public void GetRatesTest_ChecksTheRatesForAllCurrencyPairsSubmittingDepthLevels_ChecksTheRatesReturnedToVerify()
{
MarketController marketController = (MarketController)_applicationContext["MarketController"];
BBOMemoryImage bboMemoryImage = (BBOMemoryImage)_applicationContext["BBOMemoryImage"];
DepthLevel xbtUsdBidLevel = new DepthLevel(new Price(491));
DepthLevel ltcUsdBidLevel = new DepthLevel(new Price(492));
DepthLevel btcUsdBidLevel = new DepthLevel(new Price(493));
DepthLevel xbtUsdAskLevel = new DepthLevel(new Price(494));
DepthLevel ltcUsdAskLevel = new DepthLevel(new Price(495));
DepthLevel btcUsdAskLevel = new DepthLevel(new Price(496));
bboMemoryImage.OnBBOArrived("XBT/USD", xbtUsdBidLevel, xbtUsdAskLevel);
bboMemoryImage.OnBBOArrived("LTC/USD", ltcUsdBidLevel, ltcUsdAskLevel);
bboMemoryImage.OnBBOArrived("BTC/USD", btcUsdBidLevel, btcUsdAskLevel);
IHttpActionResult httpActionResult = marketController.GetAllRates();
OkNegotiatedContentResult <RatesList> returnedOkRate = (OkNegotiatedContentResult <RatesList>)httpActionResult;
RatesList ratesList = returnedOkRate.Content;
Assert.AreEqual("XBT/USD", ratesList.ToList()[0].CurrencyPair);
Assert.AreEqual(492.5, ratesList.ToList()[0].RateValue); // MidPoint of xbtUsdBidLevel = 491 & xbtUsdAskLevel = 494
Assert.AreEqual("LTC/USD", ratesList.ToList()[1].CurrencyPair);
Assert.AreEqual(493.5, ratesList.ToList()[1].RateValue); // MidPoint of ltcUsdBidLevel = 492 & ltcUsdAskLevel = 495
Assert.AreEqual("BTC/USD", ratesList.ToList()[2].CurrencyPair);
Assert.AreEqual(494.5, ratesList.ToList()[2].RateValue); // MidPoint of btcUsdBidLevel = 493 & btcUsdAskLevel = 496
}
public void GetRatesEndToEndTests_SubmitsOrdersAndChecksTheRatesForCurrencyPairs_VerifiesThroughTheReturnedRatesList()
{
// Get the instance through Spring configuration
OrderController orderController = (OrderController)_applicationContext["OrderController"];
orderController.Request = new HttpRequestMessage(HttpMethod.Post, "");
orderController.Request.Headers.Add("Auth", "123456789");
ManualResetEvent manualResetEvent = new ManualResetEvent(false);
IHttpActionResult orderHttpResult = orderController.CreateOrder(new CreateOrderParam()
{
Pair = "XBTUSD",
Price = 491,
Volume = 100,
Side = "buy",
Type = "limit"
});
OkNegotiatedContentResult <NewOrderRepresentation> orderRepresentationContent = (OkNegotiatedContentResult <NewOrderRepresentation>)orderHttpResult;
Assert.IsNotNull(orderRepresentationContent.Content);
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 493,
Volume = 1000,
Side = "buy",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "XBTUSD",
Price = 494,
Volume = 900,
Side = "sell",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 496,
Volume = 700,
Side = "sell",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
MarketController marketController = (MarketController)_applicationContext["MarketController"];
IHttpActionResult httpActionResult = marketController.GetAllRates();
OkNegotiatedContentResult <RatesList> okResponse = (OkNegotiatedContentResult <RatesList>)httpActionResult;
RatesList ratesList = okResponse.Content;
Assert.AreEqual("XBTUSD", ratesList.ToList()[0].CurrencyPair);
Assert.AreEqual(492.5, ratesList.ToList()[0].RateValue); // MidPoint of xbtUsdBidLevel = 491 & xbtUsdAskLevel = 494
Assert.AreEqual("BTCUSD", ratesList.ToList()[1].CurrencyPair);
Assert.AreEqual(494.5, ratesList.ToList()[1].RateValue); // MidPoint of btcUsdBidLevel = 493 & btcUsdAskLevel = 496
}