internal void Equals_VariousValues_ReturnsExpectedResult(
decimal price1,
decimal price2,
int millisecondsOffset,
bool expected)
{
// Arrange
var tick1 = new TradeTick(
this.symbol,
Price.Create(price1),
Quantity.Create(10000),
Maker.Buyer,
new MatchId("123456789"),
StubZonedDateTime.UnixEpoch());
var tick2 = new TradeTick(
this.symbol,
Price.Create(price2),
Quantity.Create(10000),
Maker.Buyer,
new MatchId("123456789"),
StubZonedDateTime.UnixEpoch() + Duration.FromMilliseconds(millisecondsOffset));
// Act
var result1 = tick1.Equals(tick2);
var result2 = tick1 == tick2;
// Assert
Assert.Equal(expected, result1);
Assert.Equal(expected, result2);
}
internal void ToSerializableString_ReturnsExpectedString()
{
// Arrange
// Act
var tick = new TradeTick(
this.symbol,
Price.Create(1.00000m),
Quantity.Create(50000),
Maker.Buyer,
new MatchId("123456789"),
StubZonedDateTime.UnixEpoch());
// Assert
Assert.Equal("1.00000,50000,Buyer,123456789,0", tick.ToSerializableString());
}
internal void InitializedTick_WithUnixTimeMs_HasExpectedProperties()
{
// Arrange
// Act
var tick = new TradeTick(
this.symbol,
Price.Create(1.00000m),
Quantity.Create(10000),
Maker.Buyer,
new MatchId("123456789"),
1000);
// Assert
Assert.Equal("AUD/USD", tick.Symbol.Code);
Assert.Equal(decimal.One, tick.Price.Value);
Assert.Equal(10000m, tick.Size.Value);
Assert.Equal(1970, tick.Timestamp.Year);
}
internal void FromString_WithValidString_ReturnsExpectedTick()
{
// Arrange
var tick = new TradeTick(
this.symbol,
Price.Create(1.00000m),
Quantity.Create(10000),
Maker.Buyer,
new MatchId("123456789"),
StubZonedDateTime.UnixEpoch());
// Act
var tickString = tick.ToSerializableString();
var result = TradeTick.FromSerializableString(this.symbol, tickString);
// Assert
Assert.Equal(tick, result);
}
/// <inheritdoc />
public void OnData(TradeTick tick)
{
throw new System.NotImplementedException();
}
/// <summary>
/// Send the given trade tick to the data bus.
/// </summary>
/// <param name="data">The data to send.</param>
protected void SendToBus(TradeTick data)
{
this.dataBusAdapter.SendToBus(data);
}
private void OnMessage(TradeTick tick)
{
this.Publish($"{Trade}:{tick.Symbol.Value}", this.tradeSerializer.Serialize(tick));
}
/// <inheritdoc />
public void SendToBus(TradeTick data)
{
this.tradeBus.PostData(data);
}
/// <inheritdoc />
public void OnData(TradeTick tick)
{
this.SendToBus(tick);
}
