public void Snapshot()
{
var tracker = new TestTracker("name", 10);
var snapshot = InitialSnapshot();
tracker.NewSnapshot(snapshot);
Assert.Single(tracker.AskSides);
Assert.Single(tracker.BidSides);
Assert.Single(tracker.Timstamps);
Assert.Empty(tracker.MisMatches);
var expectedAsks = new OrderbookSide(new ExactFloatComparer());
var expectedBids = new OrderbookSide(new ExactFloatComparer());
foreach (LevelTuple tup in snapshot.Asks.Tuples)
{
expectedAsks.Add(new ExactFloat(tup.PriceLevel), new ExactFloat(tup.Volume));
}
foreach (LevelTuple tup in snapshot.Bids.Tuples)
{
expectedBids.Add(new ExactFloat(tup.PriceLevel), new ExactFloat(tup.Volume));
}
Assert.Equal(expectedAsks.Count, tracker.AskSides[0].Count);
Assert.Equal(expectedBids.Count, tracker.BidSides[0].Count);
foreach (KeyValuePair <ExactFloat, ExactFloat> pair in expectedAsks)
{
Assert.Equal(tracker.AskSides[0][pair.Key], pair.Value);
}
foreach (KeyValuePair <ExactFloat, ExactFloat> pair in expectedBids)
{
Assert.Equal(tracker.BidSides[0][pair.Key], pair.Value);
}
// max timestamp
string maxA = snapshot.Asks.Tuples.Max(x => x.Timestamp) ??
throw new ArgumentNullException(nameof(snapshot));
string maxB = snapshot.Asks.Tuples.Max(x => x.Timestamp) ??
throw new ArgumentNullException(nameof(snapshot));
var em = string.Compare(maxA, maxB, StringComparison.Ordinal) >= 0 ? maxA : maxB;
Assert.Equal(em, tracker.Timstamps[0]);
Assert.Equal(em, tracker.Timstamps[0]);
}
