//[Test]
public void LoginTestCase()
{
var manualBarEvent = new ManualResetEvent(false);
_marketDataEngineClient.LiveBarArrived += Console.WriteLine;
manualBarEvent.WaitOne(1000);
_marketDataEngineClient.SendLoginRequest(new Login {
MarketDataProvider = Common.Core.Constants.MarketDataProvider.SimulatedExchange
});
// Assert.AreEqual(true, logoutArrived, "Logout Arrived");
manualBarEvent.WaitOne(3000);
_marketDataEngineClient.SendLiveBarSubscriptionRequest(new BarDataRequest
{
BarFormat = Common.Core.Constants.BarFormat.TIME,
Security = new Security {
Symbol = "GOOG"
},
BarLength = 10,
MarketDataProvider = Common.Core.Constants.MarketDataProvider.SimulatedExchange,
Id = "1",
BarPriceType = Common.Core.Constants.BarPriceType.BID
});
manualBarEvent.WaitOne(10000);
}
public void TestWholeExchange()
{
int count = 0;
_orderExecutionEngine.NewArrived += delegate(Order order)
{
count++;
};
_orderExecutionEngine.ExecutionArrived += delegate(Execution execution)
{
count++;
};
ManualResetEvent manualResetEvent = new ManualResetEvent(false);
manualResetEvent.WaitOne(1000);
_orderExecutionEngine.SendLoginRequest(new Login {
OrderExecutionProvider = OrderExecutionProvider.SimulatedExchange
});
_marketDataEngineClient.SendLoginRequest(new Login {
MarketDataProvider = MarketDataProvider.SimulatedExchange
});
manualResetEvent.WaitOne(3000);
LimitOrder limitOrder = new LimitOrder("1", OrderSide.SELL, 10, OrderTif.DAY, "USD", new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.SimulatedExchange)
{
LimitPrice = 120
};
_orderExecutionEngine.SendLimitOrderRequest(limitOrder);
_marketDataEngineClient.SendLiveBarSubscriptionRequest(new BarDataRequest
{
BarFormat = BarFormat.TIME,
Security = new Security {
Symbol = "GOOG"
},
BarLength = 10,
MarketDataProvider = MarketDataProvider.SimulatedExchange,
Id = "1",
BarPriceType = BarPriceType.BID
});
manualResetEvent.WaitOne(3000);
Assert.AreEqual(2, count);
}
public void MarketDataProviderBarTestCase()
{
bool logonArrived = false;
bool logoutArrived = false;
bool inquiryResponseArrived = false;
int count = 1;
Stopwatch stopwatch = new Stopwatch();
ManualResetEvent manualLogonEvent = new ManualResetEvent(false);
ManualResetEvent manualLogoutEvent = new ManualResetEvent(false);
ManualResetEvent manualConnectedEvent = new ManualResetEvent(false);
ManualResetEvent manualInquiryResponseEvent = new ManualResetEvent(false);
ManualResetEvent manualBarArrivedEvent = new ManualResetEvent(false);
_marketDataEngineClient.ServerConnected += delegate()
{
_marketDataEngineClient.SendLoginRequest(new Login()
{
MarketDataProvider = TradeHubConstants.MarketDataProvider.Simulated
});
manualConnectedEvent.Set();
};
_marketDataEngineClient.LogonArrived +=
delegate(string obj)
{
logonArrived = true;
_marketDataEngineClient.SendInquiryRequest(TradeHubConstants.MarketDataProvider.Simulated);
manualLogonEvent.Set();
};
_marketDataEngineClient.InquiryResponseArrived +=
delegate(MarketDataProviderInfo obj)
{
inquiryResponseArrived = true;
Console.WriteLine(obj);
// _marketDataEngineClient.SendLogoutRequest(new Logout { MarketDataProvider = TradeHubConstants.MarketDataProvider.Simulated });
BarDataRequest barDataRequest = new BarDataRequest();
barDataRequest.Id = "A00";
barDataRequest.Security = new Security()
{
Symbol = "ERX"
};
barDataRequest.PipSize = 0.0001m;
barDataRequest.BarLength = 30;
barDataRequest.BarPriceType = TradeHubConstants.BarPriceType.LAST;
barDataRequest.MarketDataProvider = TradeHubConstants.MarketDataProvider.Simulated;
barDataRequest.BarFormat = TradeHubConstants.BarFormat.TIME;
barDataRequest.BarSeed = 0;
_marketDataEngineClient.SendLiveBarSubscriptionRequest(barDataRequest);
manualInquiryResponseEvent.Set();
};
_marketDataEngineClient.LiveBarArrived += delegate(Bar bar)
{
_marketDataEngineClient.SendLogoutRequest(new Logout {
MarketDataProvider = TradeHubConstants.MarketDataProvider.Simulated
});
manualBarArrivedEvent.Set();
count++;
Logger.Info("Recevied Bar=" + bar, "", "MarketDataProviderBarTestCase");
};
_marketDataEngineClient.LogoutArrived +=
delegate(string obj)
{
logoutArrived = true;
manualLogoutEvent.Set();
};
_marketDataEngineClient.Start();
manualConnectedEvent.WaitOne(30000, false);
manualLogonEvent.WaitOne(30000, false);
manualInquiryResponseEvent.WaitOne(30000, false);
manualLogoutEvent.WaitOne(30000, false);
manualBarArrivedEvent.WaitOne(500000);
Assert.AreEqual(true, logonArrived, "Logon Arrived");
Assert.AreEqual(true, inquiryResponseArrived, "Inquiry Response Arrived");
Assert.AreEqual(2, count, "Bar arrived");
Assert.AreEqual(true, logoutArrived, "Logout Arrived");
}
