public void Should_Receive_PriceLevelOrderMessages()
{
// Arrange
var message = TestHelper.GetMessageBytes("0,@ESM19,12345678,MD01,A,2938.25,65,10,2,20:31:04.876740,2019-04-23,\r\n");
TimeSpan.TryParseExact("20:31:04.876740", PriceLevelOrderMessage.UpdateMessageTimeFormat, CultureInfo.InvariantCulture, TimeSpanStyles.None, out var orderTime);
DateTime.TryParseExact("2019-04-23", PriceLevelOrderMessage.UpdateMessageDateFormat, CultureInfo.InvariantCulture, DateTimeStyles.None, out var orderDate);
var expectedMessage = new PriceLevelOrderMessage(Level2MessageType.PriceLevelOrder, "@ESM19", 12345678, "MD01", Level2Side.Sell, 2938.25, 65, 10, 2, orderTime, orderDate);
PriceLevelOrderMessage receivedMessage = null;
_level2MessageHandler.PriceLevelOrder += msg =>
{
receivedMessage = msg;
};
// Act
_level2MessageHandler.ProcessMessages(message, message.Length);
// Assert
Assert.AreEqual(receivedMessage, expectedMessage);
}
private void ProcessPriceLevelOrderMessage(string msg)
{
var priceLevelOrderMessage = PriceLevelOrderMessage.Parse(msg);
PriceLevelOrder?.Invoke(priceLevelOrderMessage);
}
