public void Add(Instrument instrument)
{
var symbol = instrument.Symbol;
if (!this.cache.ContainsKey(symbol))
{
this.cache.Add(symbol, instrument);
this.Write(instrument);
this.Logger.LogInformation(LogId.Database, $"Added Instrument {symbol.Value}.");
return;
}
var instrumentBuilder = new InstrumentBuilder(this.cache[symbol]).Update(instrument);
if (instrumentBuilder.Changes.Count == 0)
{
this.Logger.LogInformation(LogId.Database, $"Instrument {symbol.Value} unchanged in cache.");
return;
}
var changesString = new StringBuilder();
foreach (var change in instrumentBuilder.Changes)
{
changesString.Append(change);
}
var updatedInstrument = instrumentBuilder.Build(this.TimeNow());
this.cache[symbol] = updatedInstrument;
this.Write(instrument);
this.Logger.LogInformation(LogId.Database, $"Updated instrument {symbol.Value}" + changesString + ".");
}
internal void Build_WithValidInstrument_ReturnsExpectedInstrument()
{
// Arrange
var audusd = StubInstrumentProvider.AUDUSD();
var instrumentBuilder = new InstrumentBuilder(audusd);
// Act
var result = instrumentBuilder.Build(StubZonedDateTime.UnixEpoch());
// Assert
Assert.Equal(audusd, result);
}
internal void Update_WithChanges_ReturnsNewInstrument()
{
// Arrange
var audusd = StubInstrumentProvider.AUDUSD();
var instrumentBuilder = new InstrumentBuilder(audusd);
var instrument = new Instrument(
new Symbol("SPX500", new Venue("FXCM")),
Currency.USD,
SecurityType.CFD,
2,
0,
1,
1,
1,
1,
Price.Create(0.01m, 2),
Quantity.Create(1m),
Quantity.Create(10m),
Quantity.Create(10000m),
45,
45,
StubZonedDateTime.UnixEpoch());
// Act
var result = instrumentBuilder
.Update(instrument)
.Build(StubZonedDateTime.UnixEpoch());
// Assert
Assert.Equal(8, instrumentBuilder.Changes.Count);
Assert.Equal(Quantity.Create(10000), result.MaxTradeSize);
Assert.Equal(45, result.RolloverInterestBuy);
Assert.Equal(45, result.RolloverInterestSell);
foreach (var change in instrumentBuilder.Changes)
{
this.Output.WriteLine(change);
}
}
internal void Freeze(InstrumentBuilder builder)
{
this.autoCapture.CopyFrom(builder.AutoCapture);
this.sampleRates.CopyFrom(builder.SampleRates);
}
