protected virtual void OnQuote(FuturesQuote quote)
{
var handler = Quotes;
if (handler != null)
{
handler(this, quote);
}
}
public void MapFromFuturesQuote()
{
var quote = new FuturesQuote
{
Symbol = "CZ2013"
};
var commodityContract = NotifyOnBarrierEventsReactive.QuoteWithContract.ContractFromQuote(quote);
commodityContract.ContractMonth.Should().Be(12);
commodityContract.ContractYear.Should().Be(2013);
commodityContract.ProductCode.Should().Be("C");
}
public void OnFuturesQuote_WithAnInvalidContract_StreamsNothing()
{
var invalidFuturesQuote = new FuturesQuote
{
Symbol = "invalidcontract"
};
var scheduler = new TestScheduler();
var futuresQuotes = scheduler.CreateColdObservable(ReactiveTest.OnNext(0, invalidFuturesQuote));
var quotesWithContractClient = new AntiCorruptionLayerObservableClient(futuresQuotes);
var quotesWithContracts = scheduler.Start(() => quotesWithContractClient.Quotes);
quotesWithContracts.Messages.Should().BeEmpty();
}
public void OnFuturesQuote_WithAValidContract_StreamsQuoteWithContract()
{
var validFuturesQuote = new FuturesQuote
{
Symbol = "CZ2013"
};
var scheduler = new TestScheduler();
var futuresQuotes = scheduler.CreateColdObservable(ReactiveTest.OnNext(0, validFuturesQuote));
var quotesWithContractClient = new AntiCorruptionLayerObservableClient(futuresQuotes);
var quotesWithContracts = scheduler.Start(() => quotesWithContractClient.Quotes);
quotesWithContracts.Messages.Should().HaveCount(1);
var quoteWithContract = quotesWithContracts.Messages.Single().Value.Value;
quoteWithContract.Quote.ShouldBeEquivalentTo(validFuturesQuote);
}
public void OnFuturesQuote_AValidContractOnAFuturesQuote_TriggersQuoteWithContract()
{
var validFuturesQuote = new FuturesQuote
{
Symbol = "CZ2013"
};
var futuresQuoteClient = MockRepository.GenerateStub <IFuturesQuoteClient>();
var quotesWithContractClient = new AntiCorruptionLayerEventClient(futuresQuoteClient);
var quotes = new List <NotifyOnBarrierEventsReactive.QuoteWithContract>();
quotesWithContractClient.Quotes += (sender, quote) => quotes.Add(quote);
futuresQuoteClient.Raise(c => c.Quotes += null, null, validFuturesQuote);
quotes.Should().HaveCount(1);
var quoteWithContract = quotes.Single();
quoteWithContract.Quote.ShouldBeEquivalentTo(validFuturesQuote);
}
private void TransformToQuoteWithContract(object sender, FuturesQuote quote)
{
OnQuotes(new NotifyOnBarrierEventsReactive.QuoteWithContract(quote));
}