public void Deserialize_ThrowsExecption_IfMessageIsGreaterThan35Bytes()
{
var bytes = new byte[53];
Exception ex = Assert.Throws <Exception>(() => CancelledOrderSerializer.Deserialize(bytes));
Assert.Equal("Canceled Order Message must be of Size : 52", ex.Message);
}
public void Deserialize_ThrowsExecption_IfMessageIsNothaveValidType()
{
var bytes = new byte[52];
Exception ex = Assert.Throws <Exception>(() => CancelledOrderSerializer.Deserialize(bytes));
Assert.Equal("Invalid Message", ex.Message);
}
private void OnMessage(byte[] body)
{
var type = Serializer.GetMessageType(body);
object obj = null;
switch (type)
{
case MessageType.Cancel:
obj = CancelledOrderSerializer.Deserialize(body);
break;
case MessageType.Fill:
obj = FillSerializer.Deserialize(body);
break;
case MessageType.OrderTrigger:
obj = OrderTriggerSerializer.Deserialize(body);
break;
default:
//TODO
break;
}
var message = new Message(type.Value, body, obj);
_inboundChannelWritter.TryWrite(message);
}
public void Deserialize_ThrowsExecption_IfMessageIsNothaveValidType()
{
var bytes = new byte[68];
Exception ex = Assert.Throws <Exception>(() => CancelledOrderSerializer.Deserialize(bytes));
Assert.Equal(Types.Constant.INVALID_MESSAGE, ex.Message);
}
public void Deserialize_ThrowsExecption_IfVersionIsNotSet()
{
var bytes = new byte[52];
bytes[4] = (byte)MessageType.Cancel;
Exception ex = Assert.Throws <Exception>(() => CancelledOrderSerializer.Deserialize(bytes));
Assert.Equal("version mismatch", ex.Message);
}
public void Deserialize_ThrowsExecption_IfVersionIsNotSet()
{
var bytes = new byte[68];
bytes[4] = (byte)MessageType.Cancel;
Exception ex = Assert.Throws <Exception>(() => CancelledOrderSerializer.Deserialize(bytes));
Assert.Equal(Types.Constant.INVALID_VERSION, ex.Message);
}
public void Deserialize_Doesnotthrowexception_Min()
{
var bytes = CancelledOrderSerializer.Serialize(new CancelledOrder {
OrderId = OrderId.MinValue, Timestamp = int.MinValue, RemainingQuantity = int.MinValue, CancelReason = CancelReason.UserRequested, Cost = Quantity.MinValue
});
var messageLength = BitConverter.ToInt32(bytes, 0);
Assert.Equal(52, messageLength);
var cancelledOrder = CancelledOrderSerializer.Deserialize(bytes);
Assert.Equal(OrderId.MinValue, cancelledOrder.OrderId);
Assert.Equal(int.MinValue, cancelledOrder.RemainingQuantity);
Assert.Equal(int.MinValue, cancelledOrder.Timestamp);
Assert.Equal(CancelReason.UserRequested, cancelledOrder.CancelReason);
Assert.Equal(Quantity.MinValue, cancelledOrder.Cost);
}
public void Deserialize_Doesnotthrowexception()
{
var bytes = CancelledOrderSerializer.Serialize(new CancelledOrder {
OrderId = 12345678, RemainingQuantity = 56789, Timestamp = 404, CancelReason = CancelReason.ValidityExpired, Cost = 12.13m
});
var messageLength = BitConverter.ToInt32(bytes, 0);
Assert.Equal(52, messageLength);
var cancelledOrder = CancelledOrderSerializer.Deserialize(bytes);
Assert.Equal((OrderId)12345678, cancelledOrder.OrderId);
Assert.Equal(56789, cancelledOrder.RemainingQuantity);
Assert.Equal(404, cancelledOrder.Timestamp);
Assert.Equal(CancelReason.ValidityExpired, cancelledOrder.CancelReason);
Assert.Equal((Quantity)12.13m, cancelledOrder.Cost);
}
public void Deserialize_Doesnotthrowexception_Min()
{
var bytes = CancelledOrderSerializer.Serialize(new CancelledOrder {
OrderId = ulong.MinValue, Timestamp = long.MinValue, RemainingQuantity = int.MinValue, CancelReason = CancelReason.UserRequested, RemainingOrderAmount = decimal.MinValue
});
var messageLength = BitConverter.ToInt32(bytes, 0);
Assert.Equal(56, messageLength);
var cancelledOrder = CancelledOrderSerializer.Deserialize(bytes);
Assert.Equal(ulong.MinValue, cancelledOrder.OrderId);
Assert.Equal((Quantity)int.MinValue, cancelledOrder.RemainingQuantity);
Assert.Equal(long.MinValue, cancelledOrder.Timestamp);
Assert.Equal(CancelReason.UserRequested, cancelledOrder.CancelReason);
Assert.Equal((Quantity)decimal.MinValue, cancelledOrder.RemainingOrderAmount);
}
public void Deserialize_Doesnotthrowexception_Max()
{
var bytes = CancelledOrderSerializer.Serialize(new CancelledOrder {
OrderId = OrderId.MaxValue, Timestamp = int.MaxValue, RemainingQuantity = int.MaxValue, CancelReason = CancelReason.ValidityExpired, RemainingOrderAmount = decimal.MaxValue
});
var messageLength = BitConverter.ToInt32(bytes, 0);
Assert.Equal(52, messageLength);
var cancelledOrder = CancelledOrderSerializer.Deserialize(bytes);
Assert.Equal(OrderId.MaxValue, cancelledOrder.OrderId);
Assert.Equal((Quantity)int.MaxValue, cancelledOrder.RemainingQuantity);
Assert.Equal(int.MaxValue, cancelledOrder.Timestamp);
Assert.Equal(CancelReason.ValidityExpired, cancelledOrder.CancelReason);
Assert.Equal((Quantity)decimal.MaxValue, cancelledOrder.RemainingOrderAmount);
}
public void Deserialize_Doesnotthrowexception_Min()
{
Span <byte> bytes = stackalloc byte[CancelledOrderSerializer.MessageSize];
CancelledOrderSerializer.Serialize(new CancelledOrder {
OrderId = OrderId.MinValue, Timestamp = int.MinValue, RemainingQuantity = int.MinValue, CancelReason = CancelReason.UserRequested, Cost = Quantity.MinValue, Fee = Quantity.MinValue
}, bytes);
var messageLength = BitConverter.ToInt32(bytes.Slice(0));
Assert.Equal(68, messageLength);
var cancelledOrder = CancelledOrderSerializer.Deserialize(bytes);
Assert.Equal(OrderId.MinValue, cancelledOrder.OrderId);
Assert.Equal(int.MinValue, cancelledOrder.RemainingQuantity);
Assert.Equal(int.MinValue, cancelledOrder.Timestamp);
Assert.Equal(CancelReason.UserRequested, cancelledOrder.CancelReason);
Assert.Equal(Quantity.MinValue, cancelledOrder.Cost);
Assert.Equal(Quantity.MinValue, cancelledOrder.Fee);
}
public void Deserialize_Doesnotthrowexception()
{
Span <byte> bytes = stackalloc byte[CancelledOrderSerializer.MessageSize];
CancelledOrderSerializer.Serialize(new CancelledOrder {
OrderId = 12345678, RemainingQuantity = 56789, Timestamp = 404, CancelReason = CancelReason.ValidityExpired, Cost = 12.13m, Fee = 92.005m
}, bytes);
var messageLength = BitConverter.ToInt32(bytes.Slice(0));
Assert.Equal(68, messageLength);
var cancelledOrder = CancelledOrderSerializer.Deserialize(bytes);
Assert.Equal((OrderId)12345678, cancelledOrder.OrderId);
Assert.Equal(56789, cancelledOrder.RemainingQuantity);
Assert.Equal(404, cancelledOrder.Timestamp);
Assert.Equal(CancelReason.ValidityExpired, cancelledOrder.CancelReason);
Assert.Equal((Quantity)12.13m, cancelledOrder.Cost);
Assert.Equal((Quantity)92.005m, cancelledOrder.Fee);
}
public void Deserialize_ThrowsExecption_IfNullPassed()
{
ArgumentNullException ex = Assert.Throws <ArgumentNullException>(() => CancelledOrderSerializer.Deserialize(null));
Assert.Equal("bytes", ex.ParamName);
}
public void cancelBinaryDeserialize()
{
var cancel = CancelledOrderSerializer.Deserialize(cancelBinary);
}
public void CancelBinaryDeserialize()
{
CancelledOrderSerializer.Deserialize(cancelBinary);
}