public void UpdateChangingTest()
{
var books = BookGenerator.GenerateBooks(19, 100);
var aggregator = PrepareAggregator(books);
var bestAsk = books.BestAsk();
var bestBid = books.BestBid();
mockedDataWriter
.Setup(d => d.Write(It.IsAny <ResultData>()))
.Callback((ResultData data) =>
{
Assert.Equal(data.InstrumentName, InstrumentName);
Assert.Equal(data.BestAsk, bestAsk);
Assert.Equal(data.BestBid, bestBid);
});
var newBidBook = new Book {
Amount = 1, Count = 1, Price = bestBid + 1
};
bestBid = newBidBook.Price;
aggregator.GetBook(newBidBook);
var newAskBook = new Book {
Amount = -1, Count = 1, Price = bestAsk - 1
};
bestAsk = newAskBook.Price;
aggregator.GetBook(newAskBook);
mockedDataWriter.Verify(d => d.Write(It.IsAny <ResultData>()), Times.Exactly(2));
}
public void DeleteChangingTest()
{
var books = BookGenerator.GenerateBooks(23, 100);
var aggregator = PrepareAggregator(books);
var bestAsk = books.BestAsk();
var bestBid = books.BestBid();
mockedDataWriter
.Setup(d => d.Write(It.IsAny <ResultData>()))
.Callback((ResultData data) =>
{
Assert.Equal(data.InstrumentName, InstrumentName);
Assert.Equal(data.BestAsk, bestAsk);
Assert.Equal(data.BestBid, bestBid);
});
var deleteBook = new Book {
Count = 0, Amount = 1, Price = bestBid
};
bestBid = books.Where(b => b.Count > 0 && b.Amount > 0).OrderByDescending(b => b.Price).Skip(1).First().Price;
aggregator.GetBook(deleteBook);
mockedDataWriter.Verify(d => d.Write(It.IsAny <ResultData>()), Times.Once);
}
public void SnapshotTest()
{
var books = BookGenerator.GenerateBooks(13, 100);
var bestBid = books.BestBid();
var bestAsk = books.BestAsk();
var aggregator = new BookAggregator(mockedDataWriter.Object, ChannelId, InstrumentName);
mockedDataWriter
.Setup(d => d.Write(It.IsAny <ResultData>()))
.Callback((ResultData data) =>
{
Assert.Equal(data.InstrumentName, InstrumentName);
Assert.Equal(data.BestAsk, bestAsk);
Assert.Equal(data.BestBid, bestBid);
});
aggregator.GetSnapshot(books);
mockedDataWriter.Verify(d => d.Write(It.IsAny <ResultData>()), Times.Once);
mockedDataWriter.ResetCalls();
}
public static Book[] GenerateBooks(int seed, int count)
{
var random = new Random(seed);
return(Enumerable.Range(1, count).Select(r => BookGenerator.GenerateBook(random.Next())).ToArray());
}