コード例 #1
0
 /// <summary>
 /// Append bbo info to ticker info
 /// </summary>
 /// <param name="bboRepresentation"></param>
 public void UpdateBboInTickerInfo(BBORepresentation bboRepresentation)
 {
     AskPrice  = bboRepresentation.BestAskPrice;
     AskVolume = bboRepresentation.BestAskVolume;
     BidPrice  = bboRepresentation.BestBidPrice;
     BidVolume = bboRepresentation.BestBidVolume;
 }
コード例 #2
0
 private void VerifyBboWhenOrdersPublishedAfterReplayForScenario1(BBORepresentation representation)
 {
     Assert.AreEqual(representation.BestAskOrderCount, 2);
     Assert.AreEqual(representation.BestAskPrice, 407);
     Assert.AreEqual(representation.BestAskVolume, 202);
     Assert.AreEqual(representation.BestBidOrderCount, 2);
     Assert.AreEqual(representation.BestBidPrice, 406);
     Assert.AreEqual(representation.BestBidVolume, 201);
     Assert.AreEqual(representation.CurrencyPair, "XBTUSD");
 }
コード例 #3
0
 private void VerifyBboAfterReplay(BBORepresentation beforeReplay, BBORepresentation afterReplay)
 {
     Assert.AreEqual(beforeReplay.BestAskOrderCount, afterReplay.BestAskOrderCount);
     Assert.AreEqual(beforeReplay.BestAskPrice, afterReplay.BestAskPrice);
     Assert.AreEqual(beforeReplay.BestAskVolume, afterReplay.BestAskVolume);
     Assert.AreEqual(beforeReplay.BestBidOrderCount, afterReplay.BestBidOrderCount);
     Assert.AreEqual(beforeReplay.BestBidPrice, afterReplay.BestBidPrice);
     Assert.AreEqual(beforeReplay.BestBidVolume, afterReplay.BestBidVolume);
     Assert.AreEqual(beforeReplay.CurrencyPair, afterReplay.CurrencyPair);
 }
コード例 #4
0
        /// <summary>
        /// Method that wil append get ticker info and append bbo to it
        /// </summary>
        /// <param name="currenyPair"></param>
        /// <returns></returns>
        public TickerInfoReadModel GetTickerInfo(string currenyPair)
        {
            TickerInfoReadModel model             = _tickerInfoRepository.GetTickerInfoByCurrencyPair(currenyPair);
            BBORepresentation   bboRepresentation = _bboMemoryImage.BBORepresentationList.Contains(currenyPair);

            if (bboRepresentation != null)
            {
                model.UpdateBboInTickerInfo(bboRepresentation);
            }
            return(model);
        }
コード例 #5
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        public void GetBboTest_ChecksIfTheBboIsRetreivedSuccessfully_ReturnsBboForCurrencypairIfPresent()
        {
            BBOMemoryImage         bboMemoryImage = new BBOMemoryImage();
            MarketDataQueryService queryService   = new MarketDataQueryService(null, null, bboMemoryImage, null, null);

            DepthLevel bestBid = new DepthLevel(new Price(491));

            bestBid.IncreaseVolume(new Volume(100));
            DepthLevel bestAsk = new DepthLevel(new Price(492));

            bestAsk.IncreaseVolume(new Volume(200));
            bboMemoryImage.OnBBOArrived("BTCUSD", bestBid, bestAsk);

            BBORepresentation bboRepresentation = queryService.GetBBO("BTCUSD");

            Assert.IsNotNull(bboRepresentation);
            Assert.AreEqual(bestBid.Price.Value, bboRepresentation.BestBidPrice);
            Assert.AreEqual(bestBid.AggregatedVolume.Value, bboRepresentation.BestBidVolume);
            Assert.AreEqual(bestBid.OrderCount, bboRepresentation.BestBidOrderCount);
            Assert.AreEqual(bestAsk.Price.Value, bboRepresentation.BestAskPrice);
            Assert.AreEqual(bestAsk.AggregatedVolume.Value, bboRepresentation.BestAskVolume);
            Assert.AreEqual(bestAsk.OrderCount, bboRepresentation.BestAskOrderCount);
        }