public void CreateTimeSeriesSubscriptionTest()
{
var symbol = "SYMA";
var s = DXEndpoint.Create().Feed.CreateTimeSeriesSubscription <IDxCandle>();
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
var playedCandle = new PlayedCandle(symbol, Tools.DateToUnixTime(DateTime.Now), 123, 100, 12.34, 56.78, 9.0, 43.21, 1000, 999, 1001, 1002, 1, 777, 888, EventFlag.RemoveSymbol);
EventPlayer <IDxCandle> eventPlayer = new EventPlayer <IDxCandle>(s as DXFeedSubscription <IDxCandle>);
eventPlayer.PlayEvents(symbol, playedCandle);
Assert.AreEqual(eventListener.GetEventCount <IDxCandle>(symbol), 1);
IDxCandle receivedCandle = eventListener.GetLastEvent <IDxCandle>().Event;
Assert.AreEqual(symbol, receivedCandle.EventSymbol.ToString());
CompareCandles(playedCandle, receivedCandle);
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXEndpoint.GetInstance().Feed.CreateTimeSeriesSubscription <IDxCandle>();
});
});
}
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 ResetFromTimeStampTest()
{
string symbol = "SYMA";
TestListener eventListener = new TestListener();
var s = DXEndpoint.Create().Feed.CreateTimeSeriesSubscription <IDxCandle>();
s.OnSubscriptionClosed += OnSubscriptionClosed;
s.OnSymbolsAdded += OnSymbolsAdded;
s.OnSymbolsRemoved += OnSymbolsRemoved;
s.AddEventListener(eventListener);
s.AddSymbols(symbol);
Assert.AreEqual(long.MaxValue, s.FromTimeStamp);
//try to change FromTimeStamp property
isFiresOnSubscriptionClosed = false;
isFiresOnSymbolsAdded = false;
isFiresOnSymbolsRemoved = false;
long fromTime = Tools.DateToUnixTime(DateTime.Now.AddMonths(-1));
s.FromTimeStamp = fromTime;
Assert.AreEqual(fromTime, s.FromTimeStamp);
Assert.True(s.GetSymbols().SetEquals(new object[] { symbol }));
Assert.True(s.EventTypes.SetEquals(new Type[] { typeof(IDxCandle) }));
Assert.False(isFiresOnSubscriptionClosed);
Assert.False(isFiresOnSymbolsAdded);
Assert.False(isFiresOnSymbolsRemoved);
var playedCandle = new PlayedCandle(symbol, Tools.DateToUnixTime(DateTime.Now), 123, 100, 12.34, 56.78, 9.0, 43.21, 1000, 999, 1001, 1002, 1, 777, 888, EventFlag.RemoveSymbol);
EventPlayer <IDxCandle> eventPlayer = new EventPlayer <IDxCandle>(s as DXFeedSubscription <IDxCandle>);
eventPlayer.PlayEvents(symbol, playedCandle);
Assert.AreEqual(eventListener.GetEventCount <IDxCandle>(symbol), 1);
IDxCandle receivedCandle = eventListener.GetLastEvent <IDxCandle>().Event;
Assert.AreEqual(symbol, receivedCandle.EventSymbol.ToString());
DXFeedTest.CompareCandles(playedCandle, receivedCandle);
}
public void TestAddSymbol()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
s.AddSymbol("AAPL");
listener.WaitEvents <IDxOrder>();
TestListener.ReceivedEvent <IDxOrder> e = listener.GetLastEvent <IDxOrder>();
Assert.AreEqual("AAPL", e.Symbol);
s.AddSymbol("IBM");
listener.ClearEvents <IDxOrder>();
listener.WaitEvents <IDxOrder>("AAPL", "IBM");
}
}
}