public void InvalidDateIsIgnored()
{
LoggerStub logger = new LoggerStub();
QuotePublisherStub publisher = new QuotePublisherStub();
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
DateTime unspecified = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Unspecified);
DateTime local = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Local);
controller.ProcessOrderbook(CreateOrder("btc", true, unspecified, new VolumePrice[] { new VolumePrice()
{
Volume = 1, Price = 100
} })).Wait();
controller.ProcessOrderbook(CreateOrder("btc", true, local, new VolumePrice[] { new VolumePrice()
{
Volume = 1, Price = 100
} })).Wait();
controller.ProcessOrderbook(CreateOrder("btc", true, DateTime.MinValue, new VolumePrice[] { new VolumePrice()
{
Volume = 1, Price = 100
} })).Wait();
controller.ProcessOrderbook(CreateOrder("btc", true, DateTime.MaxValue, new VolumePrice[] { new VolumePrice()
{
Volume = 1, Price = 100
} })).Wait();
Assert.Equal(0, publisher.Published.Count);
}
public void MultipleOrdersShouldBeProcessedConsecutively()
{
LoggerStub logger = new LoggerStub();
// Assume that publisher execution takes some time (random number of seconds)
QuotePublisherStub publisher = new QuotePublisherStub(async(Quote q) => {
int duration = new Random().Next(1, 3);
await Task.Delay(TimeSpan.FromSeconds(duration));
});
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
// Produce multiple orders and wait for publishing
List <Task> tasks = new List <Task>(TASKS_COUNT);
for (int i = 0; i < TASKS_COUNT; i++)
{
var task = controller.ProcessOrderbook(CreateOrder("btc", true, Utils.ParseUtc("2017-01-01 10:10:12Z"),
new[] { new VolumePrice()
{
Volume = 1, Price = i
} }));
tasks.Add(task);
}
Task.WaitAll(tasks.ToArray());
// There should be the same number of events as the number of incoming orders.
// If orders were processed in different order, there would be less events
// as the price is constantly increasing.
Assert.Equal(TASKS_COUNT, publisher.Published.Count);
}
public void NullIsIgnored()
{
LoggerStub logger = new LoggerStub();
QuotePublisherStub publisher = new QuotePublisherStub();
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
controller.ProcessOrderbook(null).Wait();
Assert.Equal(0, publisher.Published.Count);
}
public void QuoteIsUpdatedWhenDateIsEqualAndBestPrice()
{
LoggerStub logger = new LoggerStub();
QuotePublisherStub publisher = new QuotePublisherStub();
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
// BTCUSD / BUY, 1st order
controller.ProcessOrderbook(CreateOrder("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 999
}, new VolumePrice()
{
Volume = 1, Price = 1000
}
})).Wait();
Assert.Equal(1, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), 1000.0));
// BTCUSD / BUY, 2nd order
controller.ProcessOrderbook(CreateOrder("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 1001
}
})).Wait();
Assert.Equal(2, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), 1001.0));
// BTCRUB / SELL, 1st order
controller.ProcessOrderbook(CreateOrder("btcrub", false, Utils.ParseUtc("2017-01-02 10:10:10Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 50
}, new VolumePrice()
{
Volume = 1, Price = 60
}
})).Wait();
Assert.Equal(3, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcrub", false, Utils.ParseUtc("2017-01-02 10:10:10Z"), 50));
// BTCRUB / SELL, 2nd order
controller.ProcessOrderbook(CreateOrder("btcrub", false, Utils.ParseUtc("2017-01-02 10:10:10Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 40
}
})).Wait();
Assert.Equal(4, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcrub", false, Utils.ParseUtc("2017-01-02 10:10:10Z"), 40));
}
public void EmptyPricesIsIgnored()
{
LoggerStub logger = new LoggerStub();
QuotePublisherStub publisher = new QuotePublisherStub();
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
controller.ProcessOrderbook(CreateOrder("btc", true, Utils.ParseUtc("2017-01-01 10:10:12Z"), null)).Wait();
controller.ProcessOrderbook(CreateOrder("btc", true, Utils.ParseUtc("2017-01-01 10:10:12Z"), new VolumePrice[] { })).Wait();
Assert.Equal(0, publisher.Published.Count);
}
public void GeneratedQuotesHaveUtcKind()
{
LoggerStub logger = new LoggerStub();
QuotePublisherStub publisher = new QuotePublisherStub();
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
// BTCUSD / BUY, 1st order
controller.ProcessOrderbook(CreateOrder("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 999
}, new VolumePrice()
{
Volume = 1, Price = 1000
}
})).Wait();
Assert.Equal(1, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), 1000.0));
// BTCUSD / BUY, 2nd order
controller.ProcessOrderbook(CreateOrder("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:11Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 1001
}, new VolumePrice()
{
Volume = 1, Price = 999
}
})).Wait();
Assert.Equal(2, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:11Z"), 1001.0));
/// Check Kind
foreach (var quote in publisher.Published)
{
Assert.Equal(0, quote.Timestamp.Kind.CompareTo(DateTimeKind.Utc));
}
}