public void TestSetSymbols()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
s.AddSymbols("AAPL", "IBM");
listener.WaitEvents <IDxOrder>("AAPL", "IBM");
s.SetSymbols("XBT/USD");
listener.ClearEvents <IDxOrder>();
Thread.Sleep(10000);
listener.WaitEvents <IDxOrder>("XBT/USD");
Assert.GreaterOrEqual(listener.GetEventCount <IDxOrder>("XBT/USD"), 1);
Assert.AreEqual(0, listener.GetEventCount <IDxOrder>("AAPL", "IBM"));
// add another symbols
s.AddSymbols("AAPL", "IBM");
listener.WaitEvents <IDxOrder>("XBT/USD", "AAPL", "IBM");
}
}
}
public void TestClearSymbols()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleSymbolString = "XBT/USD{=d}";
string aaplSymbolString = "AAPL{=d,price=mark}";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(defaultDateTime, listener))
{
s.AddSymbol(CandleSymbol.ValueOf(candleSymbolString));
listener.WaitEvents <IDxCandle>(candleSymbolString);
s.Clear();
listener.ClearEvents <IDxCandle>();
Thread.Sleep(10000);
Assert.AreEqual(0, listener.GetEventCount <IDxCandle>());
//try to restore symbols
s.AddSymbol(CandleSymbol.ValueOf(candleSymbolString));
listener.WaitEvents <IDxCandle>(candleSymbolString);
//set other symbol
s.Clear();
listener.ClearEvents <IDxCandle>();
s.AddSymbol(CandleSymbol.ValueOf(aaplSymbolString));
listener.WaitEvents <IDxCandle>(aaplSymbolString);
Assert.AreEqual(listener.GetEventCount <IDxCandle>(), listener.GetEventCount <IDxCandle>(aaplSymbolString));
}
}
}
public void CreateSubscriptionTypesTest()
{
//create default endpoint
DXEndpoint.Create();
//try to create subscription with invalid event types parameters
//all attempts to create subscription in this block must be failed with exception
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxOrder>(typeof(IDxCandle), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxIndexedEvent>(typeof(IDxCandle), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxLastingEvent>(typeof(IDxOrder), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxMarketEvent>(typeof(IDxCandle));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxMarketEvent>(typeof(string));
});
var symbol = "SYMA";
var s = DXFeed.GetInstance().CreateSubscription <IDxEventType>(typeof(IDxOrder), typeof(IDxTrade));
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
EventPlayer <IDxEventType> eventPlayer = new EventPlayer <IDxEventType>(s as DXFeedSubscription <IDxEventType>);
var playedOrder = new PlayedOrder(symbol, 0, 0x4e54560000000006, 0, 0, 0, 0, 100, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA");
eventPlayer.PlayEvents(symbol, playedOrder);
var playedTrade = new PlayedTrade(symbol, 0, 0, 0, 'B', 123.456, 100, 123, 1.1, 0, 2.2, 0.0, Direction.Undefined, false, Scope.Regional);
eventPlayer.PlayEvents(symbol, playedTrade);
Assert.AreEqual(eventListener.GetEventCount <IDxOrder>(symbol), 1);
Assert.AreEqual(eventListener.GetEventCount <IDxTrade>(symbol), 1);
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXFeed.GetInstance().CreateSubscription <IDxEventType>(typeof(IDxOrder), typeof(IDxTrade));
});
});
}
public void CreateTimeSeriesSubscriptionTypesTest()
{
//create default endpoint
DXEndpoint.Create();
//try to create subscription with invalid event types parameters
//all attempts to create subscription in this block must be failed with exception
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxCandle), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxOrder), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(string));
});
var symbol = "SYMA";
var s = DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxCandle), typeof(IDxGreeks));
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
EventPlayer <IDxTimeSeriesEvent> eventPlayer = new EventPlayer <IDxTimeSeriesEvent>(s as DXFeedSubscription <IDxTimeSeriesEvent>);
var playedCandle = new PlayedCandle(symbol, Tools.DateToUnixTime(DateTime.Now), 123, 100, 12.34, 56.78, 9.0, 43.21, 1000, 999, 1001, 1002, 1, 777, 888, EventFlag.RemoveSymbol);
eventPlayer.PlayEvents(symbol, playedCandle);
var playedGreeks = new PlayedGreeks(symbol, EventFlag.RemoveSymbol, 1, Tools.DateToUnixTime(DateTime.Now), 456.789, 11, 555, 666, 777, 888, 999);
eventPlayer.PlayEvents(symbol, playedGreeks);
Assert.AreEqual(eventListener.GetEventCount <IDxCandle>(symbol), 1);
Assert.AreEqual(eventListener.GetEventCount <IDxGreeks>(symbol), 1);
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxCandle), typeof(IDxGreeks));
});
});
}
public void CreateTimeSeriesSubscriptionTest()
{
var symbol = "SYMA";
var s = DXEndpoint.Create().Feed.CreateTimeSeriesSubscription <IDxCandle>();
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
var playedCandle = new PlayedCandle(symbol, Tools.DateToUnixTime(DateTime.Now), 123, 100, 12.34, 56.78, 9.0, 43.21, 1000, 999, 1001, 1002, 1, 777, 888, EventFlag.RemoveSymbol);
EventPlayer <IDxCandle> eventPlayer = new EventPlayer <IDxCandle>(s as DXFeedSubscription <IDxCandle>);
eventPlayer.PlayEvents(symbol, playedCandle);
Assert.AreEqual(eventListener.GetEventCount <IDxCandle>(symbol), 1);
IDxCandle receivedCandle = eventListener.GetLastEvent <IDxCandle>().Event;
Assert.AreEqual(symbol, receivedCandle.EventSymbol.ToString());
CompareCandles(playedCandle, receivedCandle);
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXEndpoint.GetInstance().Feed.CreateTimeSeriesSubscription <IDxCandle>();
});
});
}
private void PrintEvents <TE>(TestListener listener, params string[] symbols)
{
Console.WriteLine(string.Format("Event {0}: Total data count: {1}", typeof(TE), listener.GetEventCount <TE>()));
foreach (string symbol in symbols)
{
Console.WriteLine(" symbol {0}: data count: {1}", symbol, listener.GetEventCount <TE>(symbol));
}
}
public void CreateSubscriptionTest()
{
var symbol = "SYMA";
var s = DXEndpoint.Create().Feed.CreateSubscription <IDxOrder>();
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
var playedOrder = new PlayedOrder(symbol, 0, 0x4e54560000000006, 0, 0, 0, 0, 100, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA");
EventPlayer <IDxOrder> eventPlayer = new EventPlayer <IDxOrder>(s as DXFeedSubscription <IDxOrder>);
eventPlayer.PlayEvents(symbol, playedOrder);
Assert.AreEqual(eventListener.GetEventCount <IDxOrder>(symbol), 1);
IDxOrder receivedOrder = eventListener.GetLastEvent <IDxOrder>().Event;
Assert.AreEqual(symbol, receivedOrder.EventSymbol);
CompareOrders(playedOrder, receivedOrder);
//try to create subscription on closed endpoint
DXEndpoint.GetInstance().Close();
Assert.Catch(typeof(InvalidOperationException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxOrder>();
});
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXFeed.GetInstance().CreateSubscription <IDxOrder>();
});
});
}
public void ResetFromTimeStampTest()
{
string symbol = "SYMA";
TestListener eventListener = new TestListener();
var s = DXEndpoint.Create().Feed.CreateTimeSeriesSubscription <IDxCandle>();
s.OnSubscriptionClosed += OnSubscriptionClosed;
s.OnSymbolsAdded += OnSymbolsAdded;
s.OnSymbolsRemoved += OnSymbolsRemoved;
s.AddEventListener(eventListener);
s.AddSymbols(symbol);
Assert.AreEqual(long.MaxValue, s.FromTimeStamp);
//try to change FromTimeStamp property
isFiresOnSubscriptionClosed = false;
isFiresOnSymbolsAdded = false;
isFiresOnSymbolsRemoved = false;
long fromTime = Tools.DateToUnixTime(DateTime.Now.AddMonths(-1));
s.FromTimeStamp = fromTime;
Assert.AreEqual(fromTime, s.FromTimeStamp);
Assert.True(s.GetSymbols().SetEquals(new object[] { symbol }));
Assert.True(s.EventTypes.SetEquals(new Type[] { typeof(IDxCandle) }));
Assert.False(isFiresOnSubscriptionClosed);
Assert.False(isFiresOnSymbolsAdded);
Assert.False(isFiresOnSymbolsRemoved);
var playedCandle = new PlayedCandle(symbol, Tools.DateToUnixTime(DateTime.Now), 123, 100, 12.34, 56.78, 9.0, 43.21, 1000, 999, 1001, 1002, 1, 777, 888, EventFlag.RemoveSymbol);
EventPlayer <IDxCandle> eventPlayer = new EventPlayer <IDxCandle>(s as DXFeedSubscription <IDxCandle>);
eventPlayer.PlayEvents(symbol, playedCandle);
Assert.AreEqual(eventListener.GetEventCount <IDxCandle>(symbol), 1);
IDxCandle receivedCandle = eventListener.GetLastEvent <IDxCandle>().Event;
Assert.AreEqual(symbol, receivedCandle.EventSymbol.ToString());
DXFeedTest.CompareCandles(playedCandle, receivedCandle);
}