public void Deserialize_ThrowsExecption_IfMessageIsGreaterThan35Bytes()
{
var bytes = new byte[136];
Exception ex = Assert.Throws <Exception>(() => FillSerializer.Deserialize(bytes));
Assert.Equal("Fill Message must be of Size : 135", ex.Message);
}
public void Deserialize_ThrowsExecption_IfMessageIsNothaveValidType()
{
var bytes = new byte[135];
Exception ex = Assert.Throws <Exception>(() => FillSerializer.Deserialize(bytes));
Assert.Equal(Types.Constant.INVALID_MESSAGE, ex.Message);
}
private void OnMessage(byte[] body)
{
var type = Serializer.GetMessageType(body);
object obj = null;
switch (type)
{
case MessageType.Cancel:
obj = CancelledOrderSerializer.Deserialize(body);
break;
case MessageType.Fill:
obj = FillSerializer.Deserialize(body);
break;
case MessageType.OrderTrigger:
obj = OrderTriggerSerializer.Deserialize(body);
break;
default:
//TODO
break;
}
var message = new Message(type.Value, body, obj);
_inboundChannelWritter.TryWrite(message);
}
public void Deserialize_ThrowsExecption_IfMessageIsNothaveValidType()
{
var bytes = new byte[60];
Exception ex = Assert.Throws <Exception>(() => FillSerializer.Deserialize(bytes));
Assert.Equal("Invalid Message", ex.Message);
}
public void Deserialize_ThrowsExecption_IfVersionIsNotSet()
{
var bytes = new byte[135];
bytes[4] = (byte)MessageType.Fill;
Exception ex = Assert.Throws <Exception>(() => FillSerializer.Deserialize(bytes));
Assert.Equal(Types.Constant.INVALID_VERSION, ex.Message);
}
public void Deserialize_ThrowsExecption_IfVersionIsNotSet()
{
var bytes = new byte[60];
bytes[4] = (byte)MessageType.Fill;
Exception ex = Assert.Throws <Exception>(() => FillSerializer.Deserialize(bytes));
Assert.Equal("version mismatch", ex.Message);
}
public void Deserialize_Doesnotthrowexception_Max()
{
var bytes = FillSerializer.Serialize(new Fill {
MakerOrderId = OrderId.MaxValue, TakerOrderId = OrderId.MaxValue, Timestamp = int.MaxValue, MatchQuantity = int.MaxValue, MatchRate = int.MaxValue, IncomingOrderFilled = true
});
var messageLength = BitConverter.ToInt32(bytes, 0);
Assert.Equal(60, messageLength);
var fill = FillSerializer.Deserialize(bytes);
Assert.Equal(OrderId.MaxValue, fill.MakerOrderId);
Assert.Equal(OrderId.MaxValue, fill.TakerOrderId);
Assert.Equal((Price)int.MaxValue, fill.MatchRate);
Assert.Equal((Quantity)int.MaxValue, fill.MatchQuantity);
Assert.Equal(int.MaxValue, fill.Timestamp);
Assert.True(fill.IncomingOrderFilled);
}
public void Deserialize_Doesnotthrowexception()
{
var bytes = FillSerializer.Serialize(new Fill {
MakerOrderId = 12345678, TakerOrderId = 56789, Timestamp = 404, MatchQuantity = 2356, MatchRate = 9534, IncomingOrderFilled = true
});
var messageLength = BitConverter.ToInt32(bytes, 0);
Assert.Equal(60, messageLength);
var fill = FillSerializer.Deserialize(bytes);
Assert.Equal((OrderId)12345678, fill.MakerOrderId);
Assert.Equal((OrderId)56789, fill.TakerOrderId);
Assert.Equal((Price)9534, fill.MatchRate);
Assert.Equal((Quantity)2356, fill.MatchQuantity);
Assert.Equal(404, fill.Timestamp);
Assert.True(fill.IncomingOrderFilled);
}
public void Deserialize_Doesnotthrowexception_Max()
{
var bytes = FillSerializer.Serialize(new Fill {
MakerOrderId = OrderId.MaxValue, TakerOrderId = OrderId.MaxValue, Timestamp = int.MaxValue, MatchQuantity = int.MaxValue, MatchRate = int.MaxValue, BidCost = Quantity.MaxValue, AskRemainingQuantity = Quantity.MaxValue
});
var messageLength = BitConverter.ToInt32(bytes, 0);
Assert.Equal(93, messageLength);
var fill = FillSerializer.Deserialize(bytes);
Assert.Equal(OrderId.MaxValue, fill.MakerOrderId);
Assert.Equal(OrderId.MaxValue, fill.TakerOrderId);
Assert.Equal(int.MaxValue, fill.MatchRate);
Assert.Equal(int.MaxValue, fill.MatchQuantity);
Assert.Equal(int.MaxValue, fill.Timestamp);
Assert.Equal(Quantity.MaxValue, fill.AskRemainingQuantity);
Assert.Equal(Quantity.MaxValue, fill.BidCost);
}
public void Deserialize_Doesnotthrowexception_AskRemainingQuantityNull()
{
var bytes = FillSerializer.Serialize(new Fill {
MakerOrderId = 12345678, TakerOrderId = 56789, Timestamp = 404, MatchQuantity = 2356, MatchRate = 9534, BidCost = 4347, AskRemainingQuantity = null
});
var messageLength = BitConverter.ToInt32(bytes, 0);
Assert.Equal(93, messageLength);
var fill = FillSerializer.Deserialize(bytes);
Assert.Equal((OrderId)12345678, fill.MakerOrderId);
Assert.Equal((OrderId)56789, fill.TakerOrderId);
Assert.Equal(9534, fill.MatchRate);
Assert.Equal(2356, fill.MatchQuantity);
Assert.Equal(404, fill.Timestamp);
Assert.Equal(4347, fill.BidCost);
Assert.Null(fill.AskRemainingQuantity);
}
public void Deserialize_Doesnotthrowexception_Min()
{
Span <byte> bytes = stackalloc byte[FillSerializer.MessageSize];
FillSerializer.Serialize(new Fill {
MakerOrderId = OrderId.MinValue, TakerOrderId = OrderId.MinValue, Timestamp = int.MinValue, MatchQuantity = int.MinValue, MatchRate = int.MinValue, BidCost = Quantity.MinValue, BidFee = Quantity.MinValue, AskRemainingQuantity = Quantity.MinValue, AskFee = Quantity.MinValue
}, bytes);
var messageLength = BitConverter.ToInt32(bytes.Slice(0));
Assert.Equal(127, messageLength);
var fill = FillSerializer.Deserialize(bytes);
Assert.Equal(OrderId.MinValue, fill.MakerOrderId);
Assert.Equal(OrderId.MinValue, fill.TakerOrderId);
Assert.Equal(int.MinValue, fill.MatchRate);
Assert.Equal(int.MinValue, fill.MatchQuantity);
Assert.Equal(int.MinValue, fill.Timestamp);
Assert.Equal(Quantity.MinValue, fill.BidCost);
Assert.Equal(Quantity.MinValue, fill.BidFee);
Assert.Equal(Quantity.MinValue, fill.AskRemainingQuantity);
Assert.Equal(Quantity.MinValue, fill.AskFee);
}
public void Deserialize_Doesnotthrowexception_AskRemainingQuantityNull()
{
Span <byte> bytes = stackalloc byte[FillSerializer.MessageSize];
FillSerializer.Serialize(new Fill {
MakerOrderId = 12345678, TakerOrderId = 56789, Timestamp = 404, MatchQuantity = 2356, MatchRate = 9534, BidCost = 4347, BidFee = 891434, AskRemainingQuantity = null, AskFee = null
}, bytes);
var messageLength = BitConverter.ToInt32(bytes.Slice(0));
Assert.Equal(127, messageLength);
var fill = FillSerializer.Deserialize(bytes);
Assert.Equal((OrderId)12345678, fill.MakerOrderId);
Assert.Equal((OrderId)56789, fill.TakerOrderId);
Assert.Equal(9534, fill.MatchRate);
Assert.Equal(2356, fill.MatchQuantity);
Assert.Equal(404, fill.Timestamp);
Assert.Equal(4347, fill.BidCost);
Assert.Equal(891434, fill.BidFee);
Assert.Null(fill.AskRemainingQuantity);
Assert.Null(fill.AskFee);
}
public void Deserialize_Doesnotthrowexception()
{
Span <byte> bytes = stackalloc byte[FillSerializer.MessageSize];
FillSerializer.Serialize(new Fill {
MakerOrderId = 12345678, TakerOrderId = 56789, Timestamp = 404, MatchQuantity = 2356, MatchRate = 9534, BidCost = 4347, BidFee = 76157, AskRemainingQuantity = 87135, AskFee = 12103, MessageSequence = 6812379
}, bytes);
var messageLength = BitConverter.ToInt32(bytes.Slice(0));
Assert.Equal(135, messageLength);
var fill = FillSerializer.Deserialize(bytes);
Assert.Equal((OrderId)12345678, fill.MakerOrderId);
Assert.Equal((OrderId)56789, fill.TakerOrderId);
Assert.Equal(9534, fill.MatchRate);
Assert.Equal(2356, fill.MatchQuantity);
Assert.Equal(404, fill.Timestamp);
Assert.Equal(4347, fill.BidCost);
Assert.Equal(76157, fill.BidFee);
Assert.Equal(87135, fill.AskRemainingQuantity);
Assert.Equal(12103, fill.AskFee);
Assert.Equal(6812379, fill.MessageSequence);
}
public void Deserialize_ThrowsExecption_IfNullPassed()
{
ArgumentNullException ex = Assert.Throws <ArgumentNullException>(() => FillSerializer.Deserialize(null));
Assert.Equal("bytes", ex.ParamName);
}
public void fillBinaryDeserialize()
{
var fill = FillSerializer.Deserialize(fillBinary);
}
public void FillBinaryDeserialize()
{
FillSerializer.Deserialize(fillBinary);
}
