public void CreateSubscriptionTypesTest()
{
//create default endpoint
DXEndpoint.Create();
//try to create subscription with invalid event types parameters
//all attempts to create subscription in this block must be failed with exception
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxOrder>(typeof(IDxCandle), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxIndexedEvent>(typeof(IDxCandle), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxLastingEvent>(typeof(IDxOrder), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxMarketEvent>(typeof(IDxCandle));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxMarketEvent>(typeof(string));
});
var symbol = "SYMA";
var s = DXFeed.GetInstance().CreateSubscription <IDxEventType>(typeof(IDxOrder), typeof(IDxTrade));
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
EventPlayer <IDxEventType> eventPlayer = new EventPlayer <IDxEventType>(s as DXFeedSubscription <IDxEventType>);
var playedOrder = new PlayedOrder(symbol, 0, 0x4e54560000000006, 0, 0, 0, 0, 100, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA");
eventPlayer.PlayEvents(symbol, playedOrder);
var playedTrade = new PlayedTrade(symbol, 0, 0, 0, 'B', 123.456, 100, 123, 1.1, 0, 2.2, 0.0, Direction.Undefined, false, Scope.Regional);
eventPlayer.PlayEvents(symbol, playedTrade);
Assert.AreEqual(eventListener.GetEventCount <IDxOrder>(symbol), 1);
Assert.AreEqual(eventListener.GetEventCount <IDxTrade>(symbol), 1);
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXFeed.GetInstance().CreateSubscription <IDxEventType>(typeof(IDxOrder), typeof(IDxTrade));
});
});
}
void OnTimerTick(Object sender, EventArgs args)
{
if (OrderCursor < LastCursor)
{
PlayedOrder.Add(CurrentBuildOrder.Orders.ElementAt(OrderCursor));
OrderPlayer.PlayOrder(CurrentBuildOrder.Orders.ElementAt(OrderCursor).Content);
OrderCursor++;
RunOrder();
}
}
public void CreateSubscriptionTest()
{
var symbol = "SYMA";
var s = DXEndpoint.Create().Feed.CreateSubscription <IDxOrder>();
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
var playedOrder = new PlayedOrder(symbol, 0, 0x4e54560000000006, 0, 0, 0, 0, 100, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA");
EventPlayer <IDxOrder> eventPlayer = new EventPlayer <IDxOrder>(s as DXFeedSubscription <IDxOrder>);
eventPlayer.PlayEvents(symbol, playedOrder);
Assert.AreEqual(eventListener.GetEventCount <IDxOrder>(symbol), 1);
IDxOrder receivedOrder = eventListener.GetLastEvent <IDxOrder>().Event;
Assert.AreEqual(symbol, receivedOrder.EventSymbol);
CompareOrders(playedOrder, receivedOrder);
//try to create subscription on closed endpoint
DXEndpoint.GetInstance().Close();
Assert.Catch(typeof(InvalidOperationException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxOrder>();
});
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXFeed.GetInstance().CreateSubscription <IDxOrder>();
});
});
}
public void GetIndexedEventsPromiseTest()
{
//create default endpoint
DXEndpoint.Create();
var symbol = "SYMA";
//try to create promise with invalid parameters
Assert.Catch(typeof(ArgumentException), () =>
{
try
{
DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(null, OrderSource.NTV, CancellationToken.None).Wait();
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
throw inner;
}
}
});
Assert.Catch(typeof(ArgumentException), () =>
{
try
{
DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(symbol, null, CancellationToken.None).Wait();
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
throw inner;
}
}
});
//try to cancel promise
CancellationTokenSource cancelSource = new CancellationTokenSource();
Task <List <IDxOrder> > promise = DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(symbol, OrderSource.NTV, cancelSource.Token);
cancelSource.CancelAfter(TimeSpan.FromSeconds(2));
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try wait promise with timeout
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(2));
promise = DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(symbol, OrderSource.NTV, cancelSource.Token);
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try close endpoint while promise waiting
Task closeEndpointTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
DXEndpoint.GetInstance().Close();
});
promise = DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(symbol, OrderSource.NTV, CancellationToken.None);
try
{
Task.WaitAll(promise, closeEndpointTask);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get promise on closed endpoint
promise = DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(symbol, OrderSource.NTV, CancellationToken.None);
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get last event succesfully
DateTime date = DateTime.Now;
var playedOrders = new PlayedOrder[] {
new PlayedOrder(symbol, 0, 0x4e54560000000006, Tools.DateToUnixTime(date), 0, 0, 100, 100, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000005, Tools.DateToUnixTime(date.AddMinutes(-1)), 0, 0, 100.5, 101, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000004, Tools.DateToUnixTime(date.AddMinutes(-2)), 0, 0, 101, 102, 25, Scope.Order, Side.Sell, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000003, Tools.DateToUnixTime(date.AddMinutes(-3)), 0, 0, 100, 103, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000002, Tools.DateToUnixTime(date.AddMinutes(-4)), 0, 0, 100.4, 104, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000001, Tools.DateToUnixTime(date.AddMinutes(-5)), 0, 0, 100.3, 105, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000000, Tools.DateToUnixTime(date.AddMinutes(-6)), 0, 0, 100.2, 106, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA")
};
Task eventPlayerTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(1));
EventPlayer <IDxOrder> eventPlayer = new EventPlayer <IDxOrder>(GetSubscriptionFromFeed <IDxOrder>(symbol));
eventPlayer.PlaySnapshot(symbol, playedOrders);
});
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(10));
promise = DXEndpoint.Create().Feed.GetIndexedEventsPromise <IDxOrder>(symbol, OrderSource.NTV, cancelSource.Token);
Assert.DoesNotThrow(() =>
{
Task.WaitAll(promise, eventPlayerTask);
});
var receivedOrders = promise.Result;
receivedOrders.Reverse();
Assert.AreEqual(playedOrders.Length, receivedOrders.Count);
for (int i = 0; i < playedOrders.Length; i++)
{
Assert.AreEqual(symbol, receivedOrders[i].EventSymbol);
CompareOrders(playedOrders[i], receivedOrders[i]);
}
//thread-safety case
DXEndpoint.Create();
List <Task> tasks = new List <Task>();
for (int i = 0; i < 10; i++)
{
var threadSymbol = symbol + i.ToString();
var threadPlayedOrders = new PlayedOrder[] {
new PlayedOrder(threadSymbol, 0, 0x4e54560000000006, Tools.DateToUnixTime(date), 0, 0, 100, 100, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000005, Tools.DateToUnixTime(date.AddMinutes(-1)), 0, 0, 100.5, 101, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000004, Tools.DateToUnixTime(date.AddMinutes(-2)), 0, 0, 101, 102, 25, Scope.Order, Side.Sell, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000003, Tools.DateToUnixTime(date.AddMinutes(-3)), 0, 0, 100, 103, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000002, Tools.DateToUnixTime(date.AddMinutes(-4)), 0, 0, 100.4, 104, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000001, Tools.DateToUnixTime(date.AddMinutes(-5)), 0, 0, 100.3, 105, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000000, Tools.DateToUnixTime(date.AddMinutes(-6)), 0, 0, 100.2, 106, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA")
};
tasks.Add(Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
var eventPlayer = new EventPlayer <IDxOrder>(GetSubscriptionFromFeed <IDxOrder>(threadSymbol));
eventPlayer.PlaySnapshot(threadSymbol, threadPlayedOrders);
}));
var threadPromise = DXEndpoint.GetInstance().Feed
.GetIndexedEventsPromise <IDxOrder>(threadSymbol, OrderSource.NTV, new CancellationTokenSource(TimeSpan.FromSeconds(20)).Token)
.ContinueWith((resultPromise) =>
{
foreach (var o in resultPromise.Result)
{
Assert.AreEqual(threadSymbol, o.EventSymbol);
}
});
tasks.Add(threadPromise);
}
;
Assert.DoesNotThrow(() =>
{
Task.WaitAll(tasks.ToArray());
});
}
