public void ThrottledMarketDataStreamMultithreadingRemoveWatcherTest()
{
var stream = new ThrottledMarketDataStream();
List <Client> list = new List <Client>();
list.AddRange(new Client[] { new Client(), new Client(), new Client(), new Client(), new Client(), new Client(), new Client(), new Client(), null });
ThrottledMarketDataStreamMultithreadingAddWatchers(list, stream);
Assert.IsTrue(stream.WatcherCount == 9);
// create a bunch of threads
List <Thread> threads = new List <Thread>();
list.ForEach(x => threads.Add(new Thread(() => ThreadMethodRemoveWatcher(x, stream))));
// start them
threads.ForEach(x => x.Start());
// wait for them to finish
threads.ForEach(x => x.Join());
// this will not print untill all threads have completed
System.Diagnostics.Debug.WriteLine("All threads finished.");
System.Diagnostics.Debug.WriteLine($"WatcherCount - {stream.WatcherCount}");
Assert.IsTrue(stream.WatcherCount == 0);
}
public void ThrottledMarketDataStreamTasksMultithreadingAddWatcherAyncTest()
{
var stream = new ThrottledMarketDataStream();
List <Client> list = new List <Client>();
var tasks = new List <Task>();
for (int i = 0; i < 100; i++)
{
var currentClient = new Client();
list.Add(currentClient);
tasks.Add(new Task(async() => await ThreadMethodAddWatcherAync(currentClient, stream)));
}
Parallel.ForEach(tasks, task =>
{
task.Start();
});
Task.WhenAll(tasks).ContinueWith(done =>
{
// this will not print untill all tasks have completed.
System.Diagnostics.Debug.WriteLine("All tasks add watcher finished.");
});
Thread.Sleep(100);
Assert.IsTrue(stream.WatcherCount == 100);
}
public void ThrottledMarketDataStreamTasksMultithreadingStartStopTest()
{
var stream = new ThrottledMarketDataStream();
var tasks = new List <Task>();
for (int i = 0; i < 10; i++)
{
if (i % 2 == 0)
{
tasks.Add(new Task(() => stream.Start()));
}
else
{
tasks.Add(new Task(() => stream.End()));
}
}
Parallel.ForEach(tasks, task =>
{
task.Start();
});
Task.WhenAll(tasks).ContinueWith(done =>
{
// this will not print untill all tasks have completed.
System.Diagnostics.Debug.WriteLine("All tasks _stream Start/End finished.");
stream.End();
});
}
public void Run()
{
//// Arrange
var stream1 = new MarketDataStream();
var stream2 = new MarketDataStream();
var aggregator = new ThrottledMarketDataStream();
stream1.AddWatcher(aggregator);
stream2.AddWatcher(aggregator);
var client = new Client();
aggregator.AddWatcher(client);
// Act
aggregator.Start();
stream1.Start();
stream2.Start();
Thread.Sleep(3000);
// Assert
}
public void Run()
{
//// Arrange
var stream1 = new MarketDataStream();
var stream2 = new MarketDataStream();
var aggregator = new ThrottledMarketDataStream();
stream1.AddWatcher(aggregator);
stream2.AddWatcher(aggregator);
var logClient = new LogClientStrategy();
var client = new Client(logClient);
aggregator.AddWatcher(client);
// Act
aggregator.Start();
stream1.Start();
stream2.Start();
Thread.Sleep(3000);
// Assert
var result = logClient.Print();
Assert.IsNotNull(result);
Assert.IsFalse(string.IsNullOrWhiteSpace(result));
}
public void ThrottledMarketDataStreamMultithreadingAddWatcherTest()
{
var stream = new ThrottledMarketDataStream();
List <Client> list = new List <Client>();
list.AddRange(new Client[] { new Client(), new Client(), new Client(), new Client(), new Client() });
ThrottledMarketDataStreamMultithreadingAddWatchers(list, stream);
// this will not print untill all threads have completed
System.Diagnostics.Debug.WriteLine("All threads finished.");
Assert.IsTrue(stream.WatcherCount == 5);
}
public void ThrottledMarketDataStreamTasksMultithreadingOnUpdateSecondTest()
{
var stream = new ThrottledMarketDataStream();
var randomizer = new Random(new Random().Next(1, int.MaxValue));
var tasks = new List <Task>();
List <MarketDataUpdate> list = new List <MarketDataUpdate>();
for (int i = 0; i < 1000; i++)
{
var update = new MarketDataUpdate()
{
InstrumentId = "AAPL_" + randomizer.Next(1, 100),
Fields = new Dictionary <byte, long>(),
};
for (int j = 0; j < randomizer.Next(1, 5); j++)
{
update.Fields[(byte)randomizer.Next(1, 20)] = randomizer.Next(1, 10000);
}
list.Add(update);
}
for (int i = 0; i < list.Count - 1; i++)
{
tasks.Add(new Task(() => stream.OnUpdate(list[i])));
}
Parallel.ForEach(tasks, task =>
{
task.Start();
});
Task.WhenAll(tasks).ContinueWith(done =>
{
// this will not print untill all tasks have completed.
System.Diagnostics.Debug.WriteLine("All tasks OnUpdate finished.");
});
}
public void Run()
{
//// Arrange
var aggregator = new ThrottledMarketDataStream();
var streams = new List <MarketDataStream>();
var client = new Client();
for (var i = 0; i < 1000; i++)
{
var stream = new MarketDataStream();
stream.AddWatcher(aggregator);
streams.Add(stream);
}
aggregator.AddWatcher(client);
//// Act
aggregator.Start();
foreach (var stream in streams)
{
stream.Start();
}
Thread.Sleep(10000);
foreach (var stream in streams)
{
stream.End();
}
aggregator.End();
//// Assert
}
public void ThrottledMarketDataStreamOnUpdateNullIgnore()
{
var stream = new ThrottledMarketDataStream();
stream.OnUpdate(null);
}
public void Run()
{
// Arrange
var expectedInput1 = new List <MarketDataUpdate>
{
new MarketDataUpdate
{
InstrumentId = "AAPL_1", Fields = new Dictionary <byte, long> {
{ 1, 10 }, { 4, 200 }, { 12, 187 }
}
},
new MarketDataUpdate
{
InstrumentId = "AAPL_2", Fields = new Dictionary <byte, long> {
{ 1, 12 }, { 4, 210 }
}
},
new MarketDataUpdate
{
InstrumentId = "AAPL_1", Fields = new Dictionary <byte, long> {
{ 12, 189 }
}
},
new MarketDataUpdate
{
InstrumentId = "AAPL_1", Fields = new Dictionary <byte, long> {
{ 2, 24 }
}
},
new MarketDataUpdate
{
InstrumentId = "AAPL_2", Fields = new Dictionary <byte, long> {
{ 5, 120 }
}
}
};
string expected1 = "[1: 10, 4: 200, 12: 189, 2: 24]";
string expected2 = "[1: 12, 4: 210, 5: 120]";
var stream1 = new MarketDataStream(new ListDataStreamStrategy(expectedInput1));
var aggregator = new ThrottledMarketDataStream(300);
stream1.AddWatcher(aggregator);
var logClient = new LogClientStrategy();
var client = new Client(logClient);
aggregator.AddWatcher(client);
// Act
aggregator.Start();
stream1.Start();
Thread.Sleep(2000);
// Assert
var result = logClient.Print();
Assert.IsNotNull(result);
Assert.IsFalse(string.IsNullOrWhiteSpace(result));
Assert.IsTrue(result.Contains(expected1), $"Wrong result \n\tExpected to contain: \t{expected1}\n\tActual: \t{result}\n");
Assert.IsTrue(result.Contains(expected2), $"Wrong result \n\tExpected to contain: \t{expected2}\n\tActual: \t{result}\n");
}
