internal void Ingest_MultipleTicksDifferentSymbols_CorrectlyAddsTicksToRepository()
{
// Arrange
var audusd = StubInstrumentProvider.AUDUSD();
var eurusd = StubInstrumentProvider.EURUSD();
this.repository.Update(audusd);
this.repository.Update(eurusd);
var tick1 = StubQuoteTickProvider.Create(audusd.Symbol);
var tick2 = StubQuoteTickProvider.Create(audusd.Symbol, StubZonedDateTime.UnixEpoch() + Duration.FromDays(1));
var tick3 = StubQuoteTickProvider.Create(audusd.Symbol, StubZonedDateTime.UnixEpoch() + Duration.FromDays(2));
var tick4 = StubQuoteTickProvider.Create(eurusd.Symbol, StubZonedDateTime.UnixEpoch());
var tick5 = StubQuoteTickProvider.Create(eurusd.Symbol, StubZonedDateTime.UnixEpoch() + Duration.FromDays(1));
// Act
this.repository.Ingest(tick1);
this.repository.Ingest(tick2);
this.repository.Ingest(tick3);
this.repository.Ingest(tick4);
this.repository.Ingest(tick5);
// Assert
// TODO: System.InvalidCastException : Specified cast is not valid. (inside StackExchange.Redis)
// Assert.Equal(3, this.repository.TicksCount(audusd.Symbol));
// Assert.Equal(2, this.repository.TicksCount(eurusd.Symbol));
}
internal void Add_WithCollectionOfInstruments_AddsAllToRepository()
{
// Arrange
var instrument1 = StubInstrumentProvider.AUDUSD();
var instrument2 = StubInstrumentProvider.EURUSD();
var instrument3 = StubInstrumentProvider.USDJPY();
// Act
this.repository.Add(instrument1);
this.repository.Add(instrument2);
this.repository.Add(instrument3);
var count = this.repository.GetAllKeys().Count;
// Assert
Assert.Equal(3, count);
}
internal void DeleteAll_WithThreeInstrumentsInRepository_DeletesAllFromRepository()
{
// Arrange
var instrument1 = StubInstrumentProvider.AUDUSD();
var instrument2 = StubInstrumentProvider.EURUSD();
var instrument3 = StubInstrumentProvider.USDJPY();
this.repository.Add(instrument1);
this.repository.Add(instrument2);
this.repository.Add(instrument3);
// Act
this.repository.DeleteAll();
var result = this.repository.GetAllKeys();
// Assert
Assert.Equal(0, result.Count);
}
internal void GivenInstrumentsRequest_WithInstruments_ReturnsValidInstrumentResponse()
{
// Arrange
var provider = new InstrumentProvider(
this.container,
this.messagingAdapter,
this.repository,
this.dataSerializer);
provider.Start().Wait();
var instrument1 = StubInstrumentProvider.AUDUSD();
var instrument2 = StubInstrumentProvider.EURUSD();
this.repository.Add(instrument1);
this.repository.Add(instrument2);
var query = new Dictionary <string, string>
{
{ "DataType", "Instrument[]" },
{ "Venue", "FXCM" },
};
var request = new DataRequest(
query,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var response = (DataResponse)provider.FindData(request);
var data = this.dataSerializer.DeserializeBlob(response.Data);
// Assert
Assert.Equal(typeof(DataResponse), response.Type);
Assert.Equal(instrument1, data[0]);
if (data.Length > 1)
{
Assert.Equal(instrument2, data[1]);
}
}
internal void Add_WithMultipleInstruments_AddsToRepository()
{
// Arrange
var instrument1 = StubInstrumentProvider.AUDUSD();
var instrument2 = StubInstrumentProvider.EURUSD();
var instrument3 = StubInstrumentProvider.USDJPY();
this.repository.Add(instrument1);
this.repository.Add(instrument2);
this.repository.Add(instrument3);
// Act
this.repository.CacheAll();
var result1 = this.repository.GetInstrument(instrument1.Symbol);
var result2 = this.repository.GetInstrument(instrument2.Symbol);
var result3 = this.repository.GetInstrument(instrument3.Symbol);
// Assert
Assert.Equal(instrument1, result1.Value);
Assert.Equal(instrument2, result2.Value);
Assert.Equal(instrument3, result3.Value);
}