/// <summary>
/// Called when a publisher has committed an event to the <see cref="T:Disruptor.RingBuffer`1"/>
/// </summary>
/// <param name="data">Data committed to the <see cref="T:Disruptor.RingBuffer`1"/></param><param name="sequence">Sequence number committed to the <see cref="T:Disruptor.RingBuffer`1"/></param><param name="endOfBatch">flag to indicate if this is the last event in a batch from the <see cref="T:Disruptor.RingBuffer`1"/></param>
public void OnNext(MessageQueueObject data, long sequence, bool endOfBatch)
{
// Send Data to Client
_tradeManagerClient.SendExecution(data);
}
public void NewExecution_SendInformationToTradeManagerServer_ExecutionReceivedByServer()
{
Thread.Sleep(2000);
bool executionReceived = false;
var executionManualResetEvent = new ManualResetEvent(false);
// Create Order Object
Order order = new Order(OrderExecutionProvider.Simulated)
{
OrderID = "1",
OrderSide = OrderSide.BUY,
Security = new Security()
{
Symbol = "GOOG"
}
};
// Create Fill Object
Fill fill = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fill.ExecutionId = "1";
fill.ExecutionSide = OrderSide.BUY;
fill.ExecutionSize = 40;
fill.ExecutionDateTime = new DateTime(2014, 01, 22, 18, 20, 57);
// Create Execution Object
Execution execution = new Execution(fill, order);
Execution executionReceivedObject = null;
_tradeManagerMqServer.NewExecutionReceivedEvent += delegate(Execution executionObject)
{
executionReceivedObject = executionObject;
executionReceived = true;
executionManualResetEvent.Set();
};
byte[] message = Encoding.UTF8.GetBytes(execution.DataToPublish());
var requestMessage = new MessageQueueObject();
requestMessage.Message = message;
// Publish Execution to MQ Exchange
_tradeManagerClient.SendExecution(requestMessage);
executionManualResetEvent.WaitOne(10000, false);
Assert.AreEqual(true, executionReceived, "Execution Received");
Assert.AreEqual(execution.Order.OrderExecutionProvider, executionReceivedObject.Order.OrderExecutionProvider, "Order Execution Provider");
Assert.AreEqual(execution.Order.OrderID, executionReceivedObject.Order.OrderID, "Order ID");
Assert.AreEqual(execution.Order.Security.Symbol, executionReceivedObject.Order.Security.Symbol, "Order Symbol");
Assert.AreEqual(execution.Order.OrderSide, executionReceivedObject.Order.OrderSide, "Order Side");
Assert.AreEqual(execution.Fill.Security.Symbol, executionReceivedObject.Fill.Security.Symbol, "Fill Symbol");
Assert.AreEqual(execution.Fill.OrderExecutionProvider, executionReceivedObject.Fill.OrderExecutionProvider, "Fill Execution Provider");
Assert.AreEqual(execution.Fill.ExecutionId, executionReceivedObject.Fill.ExecutionId, "Execution ID");
Assert.AreEqual(execution.Fill.OrderId, executionReceivedObject.Fill.OrderId, "Order ID in Fill");
Assert.AreEqual(execution.Fill.ExecutionSide, executionReceivedObject.Fill.ExecutionSide, "Execution Side");
Assert.AreEqual(execution.Fill.ExecutionSize, executionReceivedObject.Fill.ExecutionSize, "Execution Size");
}
