/// <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;
}
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");
}
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);
}
/// <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);
}
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);
}