public void MultiMarketDataTickTest()
{
string providerOne = MarketDataProvider.Fxcm;
string providerTwo = MarketDataProvider.Blackwood;
_multiBrokerHubStrategy = new MultiBrokerTestStrategy("EUR/USD", "ERX", providerOne, providerTwo, providerOne, providerTwo);
var logonEvent = new ManualResetEvent(false);
var tickEvent = new ManualResetEvent(false);
int loginCount = 0;
bool providerOneTickArrived = false;
bool providerTwoTickArrived = false;
_multiBrokerHubStrategy.MarketDataLogonArrived += delegate(string marketDataProvider)
{
loginCount++;
if (loginCount == 2)
{
logonEvent.Set();
}
};
_multiBrokerHubStrategy.TickArrived += delegate(Tick tick)
{
if (tick.MarketDataProvider.Equals(providerOne))
{
providerOneTickArrived = true;
}
else
{
providerTwoTickArrived = true;
}
Console.WriteLine(tick);
if (providerOneTickArrived && providerTwoTickArrived)
{
tickEvent.Set();
}
};
logonEvent.WaitOne(14000, false);
tickEvent.WaitOne(14000, false);
Assert.AreEqual(2, loginCount, "Login Count");
Assert.IsTrue(providerOneTickArrived, "Provider One Tick Arrived");
Assert.IsTrue(providerTwoTickArrived, "Provider Two Tick Arrived");
}
public void MultiOrderExecutionOrderTest()
{
string providerOne = MarketDataProvider.Fxcm;
string providerTwo = MarketDataProvider.Blackwood;
_multiBrokerHubStrategy = new MultiBrokerTestStrategy("EUR/USD", "ERX", providerOne, providerTwo, providerOne, providerTwo);
var logonEvent = new ManualResetEvent(false);
var orderEvent = new ManualResetEvent(false);
int loginCount = 0;
bool providerOneOrderExecuted = false;
bool providerTwoOrderExecuted = false;
_multiBrokerHubStrategy.MarketDataLogonArrived += delegate(string marketDataProvider)
{
loginCount++;
if (loginCount == 2)
{
logonEvent.Set();
}
};
_multiBrokerHubStrategy.OnNewExecutionReceived += delegate(Execution execution)
{
if (execution.OrderExecutionProvider.Equals(providerOne))
{
providerOneOrderExecuted = true;
}
else
{
providerTwoOrderExecuted = true;
}
Console.WriteLine(execution);
if (providerOneOrderExecuted && providerTwoOrderExecuted)
{
orderEvent.Set();
}
};
logonEvent.WaitOne(14000, false);
orderEvent.WaitOne(14000, false);
Assert.AreEqual(2, loginCount, "Login Count");
Assert.IsTrue(providerOneOrderExecuted, "Provider One Order Executed");
Assert.IsTrue(providerTwoOrderExecuted, "Provider Two Order Executed");
}
public void MultiMarketDataLoginTest()
{
string providerOne = MarketDataProvider.Fxcm;
string providerTwo = MarketDataProvider.Simulated;
_multiBrokerHubStrategy = new MultiBrokerTestStrategy("EUR/USD", "ERX", providerOne, providerTwo, providerOne, providerTwo);
var logonEvent = new ManualResetEvent(false);
int loginCount = 0;
_multiBrokerHubStrategy.MarketDataLogonArrived += delegate(string marketDataProvider)
{
loginCount++;
if (loginCount == 2)
{
logonEvent.Set();
}
};
logonEvent.WaitOne(14000, false);
Assert.AreEqual(2, loginCount, "Login Count");
}
