public async Task MarketIsLinkedToEachStrategy(string marketId)
{
var strategy2 = new StrategySpy();
_trader.AddStrategy(strategy2);
await _trader.TradeMarket(marketId, 0, default);
Assert.Equal(marketId, _strategy.LinkedMarketId());
Assert.Equal(marketId, strategy2.LinkedMarketId());
}
public async Task PassCancellationTokenToStrategies()
{
var strategy2 = new StrategySpy();
_trader.AddStrategy(strategy2);
using var source = new CancellationTokenSource();
await _trader.TradeMarket("1.2345", 0, source.Token);
Assert.Equal(source.Token, _strategy.Token());
Assert.Equal(source.Token, strategy2.Token());
}
public async Task DataFieldsFromMultipleStrategiesAreMerged()
{
_strategy.DataFilter.WithBestPrices();
var strategy2 = new StrategySpy();
strategy2.DataFilter.WithMarketDefinition();
_trader.AddStrategy(strategy2);
await _trader.TradeMarket("1.2345", 0, default);
Assert.Contains("EX_BEST_OFFERS", _subscription.Fields);
Assert.Contains("EX_MARKET_DEF", _subscription.Fields);
}
public async Task PlaceTradesFromMultipleStrategies()
{
_subscription.WithMarketChange(new MarketChange());
var s2 = new StrategySpy();
_trader.AddStrategy(s2);
var o1 = new LimitOrder(1, Side.Back, 2.5, 10.99);
_strategy.WithOrder(o1);
s2.WithOrder(o1);
await _trader.TradeMarket("1.2345", 0, default);
Assert.Equal(2, _orderService.LastOrdersPlaced.Count);
}
public async Task TellEachStrategyWhatTheChangeWas()
{
var strategy2 = new StrategySpy();
_trader.AddStrategy(strategy2);
var rc = new RunnerChangeStub().WithSelectionId(1).WithBestAvailableToBack(0, 2.5, 9.99);
var mc = new MarketChangeStub().WithRunnerChange(rc);
var rc2 = new RunnerChangeStub().WithSelectionId(2).WithBestAvailableToBack(0, 2.5, 9.99);
var mc2 = new MarketChangeStub().WithRunnerChange(rc2);
_subscription.WithMarketChanges(new List <MarketChange> {
mc, mc2
});
await _trader.TradeMarket("1.2345", 0, default);
Assert.Equal(mc2, _strategy.LastMarketChange);
Assert.Equal(mc2, strategy2.LastMarketChange);
}
