public void Unsub()
{
var internalTrackers = new Dictionary <string, TestTracker>();
var snapshotRequests = new List <string>();
var tracker = new SyncDictDelegator <TestTracker>(
(s, i) =>
{
var internalTracker = new TestTracker(s, i);
internalTrackers[s] = internalTracker;
return(internalTracker);
}
);
tracker.RaiseSnapshotRequest += (_, pair) => snapshotRequests.Add(pair);
var snapshot = TrackerTests.InitialSnapshot();
tracker.NewSnapshot(in snapshot);
var xbtTracker = internalTrackers["XBT/USDT"];
tracker.NewUnsubscribe("XBT/USDT");
var update = TrackerTests.AskUpdate(false);
tracker.NewUpdate(in update);
Assert.Empty(xbtTracker.MisMatches);
Assert.Single(snapshotRequests);
Assert.Single(xbtTracker.AskSides);
Assert.Single(xbtTracker.BidSides);
Assert.Single(xbtTracker.Timstamps);
}
public void Ask()
{
var internalTrackers = new Dictionary <string, TestTracker>();
var snapshotRequests = new List <string>();
var tracker = new SyncDictDelegator <TestTracker>(
(s, i) =>
{
var internalTracker = new TestTracker(s, i);
internalTrackers[s] = internalTracker;
return(internalTracker);
}
);
tracker.RaiseSnapshotRequest += (_, pair) => snapshotRequests.Add(pair);
// all snapshots
var snapshot = TrackerTests.InitialSnapshot();
var initialSnapshot = TrackerTests.InitialSnapshot("ETH/USDT");
tracker.NewSnapshot(in snapshot);
tracker.NewSnapshot(in initialSnapshot);
var xbtTracker = internalTrackers["XBT/USDT"];
var ethTracker = internalTrackers["ETH/USDT"];
// snapshots processed
Assert.Single(xbtTracker.AskSides);
Assert.Single(xbtTracker.BidSides);
Assert.Single(xbtTracker.Timstamps);
Assert.Single(ethTracker.AskSides);
Assert.Single(ethTracker.BidSides);
Assert.Single(ethTracker.Timstamps);
// all updates
var update = TrackerTests.AskUpdate(true);
tracker.NewUpdate(in update);
var ethUpdate = TrackerTests.AskUpdate(true, "ETH/USDT");
tracker.NewUpdate(in ethUpdate);
// updates processed
foreach (var cTracker in new[] { xbtTracker, ethTracker })
{
Assert.Empty(cTracker.MisMatches);
Assert.Equal(2, cTracker.AskSides.Count);
Assert.Equal(2, cTracker.BidSides.Count);
Assert.Equal(2, cTracker.Timstamps.Count);
Assert.Equal("1700000001.000000", cTracker.Timstamps[1]);
var updatedAsks = cTracker.AskSides[1];
Assert.Equal(new ExactFloat("2.0"), updatedAsks[new ExactFloat("61100.40000")]);
Assert.Equal(new ExactFloat("1.0"), updatedAsks[new ExactFloat("61102.50000")]);
}
Assert.Empty(snapshotRequests);
}
public void AskMismatchMultiplePairs()
{
var internalTrackers = new Dictionary <string, TestTracker>();
var snapshotRequests = new List <string>();
var tracker = new SyncDictDelegator <TestTracker>(
(s, i) =>
{
var internalTracker = new TestTracker(s, i);
internalTrackers[s] = internalTracker;
return(internalTracker);
}
);
tracker.RaiseSnapshotRequest += (_, pair) => snapshotRequests.Add(pair);
// all snapshots
var snapshot = TrackerTests.InitialSnapshot();
var initialSnapshot = TrackerTests.InitialSnapshot("ETH/USDT");
tracker.NewSnapshot(in snapshot);
tracker.NewSnapshot(in initialSnapshot);
var xbtTracker = internalTrackers["XBT/USDT"];
var ethTracker = internalTrackers["ETH/USDT"];
// snapshots processed
Assert.Single(xbtTracker.AskSides);
Assert.Single(xbtTracker.BidSides);
Assert.Single(xbtTracker.Timstamps);
Assert.Single(ethTracker.AskSides);
Assert.Single(ethTracker.BidSides);
Assert.Single(ethTracker.Timstamps);
// all updates
var update = TrackerTests.AskUpdate(false);
tracker.NewUpdate(in update);
var ethUpdate = TrackerTests.AskUpdate(false, "ETH/USDT");
tracker.NewUpdate(in ethUpdate);
// updates processed
Assert.Single(xbtTracker.MisMatches);
Assert.Single(ethTracker.MisMatches);
Assert.Equal("XBT/USDT", snapshotRequests[0]);
Assert.Equal("ETH/USDT", snapshotRequests[1]);
Assert.Equal(2, snapshotRequests.Count);
}
