private void AddNewSymbolExecute()
{
// Check if symbol already exists in TickDetailsMap
if (_provider.IsSymbolLoaded(NewSymbol))
{
// Select existing TickDetail
SelectedTickDetail = TickDetailsCollection.First(x => x.Security.Symbol == NewSymbol);
}
else
{
// Create new tick detail's object
MarketDataDetail tickDetail = new MarketDataDetail(new Security()
{
Symbol = NewSymbol
});
// Add Tick Detail object to Provider's maps
_provider.AddMarketDetail(tickDetail);
// Select new tick detail in DataGrid
SelectedTickDetail = tickDetail;
// Create a new subscription request for requesting market data
var subscriptionRequest = new SubscriptionRequest(tickDetail.Security, _provider, MarketDataType.Tick, SubscriptionType.Subscribe);
// Raise Event to notify listeners
EventSystem.Publish <SubscriptionRequest>(subscriptionRequest);
}
// Clear NewSymbol string
NewSymbol = string.Empty;
}
public void UnsubscribeMarketData_SendRequestToServer()
{
Thread.Sleep(5000);
MarketDataProvider provider = new MarketDataProvider();
provider.ConnectionStatus = ConnectionStatus.Disconnected;
provider.ProviderName = TradeHubConstants.MarketDataProvider.Simulated;
// Rasie event to request connection
EventSystem.Publish <MarketDataProvider>(provider);
Thread.Sleep(5000);
Assert.IsTrue(provider.ConnectionStatus.Equals(ConnectionStatus.Connected));
// Create Security to use the Symbol information
Security security = new Security()
{
Symbol = "AAPL"
};
// Create Tick details to hold market data information
MarketDataDetail tickDetails = new MarketDataDetail(security);
// Add TickDetails object to
provider.AddMarketDetail(tickDetails);
{
// Create a new subscription request for requesting market data
var subscriptionRequest = new SubscriptionRequest(security, provider, MarketDataType.Tick, SubscriptionType.Subscribe);
EventSystem.Publish <SubscriptionRequest>(subscriptionRequest);
}
Thread.Sleep(2000);
{
// Create a new subscription request for requesting market data
var subscriptionRequest = new SubscriptionRequest(security, provider, MarketDataType.Tick, SubscriptionType.Unsubscribe);
EventSystem.Publish <SubscriptionRequest>(subscriptionRequest);
}
}
public void PersistTickDataTest()
{
Thread.Sleep(10000);
MarketDataProvider provider = new MarketDataProvider();
provider.ConnectionStatus = ConnectionStatus.Disconnected;
provider.ProviderName = TradeHubConstants.MarketDataProvider.Simulated;
// Rasie event to request connection
EventSystem.Publish <MarketDataProvider>(provider);
Thread.Sleep(5000);
Assert.IsTrue(provider.ConnectionStatus.Equals(ConnectionStatus.Connected));
// Create Security to use the Symbol information
Security security = new Security()
{
Symbol = "TEST"
};
// Create a new subscription request for requesting market data
var subscriptionRequest = new SubscriptionRequest(security, provider, MarketDataType.Tick,
SubscriptionType.Subscribe);
// Create Tick details to hold market data information
MarketDataDetail dataDetail = new MarketDataDetail(security);
dataDetail.PersistenceInformation.SaveTrades = true;
// Add TickDetails object to
provider.AddMarketDetail(dataDetail);
EventSystem.Publish <SubscriptionRequest>(subscriptionRequest);
Thread.Sleep(20000);
}
public void RequestMarketData_SendRequestToServer_ReceiveMultipleMarketDataMessages()
{
Thread.Sleep(5000);
MarketDataProvider provider = new MarketDataProvider();
provider.ConnectionStatus = ConnectionStatus.Disconnected;
provider.ProviderName = TradeHubConstants.MarketDataProvider.Simulated;
// Rasie event to request connection
EventSystem.Publish <MarketDataProvider>(provider);
Thread.Sleep(5000);
Assert.IsTrue(provider.ConnectionStatus.Equals(ConnectionStatus.Connected));
// Create Security to use the Symbol information
Security security = new Security()
{
Symbol = "ERX"
};
// Create a new subscription request for requesting market data
var subscriptionRequest = new SubscriptionRequest(security, provider, MarketDataType.Tick, SubscriptionType.Subscribe);
// Create Tick details to hold market data information
MarketDataDetail tickDetails = new MarketDataDetail(security);
// Add TickDetails object to
provider.AddMarketDetail(tickDetails);
EventSystem.Publish <SubscriptionRequest>(subscriptionRequest);
Thread.Sleep(60000);
Assert.IsTrue(tickDetails.AskPrice.Equals(1.23M), "Best Ask Price");
Assert.IsTrue(tickDetails.BidRecordsCollection.Count.Equals(6), "LOB Collection count");
}
public LimitOrderBookViewModel(MarketDataDetail marketDataDetail)
{
_bidRecords = marketDataDetail.BidRecordsCollection;
_askRecords = marketDataDetail.AskRecordsCollection;
}
