/// <summary>
/// Gets stocks to retrieve quotes for
/// </summary>
/// <returns></returns>
public IEnumerable<Stock> GetStocks(Subscription subscription)
{
if (subscription == null) throw new ArgumentNullException("subscription");
// get the latest data for the subscription
return _marketDataRepository.GetStaticStocksForSubscription(subscription.ID);
}
/// <summary>
/// Instantiates a <see cref="MarketDataSubscription"/>
/// </summary>
/// <param name="logger">The logger</param>
/// <param name="repositoryFactory">The repository to store and retrieve market data</param>
/// <param name="marketDataProvider">The provider for refreshing market data</param>
/// <param name="stockListProvider">The provider for lists of stocks for which to retrieve data</param>
/// <param name="quotesPublisher"></param>
/// <param name="subscriptionData">The subscriptionData data for determining</param>
public MarketDataSubscription(ILog logger,
IMarketDataRepositoryFactory repositoryFactory,
IMarketDataProvider marketDataProvider,
IStockListProvider stockListProvider,
IPublisher<NewQuotesData> quotesPublisher,
Subscription subscriptionData)
{
// perform null checks
if (logger == null)
throw new ArgumentNullException("logger");
if (repositoryFactory == null)
throw new ArgumentNullException("repositoryFactory");
if (marketDataProvider == null)
throw new ArgumentNullException("marketDataProvider");
if (subscriptionData == null)
throw new ArgumentNullException("subscriptionData");
// set dependencies
_logger = logger;
_repositoryFactory = repositoryFactory;
_marketDataProvider = marketDataProvider;
_stockListProvider = stockListProvider;
_quotesPublisher = quotesPublisher;
_subscriptionData = subscriptionData;
// set up timer
_timer = new Timer(obj => GetLatestQuotes());
// status initialized to idle
Status = SubscriptionStatus.Idle;
}
public void GetLatestData()
{
// create fakes
var logger = A.Fake<ILog>();
var marketDataProvider = A.Fake<IMarketDataProvider>();
var stockListProvider = A.Fake<IStockListProvider>();
var marketDataRepositoryFactory = A.Fake<IMarketDataRepositoryFactory>();
var marketDataRepository = A.Fake<IMarketDataRepository>();
A.CallTo(() => marketDataRepositoryFactory.CreateRepository()).Returns(marketDataRepository);
var stockQuoteSet = A.Fake<IDbSet<StockQuote>>();
marketDataRepository.StockQuotes = stockQuoteSet;
// create subscriptionData
var stocks = new List<Stock>();
var updateIntervalTime = TimeSpan.FromMilliseconds(int.MaxValue);
var subscription = new Subscription
{
UpdateInterval = new DateTime(1900, 1, 1, updateIntervalTime.Hours, updateIntervalTime.Minutes, updateIntervalTime.Seconds),
TimeOfDayStart = new DateTime(1900, 1, 1, 0, 0, 0),
TimeOfDayEnd = new DateTime(1900, 1, 1, 23, 59, 59, 999)
};
// create fake return value
var stockQuotes = new List<StockQuote>
{
new StockQuote { AskPrice = 1.0m, BidPrice = 1.2m, Change = 0.01m, OpenPrice = 0.9m, QuoteDateTime = DateTime.Now, Symbol = "TST1" },
new StockQuote { AskPrice = 2.0m, BidPrice = 2.2m, Change = 0.02m, OpenPrice = 1.0m, QuoteDateTime = DateTime.Now, Symbol = "TST2" },
new StockQuote { AskPrice = 3.0m, BidPrice = 3.2m, Change = 0.03m, OpenPrice = 1.1m, QuoteDateTime = DateTime.Now, Symbol = "TST3" }
};
// hold onto list of quotes added to repository
var repositoryQuotes = new List<StockQuote>();
// handle calls to fakes
A.CallTo(() => stockListProvider.GetStocks(subscription)).Returns(stocks);
A.CallTo(() => marketDataProvider.GetQuotes(stocks)).Returns(stockQuotes);
A.CallTo(() => stockQuoteSet.Add(A<StockQuote>.Ignored))
.Invokes((StockQuote quote) => repositoryQuotes.Add(quote));
// create subscriptionData
var marketDataSubscription =
new MarketDataSubscription(logger, marketDataRepositoryFactory, marketDataProvider, stockListProvider, null, subscription);
// call get latest data
marketDataSubscription.InvokeMethod("GetLatestQuotes");
// ensure call to get data was made
A.CallTo(() => marketDataProvider.GetQuotes(stocks)).MustHaveHappened();
// ensure call to store data was made
A.CallTo(() => stockQuoteSet.Add(A<StockQuote>.Ignored)).MustHaveHappened(Repeated.Exactly.Times(3));
// check that quotes were added to the repository
repositoryQuotes.Should().HaveCount(3);
repositoryQuotes.Should().OnlyContain(q => stockQuotes.Contains(q));
}
/// <summary>
/// Creates a market data subscription
/// </summary>
/// <param name="subscription"></param>
/// <returns></returns>
public IMarketDataSubscription CreateSubscription(Subscription subscription)
{
// ensure subscription is not null
if (subscription == null) throw new ArgumentNullException("subscription");
return new MarketDataSubscription(_logger,
_repositoryFactory,
GetDataProvider(subscription),
GetStockListProvider(subscription),
_publisherFactory.CreatePublisher<NewQuotesData>(),
subscription);
}
/// <summary>
/// Gets the collection of stocks that have been parsed from the email feed
/// </summary>
/// <param name="subscription"></param>
/// <returns></returns>
public IEnumerable<Stock> GetStocks(Subscription subscription)
{
return new ReadOnlyCollection<Stock>(_stocks);
}
/// <summary>
/// Updates the data for the subscription for a subscription data object
/// </summary>
public void UpdateSubscriptionData(Subscription subscriptionData)
{
lock (_subscriptionDataLock)
{
// stop the timer
StopTimer();
// set new subscription data
_subscriptionData = subscriptionData;
// start timer with new data
StartTimer();
}
}
/// <summary>
/// Gets the stock list provider for the subscription
/// </summary>
/// <param name="subscription"></param>
/// <returns></returns>
private IStockListProvider GetStockListProvider(Subscription subscription)
{
// ensure data provider is not null
if (subscription.StockListProvider == null)
throw new SubscriptionCreationException(Resources.StockListProviderNullException);
// create the data provider
var stockListProvider =
_stockListProviders.FirstOrDefault(slp => slp.GetType() == subscription.StockListProvider.Type.ParseType());
if (stockListProvider == null)
throw new SubscriptionCreationException(Resources.StockListProviderTypeNotRegisteredExceptionMessage,
subscription.StockListProvider.Type);
return stockListProvider;
}
/// <summary>
/// Gets the market data provider for the subscription
/// </summary>
/// <param name="subscription"></param>
/// <returns></returns>
private IMarketDataProvider GetDataProvider(Subscription subscription)
{
// ensure data provider is not null
if (subscription.DataProvider == null)
throw new SubscriptionCreationException(Resources.DataProviderNullException);
// create the data provider
var marketDataProvider =
_marketDataProviders.FirstOrDefault(mdp => mdp.GetType() == subscription.DataProvider.Type.ParseType());
if (marketDataProvider == null)
throw new SubscriptionCreationException(Resources.DataProviderTypeNotRegisteredExceptionFormat,
subscription.DataProvider.Type);
return marketDataProvider;
}
