private void HandleUpdate(BittrexStreamUpdateExchangeState data)
{
var updates = new List <ProcessEntry>();
updates.AddRange(data.Sells.Select(a => new ProcessEntry(OrderBookEntryType.Ask, a)));
updates.AddRange(data.Buys.Select(b => new ProcessEntry(OrderBookEntryType.Bid, b)));
UpdateOrderBook(data.Nonce, data.Nonce, updates);
}
public void SubscribingToExchangeUpdates_Should_ReceiveUpdate()
{
// arrange
var socket = new TestSocket();
socket.SetProxyResponse(true);
socket.CanConnect = true;
var client = TestHelpers.CreateSocketClient(socket, new BittrexSocketClientOptions()
{
LogVerbosity = LogVerbosity.Debug
});
BittrexStreamUpdateExchangeState result = null;
var subResponse = client.SubscribeToExchangeStateUpdates("market", (test) => result = test);
var data =
new BittrexStreamUpdateExchangeState()
{
Nonce = 1,
MarketName = "market",
Buys = new List <BittrexStreamOrderBookUpdateEntry> {
new BittrexStreamOrderBookUpdateEntry()
{
Quantity = 0.1m, Price = 0.2m, Type = OrderBookEntryType.NewEntry
}
},
Sells = new List <BittrexStreamOrderBookUpdateEntry> {
new BittrexStreamOrderBookUpdateEntry()
{
Quantity = 0.4m, Price = 0.5m, Type = OrderBookEntryType.RemoveEntry
}
},
Fills = new List <BittrexStreamFill> {
new BittrexStreamFill()
{
Rate = 0.6m, Quantity = 0.7m, OrderType = OrderSide.Buy, Timestamp = new DateTime(2018, 1, 1)
}
}
};
// act
socket.InvokeMessage(WrapResult("uE", data));
// assert
Assert.IsNotNull(result);
Assert.IsTrue(TestHelpers.AreEqual(data, result, "Buys", "Sells", "Fills"));
Assert.IsTrue(TestHelpers.AreEqual(data.Buys[0], result.Buys[0]));
Assert.IsTrue(TestHelpers.AreEqual(data.Sells[0], result.Sells[0]));
Assert.IsTrue(TestHelpers.AreEqual(data.Fills[0], result.Fills[0]));
}
