public void Should_Parse_OrderDeleteMessage_Culture_Independent(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
var orderDeleteMessageString = "5,@ESM19,12345678,,A,20:31:04.876740,2019-04-23,";
// Act
var orderDeleteMessageParsed = OrderDeleteMessage.Parse(orderDeleteMessageString);
TimeSpan.TryParseExact("20:31:04.876740", OrderDeleteMessage.UpdateMessageTimeFormat, CultureInfo.InvariantCulture, TimeSpanStyles.None, out var orderTime);
DateTime.TryParseExact("2019-04-23", OrderDeleteMessage.UpdateMessageDateFormat, CultureInfo.InvariantCulture, DateTimeStyles.None, out var orderDate);
var orderDeleteMessage = new OrderDeleteMessage(Level2MessageType.OrderDelete, "@ESM19", 12345678, Level2Side.Sell, orderTime, orderDate);
// Assert
Assert.AreEqual(orderDeleteMessageParsed, orderDeleteMessage);
}
public void Should_Receive_OrderDeleteMessages()
{
// Arrange
var message = TestHelper.GetMessageBytes("5,@ESM19,12345678,,A,20:31:04.876740,2019-04-23,\r\n");
TimeSpan.TryParseExact("20:31:04.876740", OrderDeleteMessage.UpdateMessageTimeFormat, CultureInfo.InvariantCulture, TimeSpanStyles.None, out var orderTime);
DateTime.TryParseExact("2019-04-23", OrderDeleteMessage.UpdateMessageDateFormat, CultureInfo.InvariantCulture, DateTimeStyles.None, out var orderDate);
var expectedMessage = new OrderDeleteMessage(Level2MessageType.OrderDelete, "@ESM19", 12345678, Level2Side.Sell, orderTime, orderDate);
OrderDeleteMessage receivedMessage = null;
_level2MessageHandler.OrderDelete += msg =>
{
receivedMessage = msg;
};
// Act
_level2MessageHandler.ProcessMessages(message, message.Length);
// Assert
Assert.AreEqual(receivedMessage, expectedMessage);
}
private void ProcessOrderDeleteMessage(string msg)
{
var orderDeleteMessage = OrderDeleteMessage.Parse(msg);
OrderDelete?.Invoke(orderDeleteMessage);
}
