public static ExternalExchangeOrderbookMessage GetInpMessage(this IMmTestEnvironment testEnvironment,
string exchangeName, Generator <decimal> decimals)
{
return(new ExternalExchangeOrderbookMessage
{
Bids = new List <VolumePrice>
{
new VolumePrice {
Price = decimals.Next(), Volume = decimals.Next()
},
new VolumePrice {
Price = decimals.Next(), Volume = decimals.Next()
}
},
Asks = new List <VolumePrice>
{
new VolumePrice {
Price = decimals.Next(), Volume = decimals.Next()
},
new VolumePrice {
Price = decimals.Next(), Volume = decimals.Next()
}
},
AssetPairId = "BTCUSD",
Source = exchangeName,
Timestamp = testEnvironment.UtcNow,
});
}
private static void VerifyMessagesSentCore(this IMmTestEnvironment testEnvironment,
IEnumerable <object> messages,
Func <EquivalencyAssertionOptions <object>, EquivalencyAssertionOptions <object> > config)
{
var sent = testEnvironment.StubRabbitMqService.GetSentMessages();
sent.Should().BeEquivalentTo(messages,
o => config(o.WithStrictOrdering().Using <object>(CustomCompare).When(s => true)));
}
public static StopOrAllowNewTradesMessage GetExpectedTradesControls(this IMmTestEnvironment testEnvironment,
string assetPairId, bool isStopped)
{
return(new StopOrAllowNewTradesMessage
{
AssetPairId = assetPairId,
MarketMakerId = "testMmId",
Stop = isStopped,
});
}
public static PrimaryExchangeSwitchedMessage GetExpectedPrimaryExchangeMessage(
this IMmTestEnvironment testEnvironment,
string assetPairId, string exchange)
{
return(new PrimaryExchangeSwitchedMessage
{
AssetPairId = assetPairId,
MarketMakerId = "testMmId",
NewPrimaryExchange = new ExchangeQualityMessage {
ExchangeName = exchange
},
});
}
public static OrderCommandsBatchMessage GetExpectedCommandsBatch(this IMmTestEnvironment testEnvironment,
string assetPairId,
Generator <decimal> generator)
{
generator = generator.Clone();
var commands = new List <OrderCommand>
{
new OrderCommand {
CommandType = OrderCommandTypeEnum.DeleteOrder
}
};
commands.AddRange(GetCommands(generator.Take(4), OrderDirectionEnum.Buy).OrderByDescending(e => e.Price));
commands.AddRange(GetCommands(generator.Take(4), OrderDirectionEnum.Sell).OrderBy(e => e.Price));
return(new OrderCommandsBatchMessage
{
AssetPairId = assetPairId,
Commands = commands,
MarketMakerId = "testMmId",
Timestamp = testEnvironment.UtcNow,
});
}
public static DateTime SleepSecs(this IMmTestEnvironment env, double seconds)
{
return(env.Sleep(TimeSpan.FromSeconds(seconds)));
}
public static DateTime Sleep(this IMmTestEnvironment env, TimeSpan time)
{
return(env.UtcNow += time);
}
public static void PrintLogs(this IMmTestEnvironment testEnvironment)
{
Console.WriteLine(JsonConvert.SerializeObject(Trace.TraceService.GetLast(), Formatting.Indented));
}
public static StartedMessage GetStartedMessage(this IMmTestEnvironment testEnvironment)
{
return(new StartedMessage {
MarketMakerId = "testMmId"
});
}
public static void VerifyMessagesSentWithTime(this IMmTestEnvironment testEnvironment, params object[] messages)
{
VerifyMessagesSentCore(testEnvironment, messages, o => o);
}
public static void VerifyMessagesSent(this IMmTestEnvironment testEnvironment, params object[] messages)
{
VerifyMessagesSentCore(testEnvironment, messages, o => o
.Excluding(i => i.SelectedMemberPath.EndsWith(".Timestamp", StringComparison.OrdinalIgnoreCase)));
}
