internal void CanSerializeAndDeserialize_TickDataResponse()
{
// Arrange
var dataSerializer = new QuoteTickSerializer();
var datetimeFrom = StubZonedDateTime.UnixEpoch() + Duration.FromMinutes(1);
var datetimeTo = datetimeFrom + Duration.FromMinutes(1);
var symbol = new Symbol("AUD/USD", new Venue("FXCM"));
var tick1 = new QuoteTick(
symbol,
Price.Create(1.00000m),
Price.Create(1.00000m),
Quantity.One(),
Quantity.One(),
datetimeFrom);
var tick2 = new QuoteTick(
symbol,
Price.Create(1.00010m),
Price.Create(1.00020m),
Quantity.One(),
Quantity.One(),
datetimeTo);
var ticks = new[] { tick1, tick2 };
var correlationId = Guid.NewGuid();
var id = Guid.NewGuid();
var metadata = new Dictionary <string, string> {
{ "Symbol", symbol.Value }
};
var serializedTicks = dataSerializer.Serialize(ticks);
var data = dataSerializer.SerializeBlob(serializedTicks, metadata);
var response = new DataResponse(
data,
typeof(Tick[]).Name,
dataSerializer.BlobEncoding,
correlationId,
id,
StubZonedDateTime.UnixEpoch());
// Act
var serializedResponse = this.serializer.Serialize(response);
var deserializedResponse = (DataResponse)this.serializer.Deserialize(serializedResponse);
var deserializedData = dataSerializer.DeserializeBlob(deserializedResponse.Data);
// Assert
Assert.Equal(response, deserializedResponse);
Assert.Equal(tick1, deserializedData[0]);
Assert.Equal(tick2, deserializedData[1]);
Assert.Equal(correlationId, deserializedResponse.CorrelationId);
this.Output.WriteLine(Convert.ToBase64String(serializedResponse));
this.Output.WriteLine(Encoding.UTF8.GetString(serializedResponse));
}
public TickProviderTests(ITestOutputHelper output)
: base(output)
{
// Fixture Setup
this.container = TestComponentryContainer.Create(output);
this.messagingAdapter = new MockMessageBusProvider(this.container).Adapter;
this.tickSerializer = new QuoteTickSerializer();
this.repository = new MockMarketDataRepository(
this.container,
this.tickSerializer,
new TradeTickSerializer(),
new BarSerializer(),
DataBusFactory.Create(this.container));
}
