public void ReturnsCorrectLeanSymbol(string brokerageSymbol)
{
var symbol = _symbolMapper.GetLeanSymbol(brokerageSymbol, SecurityType.Equity, Market.USA);
Assert.AreEqual(brokerageSymbol, symbol.Value);
Assert.AreEqual(SecurityType.Equity, symbol.ID.SecurityType);
Assert.AreEqual(Market.USA, symbol.ID.Market);
}
private void OnSubscribe(BitfinexWebSocketWrapper webSocket, ChannelSubscription data)
{
try
{
lock (_locker)
{
var channel = new Channel(data.Channel, _symbolMapper.GetLeanSymbol(data.Symbol, SecurityType.Crypto, Market.Bitfinex));
BitfinexWebSocketChannels channels;
if (!_channelsByWebSocket.TryGetValue(webSocket, out channels))
{
_onSubscribeEvent.Set();
return;
}
channels.TryAdd(data.ChannelId, channel);
Log.Trace($"BitfinexSubscriptionManager.OnSubscribe(): Channel subscribed: Id:{data.ChannelId} {channel.Symbol}/{channel.Name}");
_onSubscribeEvent.Set();
webSocket.ConnectionHandler.EnableMonitoring(true);
}
}
catch (Exception e)
{
Log.Error(e);
throw;
}
}
/// <summary>
/// Gets the coin API entry data.
/// </summary>
/// <param name="file">The source file.</param>
/// <param name="processingDate">The processing date.</param>
/// <param name="market">The market/exchange.</param>
/// <returns></returns>
public CoinApiEntryData GetCoinApiEntryData(FileInfo file, DateTime processingDate, string market)
{
// crypto/<market>/<date>/<ticktype>-563-BITFINEX_SPOT_BTC_USD.csv.gz
var tickType = file.FullName.Contains("trade") ? TickType.Trade : TickType.Quote;
var symbolId = Path.GetFileNameWithoutExtension(Path.GetFileNameWithoutExtension(file.Name)).Split('-').Last();
var symbol = _symbolMapper.GetLeanSymbol(symbolId, SecurityType.Crypto, market);
return(new CoinApiEntryData
{
Name = file.Name,
Symbol = symbol,
TickType = tickType,
Date = processingDate
});
}