public void UpdateOrderBook_FirstUpdate()
{
// Arrange
var exchangeApi = ExchangeServiceHelper.GetExchangeService();
var exchangeService = new WpfExchangeService(exchangeApi);
var preferences = new Model.Preferences();
preferences.OrderBookChartDisplayCount = 8;
preferences.OrderBookDisplayCount = 5;
var symbolViewModel = new SymbolViewModel(Exchange.Test, exchangeService, chartHelper,
new BinanceOrderBookHelper(),
new TradeHelper(),
preferences, new DebugLogger());
var trx = TestHelper.Trx.GetViewSymbol();
symbolViewModel.Symbol = trx;
var orderBook1 = new OrderBookUpdateHelper();
var orderBook = orderBook1.OrderBook_Trx_GetFirstUpdate();
// Act
symbolViewModel.UpdateOrderBook(orderBook);
// Assert
AssertOrderBookUpdate(symbolViewModel, orderBook, preferences);
}
private void AssertTradeUpdate(SymbolViewModel symbolViewModel, Model.Preferences preferences, List <ITrade> trades)
{
Assert.AreEqual(symbolViewModel.Trades.Count, preferences.TradesDisplayCount);
Assert.AreEqual(symbolViewModel.TradesChart.Count, preferences.TradesChartDisplayCount);
// Assert - trades
var lastTrades = trades.Skip(trades.Count - preferences.TradesDisplayCount).ToList();
var lastTradesReversed = lastTrades.Reverse <ITrade>().ToList();
for (int i = 0; i < preferences.TradesDisplayCount; i++)
{
Assert.AreEqual(symbolViewModel.Trades[i].Id, lastTradesReversed[i].Id);
Assert.AreEqual(symbolViewModel.Trades[i].Time, lastTradesReversed[i].Time);
}
// Assert - chart trades
var lastChartTrades = trades.Skip(trades.Count - preferences.TradesChartDisplayCount).ToList();
for (int i = 0; i < preferences.TradesChartDisplayCount; i++)
{
Assert.AreEqual(symbolViewModel.TradesChart[i].Id, lastChartTrades[i].Id);
Assert.AreEqual(symbolViewModel.TradesChart[i].Time, lastChartTrades[i].Time);
}
}
public void UpdateTrades_Second_Update_3_New_Trades()
{
// Arrange
var preferences = new Model.Preferences();
preferences.OrderBookChartDisplayCount = 8;
preferences.OrderBookDisplayCount = 5;
preferences.TradesDisplayCount = 5;
preferences.TradesChartDisplayCount = 8;
var exchangeApi = ExchangeServiceHelper.GetExchangeService(ExchangeServiceType.SubscribeOrderBookAggregateTrades);
var exchangeService = new WpfExchangeService(exchangeApi);
var symbolViewModel = new SymbolViewModel(Exchange.Test, exchangeService, chartHelper,
new BinanceOrderBookHelper(),
new TradeHelper(),
preferences, new DebugLogger());
var trx = TestHelper.BNB.GetViewSymbol();
symbolViewModel.Symbol = trx;
var firstTrades = TradesUpdateHelper.Trades_BNB_InitialTradeUpdate_10_Trades();
var secondTrades = TradesUpdateHelper.Trades_BNB_NextTradeUpdate(firstTrades, 3, 3);
// Act
symbolViewModel.UpdateTrades(firstTrades);
symbolViewModel.UpdateTrades(secondTrades);
// Assert
AssertTradeUpdate(symbolViewModel, preferences, secondTrades);
}
public async Task SetSymbol()
{
// Arrange
var preferences = new Model.Preferences();
preferences.OrderBookChartDisplayCount = 8;
preferences.OrderBookDisplayCount = 5;
preferences.TradesDisplayCount = 5;
preferences.TradesChartDisplayCount = 8;
var exchangeApi = ExchangeServiceHelper.GetExchangeService();
var exchangeService = new WpfExchangeService(exchangeApi);
var symbolViewModel = new SymbolViewModel(Exchange.Test, exchangeService, chartHelper,
new BinanceOrderBookHelper(),
new TradeHelper(),
preferences, new DebugLogger());
var trx = TestHelper.Trx.GetViewSymbol();
// Act
await symbolViewModel.SetSymbol(trx);
// Assert
Assert.AreEqual(symbolViewModel.Symbol, trx);
Assert.IsNotNull(symbolViewModel.OrderBook);
Assert.AreEqual(symbolViewModel.OrderBook.LastUpdateId, TestHelper.OrderBook.LastUpdateId);
Assert.IsTrue(symbolViewModel.OrderBook.TopAsks.Count > 0);
Assert.IsTrue(symbolViewModel.OrderBook.TopBids.Count > 0);
Assert.IsTrue(symbolViewModel.Trades.Count > 0);
}
public void UpdateOrderBook_SecondUpdate()
{
// Arrange
var exchangeApi = ExchangeServiceHelper.GetExchangeService();
var exchangeService = new WpfExchangeService(exchangeApi);
var preferences = new Model.Preferences();
preferences.OrderBookChartDisplayCount = 8;
preferences.OrderBookDisplayCount = 5;
var symbolViewModel = new SymbolViewModel(exchangeService, chartHelper, preferences, new DebugLogger());
var trx = TestHelper.Trx.GetViewSymbol();
symbolViewModel.Symbol = trx;
var firstOrderBook = OrderBookUpdateHelper.OrderBook_Trx_GetFirstUpdate();
var secondOrderBook = OrderBookUpdateHelper.OrderBook_Trx_GetSecondUpdate();
// Act
symbolViewModel.UpdateOrderBook(firstOrderBook);
symbolViewModel.UpdateOrderBook(secondOrderBook);
// Assert
AssertOrderBookUpdate(symbolViewModel, secondOrderBook, preferences);
}
protected virtual void RegisterModules()
{
Manager.Register(Regions.MainWindow, new Module(AppModules.Main, MainViewModel.Create, typeof(MainView)));
Manager.Register(Regions.Navigation, new Module(AppModules.Symbol, () => new NavigationItem(AppModules.Symbol)));
Manager.Register(Regions.Documents, new Module(AppModules.Symbol, () => SymbolViewModel.Create(AppModules.Symbol, container.GetInstance <SecuritiesClientApi>()), typeof(SymbolView)));
Manager.Register(Regions.Navigation, new Module(AppModules.Company, () => new NavigationItem(AppModules.Company)));
Manager.Register(Regions.Documents, new Module(AppModules.Company, () => CompanyViewModel.Create(AppModules.Company, container.GetInstance <SecuritiesClientApi>()), typeof(CompanyView)));
}
public void UpdateTrades_Second_Update_3_New_Trades_Less_Than_Limit()
{
// Arrange
var preferences = new Model.Preferences
{
OrderBookChartDisplayCount = 8,
OrderBookDisplayCount = 5,
TradesDisplayCount = 15,
TradesChartDisplayCount = 18
};
var exchangeApi = ExchangeServiceHelper.GetExchangeService(ExchangeServiceType.SubscribeOrderBookAggregateTrades);
var exchangeService = new WpfExchangeService(exchangeApi);
var symbolViewModel = new SymbolViewModel(Exchange.Test, exchangeService, chartHelper,
new BinanceOrderBookHelper(),
new TradeHelper(),
preferences, new DebugLogger());
var trx = TestHelper.BNB.GetViewSymbol();
symbolViewModel.Symbol = trx;
var firstTrades = TradesUpdateHelper.Trades_BNB_InitialTradeUpdate_10_Trades();
var secondTrades = TradesUpdateHelper.Trades_BNB_NextTradeUpdate(firstTrades, 3, 3);
// Act
symbolViewModel.UpdateTrades(firstTrades);
symbolViewModel.UpdateTrades(secondTrades);
// Assert
Assert.AreEqual(symbolViewModel.Trades.Count, 13);
Assert.AreEqual(symbolViewModel.TradesChart.Count, 13);
var chart = firstTrades.Take(3).ToList();
chart.AddRange(secondTrades);
// Assert - chart trades
for (int i = 0; i < 13; i++)
{
Assert.AreEqual(symbolViewModel.TradesChart[i].Id, chart[i].Id);
Assert.AreEqual(symbolViewModel.TradesChart[i].Time, chart[i].Time);
}
// Assert - trades
var trades = chart.Reverse <ITrade>().ToList();
for (int i = 0; i < 13; i++)
{
Assert.AreEqual(symbolViewModel.Trades[i].Id, trades[i].Id);
Assert.AreEqual(symbolViewModel.Trades[i].Time, trades[i].Time);
}
}
public async Task UpdateOrderBook()
{
// Arrange
var cxlToken = new CancellationToken();
var exchangeApi = ExchangeServiceHelper.GetExchangeService(ExchangeServiceType.SubscribeOrderBookAggregateTrades);
var exchangeService = new WpfExchangeService(exchangeApi);
var symbolViewModel = new SymbolViewModel(exchangeService);
var trx = TestHelper.Trx.GetViewSymbol();
// Act
await symbolViewModel.SetSymbol(trx);
// Assert
Assert.AreEqual(symbolViewModel.OrderBook.LastUpdateId, TestHelper.OrderBookUpdated.LastUpdateId);
}
public void UpdateTrades_Third_Update()
{
// Arrange
var preferences = new Model.Preferences
{
OrderBookChartDisplayCount = 8,
OrderBookDisplayCount = 5,
TradesDisplayCount = 15,
TradesChartDisplayCount = 18
};
var exchangeApi = ExchangeServiceHelper.GetExchangeService(ExchangeServiceType.SubscribeOrderBookAggregateTrades);
var exchangeService = new WpfExchangeService(exchangeApi);
var symbolViewModel = new SymbolViewModel(Exchange.Test, exchangeService, chartHelper,
new BinanceOrderBookHelper(),
new TradeHelper(),
preferences, new DebugLogger());
var trx = TestHelper.BNB.GetViewSymbol();
symbolViewModel.Symbol = trx;
var firstTrades = TradesUpdateHelper.Trades_BNB_InitialTradeUpdate_10_Trades();
var secondTrades = TradesUpdateHelper.Trades_BNB_NextTradeUpdate(firstTrades, 3, 3);
var thirdTrades = TradesUpdateHelper.Trades_BNB_NextTradeUpdate(secondTrades, 9, 9);
// Act
symbolViewModel.UpdateTrades(firstTrades);
symbolViewModel.UpdateTrades(secondTrades);
symbolViewModel.UpdateTrades(thirdTrades);
// Assert
var update = secondTrades.Skip(1).Take(8).ToList();
update.AddRange(thirdTrades);
AssertTradeUpdate(symbolViewModel, preferences, update);
}
public async Task UpdateAggregateTrades()
{
// Arrange
var cxlToken = new CancellationToken();
var exchangeApi = ExchangeServiceHelper.GetExchangeService(ExchangeServiceType.SubscribeOrderBookAggregateTrades);
var exchangeService = new WpfExchangeService(exchangeApi);
var symbolViewModel = new SymbolViewModel(exchangeService);
var trx = TestHelper.Trx.GetViewSymbol();
// Act
await symbolViewModel.SetSymbol(trx);
// Assert
var trades = TestHelper.AggregateTrades;
var updatedtrades = TestHelper.AggregateTradesUpdated;
var maxId = trades.Max(t => t.Id);
var newTrades = (from t in updatedtrades
where t.Id > maxId
orderby t.Time
select t).ToList();
for (int i = 0; i < newTrades.Count(); i++)
{
if (trades.Count >= 20)
{
trades.RemoveAt(trades.Count - 1);
}
trades.Insert(0, newTrades[i]);
}
Assert.AreEqual(symbolViewModel.AggregateTrades.Count, trades.Count);
for (int i = 0; i < symbolViewModel.AggregateTrades.Count; i++)
{
Assert.AreEqual(symbolViewModel.AggregateTrades[i].Id, trades[i].Id);
}
}
public async Task SetSymbol()
{
// Arrange
var cxlToken = new CancellationToken();
var exchangeApi = ExchangeServiceHelper.GetExchangeService();
var exchangeService = new WpfExchangeService(exchangeApi);
var symbolViewModel = new SymbolViewModel(exchangeService);
var trx = TestHelper.Trx.GetViewSymbol();
// Act
await symbolViewModel.SetSymbol(trx);
// Assert
Assert.AreEqual(symbolViewModel.Symbol, trx);
Assert.IsNotNull(symbolViewModel.OrderBook);
Assert.AreEqual(symbolViewModel.OrderBook.LastUpdateId, TestHelper.OrderBook.LastUpdateId);
Assert.IsNotNull(symbolViewModel.OrderBook.Top);
Assert.IsTrue(symbolViewModel.OrderBook.TopAsks.Count > 0);
Assert.IsTrue(symbolViewModel.OrderBook.TopBids.Count > 0);
Assert.IsTrue(symbolViewModel.AggregateTrades.Count > 0);
}
public void UpdateOrderBook_SecondUpdate()
{
// Arrange
var exchangeApi = ExchangeServiceHelper.GetExchangeService();
var exchangeService = new WpfExchangeService(exchangeApi);
var preferences = new Model.Preferences
{
OrderBookChartDisplayCount = 8,
OrderBookDisplayCount = 5
};
var symbolViewModel = new SymbolViewModel(Exchange.Test, exchangeService, chartHelper,
new BinanceOrderBookHelper(),
new TradeHelper(),
preferences, new DebugLogger());
var trx = TestHelper.Trx.GetViewSymbol();
symbolViewModel.Symbol = trx;
var orderBook = new OrderBookUpdateHelper();
var firstOrderBook = orderBook.OrderBook_Trx_GetFirstUpdate();
var secondOrderBook = orderBook.OrderBook_Trx_GetSecondUpdate();
// AppVeyor Hack!!!
if (firstOrderBook.LastUpdateId.Equals(secondOrderBook.LastUpdateId))
{
secondOrderBook.LastUpdateId++;
}
// Act
symbolViewModel.UpdateOrderBook(firstOrderBook);
symbolViewModel.UpdateOrderBook(secondOrderBook);
// Assert
AssertOrderBookUpdate(symbolViewModel, secondOrderBook, preferences);
}
private void AssertOrderBookUpdate(SymbolViewModel symbolViewModel, OrderBook orderBook, Model.Preferences preferences)
{
// Assert - Last Update Id
Assert.AreEqual(symbolViewModel.OrderBook.LastUpdateId, orderBook.LastUpdateId);
// Assert - TopAsks
Assert.AreEqual(symbolViewModel.OrderBook.TopAsks.Count, preferences.OrderBookDisplayCount);
var topAsks = orderBook.Asks.Take(preferences.OrderBookDisplayCount).Reverse().ToList();
for (int i = 0; i < preferences.OrderBookDisplayCount; i++)
{
Assert.AreEqual(symbolViewModel.OrderBook.TopAsks[i].Price, topAsks[i].Price);
Assert.AreEqual(symbolViewModel.OrderBook.TopAsks[i].Quantity, topAsks[i].Quantity);
}
// Assert - TopBids
Assert.AreEqual(symbolViewModel.OrderBook.TopBids.Count, preferences.OrderBookDisplayCount);
var topBids = orderBook.Bids.Take(preferences.OrderBookDisplayCount).ToList();
for (int i = 0; i < preferences.OrderBookDisplayCount; i++)
{
Assert.AreEqual(symbolViewModel.OrderBook.TopBids[i].Price, topBids[i].Price);
Assert.AreEqual(symbolViewModel.OrderBook.TopBids[i].Quantity, topBids[i].Quantity);
}
// Assert - ChartAsks
Assert.AreEqual(symbolViewModel.OrderBook.ChartAsks.Count, preferences.OrderBookChartDisplayCount);
var chartAsks = orderBook.Asks.Take(preferences.OrderBookChartDisplayCount).ToList();
for (int i = 0; i < preferences.OrderBookChartDisplayCount; i++)
{
Assert.AreEqual(symbolViewModel.OrderBook.ChartAsks[i].Price, chartAsks[i].Price);
Assert.AreEqual(symbolViewModel.OrderBook.ChartAsks[i].Quantity, chartAsks[i].Quantity);
}
// Assert ChartBids
Assert.AreEqual(symbolViewModel.OrderBook.ChartBids.Count, preferences.OrderBookChartDisplayCount);
var chartBids = orderBook.Bids.Take(preferences.OrderBookChartDisplayCount).Reverse <OrderBookPriceLevel>().ToList();
for (int i = 0; i < preferences.OrderBookChartDisplayCount; i++)
{
Assert.AreEqual(symbolViewModel.OrderBook.ChartBids[i].Price, chartBids[i].Price);
Assert.AreEqual(symbolViewModel.OrderBook.ChartBids[i].Quantity, chartBids[i].Quantity);
}
// Assert ChartAggregateAsks
Assert.AreEqual(symbolViewModel.OrderBook.ChartAggregatedAsks.Count, preferences.OrderBookChartDisplayCount);
var runningTotal = 0m;
for (int i = 0; i < preferences.OrderBookChartDisplayCount; i++)
{
if (i == 0)
{
runningTotal = chartAsks[i].Quantity;
}
else
{
runningTotal = chartAsks[i].Quantity + runningTotal;
}
Assert.AreEqual(symbolViewModel.OrderBook.ChartAggregatedAsks[i].Price, chartAsks[i].Price);
Assert.AreEqual(symbolViewModel.OrderBook.ChartAggregatedAsks[i].Quantity, runningTotal);
}
// Assert ChartAggregateBids
Assert.AreEqual(symbolViewModel.OrderBook.ChartAggregatedBids.Count, preferences.OrderBookChartDisplayCount);
var aggregatedBidsList = orderBook.Bids.Take(preferences.OrderBookChartDisplayCount).Select(p => new OrderBookPriceLevel {
Price = p.Price, Quantity = p.Quantity
}).ToList();
for (int i = 0; i < preferences.OrderBookChartDisplayCount; i++)
{
if (i > 0)
{
aggregatedBidsList[i].Quantity = aggregatedBidsList[i].Quantity + aggregatedBidsList[i - 1].Quantity;
}
}
var reversedAggregateBidsList = aggregatedBidsList.Reverse <OrderBookPriceLevel>().ToList();
for (int i = 0; i < preferences.OrderBookChartDisplayCount; i++)
{
Assert.AreEqual(symbolViewModel.OrderBook.ChartAggregatedBids[i].Price, reversedAggregateBidsList[i].Price);
Assert.AreEqual(symbolViewModel.OrderBook.ChartAggregatedBids[i].Quantity, reversedAggregateBidsList[i].Quantity);
}
}
