public async Task TradesSubscriptionWorks()
{
using (var client = ClientsFactory.GetPolygonSockClient())
{
await connectAndAuthenticate(client);
var waitObject = new AutoResetEvent(false);
client.TradeReceived += (trade) =>
{
Assert.Equal(SYMBOL, trade.Symbol);
waitObject.Set();
};
waitObject.Reset();
client.SubscribeTrade(SYMBOL);
if (_restClient.GetClockAsync().Result.IsOpen)
{
Assert.True(waitObject.WaitOne(
TimeSpan.FromSeconds(10)));
}
await client.DisconnectAsync();
}
}
public async void OrderPlaceCheckCancelWorks()
{
using (var sockClient = ClientsFactory.GetSockClient())
{
sockClient.OnError += (ex) =>
{
Assert.Null(ex.Message);
};
await sockClient.ConnectAsync();
var waitObject = new AutoResetEvent(false);
sockClient.OnTradeUpdate += (update) =>
{
Assert.NotNull(update);
Assert.NotNull(update.Order);
Assert.Equal(SYMBOL, update.Order.Symbol);
waitObject.Set();
};
var clientOrderId = Guid.NewGuid().ToString("N");
var clock = await _restClient.GetClockAsync();
var order = await _restClient.PostOrderAsync(
SYMBOL, 1, OrderSide.Buy, OrderType.Market,
clock.IsOpen?TimeInForce.Day : TimeInForce.Opg,
clientOrderId : clientOrderId);
Assert.NotNull(order);
Assert.Equal(SYMBOL, order.Symbol);
Assert.Equal(clientOrderId, order.ClientOrderId);
var orderById = await _restClient.GetOrderAsync(order.OrderId);
var orderByClientId = await _restClient.GetOrderAsync(clientOrderId);
Assert.NotNull(orderById);
Assert.NotNull(orderByClientId);
var result = await _restClient.DeleteOrderAsync(order.OrderId);
Assert.True(result);
Assert.True(waitObject.WaitOne(
TimeSpan.FromSeconds(10)));
await sockClient.DisconnectAsync();
}
}
public async void ConnectWorks()
{
using (var client = ClientsFactory.GetSockClient())
{
await client.ConnectAsync();
var waitObject = new AutoResetEvent(false);
client.Connected += (status) =>
{
Assert.Equal(AuthStatus.Authorized, status);
waitObject.Set();
};
Assert.True(waitObject.WaitOne(
TimeSpan.FromSeconds(10)));
await client.DisconnectAsync();
}
}
public void NatsSeveralSubscriptionWorks()
{
using (var client = ClientsFactory.GetNatsClient())
{
client.Open();
var waitObjects = new []
{
new AutoResetEvent(false),
new AutoResetEvent(false)
};
client.TradeReceived += (trade) =>
{
Assert.Equal(SYMBOL, trade.Symbol);
waitObjects[0].Set();
};
client.QuoteReceived += (quote) =>
{
Assert.Equal(SYMBOL, quote.Symbol);
waitObjects[1].Set();
};
client.SubscribeTrade(SYMBOL);
client.SubscribeQuote(SYMBOL);
if (_restClient.GetClockAsync().Result.IsOpen)
{
// ReSharper disable once CoVariantArrayConversion
Assert.True(WaitHandle.WaitAll(
waitObjects, TimeSpan.FromSeconds(10)));
}
client.Close();
}
}
public void NatsMinuteAggSubscriptionWorks()
{
using (var client = ClientsFactory.GetNatsClient())
{
client.Open();
var waitObject = new AutoResetEvent(false);
client.AggReceived += (agg) =>
{
Assert.Equal(SYMBOL, agg.Symbol);
waitObject.Set();
};
client.SubscribeMinuteAgg(SYMBOL);
if (_restClient.GetClockAsync().Result.IsOpen)
{
Assert.True(waitObject.WaitOne(
TimeSpan.FromSeconds(120)));
}
client.Close();
}
}
public void NatsSecondBarSubscriptionWorks()
{
using (var client = ClientsFactory.GetNatsClient())
{
client.Open();
var waitObject = new AutoResetEvent(false);
client.BarReceived += (bar) =>
{
Assert.Equal("AAPL", bar.Symbol);
waitObject.Set();
};
client.SubscribeSecondBar("AAPL");
if (_restClient.GetClockAsync().Result.IsOpen)
{
Assert.True(waitObject.WaitOne(
TimeSpan.FromSeconds(10)));
}
client.Close();
}
}
