public void PushQuote(Quote quote)
{
market[quote.Symbol] = quote.Price;
// lock for atomic get and reset
lock (syncChanges) // ReaderWriterLock for improve perfomance may be used
{
changes[quote.Symbol] = quote.Price;
}
}
public void QuoteSerializingTest()
{
var expect = "EURUSD=1.23";
var q = new Quote
{
Symbol = "EURUSD",
Price = 1.23m
};
var res = q.Serialize();
Assert.AreEqual(expect, res);
}
public void OneQuoteTest()
{
var q = new Quote
{
Symbol = "EURUSD",
Price = 1.0m
};
var store = new QuoteStore();
store.PushQuote(q);
var market = store.GetCurrentMarket();
Assert.AreEqual(1, market.Count);
Assert.AreEqual("EURUSD", market[0].Symbol);
Assert.AreEqual(1.0, market[0].Price);
}
public void GetChangesTest1()
{
var q = new Quote
{
Symbol = "EURUSD",
Price = 1.0m
};
var store = new QuoteStore();
store.PushQuote(q);
q.Price = 2.0m;
store.PushQuote(q);
var market = store.GetChanges();
Assert.AreEqual(1, market.Count);
Assert.AreEqual("EURUSD", market[0].Symbol);
Assert.AreEqual(2.0, market[0].Price);
}
public void GetChangesTest3()
{
var q1 = new Quote
{
Symbol = "EURUSD",
Price = 1.0m
};
var q2 = new Quote
{
Symbol = "EURUSD",
Price = 2.0m
};
var store = new QuoteStore();
store.PushQuote(q1);
store.PushQuote(q2);
var market = store.GetChanges();
Assert.AreEqual(1, market.Count);
Assert.IsTrue(market.Any(quote => quote.Symbol == "EURUSD" && quote.Price == 2.0m));
}
public void SomeQuotesTest()
{
var q1 = new Quote
{
Symbol = "EURUSD",
Price = 1.0m
};
var q2 = new Quote
{
Symbol = "USDJPY",
Price = 2.0m
};
var store = new QuoteStore();
store.PushQuote(q1);
store.PushQuote(q2);
var market = store.GetCurrentMarket();
Assert.AreEqual(2, market.Count);
Assert.IsTrue(market.Any(quote => quote.Symbol == "EURUSD" && quote.Price == 1.0m));
Assert.IsTrue(market.Any(quote => quote.Symbol == "USDJPY" && quote.Price == 2.0m));
}
private void QuoteSourceOnNewQuoteAvailable(Quote quote)
{
quoteStore.PushQuote(quote);
}
private void OnNewQuoteAvailable(Quote quote)
{
var handler = NewQuoteAvailable;
if (handler != null) handler(quote);
}
public static string Serialize(this Quote quote)
{
return(string.Format("{0}={1}", quote.Symbol, quote.Price));
}
