public void SubscribingToMarketDepthUpdates_Should_InvokeUpdateMethod()
{
// Arrange
var sb = new StringBuilder();
var testWriter = new StringWriter(sb);
var client = TestHelpers.PrepareSocketClient(() => Construct(new CoinExSocketClientOptions()
{
LogVerbosity = CryptoExchange.Net.Logging.LogVerbosity.Debug,
LogWriters = new List <TextWriter> {
testWriter
}
}));
var expected = new CoinExSocketMarketDepth()
{
Asks = new List <CoinExDepthEntry> {
new CoinExDepthEntry()
{
Amount = 0.1m, Price = 0.2m
}
},
Bids = new List <CoinExDepthEntry> {
new CoinExDepthEntry()
{
Amount = 0.1m, Price = 0.2m
}
}
};
CoinExSocketMarketDepth actual = null;
var sendWait = TestHelpers.WaitForSend(client);
var subTask = client.SubscribeToMarketDepthUpdatesAsync("ETHBTC", 10, 1, (market, full, data) =>
{
actual = data;
});
if (!sendWait.Result)
{
Assert.Fail(sb.ToString());
}
InvokeSubResponse(client);
subTask.Wait();
// Act
InvokeSubUpdate(client, "depth.update", true, expected, "ETHBTC");
// Assert
Assert.IsTrue(subTask.Result.Success);
Assert.IsTrue(actual != null);
TestHelpers.PublicInstancePropertiesEqual(expected, actual);
}
private void HandleUpdate(string market, bool full, CoinExSocketMarketDepth data)
{
updateReceived = true;
if (full)
{
SetInitialOrderBook(DateTime.UtcNow.Ticks, data.Asks, data.Bids);
}
else
{
var processEntries = new List <ProcessEntry>();
processEntries.AddRange(data.Asks.Select(a => new ProcessEntry(OrderBookEntryType.Ask, a)));
processEntries.AddRange(data.Bids.Select(b => new ProcessEntry(OrderBookEntryType.Bid, b)));
UpdateOrderBook(DateTime.UtcNow.Ticks, DateTime.UtcNow.Ticks, processEntries);
}
}
