public void Should_Convert_Type_Update()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL";
var fields = new[] { DynamicFieldset.Symbol };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.Type, "Q");
}
public void Should_Convert_Tick()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{IntegerValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.Tick };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.Tick, IntegerValue);
}
public void Should_Convert_Symbol()
{
// Arrange
var message = "Q,AAPL";
var fields = new[] { DynamicFieldset.Symbol };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.Symbol, "AAPL");
}
public void Should_Convert_SettlementDate()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{DateTimeStringValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.SettlementDate };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.SettlementDate, _dateTimeValue);
}
public void Should_Convert_Spread()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{DoubleValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.Spread };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.Spread, DoubleValue);
}
public void Should_Convert_PercentOffAverageVolume()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{DoubleValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.PercentOffAverageVolume };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.PercentOffAverageVolume, DoubleValue);
}
public void Should_Convert_RestrictedCode()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{StringValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.RestrictedCode };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.RestrictedCode, StringValue);
}
public void Should_Convert_MostRecentTradeMarketCenter()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{IntegerValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.MostRecentTradeMarketCenter };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.MostRecentTradeMarketCenter, IntegerValue);
}
public void Should_Convert_MostRecentTradeTime()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{TimeSpanStringValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.MostRecentTradeTime };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.MostRecentTradeTime, _timeSpanValue);
}
public void Should_Convert_MarketCapitalization()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{DoubleValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.MarketCapitalization };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.MarketCapitalization, DoubleValue);
}
public void Should_Convert_FinancialStatusIndicator()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{StringValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.FinancialStatusIndicator };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.FinancialStatusIndicator, StringValue);
}
public void Should_Convert_ExtendedTradingDifference()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{DoubleValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.ExtendedTradingDifference };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.ExtendedTradingDifference, DoubleValue);
}
public void Should_Convert_DecimalPrecision()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{StringValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.DecimalPrecision };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.DecimalPrecision, StringValue);
}
public void Should_Convert_AvailableRegions()
{
// Arrange
var message = $"Q,DONT_CARE_SYMBOL,{StringValue}";
var fields = new[] { DynamicFieldset.Symbol, DynamicFieldset.AvailableRegions };
// Act
var dynamicFields = Level1DynamicFields.Parse(message, fields);
// Assert
Assert.AreEqual(dynamicFields.AvailableRegions, StringValue);
}
public void Should_Convert_SevenDayYield()
{
// Arrange
var message = "AAPL,";
var fields = new[] { DynamicFieldset.Symbol };
// Act
for (int i = 0; i < 5; i++)
{
var sw = Stopwatch.StartNew();
for (int j = 0; j < 1000000; j++)
{
var dynamicFields = Level1DynamicFields.Parse(message, fields);
}
sw.Stop();
Console.WriteLine(sw.Elapsed.TotalMilliseconds);
}
}
protected override void ProcessUpdateMessage(string msg)
{
var dynamicFields = Level1DynamicFields.Parse(msg, _dynamicFieldsets);
Update?.Invoke(new UpdateSummaryDynamicMessage(dynamicFields));
}
public UpdateSummaryDynamicMessage(Level1DynamicFields dynamicFields)
{
DynamicFields = dynamicFields;
}