public async Task AutoSnapshotReloading_ShouldWorkAfterTimeout() { var url = CoinbaseValues.ApiWebsocketUrl; using (var communicator = new CoinbaseWebsocketCommunicator(url)) { using (var client = new CoinbaseWebsocketClient(communicator)) { var pair = "BTC-USD"; var source = new CoinbaseOrderBookSource(client) { LoadSnapshotEnabled = true }; var orderBook = new CryptoOrderBook(pair, source) { SnapshotReloadTimeout = TimeSpan.FromSeconds(2), SnapshotReloadEnabled = true }; await Task.Delay(TimeSpan.FromSeconds(20)); Assert.True(orderBook.BidPrice > 0); Assert.True(orderBook.AskPrice > 0); Assert.NotEmpty(orderBook.BidLevels); Assert.NotEmpty(orderBook.AskLevels); } } }
private static async Task<ICryptoOrderBook> StartCoinbase(string pair, bool optimized, bool l2Optimized) { var url = CoinbaseValues.ApiWebsocketUrl; var communicator = new CoinbaseWebsocketCommunicator(url) { Name = "Coinbase" }; var client = new CoinbaseWebsocketClient(communicator); var source = new CoinbaseOrderBookSource(client); var orderBook = l2Optimized ? new CryptoOrderBookL2(pair, source) : (ICryptoOrderBook)new CryptoOrderBook(pair, source); if (optimized) { ConfigureOptimized(source, orderBook); } _ = communicator.Start(); // Send subscription request to order book data client.Send(new SubscribeRequest( new[] { pair }, ChannelSubscriptionType.Level2 )); return orderBook; }
public async Task ConnectToSource_ShouldHandleOrderBookCorrectly() { var url = CoinbaseValues.ApiWebsocketUrl; using (var communicator = new CoinbaseWebsocketCommunicator(url)) { using (var client = new CoinbaseWebsocketClient(communicator)) { var pair = "BTC-USD"; var source = new CoinbaseOrderBookSource(client); var orderBook = new CryptoOrderBook(pair, source); await communicator.Start(); client.Send(new SubscribeRequest( new [] { pair }, ChannelSubscriptionType.Level2 )); await Task.Delay(TimeSpan.FromSeconds(5)); Assert.True(orderBook.BidPrice > 0); Assert.True(orderBook.AskPrice > 0); Assert.NotEmpty(orderBook.BidLevels); Assert.NotEmpty(orderBook.AskLevels); } } }