public void Deserialize_ThrowsExecption_IfMessageIsGreaterThan35Bytes() { var bytes = new byte[136]; Exception ex = Assert.Throws <Exception>(() => FillSerializer.Deserialize(bytes)); Assert.Equal("Fill Message must be of Size : 135", ex.Message); }
public void Deserialize_ThrowsExecption_IfMessageIsNothaveValidType() { var bytes = new byte[135]; Exception ex = Assert.Throws <Exception>(() => FillSerializer.Deserialize(bytes)); Assert.Equal(Types.Constant.INVALID_MESSAGE, ex.Message); }
private void OnMessage(byte[] body) { var type = Serializer.GetMessageType(body); object obj = null; switch (type) { case MessageType.Cancel: obj = CancelledOrderSerializer.Deserialize(body); break; case MessageType.Fill: obj = FillSerializer.Deserialize(body); break; case MessageType.OrderTrigger: obj = OrderTriggerSerializer.Deserialize(body); break; default: //TODO break; } var message = new Message(type.Value, body, obj); _inboundChannelWritter.TryWrite(message); }
public void Deserialize_ThrowsExecption_IfMessageIsNothaveValidType() { var bytes = new byte[60]; Exception ex = Assert.Throws <Exception>(() => FillSerializer.Deserialize(bytes)); Assert.Equal("Invalid Message", ex.Message); }
public void Deserialize_ThrowsExecption_IfVersionIsNotSet() { var bytes = new byte[135]; bytes[4] = (byte)MessageType.Fill; Exception ex = Assert.Throws <Exception>(() => FillSerializer.Deserialize(bytes)); Assert.Equal(Types.Constant.INVALID_VERSION, ex.Message); }
public void Deserialize_ThrowsExecption_IfVersionIsNotSet() { var bytes = new byte[60]; bytes[4] = (byte)MessageType.Fill; Exception ex = Assert.Throws <Exception>(() => FillSerializer.Deserialize(bytes)); Assert.Equal("version mismatch", ex.Message); }
public void Deserialize_Doesnotthrowexception_Max() { var bytes = FillSerializer.Serialize(new Fill { MakerOrderId = OrderId.MaxValue, TakerOrderId = OrderId.MaxValue, Timestamp = int.MaxValue, MatchQuantity = int.MaxValue, MatchRate = int.MaxValue, IncomingOrderFilled = true }); var messageLength = BitConverter.ToInt32(bytes, 0); Assert.Equal(60, messageLength); var fill = FillSerializer.Deserialize(bytes); Assert.Equal(OrderId.MaxValue, fill.MakerOrderId); Assert.Equal(OrderId.MaxValue, fill.TakerOrderId); Assert.Equal((Price)int.MaxValue, fill.MatchRate); Assert.Equal((Quantity)int.MaxValue, fill.MatchQuantity); Assert.Equal(int.MaxValue, fill.Timestamp); Assert.True(fill.IncomingOrderFilled); }
public void Deserialize_Doesnotthrowexception() { var bytes = FillSerializer.Serialize(new Fill { MakerOrderId = 12345678, TakerOrderId = 56789, Timestamp = 404, MatchQuantity = 2356, MatchRate = 9534, IncomingOrderFilled = true }); var messageLength = BitConverter.ToInt32(bytes, 0); Assert.Equal(60, messageLength); var fill = FillSerializer.Deserialize(bytes); Assert.Equal((OrderId)12345678, fill.MakerOrderId); Assert.Equal((OrderId)56789, fill.TakerOrderId); Assert.Equal((Price)9534, fill.MatchRate); Assert.Equal((Quantity)2356, fill.MatchQuantity); Assert.Equal(404, fill.Timestamp); Assert.True(fill.IncomingOrderFilled); }
public void Deserialize_Doesnotthrowexception_Max() { var bytes = FillSerializer.Serialize(new Fill { MakerOrderId = OrderId.MaxValue, TakerOrderId = OrderId.MaxValue, Timestamp = int.MaxValue, MatchQuantity = int.MaxValue, MatchRate = int.MaxValue, BidCost = Quantity.MaxValue, AskRemainingQuantity = Quantity.MaxValue }); var messageLength = BitConverter.ToInt32(bytes, 0); Assert.Equal(93, messageLength); var fill = FillSerializer.Deserialize(bytes); Assert.Equal(OrderId.MaxValue, fill.MakerOrderId); Assert.Equal(OrderId.MaxValue, fill.TakerOrderId); Assert.Equal(int.MaxValue, fill.MatchRate); Assert.Equal(int.MaxValue, fill.MatchQuantity); Assert.Equal(int.MaxValue, fill.Timestamp); Assert.Equal(Quantity.MaxValue, fill.AskRemainingQuantity); Assert.Equal(Quantity.MaxValue, fill.BidCost); }
public void Deserialize_Doesnotthrowexception_AskRemainingQuantityNull() { var bytes = FillSerializer.Serialize(new Fill { MakerOrderId = 12345678, TakerOrderId = 56789, Timestamp = 404, MatchQuantity = 2356, MatchRate = 9534, BidCost = 4347, AskRemainingQuantity = null }); var messageLength = BitConverter.ToInt32(bytes, 0); Assert.Equal(93, messageLength); var fill = FillSerializer.Deserialize(bytes); Assert.Equal((OrderId)12345678, fill.MakerOrderId); Assert.Equal((OrderId)56789, fill.TakerOrderId); Assert.Equal(9534, fill.MatchRate); Assert.Equal(2356, fill.MatchQuantity); Assert.Equal(404, fill.Timestamp); Assert.Equal(4347, fill.BidCost); Assert.Null(fill.AskRemainingQuantity); }
public void Deserialize_Doesnotthrowexception_Min() { Span <byte> bytes = stackalloc byte[FillSerializer.MessageSize]; FillSerializer.Serialize(new Fill { MakerOrderId = OrderId.MinValue, TakerOrderId = OrderId.MinValue, Timestamp = int.MinValue, MatchQuantity = int.MinValue, MatchRate = int.MinValue, BidCost = Quantity.MinValue, BidFee = Quantity.MinValue, AskRemainingQuantity = Quantity.MinValue, AskFee = Quantity.MinValue }, bytes); var messageLength = BitConverter.ToInt32(bytes.Slice(0)); Assert.Equal(127, messageLength); var fill = FillSerializer.Deserialize(bytes); Assert.Equal(OrderId.MinValue, fill.MakerOrderId); Assert.Equal(OrderId.MinValue, fill.TakerOrderId); Assert.Equal(int.MinValue, fill.MatchRate); Assert.Equal(int.MinValue, fill.MatchQuantity); Assert.Equal(int.MinValue, fill.Timestamp); Assert.Equal(Quantity.MinValue, fill.BidCost); Assert.Equal(Quantity.MinValue, fill.BidFee); Assert.Equal(Quantity.MinValue, fill.AskRemainingQuantity); Assert.Equal(Quantity.MinValue, fill.AskFee); }
public void Deserialize_Doesnotthrowexception_AskRemainingQuantityNull() { Span <byte> bytes = stackalloc byte[FillSerializer.MessageSize]; FillSerializer.Serialize(new Fill { MakerOrderId = 12345678, TakerOrderId = 56789, Timestamp = 404, MatchQuantity = 2356, MatchRate = 9534, BidCost = 4347, BidFee = 891434, AskRemainingQuantity = null, AskFee = null }, bytes); var messageLength = BitConverter.ToInt32(bytes.Slice(0)); Assert.Equal(127, messageLength); var fill = FillSerializer.Deserialize(bytes); Assert.Equal((OrderId)12345678, fill.MakerOrderId); Assert.Equal((OrderId)56789, fill.TakerOrderId); Assert.Equal(9534, fill.MatchRate); Assert.Equal(2356, fill.MatchQuantity); Assert.Equal(404, fill.Timestamp); Assert.Equal(4347, fill.BidCost); Assert.Equal(891434, fill.BidFee); Assert.Null(fill.AskRemainingQuantity); Assert.Null(fill.AskFee); }
public void Deserialize_Doesnotthrowexception() { Span <byte> bytes = stackalloc byte[FillSerializer.MessageSize]; FillSerializer.Serialize(new Fill { MakerOrderId = 12345678, TakerOrderId = 56789, Timestamp = 404, MatchQuantity = 2356, MatchRate = 9534, BidCost = 4347, BidFee = 76157, AskRemainingQuantity = 87135, AskFee = 12103, MessageSequence = 6812379 }, bytes); var messageLength = BitConverter.ToInt32(bytes.Slice(0)); Assert.Equal(135, messageLength); var fill = FillSerializer.Deserialize(bytes); Assert.Equal((OrderId)12345678, fill.MakerOrderId); Assert.Equal((OrderId)56789, fill.TakerOrderId); Assert.Equal(9534, fill.MatchRate); Assert.Equal(2356, fill.MatchQuantity); Assert.Equal(404, fill.Timestamp); Assert.Equal(4347, fill.BidCost); Assert.Equal(76157, fill.BidFee); Assert.Equal(87135, fill.AskRemainingQuantity); Assert.Equal(12103, fill.AskFee); Assert.Equal(6812379, fill.MessageSequence); }
public void Deserialize_ThrowsExecption_IfNullPassed() { ArgumentNullException ex = Assert.Throws <ArgumentNullException>(() => FillSerializer.Deserialize(null)); Assert.Equal("bytes", ex.ParamName); }
public void fillBinaryDeserialize() { var fill = FillSerializer.Deserialize(fillBinary); }
public void FillBinaryDeserialize() { FillSerializer.Deserialize(fillBinary); }