger <ReddeerMarketRepository>());
            var repo = new OrdersRepository(factory, marketRepository, this._orderBrokerRepository, this._logger);

            var securityIdentifiers1 = new InstrumentIdentifiers(
                null,
                null,
                null,
                "6657789",
                "6657789",
                null,
                null,
                null,
                null,
                null,
                "STAN1",
                null);

            var security1 = new FinancialInstrument(
                InstrumentTypes.Equity,
                securityIdentifiers1,
                "Standard Chartered",
                "CFI",
                "USD",
                "Standard Chartered Bank");

            var securityIdentifiers2 = new InstrumentIdentifiers(
                null,
                null,
                null,
                "B00KT68",
                "B00KT68",
                null,
                null,
                null,
                null,
                null,
                "STAN1",
                null);

            var security2 = new FinancialInstrument(
                InstrumentTypes.Equity,
                securityIdentifiers2,
                "Standard Chartered",
                "CFI",
                "USD",
                "Standard Chartered Bank");

            var securityIdentifiers3 = new InstrumentIdentifiers(
                null,
                null,
                null,
                "B00KT68",
                "B00KT68",
                null,
                null,
                null,
                null,
                null,
                "STAN1",
                null);

            var security3 = new FinancialInstrument(
                InstrumentTypes.Equity,
                securityIdentifiers3,
                "Standard Chartered",
                "CFI",
                "USD",
                "Standard Chartered Bank");

            var exch = new Market(null, "NA", "NA", MarketTypes.STOCKEXCHANGE);

            var order1 = this.OrderMultiple(security1, exch);
            var order2 = this.OrderMultiple(security2, exch);
            var order3 = this.OrderMultiple(security3, exch);
            var order4 = this.OrderMultiple(security1, exch);

            await repo.Create(order1);

            await repo.Create(order2);

            await repo.Create(order3);

            await repo.Create(order4);

            var result1 = await repo.Get(order1.PlacedDate.Value, order3.PlacedDate.Value, this._opCtx);

            Assert.AreEqual(result1.Count, 3);
        }