public void GetMarketDepth_Should_RespondWithDepth() { // arrange var expected = new HuobiMarketDepth() { Asks = new List <HuobiOrderBookEntry>() { new HuobiOrderBookEntry() { Amount = 0.1m, Price = 0.2m } }, Bids = new List <HuobiOrderBookEntry>() { new HuobiOrderBookEntry() { Amount = 0.3m, Price = 0.4m } } }; var client = TestHelpers.CreateResponseClient(SerializeExpected(expected, true)); // act var result = client.GetMarketDepth("BTCETH", 1); // assert Assert.AreEqual(true, result.Success); Assert.IsTrue(TestHelpers.AreEqual(expected.Asks[0], result.Data.Asks[0])); Assert.IsTrue(TestHelpers.AreEqual(expected.Bids[0], result.Data.Bids[0])); }
public void SubscribeToDepthUpdates_Should_TriggerWithDepthUpdate() { // arrange var socket = new TestSocket(); socket.CanConnect = true; var client = TestHelpers.CreateSocketClient(socket); HuobiMarketDepth result = null; var subTask = client.SubscribeToMarketDepthUpdatesAsync("test", 1, test => result = test); socket.InvokeMessage($"{{\"subbed\": \"test\", \"status\": \"ok\", \"id\": \"{BaseClient.LastId}\"}}"); var subResult = subTask.Result; var expected = new HuobiMarketDepth() { Asks = new List <HuobiOrderBookEntry>() { new HuobiOrderBookEntry() { Amount = 0.1m, Price = 0.2m } }, Bids = new List <HuobiOrderBookEntry>() { new HuobiOrderBookEntry() { Amount = 0.3m, Price = 0.4m } } }; // act socket.InvokeMessage(SerializeExpected("market.test.depth.step1", expected)); // assert Assert.IsTrue(subResult.Success); Assert.IsTrue(TestHelpers.AreEqual(expected.Asks[0], result.Asks[0])); Assert.IsTrue(TestHelpers.AreEqual(expected.Bids[0], result.Bids[0])); }
private void HandleUpdate(HuobiMarketDepth data) { SetInitialOrderBook(data.Timestamp.Ticks, data.Asks, data.Bids); }