public void CreateDOMInstance()
{
IDOM dom = new K2Depth.K2DOM();
Assert.IsNotNull(dom);
// test that the slot is not found for an aribitary value
// since no slots have been created
Assert.AreEqual(-1, dom.GetSlotIndex(999123.00M));
}
public void CreateDOMData()
{
IDOM dom = new K2Depth.K2DOM();
Assert.IsNotNull(dom);
IDOMData domData = dom.Create(100.00M, 20M, 1);
Assert.IsNotNull(domData);
Assert.AreEqual(41, domData.MaxSlots);
Assert.AreEqual(80, domData.MinPrice);
Assert.AreEqual(120, domData.MaxPrice);
// test that the slot is not found for an aribitary value
//
Assert.AreEqual(-1, dom.GetSlotIndex(999123.00M));
// test we get the correct index for init price
Assert.AreEqual(20, dom.GetSlotIndex(100.00M));
Assert.AreEqual(0, dom.GetSlotIndex(80.00M));
Assert.AreEqual(40, dom.GetSlotIndex(120.00M));
}
public KaiTrade.Interfaces.IDOM GetProductDOM(IProduct product, decimal startPx)
{
if (!_mnemonicDOM.ContainsKey(product.Mnemonic))
{
K2Depth.K2DOM dom = new K2Depth.K2DOM();
dom.Create(startPx, (decimal)200, product.TickSize.Value);
_mnemonicDOM.Add(product.Mnemonic, dom);
}
return _mnemonicDOM[product.Mnemonic];
}
public void TestSimpleDOMUpdate()
{
lastUpdatedSots = null;
IDOM dom = new K2Depth.K2DOM();
Assert.IsNotNull(dom);
// wire up the handlers
dom.DOMImage += DOMImage;
dom.DOMUpdate += DOMUpdate;
IDOMData domData = dom.Create(100.00M, 20M, 1);
Assert.IsNotNull(domData);
lastUpdatedSots = new List<IDOMSlot>();
dom.Update(101M, 5, 4);
System.Threading.Thread.Sleep(1000);
int slotIndex = dom.GetSlotIndex(101M);
Assert.AreNotEqual(-1, slotIndex);
IDOMSlot slot = dom.DOMData.K2DOMSlots[slotIndex];
Assert.IsNotNull(slot);
Assert.AreEqual(101M, slot.Price);
Assert.AreEqual(5M, slot.BidSize);
Assert.AreEqual(4M, slot.AskSize);
Assert.IsNotNull(lastUpdatedSots);
Assert.AreEqual(1, lastUpdatedSots.Count);
Assert.AreEqual(101M, lastUpdatedSots[0].Price);
Assert.AreEqual(5M, lastUpdatedSots[0].BidSize.Value);
Assert.AreEqual(4M, lastUpdatedSots[0].AskSize.Value);
lastUpdatedSots = new List<IDOMSlot>();
dom.Update(99M, 3, 5);
System.Threading.Thread.Sleep(1000);
// make sure 101 is not affected
slotIndex = dom.GetSlotIndex(101M);
Assert.AreNotEqual(-1, slotIndex);
slot = dom.DOMData.K2DOMSlots[slotIndex];
Assert.IsNotNull(slot);
Assert.AreEqual(101M, slot.Price);
Assert.AreEqual(5M, slot.BidSize);
Assert.AreEqual(4M, slot.AskSize);
// make sure 99 is updated
slotIndex = dom.GetSlotIndex(99M);
Assert.AreNotEqual(-1, slotIndex);
slot = dom.DOMData.K2DOMSlots[slotIndex];
Assert.IsNotNull(slot);
Assert.AreEqual(99M, slot.Price);
Assert.AreEqual(3M, slot.BidSize);
Assert.AreEqual(5M, slot.AskSize);
// Update existing
lastUpdatedSots = new List<IDOMSlot>();
dom.Update(99M, 101, 5);
System.Threading.Thread.Sleep(1000);
// make sure 99 is updated
slotIndex = dom.GetSlotIndex(99M);
Assert.AreNotEqual(-1, slotIndex);
slot = dom.DOMData.K2DOMSlots[slotIndex];
Assert.IsNotNull(slot);
Assert.AreEqual(99M, slot.Price);
Assert.AreEqual(101M, slot.BidSize);
Assert.AreEqual(5M, slot.AskSize);
Assert.AreEqual(99M, lastUpdatedSots[0].Price);
Assert.AreEqual(101M, lastUpdatedSots[0].BidSize);
Assert.AreEqual(5M, lastUpdatedSots[0].AskSize);
// Apply simple update
}
