private void ProcessDelete(MarketDepthMessage message)
{
if (message.BidSide)
{
observer.OnBidRemove(message.Position);
return;
}
observer.OnAskRemove(message.Position);
}
private void ProcessUpdate(MarketDepthMessage message)
{
var update = new MarketDepthUpdate {Price = message.Price, Quantity = message.Size};
if (message.BidSide)
{
observer.OnBidUpdate(message.Position, update);
return;
}
observer.OnAskUpdate(message.Position, update);
}
public void EnsureThatOnAskUpdateWillBeCalledOnUpdateOnAskSide()
{
var update = new MarketDepthMessage
{
BidSide = false,
Operation = MarketDepthOperation.Insert,
Position = 1
};
dispatcher.OnMarketDepth(update);
observerMock.Verify(observer => observer.OnAskUpdate(update.Position, It.IsAny<MarketDepthUpdate>()));
}
public void OnMarketDepth(MarketDepthMessage message)
{
switch (message.Operation)
{
case MarketDepthOperation.Insert:
case MarketDepthOperation.Update:
ProcessUpdate(message);
return;
case MarketDepthOperation.Delete:
ProcessDelete(message);
return;
}
var errorMessage = string.Format("This kind of operation not supported: {0}", (int)message.Operation);
throw new ArgumentOutOfRangeException("message", errorMessage);
}
public void EnsureThatOnAskRemoveWillBeCalledOnDeleteOnAskSide()
{
var update = new MarketDepthMessage
{
BidSide = false,
Operation = MarketDepthOperation.Delete,
Position = 1
};
dispatcher.OnMarketDepth(update);
observerMock.Verify(observer => observer.OnAskRemove(update.Position));
}
public void EnsureThatExceptionWillBeTrownOnInvalidUpdateType()
{
var update = new MarketDepthMessage
{
BidSide = false,
Operation = (MarketDepthOperation)12,
Position = 1
};
dispatcher.OnMarketDepth(update);
}
private void OnMarketDepth(MarketDepthMessage message)
{
this.marketDepthUpdatesDispatcher.OnMarketDepth(message);
}
