private void UpdateOrderbook(GetOrderbookReply reply)
{
//EventHandler<GetOrderbookReply> handler = OrderbookUpdated;
//if (handler != null)
//{
// handler(null, reply);
//}
_dataAccess.UpdateOrderbook(reply);
}
public void GetOrderbookTest_Default()
{
GetOrderbook request = new GetOrderbook();
bool actual = request.Execute();
Assert.IsTrue(actual);
GetOrderbookReply reply = request.Reply as GetOrderbookReply;
Assert.IsNotNull(reply);
}
public void GetOrderbookTest_VenueAndStockExists()
{
Stock stock = new Stock("", "FOOBAR");
GetOrderbook request = new GetOrderbook("TESTEX", stock);
bool actual = request.Execute();
Assert.IsTrue(actual);
GetOrderbookReply reply = request.Reply as GetOrderbookReply;
Assert.IsNotNull(reply);
}
public GetOrderbookReply GetOrderbook(Stock stock)
{
GetOrderbook request = new GetOrderbook(Name, stock);
bool success = request.Execute();
GetOrderbookReply reply = (request.Reply as GetOrderbookReply) ?? new GetOrderbookReply(false);
if (success)
{
UpdateOrderbook(reply);
}
return(reply);
}
public void GetOrderbookTest_VenueAndStockDoesNotExists()
{
Stock stock = new Stock("", "FALSE");
GetOrderbook request = new GetOrderbook("FALSEEX", stock);
bool actual = request.Execute();
Assert.IsFalse(actual);
GetOrderbookReply reply = request.Reply as GetOrderbookReply;
Assert.IsNull(reply);
BaseReply baseReply = request.Reply as BaseReply;
Assert.IsNotNull(baseReply);
StringAssert.Contains(baseReply.Error, "The remote server returned an error: (404) Not Found.");
}
private void UpdateOrderbook(GetOrderbookReply getOrderbookReply)
{
Stock stock = GetStock(getOrderbookReply.Venue, getOrderbookReply.Symbol);
SortedList <DateTime, GetOrderbookReply> stockOrderbook;
if (!Orderbooks.TryGetValue(stock, out stockOrderbook))
{
stockOrderbook = new SortedList <DateTime, GetOrderbookReply>
{
{ getOrderbookReply.Timestamp, getOrderbookReply }
};
Orderbooks.Add(stock, stockOrderbook);
}
else
{
if (!stockOrderbook.ContainsKey(getOrderbookReply.Timestamp))
{
Orderbooks[stock].Add(getOrderbookReply.Timestamp, getOrderbookReply);
}
}
}
public void UpdateOrderbook(GetOrderbookReply orderbook)
{
}
public void Update(GetOrderbookReply args)
{
}
private void UpdateMonitoringParameters(GetOrderbookReply reply)
{
}
