public SimpleOrder(IDxOrder dxo)
{
index = dxo.Index;
side = dxo.Side == com.dxfeed.api.data.Side.Buy ? Side.Buy : Side.Sell;
price = dxo.Price;
size = dxo.Size;
}
/// <summary>
/// Creates Order event from another object.
/// </summary>
/// <param name="order">Other Order object.</param>
internal PlayedOrder(IDxOrder order)
{
this.EventSymbol = order.EventSymbol;
this.EventFlags = order.EventFlags;
this.Index = order.Index;
this.Time = order.Time;
this.TimeNanoPart = order.TimeNanoPart;
this.Sequence = order.Sequence;
Action = order.Action;
ActionTime = order.ActionTime;
OrderId = order.OrderId;
AuxOrderId = order.AuxOrderId;
this.Price = order.Price;
this.Size = order.Size;
this.Count = order.Count;
TradeId = order.TradeId;
TradePrice = order.TradePrice;
TradeSize = order.TradeSize;
this.Scope = order.Scope;
this.Side = order.Side;
this.ExchangeCode = order.ExchangeCode;
this.Source = order.Source;
this.MarketMaker = order.MarketMaker;
marketMakerCharArray = MarketMaker.ToString().ToCharArray();
IntPtr marketMakerCharsPtr = Marshal.UnsafeAddrOfPinnedArrayElement(marketMakerCharArray, 0);
Params = new EventParams(EventFlags, (ulong)Index, 0);
Data = new DxTestOrder(EventFlags, Index, Tools.DateToUnixTime(Time), TimeNanoPart, Sequence, Price, (int)Size, Count, Scope, Side, ExchangeCode, Source, marketMakerCharsPtr);
}
private static IDxOrder ZeroOrder(IDxOrder order)
{
return(new NativeOrder(order)
{
Size = 0,
Price = double.NaN,
Time = TimeConverter.ToUtcDateTime(0),
Sequence = 0,
ExchangeCode = '\0',
Count = 0
});
}
internal static void CompareOrders(IDxOrder playedOrder, IDxOrder receivedOrder)
{
Assert.AreEqual(playedOrder.EventSymbol, receivedOrder.EventSymbol);
Assert.AreEqual(playedOrder.Count, receivedOrder.Count);
Assert.AreEqual(playedOrder.EventFlags, receivedOrder.EventFlags);
Assert.AreEqual(playedOrder.ExchangeCode, receivedOrder.ExchangeCode);
Assert.AreEqual(playedOrder.Index, receivedOrder.Index);
Assert.AreEqual(playedOrder.Side, receivedOrder.Side);
Assert.AreEqual(playedOrder.Price, receivedOrder.Price);
Assert.AreEqual(playedOrder.Scope, receivedOrder.Scope);
Assert.AreEqual(playedOrder.Sequence, receivedOrder.Sequence);
Assert.AreEqual(playedOrder.Size, receivedOrder.Size);
Assert.AreEqual(playedOrder.Source, receivedOrder.Source);
Assert.AreEqual(playedOrder.Time, receivedOrder.Time);
Assert.AreEqual(playedOrder.TimeNanoPart, receivedOrder.TimeNanoPart);
Assert.AreEqual(playedOrder.MarketMaker.ToString(), receivedOrder.MarketMaker.ToString());
}
public void CreateSubscriptionTest()
{
var symbol = "SYMA";
var s = DXEndpoint.Create().Feed.CreateSubscription <IDxOrder>();
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
var playedOrder = new PlayedOrder(symbol, 0, 0x4e54560000000006, 0, 0, 0, 0, 100, 25, Scope.Order, Side.Buy, 'A', OrderSource.NTV, "AAAA");
EventPlayer <IDxOrder> eventPlayer = new EventPlayer <IDxOrder>(s as DXFeedSubscription <IDxOrder>);
eventPlayer.PlayEvents(symbol, playedOrder);
Assert.AreEqual(eventListener.GetEventCount <IDxOrder>(symbol), 1);
IDxOrder receivedOrder = eventListener.GetLastEvent <IDxOrder>().Event;
Assert.AreEqual(symbol, receivedOrder.EventSymbol);
CompareOrders(playedOrder, receivedOrder);
//try to create subscription on closed endpoint
DXEndpoint.GetInstance().Close();
Assert.Catch(typeof(InvalidOperationException), () =>
{
DXFeed.GetInstance().CreateSubscription <IDxOrder>();
});
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXFeed.GetInstance().CreateSubscription <IDxOrder>();
});
});
}
public void WaitOrders(params string[] sources)
{
List <string> sourceList = new List <string>(sources);
DateTime time = DateTime.Now;
int lastIndex = 0;
while (true)
{
if (IsConnected != null)
{
Assert.IsTrue(IsConnected(), "Connection was lost");
}
if (DateTime.Now.Subtract(time).TotalMilliseconds >= eventsTimeout)
{
Assert.Fail("Timeout elapsed! Not received events for next symbols: " + String.Join(", ", sourceList.ToArray()));
}
List <ReceivedEvent <IDxOrder> > list = GetList <IDxOrder>();
rwl.AcquireReaderLock(lockTimeout);
int size = GetEventCount <IDxOrder>();
for (int i = lastIndex; i < size; i++)
{
IDxOrder order = list[i].Event;
if (sourceList.Contains(order.Source.Name))
{
sourceList.Remove(order.Source.Name);
}
}
lastIndex = size;
rwl.ReleaseReaderLock();
if (sourceList.Count == 0)
{
break;
}
Thread.Sleep(eventsSleepTime);
}
}
private static bool IsZeroOrder(IDxOrder order)
{
return(TimeConverter.ToUnixTime(order.Time) == 0 && double.IsNaN(order.Price) && order.Size == 0);
}
internal NativeOrder(IDxOrder order) : base(order)
{
MarketMaker = order.MarketMaker;
}