public void TestOhlcvReceive()
{
var config = new ConfigurationBuilder().AddJsonFile("config.json").Build();
int mssgCount = 0;
var helloMsg = new Hello()
{
apikey = System.Guid.Parse(config["TestApiKey"]),
subscribe_data_type = new string[] { "ohlcv" }
};
using (var wsClient = new CoinApiWsClient(false))
{
wsClient.OHLCVEvent += (s, i) =>
{
mssgCount++;
};
wsClient.SendHelloMessage(helloMsg);
Thread.Sleep(10000);
Assert.AreNotEqual(0, mssgCount);
}
}
public void TestOrderBookReceive()
{
var config = new ConfigurationBuilder().AddJsonFile("config.json").Build();
int mssgCount = 0;
var helloMsg = new Hello()
{
apikey = System.Guid.Parse(config["TestApiKey"]),
subscribe_data_type = new string[] { "book" },
subscribe_filter_symbol_id = new string[] { "BITSTAMP_SPOT_BTC_USD", "GEMINI_SPOT_BTC_USD COINBASE_SPOT_BTC_USD" }
};
using (var wsClient = new CoinApiWsClient(false))
{
var mre = new ManualResetEvent(false);
wsClient.OrderBookEvent += (s, i) =>
{
mre.Set();
mssgCount++;
};
wsClient.SendHelloMessage(helloMsg);
mre.WaitOne(TimeSpan.FromSeconds(10));
Assert.AreNotEqual(0, mssgCount);
}
}
/// <summary>
/// Initializes a new instance of the <see cref="CoinApiDataQueueHandler"/> class
/// </summary>
public CoinApiDataQueueHandler()
{
_client = new CoinApiWsClient();
_client.TradeEvent += OnTrade;
_client.QuoteEvent += OnQuote;
_client.Error += OnError;
}
public void TestVolumeReceive()
{
var config = new ConfigurationBuilder().AddJsonFile("config.json").Build();
int mssgCount = 0;
var helloMsg = new Hello()
{
apikey = System.Guid.Parse(config["TestApiKey"]),
subscribe_data_type = new string[] { "volume" }
};
using (var wsClient = new CoinApiWsClient(false))
{
var mre = new ManualResetEvent(false);
wsClient.VolumeEvent += (s, i) =>
{
mre.Set();
mssgCount++;
};
wsClient.SendHelloMessage(helloMsg);
mre.WaitOne(TimeSpan.FromSeconds(50));
Assert.AreNotEqual(0, mssgCount);
}
}
public void TestQuoteReceive()
{
var config = new ConfigurationBuilder().AddJsonFile("config.json").Build();
int mssgCount = 0;
var helloMsg = new Hello()
{
apikey = System.Guid.Parse(config["TestApiKey"]),
subscribe_data_type = new string[] { "quote" },
subscribe_filter_symbol_id = new string[] { "BITSTAMP_SPOT_BTC_USD", "GEMINI_SPOT_BTC_USD COINBASE_SPOT_BTC_USD" }
};
using (var wsClient = new CoinApiWsClient(false))
{
wsClient.QuoteEvent += (s, i) =>
{
mssgCount++;
};
wsClient.SendHelloMessage(helloMsg);
Thread.Sleep(10000);
Assert.AreNotEqual(0, mssgCount);
}
}
public void TestMessageReceivedAfterReconnect()
{
var config = new ConfigurationBuilder().AddJsonFile("config.json").Build();
int mssgCount = 0;
var helloMsg = new Hello()
{
apikey = System.Guid.Parse(config["TestApiKey"]),
subscribe_data_type = new string[] { "book", "quote", "trade" }
};
using (var wsClient = new CoinApiWsClient(false))
{
wsClient.OrderBookEvent += (s, i) =>
{
mssgCount++;
};
wsClient.SendHelloMessage(helloMsg);
Thread.Sleep(5000);
for (int i = 0; i < 100; i++)
{
Thread.Sleep(300);
wsClient.ForceReconnectUsedOnlyTestPurpose();
}
mssgCount = 0;
Thread.Sleep(5000);
Assert.AreNotEqual(0, mssgCount);
}
}
/// <summary>
/// Initializes a new instance of the <see cref="CoinApiDataQueueHandler"/> class
/// </summary>
public CoinApiDataQueueHandler(IDataAggregator dataAggregator)
{
_client = new CoinApiWsClient();
_client.TradeEvent += OnTrade;
_client.QuoteEvent += OnQuote;
_client.Error += OnError;
_dataAggregator = dataAggregator;
}
/// <summary>
/// Initializes a new instance of the <see cref="CoinApiDataQueueHandler"/> class
/// </summary>
public CoinApiDataQueueHandler()
{
_client = new CoinApiWsClient();
_client.TradeEvent += OnTrade;
_client.QuoteEvent += OnQuote;
_client.Error += OnError;
_subscriptionManager = new EventBasedDataQueueHandlerSubscriptionManager();
_subscriptionManager.SubscribeImpl += (s, t) => Subscribe(s);
_subscriptionManager.UnsubscribeImpl += (s, t) => Unsubscribe(s);
}
public void TestSilenceNoReconnect()
{
var config = new ConfigurationBuilder().AddJsonFile("config.json").Build();
int mssgCount = 0;
var helloMsg = new Hello()
{
apikey = Guid.Parse(config["TestApiKey"]),
subscribe_data_type = new string[] { "quote", "trade" },
subscribe_filter_exchange_id = new string[] { "EXCHANGETHATDOESNOTEXISTS" }
};
using (var wsClient = new CoinApiWsClient(false))
{
var mre = new ManualResetEvent(false);
wsClient.TradeEvent += (s, i) =>
{
mre.Set();
mssgCount++;
};
wsClient.QuoteEvent += (s, i) =>
{
mre.Set();
mssgCount++;
};
Task.Run(() => wsClient.SendHelloMessage(helloMsg));
if (!wsClient.ConnectedEvent.WaitOne(TimeSpan.FromSeconds(10)))
{
Assert.Fail("Not connected ...");
}
if (mre.WaitOne(TimeSpan.FromSeconds(10)))
{
Assert.Fail("Received some message.");
}
if (wsClient.ConnectedEvent.WaitOne(TimeSpan.FromSeconds(30)))
{
Assert.Fail("He is reconnecting...");
}
if (mre.WaitOne(TimeSpan.FromSeconds(1)))
{
Assert.Fail("Received some message.");
}
Assert.AreEqual(0, mssgCount);
}
}
/// <summary>
/// Initializes a new instance of the <see cref="CoinApiDataQueueHandler"/> class
/// </summary>
public CoinApiDataQueueHandler()
{
var product = Config.GetValue <CoinApiProduct>("coinapi-product");
_streamingDataType = product < CoinApiProduct.Streamer
? new[] { "trade" }
: new[] { "trade", "quote" };
Log.Trace($"CoinApiDataQueueHandler(): using plan '{product}'. Available data types: '{string.Join(",", _streamingDataType)}'");
_client = new CoinApiWsClient();
_client.TradeEvent += OnTrade;
_client.QuoteEvent += OnQuote;
_client.Error += OnError;
_subscriptionManager = new EventBasedDataQueueHandlerSubscriptionManager();
_subscriptionManager.SubscribeImpl += (s, t) => Subscribe(s);
_subscriptionManager.UnsubscribeImpl += (s, t) => Unsubscribe(s);
}
/// <summary>
/// Initializes a new instance of the <see cref="CoinApiDataQueueHandler"/> class
/// </summary>
public CoinApiDataQueueHandler()
{
_dataAggregator = Composer.Instance.GetPart <IDataAggregator>();
if (_dataAggregator == null)
{
_dataAggregator =
Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager"));
}
var product = Config.GetValue <CoinApiProduct>("coinapi-product");
_streamingDataType = product < CoinApiProduct.Streamer
? new[] { "trade" }
: new[] { "trade", "quote" };
Log.Trace($"CoinApiDataQueueHandler(): using plan '{product}'. Available data types: '{string.Join(",", _streamingDataType)}'");
_client = new CoinApiWsClient();
_client.TradeEvent += OnTrade;
_client.QuoteEvent += OnQuote;
_client.Error += OnError;
_subscriptionManager = new EventBasedDataQueueHandlerSubscriptionManager();
_subscriptionManager.SubscribeImpl += (s, t) => Subscribe(s);
_subscriptionManager.UnsubscribeImpl += (s, t) => Unsubscribe(s);
}
public void TestTradesReceive()
{
var config = new ConfigurationBuilder().AddJsonFile("config.json").Build();
var helloMsg = new Hello()
{
apikey = System.Guid.Parse(config["TestApiKey"]),
subscribe_data_type = new string[] { "trade", "quote" },
subscribe_filter_exchange_id = new string[] { "BITSTAMP" }
};
using (var wsClient = new CoinApiWsClient(false))
{
var mre_bs = new ManualResetEvent(false);
var mre_cb = new ManualResetEvent(false);
wsClient.TradeEvent += (s, i) =>
{
if (i.symbol_id.StartsWith("COINBASE"))
{
mre_cb.Set();
}
else if (i.symbol_id.StartsWith("BITSTAMP"))
{
mre_bs.Set();
}
};
wsClient.QuoteEvent += (s, i) =>
{
if (i.symbol_id.StartsWith("COINBASE"))
{
mre_cb.Set();
}
else if (i.symbol_id.StartsWith("BITSTAMP"))
{
mre_bs.Set();
}
};
// BITSTAMP
wsClient.SendHelloMessage(helloMsg);
if (!wsClient.ConnectedEvent.WaitOne(TimeSpan.FromSeconds(10)))
{
Assert.Fail("should connect");
}
if (!mre_bs.WaitOne(TimeSpan.FromSeconds(10)))
{
Assert.Fail("bistamp should be");
}
if (mre_cb.WaitOne(TimeSpan.FromSeconds(10)))
{
Assert.Fail("coinbase should not");
}
// coinbase hello
helloMsg = new Hello()
{
apikey = System.Guid.Parse(config["TestApiKey"]),
subscribe_data_type = new string[] { "trade", "quote" },
subscribe_filter_exchange_id = new string[] { "COINBASE" }
};
wsClient.SendHelloMessage(helloMsg);
// received for coinbase - change of hello
mre_cb.Reset();
if (!mre_cb.WaitOne(TimeSpan.FromSeconds(10)))
{
Assert.Fail("dont received for coinbase");
}
mre_bs.Reset();
if (mre_bs.WaitOne(TimeSpan.FromSeconds(10)))
{
Assert.Fail("received for bitstapm after coinbase");
}
}
}
