public void DetachSubscriptionTest()
{
//create default endpoint
DXEndpoint.Create();
//try to detach null subscription
Assert.Catch(typeof(ArgumentNullException), () =>
{
DXFeed.GetInstance().DetachSubscription <IDxOrder>(null);
});
//try to detach already detached subscription
var s = DXFeed.GetInstance().CreateSubscription <IDxOrder>();
DXFeed.GetInstance().DetachSubscription(s);
DXFeed.GetInstance().DetachSubscription(s);
//try to detach another not attached subscription
DXFeedSubscription <IDxOrder> other = new DXFeedSubscription <IDxOrder>(DXEndpoint.GetInstance() as DXEndpoint);
DXFeed.GetInstance().DetachSubscription(other);
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
var newSubscription = new DXFeedSubscription <IDxOrder>(DXEndpoint.GetInstance() as DXEndpoint);
DXFeed.GetInstance().AttachSubscription(newSubscription);
DXFeed.GetInstance().DetachSubscription(newSubscription);
});
});
}
public void IsClosedTest()
{
var s = DXEndpoint.Create().Feed.CreateSubscription <IDxOrder>();
Assert.False(s.IsClosed);
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.False(s.IsClosed);
});
s.Close();
Assert.True(s.IsClosed);
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
Assert.True(s.IsClosed);
});
});
//try to close subscription via closing endpoint
s = DXFeed.GetInstance().CreateSubscription <IDxOrder>();
Assert.False(s.IsClosed);
DXEndpoint.GetInstance().Close();
Assert.True(s.IsClosed);
}
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));
});
});
}
/// <summary>
/// Tries to get <see cref="DXFeedSubscription{E}"/> instance from current
/// <see cref="DXFeed"/>. This method uses reflection to get access to private
/// hashset of attached subscriptions. This methods returns first finded subscription
/// of type E that contains <paramref name="symbol"/>.
/// </summary>
/// <typeparam name="E">Event type.</typeparam>
/// <typeparam name="symbol">Event type.</typeparam>
/// <returns>
/// First finded subscription of type E that contains <paramref name="symbol"/>.
/// </returns>
/// <exception cref="InvalidOperationException">
/// Cannot access to private fileds or such subscription is not exist.
/// </exception>
internal static DXFeedSubscription <E> GetSubscriptionFromFeed <E>(string symbol)
where E : class, IDxEventType
{
FieldInfo attachedSubscriptionsInfo = typeof(DXFeed).GetField("attachedSubscriptions", BindingFlags.NonPublic | BindingFlags.Instance);
if (attachedSubscriptionsInfo == null)
{
throw new InvalidOperationException("attachedSubscriptions field not found!");
}
HashSet <object> attachedSubscriptionsSet = attachedSubscriptionsInfo.GetValue(DXFeed.GetInstance()) as HashSet <object>;
if (attachedSubscriptionsSet == null)
{
throw new InvalidOperationException("Cannot get the set of attached subscriptions!");
}
FieldInfo attachLockInfo = typeof(DXFeed).GetField("attachLock", BindingFlags.NonPublic | BindingFlags.Instance);;
if (attachLockInfo == null)
{
throw new InvalidOperationException("attachLock field not found!");
}
object attachLocker = attachLockInfo.GetValue(DXFeed.GetInstance());
if (attachLocker == null)
{
throw new InvalidOperationException("Cannot get the locker of attached subscriptions!");
}
HashSet <object> subscriptions = null;
lock (attachLocker)
{
subscriptions = new HashSet <object>(attachedSubscriptionsSet);
}
if (subscriptions.Count == 0)
{
throw new InvalidOperationException("There is no attached subscriptions to feed!");
}
DXFeedSubscription <E> subscription = null;
foreach (var s in subscriptions)
{
subscription = s as DXFeedSubscription <E>;
if (subscription != null && subscription.GetSymbols().Contains(symbol))
{
break;
}
}
if (subscription == null)
{
throw new InvalidOperationException(string.Format("The {0} subscription is not found in this feed!", typeof(E)));
}
return(subscription);
}
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 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 GetTimeSeriesPromiseTest()
{
//create default endpoint
DXEndpoint.Create();
var symbol = "SYMA";
//try to create promise with invalid parameters
Assert.Catch(typeof(ArgumentException), () =>
{
try
{
DXFeed.GetInstance().GetTimeSeriesPromise <IDxGreeks>(null, 0, 0, CancellationToken.None).Wait();
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
throw inner;
}
}
});
//try to cancel promise
CancellationTokenSource cancelSource = new CancellationTokenSource();
Task <List <IDxGreeks> > promise = DXFeed.GetInstance().GetTimeSeriesPromise <IDxGreeks>(symbol, 0, 0, cancelSource.Token);
cancelSource.CancelAfter(TimeSpan.FromSeconds(2));
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try wait promise with timeout
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(2));
promise = DXFeed.GetInstance().GetTimeSeriesPromise <IDxGreeks>(symbol, 0, 0, cancelSource.Token);
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try close endpoint while promise waiting
Task closeEndpointTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
DXEndpoint.GetInstance().Close();
});
promise = DXFeed.GetInstance().GetTimeSeriesPromise <IDxGreeks>(symbol, 0, 0, CancellationToken.None);
try
{
Task.WaitAll(promise, closeEndpointTask);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get promise on closed endpoint
promise = DXFeed.GetInstance().GetTimeSeriesPromise <IDxGreeks>(symbol, 0, 0, CancellationToken.None);
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get last event succesfully
DateTime date = DateTime.Now;
var playedGreeks = new PlayedGreeks[] {
new PlayedGreeks(symbol, 0, 5, Tools.DateToUnixTime(date), 156.789, 111, 155, 166, 177, 188, 199),
new PlayedGreeks(symbol, 0, 4, Tools.DateToUnixTime(date.AddMinutes(-1)), 256.789, 211, 255, 266, 277, 288, 299),
new PlayedGreeks(symbol, 0, 3, Tools.DateToUnixTime(date.AddMinutes(-2)), 356.789, 311, 355, 366, 377, 388, 399),
new PlayedGreeks(symbol, 0, 2, Tools.DateToUnixTime(date.AddMinutes(-3)), 456.789, 411, 455, 466, 477, 488, 499),
new PlayedGreeks(symbol, 0, 1, Tools.DateToUnixTime(date.AddMinutes(-4)), 556.789, 511, 555, 566, 577, 588, 599),
};
var expectedGreeks = new PlayedGreeks[] {
new PlayedGreeks(symbol, 0, 4, Tools.DateToUnixTime(date.AddMinutes(-1)), 256.789, 211, 255, 266, 277, 288, 299),
new PlayedGreeks(symbol, 0, 3, Tools.DateToUnixTime(date.AddMinutes(-2)), 356.789, 311, 355, 366, 377, 388, 399),
new PlayedGreeks(symbol, 0, 2, Tools.DateToUnixTime(date.AddMinutes(-3)), 456.789, 411, 455, 466, 477, 488, 499)
};
Task eventPlayerTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
EventPlayer <IDxGreeks> eventPlayer = new EventPlayer <IDxGreeks>(GetSubscriptionFromFeed <IDxGreeks>(symbol));
eventPlayer.PlaySnapshot(symbol, playedGreeks);
});
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(10));
promise = DXEndpoint.Create().Feed.GetTimeSeriesPromise <IDxGreeks>(symbol, Tools.DateToUnixTime(date.AddMinutes(-3)), Tools.DateToUnixTime(date.AddMinutes(-1)), cancelSource.Token);
Assert.DoesNotThrow(() =>
{
Task.WaitAll(promise, eventPlayerTask);
});
var receivedGreeks = promise.Result;
receivedGreeks.Reverse();
Assert.AreEqual(expectedGreeks.Length, receivedGreeks.Count);
for (int i = 0; i < expectedGreeks.Length; i++)
{
Assert.AreEqual(symbol, receivedGreeks[i].EventSymbol.ToString());
CompareGreeks(expectedGreeks[i], receivedGreeks[i]);
}
//thread-safety case
DXEndpoint.Create();
List <Task> tasks = new List <Task>();
for (int i = 0; i < 10; i++)
{
var threadSymbol = symbol + i.ToString();
var threadPlayedGreeks = new PlayedGreeks[] {
new PlayedGreeks(symbol, 0, 5, Tools.DateToUnixTime(date), 156.789, 111, 155, 166, 177, 188, 199),
new PlayedGreeks(symbol, 0, 4, Tools.DateToUnixTime(date.AddMinutes(-1)), 256.789, 211, 255, 266, 277, 288, 299),
new PlayedGreeks(symbol, 0, 3, Tools.DateToUnixTime(date.AddMinutes(-2)), 356.789, 311, 355, 366, 377, 388, 399),
new PlayedGreeks(symbol, 0, 2, Tools.DateToUnixTime(date.AddMinutes(-3)), 456.789, 411, 455, 466, 477, 488, 499),
new PlayedGreeks(symbol, 0, 1, Tools.DateToUnixTime(date.AddMinutes(-4)), 556.789, 511, 555, 566, 577, 588, 599),
};
tasks.Add(Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
var eventPlayer = new EventPlayer <IDxGreeks>(GetSubscriptionFromFeed <IDxGreeks>(threadSymbol));
eventPlayer.PlaySnapshot(threadSymbol, threadPlayedGreeks);
}));
var threadPromise = DXEndpoint.GetInstance().Feed
.GetTimeSeriesPromise <IDxGreeks>(threadSymbol, Tools.DateToUnixTime(date.AddMinutes(-3)), Tools.DateToUnixTime(date.AddMinutes(-1)), new CancellationTokenSource(TimeSpan.FromSeconds(20)).Token)
.ContinueWith((resultPromise) =>
{
foreach (var g in resultPromise.Result)
{
Assert.AreEqual(threadSymbol, g.EventSymbol);
}
});
tasks.Add(threadPromise);
}
;
Assert.DoesNotThrow(() =>
{
Task.WaitAll(tasks.ToArray());
});
}
public void GetIndexedEventsPromiseTest()
{
//create default endpoint
DXEndpoint.Create();
var symbol = "SYMA";
//try to create promise with invalid parameters
Assert.Catch(typeof(ArgumentException), () =>
{
try
{
DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(null, OrderSource.NTV, CancellationToken.None).Wait();
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
throw inner;
}
}
});
Assert.Catch(typeof(ArgumentException), () =>
{
try
{
DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(symbol, null, CancellationToken.None).Wait();
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
throw inner;
}
}
});
//try to cancel promise
CancellationTokenSource cancelSource = new CancellationTokenSource();
Task <List <IDxOrder> > promise = DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(symbol, OrderSource.NTV, cancelSource.Token);
cancelSource.CancelAfter(TimeSpan.FromSeconds(2));
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try wait promise with timeout
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(2));
promise = DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(symbol, OrderSource.NTV, cancelSource.Token);
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try close endpoint while promise waiting
Task closeEndpointTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
DXEndpoint.GetInstance().Close();
});
promise = DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(symbol, OrderSource.NTV, CancellationToken.None);
try
{
Task.WaitAll(promise, closeEndpointTask);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get promise on closed endpoint
promise = DXFeed.GetInstance().GetIndexedEventsPromise <IDxOrder>(symbol, OrderSource.NTV, CancellationToken.None);
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get last event succesfully
DateTime date = DateTime.Now;
var playedOrders = new PlayedOrder[] {
new PlayedOrder(symbol, 0, 0x4e54560000000006, Tools.DateToUnixTime(date), 0, 0, 100, 100, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000005, Tools.DateToUnixTime(date.AddMinutes(-1)), 0, 0, 100.5, 101, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000004, Tools.DateToUnixTime(date.AddMinutes(-2)), 0, 0, 101, 102, 25, Scope.Order, Side.Sell, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000003, Tools.DateToUnixTime(date.AddMinutes(-3)), 0, 0, 100, 103, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000002, Tools.DateToUnixTime(date.AddMinutes(-4)), 0, 0, 100.4, 104, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000001, Tools.DateToUnixTime(date.AddMinutes(-5)), 0, 0, 100.3, 105, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(symbol, 0, 0x4e54560000000000, Tools.DateToUnixTime(date.AddMinutes(-6)), 0, 0, 100.2, 106, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA")
};
Task eventPlayerTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(1));
EventPlayer <IDxOrder> eventPlayer = new EventPlayer <IDxOrder>(GetSubscriptionFromFeed <IDxOrder>(symbol));
eventPlayer.PlaySnapshot(symbol, playedOrders);
});
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(10));
promise = DXEndpoint.Create().Feed.GetIndexedEventsPromise <IDxOrder>(symbol, OrderSource.NTV, cancelSource.Token);
Assert.DoesNotThrow(() =>
{
Task.WaitAll(promise, eventPlayerTask);
});
var receivedOrders = promise.Result;
receivedOrders.Reverse();
Assert.AreEqual(playedOrders.Length, receivedOrders.Count);
for (int i = 0; i < playedOrders.Length; i++)
{
Assert.AreEqual(symbol, receivedOrders[i].EventSymbol);
CompareOrders(playedOrders[i], receivedOrders[i]);
}
//thread-safety case
DXEndpoint.Create();
List <Task> tasks = new List <Task>();
for (int i = 0; i < 10; i++)
{
var threadSymbol = symbol + i.ToString();
var threadPlayedOrders = new PlayedOrder[] {
new PlayedOrder(threadSymbol, 0, 0x4e54560000000006, Tools.DateToUnixTime(date), 0, 0, 100, 100, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000005, Tools.DateToUnixTime(date.AddMinutes(-1)), 0, 0, 100.5, 101, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000004, Tools.DateToUnixTime(date.AddMinutes(-2)), 0, 0, 101, 102, 25, Scope.Order, Side.Sell, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000003, Tools.DateToUnixTime(date.AddMinutes(-3)), 0, 0, 100, 103, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000002, Tools.DateToUnixTime(date.AddMinutes(-4)), 0, 0, 100.4, 104, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000001, Tools.DateToUnixTime(date.AddMinutes(-5)), 0, 0, 100.3, 105, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA"),
new PlayedOrder(threadSymbol, 0, 0x4e54560000000000, Tools.DateToUnixTime(date.AddMinutes(-6)), 0, 0, 100.2, 106, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA")
};
tasks.Add(Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
var eventPlayer = new EventPlayer <IDxOrder>(GetSubscriptionFromFeed <IDxOrder>(threadSymbol));
eventPlayer.PlaySnapshot(threadSymbol, threadPlayedOrders);
}));
var threadPromise = DXEndpoint.GetInstance().Feed
.GetIndexedEventsPromise <IDxOrder>(threadSymbol, OrderSource.NTV, new CancellationTokenSource(TimeSpan.FromSeconds(20)).Token)
.ContinueWith((resultPromise) =>
{
foreach (var o in resultPromise.Result)
{
Assert.AreEqual(threadSymbol, o.EventSymbol);
}
});
tasks.Add(threadPromise);
}
;
Assert.DoesNotThrow(() =>
{
Task.WaitAll(tasks.ToArray());
});
}
public void GetLastEventsPromisesTest()
{
//create default endpoint
DXEndpoint.Create();
var symbols = new string[] { "SYMA", "SYMB" };
//try to create promise with invalid parameters
Assert.Catch(typeof(ArgumentException), () =>
{
try
{
Task.WaitAll(DXFeed.GetInstance().GetLastEventsPromises <IDxTrade>(null, CancellationToken.None).ToArray());
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
throw inner;
}
}
});
Assert.Catch(typeof(ArgumentException), () =>
{
try
{
Task.WaitAll(DXFeed.GetInstance().GetLastEventsPromises <IDxTrade>(new object[] { null }, CancellationToken.None).ToArray());
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
throw inner;
}
}
});
//try to cancel promise
CancellationTokenSource cancelSource = new CancellationTokenSource();
List <Task <IDxLastingEvent> > promises = DXFeed.GetInstance().GetLastEventsPromises <IDxTrade>(symbols, cancelSource.Token);
cancelSource.CancelAfter(TimeSpan.FromSeconds(2));
try
{
Task.WaitAll(promises.ToArray());
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try wait promise with timeout
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(2));
promises = DXFeed.GetInstance().GetLastEventsPromises <IDxTrade>(symbols, cancelSource.Token);
try
{
Task.WaitAll(promises.ToArray());
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try close endpoint while promise waiting
Task closeEndpointTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
DXEndpoint.GetInstance().Close();
});
promises = DXFeed.GetInstance().GetLastEventsPromises <IDxTrade>(symbols, CancellationToken.None);
List <Task> allTasks = new List <Task>();
foreach (var p in promises)
{
allTasks.Add(p);
}
allTasks.Add(closeEndpointTask);
try
{
Task.WaitAll(allTasks.ToArray());
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get promise on closed endpoint
promises = DXFeed.GetInstance().GetLastEventsPromises <IDxTrade>(symbols, CancellationToken.None);
try
{
Task.WaitAll(promises.ToArray());
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get last event succesfully
var playedTrades = new PlayedTrade[] {
new PlayedTrade(symbols[0], Tools.DateToUnixTime(DateTime.Now), 0, 0, 'B', 123.456, 100, 123, 1.1, 0, 2.2, 0.0, Direction.Undefined, false, Scope.Regional),
new PlayedTrade(symbols[1], Tools.DateToUnixTime(DateTime.Now), 0, 0, 'B', 234.567, 101, 234, 3.2, 0, 4.3, 0.0, Direction.Undefined, false, Scope.Regional)
};
Task eventPlayerTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(1));
foreach (var t in playedTrades)
{
EventPlayer <IDxTrade> eventPlayer = new EventPlayer <IDxTrade>(GetSubscriptionFromFeed <IDxTrade>(t.EventSymbol));
eventPlayer.PlayEvents(t.EventSymbol, t);
}
});
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(10));
promises = DXEndpoint.Create().Feed.GetLastEventsPromises <IDxTrade>(symbols, cancelSource.Token);
allTasks = new List <Task>();
foreach (var p in promises)
{
allTasks.Add(p);
}
allTasks.Add(eventPlayerTask);
Assert.DoesNotThrow(() =>
{
Task.WaitAll(allTasks.ToArray());
});
Dictionary <string, PlayedTrade> playedTradeDictionary = new Dictionary <string, PlayedTrade>();
foreach (var t in playedTrades)
{
playedTradeDictionary[t.EventSymbol] = t;
}
foreach (var p in promises)
{
IDxTrade lastTrade = p.Result as IDxTrade;
Assert.True(playedTradeDictionary.ContainsKey(lastTrade.EventSymbol));
var playedTrade = playedTradeDictionary[lastTrade.EventSymbol];
playedTradeDictionary.Remove(lastTrade.EventSymbol);
CompareTrades(playedTrade, lastTrade);
}
//thread-safety case
DXEndpoint.Create();
List <Task> threadTasks = new List <Task>();
for (int i = 0; i < 10; i++)
{
var threadSymbols = new string[] { symbols[0] + i.ToString(), symbols[1] + i.ToString() };
var threadPlayedTrades = new PlayedTrade[] {
new PlayedTrade(threadSymbols[0], Tools.DateToUnixTime(DateTime.Now), 0, 0, 'B', 123.456, 100, 123, 1.1, 0, 2.2, 0.0, Direction.Undefined, false, Scope.Regional),
new PlayedTrade(threadSymbols[1], Tools.DateToUnixTime(DateTime.Now), 0, 0, 'B', 234.567, 101, 234, 3.2, 0, 4.3, 0.0, Direction.Undefined, false, Scope.Regional)
};
HashSet <string> threadPlayedSymbols = new HashSet <string>();
foreach (var t in threadPlayedTrades)
{
threadTasks.Add(Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
var eventPlayer = new EventPlayer <IDxTrade>(GetSubscriptionFromFeed <IDxTrade>(t.EventSymbol));
eventPlayer.PlayEvents(t.EventSymbol, t);
}));
threadPlayedSymbols.Add(t.EventSymbol);
}
foreach (var p in DXEndpoint.GetInstance().Feed.GetLastEventsPromises <IDxTrade>(threadSymbols, new CancellationTokenSource(TimeSpan.FromSeconds(20)).Token))
{
threadTasks.Add(p.ContinueWith((resultPromise) =>
{
IDxTrade threadTrade = resultPromise.Result as IDxTrade;
Assert.True(threadPlayedSymbols.Remove(threadTrade.EventSymbol));
}));
}
}
;
Assert.DoesNotThrow(() =>
{
Task.WaitAll(threadTasks.ToArray());
});
}
public void GetLastEventPromiseTest()
{
//create default endpoint
DXEndpoint.Create();
var symbol = "SYMA";
//try to create promise with invalid parameters
Assert.Catch(typeof(ArgumentException), () =>
{
try
{
DXFeed.GetInstance().GetLastEventPromise <IDxTrade>(null, CancellationToken.None).Wait();
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
throw inner;
}
}
});
//try to cancel promise
CancellationTokenSource cancelSource = new CancellationTokenSource();
Task <IDxLastingEvent> promise = DXFeed.GetInstance().GetLastEventPromise <IDxTrade>(symbol, cancelSource.Token);
cancelSource.CancelAfter(TimeSpan.FromSeconds(2));
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try wait promise with timeout
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(2));
promise = DXFeed.GetInstance().GetLastEventPromise <IDxTrade>(symbol, cancelSource.Token);
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try close endpoint while promise waiting
Task closeEndpointTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
DXEndpoint.GetInstance().Close();
});
promise = DXFeed.GetInstance().GetLastEventPromise <IDxTrade>(symbol, CancellationToken.None);
try
{
Task.WaitAll(promise, closeEndpointTask);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get promise on closed endpoint
promise = DXFeed.GetInstance().GetLastEventPromise <IDxTrade>(symbol, CancellationToken.None);
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get last event succesfully
var playedTrade = new PlayedTrade(symbol, Tools.DateToUnixTime(DateTime.Now), 0, 0, 'B', 123.456, 100, 123, 1.1, 0, 2.2, 0.0, Direction.Undefined, false, Scope.Regional);
Task eventPlayerTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(1));
EventPlayer <IDxTrade> eventPlayer = new EventPlayer <IDxTrade>(GetSubscriptionFromFeed <IDxTrade>(symbol));
eventPlayer.PlayEvents(symbol, playedTrade);
});
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(10));
promise = DXEndpoint.Create().Feed.GetLastEventPromise <IDxTrade>(symbol, cancelSource.Token);
Assert.DoesNotThrow(() =>
{
Task.WaitAll(promise, eventPlayerTask);
});
IDxTrade lastTrade = promise.Result as IDxTrade;
Assert.AreEqual(symbol, lastTrade.EventSymbol);
CompareTrades(playedTrade, lastTrade);
//thread-safety case
DXEndpoint.Create();
List <Task> tasks = new List <Task>();
for (int i = 0; i < 10; i++)
{
var threadSymbol = symbol + i.ToString();
var threadPlayedTrade = new PlayedTrade(threadSymbol, Tools.DateToUnixTime(DateTime.Now), 0, 0, 'B', 123.456, 100, 123, 1.1, 0, 2.2, 0.0, Direction.Undefined, false, Scope.Regional);
tasks.Add(Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(1));
var eventPlayer = new EventPlayer <IDxTrade>(GetSubscriptionFromFeed <IDxTrade>(threadSymbol));
eventPlayer.PlayEvents(threadSymbol, threadPlayedTrade);
}));
var threadPromise = DXEndpoint.GetInstance().Feed
.GetLastEventPromise <IDxTrade>(threadSymbol, new CancellationTokenSource(TimeSpan.FromSeconds(5)).Token)
.ContinueWith((resultPromise) =>
{
IDxTrade threadTrade = resultPromise.Result as IDxTrade;
Assert.AreEqual(threadSymbol, threadTrade.EventSymbol);
});
tasks.Add(threadPromise);
}
;
Assert.DoesNotThrow(() =>
{
Task.WaitAll(tasks.ToArray());
});
}
/// <summary>
/// Protected constructor for implementations of DXEndpoint.
/// </summary>
protected DXEndpoint()
{
assyncState = DXEndpointState.NotConnected;
Feed = new DXFeed(this);
}