public void WhenLastTickPriceFiredThenSendTickPriceMessage()
{
// Arrange
const string Symbol = "AMZN";
const double Price = 11;
var fired = false;
Messenger.Default.Register <TickPrice>(this, x =>
{
if (x.Symbol == Symbol &&
x.Price == Price &&
x.Type == TickType.LAST)
{
fired = true;
}
});
var manager = new TestMarketDataManager();
var contract = new Contract
{
Symbol = "AMZN",
Exchange = BrokerConstants.Routers.Smart,
PrimaryExch = Exchange.NYSE.ToString()
};
// Act
manager.RequestStreamingPrice(contract, false);
manager.RaiseTickPriceMessage(new TickPriceMessage(MarketDataManager.TICK_ID_BASE + 1, TickType.LAST, Price, new TickAttrib()));
// Assert
Assert.True(fired);
}
public void WhenRequestForOhlcThenSendBarMessage()
{
// Arrange
const double Open = 10;
const double High = 12;
const double Low = 9;
const double Close = 10.50;
var eventCount = 0;
var fired = false;
Messenger.Default.Register <BarPriceMessage>(this, x =>
{
eventCount++;
if (x.Bar.High == High &&
x.Bar.Low == Low &&
x.Bar.Open == Open &&
x.Bar.Close == Close)
{
fired = true;
}
});
var manager = new TestMarketDataManager();
// Act
manager.RequestStreamingPrice(new Contract {
Symbol = "AMZN"
}, true);
var requestId = MarketDataManager.TICK_ID_BASE + 1;
manager.RaiseTickPriceMessage(new TickPriceMessage(requestId, TickType.OPEN, Open, new TickAttrib()));
manager.RaiseTickPriceMessage(new TickPriceMessage(requestId, TickType.HIGH, High, new TickAttrib()));
manager.RaiseTickPriceMessage(new TickPriceMessage(requestId, TickType.LOW, Low, new TickAttrib()));
manager.RaiseTickPriceMessage(new TickPriceMessage(requestId, TickType.CLOSE, Close, new TickAttrib()));
// Assert
Assert.True(fired);
Assert.Equal(1, eventCount);
}
public void WhenPriceIsNegativeThenIgnore()
{
// Arrange
const double Price = -1;
var fired = false;
Messenger.Default.Register <TickPrice>(this, x => fired = true);
var manager = new TestMarketDataManager();
// Act
manager.RaiseTickPriceMessage(new TickPriceMessage(MarketDataManager.TICK_ID_BASE + 1, TickType.LAST, Price, new TickAttrib()));
// Assert
Assert.False(fired);
}
public void WhenMessageForRequestNotFoundThenIgnore()
{
// Arrange
const double Price = 10;
var fired = false;
Messenger.Default.Register <TickPrice>(this, x => fired = true);
var manager = new TestMarketDataManager();
// Act
manager.RequestStreamingPrice(new Contract(), false);
manager.RaiseTickPriceMessage(new TickPriceMessage(-1, TickType.LAST, Price, new TickAttrib()));
// Assert
Assert.False(fired);
}