public void Prefix_WithExtendedClientId_ShouldFilterAsExpected(int?prefix, int expectedCount)
{
var source = GetSourceMock();
ICryptoOrders orders = new CryptoOrders(source, prefix);
var updatedAll = new List <CryptoOrder>();
var updatedOurs = new List <CryptoOrder>();
orders.OrderChangedStream.Subscribe(x => updatedAll.Add(x));
orders.OurOrderChangedStream.Subscribe(x => updatedOurs.Add(x));
for (int i = 0; i < 10; i++)
{
var clientId = orders.GenerateClientId().ToString() + "::test_" + i;
var side = i % 2 == 0 ? CryptoOrderSide.Bid : CryptoOrderSide.Ask;
source.StreamOrder(GetOrderMock(clientId, "btcusd", side));
source.StreamOrder(GetOrderMock(null, "btcusd", side));
}
var currentAll = orders.GetAllOrders();
var currentOurs = orders.GetOrders();
var currentActive = orders.GetActiveOrders();
Assert.Equal(expectedCount, updatedOurs.Count);
Assert.Equal(expectedCount, currentOurs.Count);
Assert.Equal(20, updatedAll.Count);
Assert.Equal(20, currentAll.Count);
Assert.Empty(currentActive);
Assert.Equal(prefix * orders.ClientIdPrefixExponent, orders.ClientIdPrefix);
Assert.Equal(prefix?.ToString() ?? string.Empty, orders.ClientIdPrefixString);
}
public void TargetPair_ShouldFilterAsExpected(string pair, int expectedCount)
{
var source = GetSourceMock();
ICryptoOrders orders = new CryptoOrders(source, null, pair);
var updatedAll = new List <CryptoOrder>();
var updatedOurs = new List <CryptoOrder>();
orders.OrderChangedStream.Subscribe(x => updatedAll.Add(x));
orders.OurOrderChangedStream.Subscribe(x => updatedOurs.Add(x));
var currentActive = orders.GetActiveOrders();
for (int i = 0; i < 10; i++)
{
var clientId1 = orders.GenerateClientId().ToString();
var clientId2 = orders.GenerateClientId().ToString();
var side = i % 2 == 0 ? CryptoOrderSide.Bid : CryptoOrderSide.Ask;
source.StreamOrder(GetOrderMock(clientId1, "btcusd", side));
source.StreamOrder(GetOrderMock(clientId2, "neobtc", side));
}
var currentAll = orders.GetAllOrders();
var currentOurs = orders.GetOrders();
Assert.Equal(expectedCount, updatedOurs.Count);
Assert.Equal(expectedCount, currentOurs.Count);
Assert.Equal(expectedCount, updatedAll.Count);
Assert.Equal(expectedCount, currentAll.Count);
Assert.Empty(currentActive);
Assert.Equal(orders.TargetPairOriginal, pair);
Assert.Equal(orders.TargetPair, CryptoPairsHelper.Clean(pair));
}
public void GenerateClientId_ShouldBeCorrectlyBasedOnSelectedPrefix(int?orderPrefix)
{
ICryptoOrders orders = new CryptoOrders(GetSourceMock(), orderPrefix);
for (int i = 0; i < 10; i++)
{
var clientId = orders.GenerateClientId();
long expected = !orderPrefix.HasValue
? i + 1
: (orderPrefix.Value * orders.ClientIdPrefixExponent) + i + 1;
Assert.Equal(expected, clientId);
}
}
private static async Task <ICryptoOrders> StartBitmex(bool isTestnet, Action <CryptoOrder> handler,
Action <CryptoWallet[]> walletHandler, Action <CryptoPosition[]> positionHandler)
{
var url = isTestnet ? BitmexValues.ApiWebsocketTestnetUrl : BitmexValues.ApiWebsocketUrl;
var communicator = new BitmexWebsocketCommunicator(url)
{
Name = "Bitmex"
};
var client = new BitmexWebsocketClient(communicator);
var source = new BitmexOrderSource(client);
var orders = new CryptoOrders(source);
orders.OrderChangedStream.Subscribe(handler);
var walletSource = new BitmexWalletSource(client);
walletSource.WalletChangedStream.Subscribe(walletHandler);
var positionSource = new BitmexPositionSource(client);
positionSource.PositionsStream.Subscribe(positionHandler);
client.Streams.AuthenticationStream.Subscribe(x =>
{
Log.Information($"[Bitmex] Authenticated '{x.Success}'");
client.Send(new Bitmex.Client.Websocket.Requests.WalletSubscribeRequest());
client.Send(new Bitmex.Client.Websocket.Requests.MarginSubscribeRequest());
client.Send(new Bitmex.Client.Websocket.Requests.PositionSubscribeRequest());
client.Send(new Bitmex.Client.Websocket.Requests.OrderSubscribeRequest());
});
communicator.ReconnectionHappened.Subscribe(x =>
{
client.Authenticate(API_KEY, API_SECRET);
});
await communicator.Start();
return(orders);
}
