public async Task GetMarketDepth_Should_RespondWithDepth()
{
// arrange
var expected = new HuobiOrderBook()
{
Asks = new List <HuobiOrderBookEntry>()
{
new HuobiOrderBookEntry()
{
Quantity = 0.1m, Price = 0.2m
}
},
Bids = new List <HuobiOrderBookEntry>()
{
new HuobiOrderBookEntry()
{
Quantity = 0.3m, Price = 0.4m
}
}
};
var client = TestHelpers.CreateResponseClient(SerializeExpected(expected, true));
// act
var result = await client.GetOrderBookAsync("BTCETH", 1);
// assert
Assert.AreEqual(true, result.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected.Asks.ToList()[0], result.Data.Asks.ToList()[0]));
Assert.IsTrue(TestHelpers.AreEqual(expected.Bids.ToList()[0], result.Data.Bids.ToList()[0]));
}
public void SubscribeToDepthUpdates_Should_TriggerWithDepthUpdate()
{
// arrange
var socket = new TestSocket();
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket);
HuobiOrderBook result = null;
var subTask = client.SubscribeToPartialOrderBookUpdates1SecondAsync("ETHBTC", 1, test => result = test.Data);
var id = JToken.Parse(socket.LastSendMessage)["id"];
socket.InvokeMessage($"{{\"subbed\": \"ethbtc\", \"status\": \"ok\", \"id\": \"{id}\"}}");
var subResult = subTask.Result;
var expected = new HuobiOrderBook()
{
Asks = new List <HuobiOrderBookEntry>()
{
new HuobiOrderBookEntry()
{
Quantity = 0.1m, Price = 0.2m
}
},
Bids = new List <HuobiOrderBookEntry>()
{
new HuobiOrderBookEntry()
{
Quantity = 0.3m, Price = 0.4m
}
}
};
// act
socket.InvokeMessage(SerializeExpected("market.ethbtc.depth.step1", expected));
// assert
Assert.IsTrue(subResult.Success);
Assert.IsTrue(TestHelpers.AreEqual(expected.Asks.ToList()[0], result.Asks.ToList()[0]));
Assert.IsTrue(TestHelpers.AreEqual(expected.Bids.ToList()[0], result.Bids.ToList()[0]));
}
private void HandleUpdate(HuobiOrderBook data)
{
SetInitialOrderBook(data.Timestamp.Ticks, data.Bids, data.Asks);
}
