public void CreateTimeSeriesSubscriptionTest()
{
var symbol = "SYMA";
var s = DXEndpoint.Create().Feed.CreateTimeSeriesSubscription <IDxCandle>();
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
var playedCandle = new PlayedCandle(symbol, Tools.DateToUnixTime(DateTime.Now), 123, 100, 12.34, 56.78, 9.0, 43.21, 1000, 999, 1001, 1002, 1, 777, 888, EventFlag.RemoveSymbol);
EventPlayer <IDxCandle> eventPlayer = new EventPlayer <IDxCandle>(s as DXFeedSubscription <IDxCandle>);
eventPlayer.PlayEvents(symbol, playedCandle);
Assert.AreEqual(eventListener.GetEventCount <IDxCandle>(symbol), 1);
IDxCandle receivedCandle = eventListener.GetLastEvent <IDxCandle>().Event;
Assert.AreEqual(symbol, receivedCandle.EventSymbol.ToString());
CompareCandles(playedCandle, receivedCandle);
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXEndpoint.GetInstance().Feed.CreateTimeSeriesSubscription <IDxCandle>();
});
});
}
/// <summary>
/// Creates Candle event from another object.
/// </summary>
/// <param name="candle">Other Candle object.</param>
internal PlayedCandle(IDxCandle candle)
{
EventSymbol = CandleSymbol.ValueOf(candle.EventSymbol.ToString());
EventFlags = candle.EventFlags;
TimeStamp = candle.TimeStamp;
Time = Tools.UnixTimeToDate(TimeStamp);
Sequence = candle.Sequence;
Count = candle.Count;
Open = candle.Open;
High = candle.High;
Low = candle.Low;
Close = candle.Close;
Volume = candle.Volume;
VWAP = candle.VWAP;
BidVolume = candle.BidVolume;
AskVolume = candle.AskVolume;
DateTime = Tools.UnixTimeToDate(TimeStamp);
Index = candle.Index;
ImpVolatility = candle.ImpVolatility;
OpenInterest = candle.OpenInterest;
Params = new EventParams(EventFlags, ((ulong)TimeStamp << 32) + (uint)Sequence, 0);
Data = new DxTestCandle(EventFlags, Index, Tools.DateToUnixTime(Time), Sequence, Count, Open, High, Low, Close, Volume, VWAP, BidVolume, AskVolume, (int)OpenInterest, ImpVolatility);
}
internal static void CompareCandles(IDxCandle playedCandle, IDxCandle receivedCandle)
{
Assert.AreEqual(playedCandle.EventSymbol, receivedCandle.EventSymbol);
Assert.AreEqual(playedCandle.Time, receivedCandle.Time);
Assert.AreEqual(playedCandle.Sequence, receivedCandle.Sequence);
Assert.AreEqual(playedCandle.Count, receivedCandle.Count);
Assert.AreEqual(playedCandle.Open, receivedCandle.Open);
Assert.AreEqual(playedCandle.High, receivedCandle.High);
Assert.AreEqual(playedCandle.Low, receivedCandle.Low);
Assert.AreEqual(playedCandle.Close, receivedCandle.Close);
Assert.AreEqual(playedCandle.Volume, receivedCandle.Volume);
Assert.AreEqual(playedCandle.VWAP, receivedCandle.VWAP);
Assert.AreEqual(playedCandle.BidVolume, receivedCandle.BidVolume);
Assert.AreEqual(playedCandle.AskVolume, receivedCandle.AskVolume);
Assert.AreEqual(playedCandle.Index, receivedCandle.Index);
Assert.AreEqual(playedCandle.OpenInterest, receivedCandle.OpenInterest);
Assert.AreEqual(playedCandle.ImpVolatility, receivedCandle.ImpVolatility);
Assert.AreEqual(playedCandle.EventFlags, receivedCandle.EventFlags);
}
internal NativeCandle(IDxCandle candle)
{
EventSymbol = CandleSymbol.ValueOf(candle.EventSymbol.ToString());
EventFlags = candle.EventFlags;
Index = candle.Index;
Time = TimeConverter.ToUtcDateTime(TimeStamp);
Sequence = candle.Sequence;
Count = candle.Count;
Open = candle.Open;
High = candle.High;
Low = candle.Low;
Close = candle.Close;
Volume = candle.Volume;
VWAP = candle.VWAP;
BidVolume = candle.BidVolume;
AskVolume = candle.AskVolume;
OpenInterest = candle.OpenInterest;
ImpVolatility = candle.ImpVolatility;
}
public void ResetFromTimeStampTest()
{
string symbol = "SYMA";
TestListener eventListener = new TestListener();
var s = DXEndpoint.Create().Feed.CreateTimeSeriesSubscription <IDxCandle>();
s.OnSubscriptionClosed += OnSubscriptionClosed;
s.OnSymbolsAdded += OnSymbolsAdded;
s.OnSymbolsRemoved += OnSymbolsRemoved;
s.AddEventListener(eventListener);
s.AddSymbols(symbol);
Assert.AreEqual(long.MaxValue, s.FromTimeStamp);
//try to change FromTimeStamp property
isFiresOnSubscriptionClosed = false;
isFiresOnSymbolsAdded = false;
isFiresOnSymbolsRemoved = false;
long fromTime = Tools.DateToUnixTime(DateTime.Now.AddMonths(-1));
s.FromTimeStamp = fromTime;
Assert.AreEqual(fromTime, s.FromTimeStamp);
Assert.True(s.GetSymbols().SetEquals(new object[] { symbol }));
Assert.True(s.EventTypes.SetEquals(new Type[] { typeof(IDxCandle) }));
Assert.False(isFiresOnSubscriptionClosed);
Assert.False(isFiresOnSymbolsAdded);
Assert.False(isFiresOnSymbolsRemoved);
var playedCandle = new PlayedCandle(symbol, Tools.DateToUnixTime(DateTime.Now), 123, 100, 12.34, 56.78, 9.0, 43.21, 1000, 999, 1001, 1002, 1, 777, 888, EventFlag.RemoveSymbol);
EventPlayer <IDxCandle> eventPlayer = new EventPlayer <IDxCandle>(s as DXFeedSubscription <IDxCandle>);
eventPlayer.PlayEvents(symbol, playedCandle);
Assert.AreEqual(eventListener.GetEventCount <IDxCandle>(symbol), 1);
IDxCandle receivedCandle = eventListener.GetLastEvent <IDxCandle>().Event;
Assert.AreEqual(symbol, receivedCandle.EventSymbol.ToString());
DXFeedTest.CompareCandles(playedCandle, receivedCandle);
}
