public void OnMessageTradeSplitFillTest()
{
var expectedQuantity = 2;
BitfinexTestsHelpers.AddOrder(_unit, 1, "700658426", expectedQuantity);
var raised = new ManualResetEvent(false);
var expectedFee = 1.72366541m;
decimal actualFee = 0;
decimal actualQuantity = 0;
_unit.OrderStatusChanged += (s, e) =>
{
Assert.AreEqual("BTCUSD", e.Symbol.Value);
actualFee += e.OrderFee;
actualQuantity += e.AbsoluteFillQuantity;
if (e.Status == Orders.OrderStatus.Filled)
{
Assert.AreEqual(expectedQuantity, actualQuantity);
Assert.AreEqual(expectedFee, Math.Round(actualFee, 8));
raised.Set();
}
};
foreach (var line in File.ReadLines(Path.Combine("TestData", "bitfinex_fill.json")))
{
_unit.OnMessage(_unit, new WebSocketMessage(line));
}
Assert.IsTrue(raised.WaitOne(1000));
}
public void OnMessageTradeTest()
{
var brokerId = "2";
var json = "[0,\"tu\", [\"abc123\",\"1\",\"BTCUSD\",\"1453989092\",\"2\",\"3\",\"4\",\"<ORD_TYPE>\",\"5\",\"6\",\"BTC\"]]";
BitfinexTestsHelpers.AddOrder(_unit, 1, brokerId, 3);
var raised = new ManualResetEvent(false);
_unit.OrderStatusChanged += (s, e) =>
{
Assert.AreEqual("BTCUSD", e.Symbol.Value);
Assert.AreEqual(3, e.FillQuantity);
Assert.AreEqual(4m, e.FillPrice);
Assert.AreEqual(24m, e.OrderFee);
Assert.AreEqual(Orders.OrderStatus.Filled, e.Status);
raised.Set();
};
_unit.OnMessage(_unit, new WebSocketMessage(json));
Assert.IsTrue(raised.WaitOne(100));
}
