public void HistoricalDataUpdateCorrectlyRaisesRealTimeDataEvent()
{
//need to set it up from the start w/ the right setting
_ibClientMock = new Mock <IIBClient>();
_ibClientMock.Setup(x => x.Connect(It.IsAny <string>(), It.IsAny <int>(), It.IsAny <int>())).Callback(() => _clientIsConnected = true);
_ibClientMock.Setup(x => x.Connected).Returns(() => _clientIsConnected);
var settings = new Mock <ISettings>();
settings.Setup(x => x.ibClientHost).Returns(Host);
settings.Setup(x => x.ibUseNewRealTimeDataSystem).Returns(true);
_ibDatasource = new IB(settings.Object, client: _ibClientMock.Object);
_ibDatasource.Connect();
var exchange = new Exchange {
ID = 1, Name = "Ex", Timezone = "Pacific Standard Time"
};
var req = new RealTimeDataRequest
{
Instrument = new Instrument {
ID = 1, Symbol = "SPY", UnderlyingSymbol = "SPY", Exchange = exchange, Currency = "USD", Type = InstrumentType.Stock
},
Frequency = QDMS.BarSize.FiveSeconds,
RTHOnly = true
};
int requestID = -1;
_ibClientMock
.Setup(x => x.RequestHistoricalData(
It.IsAny <int>(),
It.IsAny <Contract>(),
It.IsAny <string>(),
It.IsAny <string>(),
It.IsAny <QDMSIBClient.BarSize>(),
It.IsAny <HistoricalDataType>(),
It.IsAny <bool>(),
It.IsAny <bool>(),
It.IsAny <List <TagValue> >()))
.Callback <int, Contract, string, string, BarSize, HistoricalDataType, bool, bool, List <TagValue> >((y, a, b, c, d, e, f, g, h) => requestID = y);
_ibDatasource.RequestRealTimeData(req);
bool received = false;
_ibDatasource.DataReceived += (sender, e) => received = true;
_ibClientMock.Raise(x => x.HistoricalDataUpdate += null, new HistoricalDataEventArgs(requestID, new Bar(new DateTime(2014, 1, 15),
1,
2,
3,
4,
5,
5,
3)));
Assert.IsTrue(received);
}
public void RealTimeRequestsAreReSentAfterARealTimeDataPacingViolation()
{
var exchange = new Exchange {
ID = 1, Name = "Ex", Timezone = "Pacific Standard Time"
};
var req = new RealTimeDataRequest
{
Instrument = new Instrument {
ID = 1, Symbol = "SPY", Exchange = exchange
},
Frequency = QDMS.BarSize.FiveSeconds,
RTHOnly = true
};
int requestID = 0;
_ibClientMock
.Setup(x => x.RequestRealTimeBars(
It.IsAny <int>(),
It.IsAny <Contract>(),
It.IsAny <int>(),
It.IsAny <RealTimeBarType>(),
It.IsAny <bool>(),
It.IsAny <List <TagValue> >()))
.Callback <int, Contract, int, RealTimeBarType, bool, List <TagValue> >((y, a, b, c, d, e) => requestID = y);
_ibDatasource.RequestRealTimeData(req);
_ibClientMock.Raise(x => x.Error += null, new ErrorEventArgs(requestID, (ErrorMessage)420, ""));
Thread.Sleep(25000);
_ibClientMock.Verify(x => x.RequestRealTimeBars(
It.IsAny <int>(),
It.IsAny <Contract>(),
It.IsAny <int>(),
It.IsAny <RealTimeBarType>(),
It.IsAny <bool>(),
It.IsAny <List <TagValue> >()),
Times.Exactly(2));
}