public async Task ShouldCheckMinimumPerformance()
{
var eventIdProvider = new InMemoryEventIdProvider();
var serializer = new JsonNetSerializer();
var eventSerializer = new EventSerializer(serializer);
var eventCache = new InMemoryEventCache(eventIdProvider, eventSerializer);
var brokerConfiguration = new BrokerageServiceConfiguration()
{
HeartbeatEndpoint = HeartbeatEndpoint,
StateOftheWorldEndpoint = StateOfTheWorldEndpoint,
ToSubscribersEndpoint = ToSubscribersEndpoint,
ToPublisherEndpoint = ToPublishersEndpoint
};
var router = new BrokerageService(brokerConfiguration, eventCache, serializer);
var marketConfiguration = new ProducerConfiguration()
{
RouterEndpoint = ToPublishersEndpoint,
HearbeatEndpoint = HeartbeatEndpoint
};
var market = new Market("FxConnect", marketConfiguration, eventSerializer, TimeSpan.FromMilliseconds(10));
await router.Run();
await market.Run();
var cacheConfiguration = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint)
{
Subject = string.Empty,
HeartbeatDelay = TimeSpan.FromSeconds(10),
HeartbeatTimeout = TimeSpan.FromSeconds(2)
};
var cache = new DynamicCache <string, CurrencyPair>(cacheConfiguration, eventSerializer);
await cache.Run();
//fire a little less than 300 events
await Task.Delay(3000);
await Task.WhenAll(new[] { router.Destroy(), market.Destroy(), cache.Destroy() });
var cacheItems = cache.GetItems().ToList();
var cacheItemsEvents = cacheItems.SelectMany(items => items.AppliedEvents).ToList();
//At least 3/4 events should be processed
Assert.Greater((double)cacheItemsEvents.Count / (double)market.Prices.Count, 0.75);
}
public async Task ShouldApplyMultipleEvents()
{
using (var publisherSocket = new PublisherSocket())
{
publisherSocket.Bind(ToSubscribersEndpoint);
var streamId = "EUR/USD";
var createEvent = new Func <IEvent <String, CurrencyPair>, Task>(async(@event) =>
{
var message = _eventSerializer.ToProducerMessage(@event);
var eventId = new EventId(@event.EventStreamId, 0, @event.Subject, DateTime.Now.Ticks);
publisherSocket.SendMoreFrame(message.Subject)
.SendMoreFrame(_serializer.Serialize(eventId))
.SendFrame(_serializer.Serialize(message));
await Task.Delay(200);
});
var cacheConfiguration = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint)
{
Subject = string.Empty,
HeartbeatDelay = TimeSpan.FromSeconds(1),
HeartbeatTimeout = TimeSpan.FromSeconds(1),
};
var cache = new DynamicCache <string, CurrencyPair>(cacheConfiguration, LoggerForTests <DynamicCache <string, CurrencyPair> > .Default(), _eventSerializer);
await cache.Run();
await Task.Delay(2000);
var priceEvent = new ChangeCcyPairPrice(streamId, "FxConnect", 0.0, 0.0, 0.0, 0.0);
await createEvent(priceEvent);
var changeStateClose = new ChangeCcyPairState(streamId, "FxConnect", CcyPairState.Passive);
await createEvent(changeStateClose);
Assert.AreEqual(1, cache.Items.Count());
Assert.AreEqual(CcyPairState.Passive, cache.Items.First().State);
Assert.AreEqual(2, cache.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
await cache.Destroy();
}
}
public async Task ShouldSwitchToStaledState()
{
using (var publisherSocket = new PublisherSocket())
{
publisherSocket.Bind(ToSubscribersEndpoint);
var cacheConfiguration = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint)
{
Subject = string.Empty,
HeartbeatDelay = TimeSpan.FromSeconds(5),
HeartbeatTimeout = TimeSpan.FromSeconds(1),
IsStaleTimeout = TimeSpan.FromSeconds(2)
};
var cache = new DynamicCache <string, CurrencyPair>(cacheConfiguration, LoggerForTests <DynamicCache <string, CurrencyPair> > .Default(), _eventSerializer);
await cache.Run();
await WaitForCachesToCaughtUp(cache);
Assert.AreEqual(DynamicCacheState.Connected, cache.CacheState);
Assert.AreEqual(true, cache.IsStaled);
var @event = new ChangeCcyPairPrice("TEST", "TEST-Market", 0.0, 0.0, 0.0, 0.0);
var message = _eventSerializer.ToProducerMessage(@event);
var eventId = new EventId("TEST", 0, "TEST", DateTime.Now.Ticks);
publisherSocket.SendMoreFrame(message.Subject)
.SendMoreFrame(_serializer.Serialize(eventId))
.SendFrame(_serializer.Serialize(message));
await Task.Delay(200);
Assert.AreEqual(DynamicCacheState.Connected, cache.CacheState);
Assert.AreEqual(false, cache.IsStaled);
await Task.Delay(3500);
Assert.AreEqual(DynamicCacheState.Connected, cache.CacheState);
Assert.AreEqual(true, cache.IsStaled);
await Task.Delay(2000);
Assert.AreEqual(true, cache.IsStaled);
await cache.Destroy();
}
}
public async Task ShouldRetrieveStateOfTheWorld()
{
var topic = "EUR/USD";
for (var i = 0; i < 49; i++)
{
var next = Next(topic);
var message = _eventSerializer.ToProducerMessage(next);
await _eventCache.AppendToStream(Encoding.UTF8.GetBytes(next.Subject), _serializer.Serialize(message));
}
var lastPriceEvent = Next(topic);
var lastMessage = _eventSerializer.ToProducerMessage(lastPriceEvent);
await _eventCache.AppendToStream(Encoding.UTF8.GetBytes(lastPriceEvent.Subject), _serializer.Serialize(lastMessage));
var cacheConfiguration = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint)
{
Subject = string.Empty,
HeartbeatDelay = TimeSpan.FromSeconds(1),
HeartbeatTimeout = TimeSpan.FromSeconds(1)
};
var cache = new DynamicCache <string, CurrencyPair>(cacheConfiguration, LoggerForTests <DynamicCache <string, CurrencyPair> > .Default(), _eventSerializer);
await cache.Run();
await WaitForCachesToCaughtUp(cache);
var ccyPairs = cache.Items
.ToList();
Assert.AreEqual(1, ccyPairs.Count);
var euroDol = ccyPairs.First();
Assert.AreEqual(50, euroDol.AppliedEvents.Count());
Assert.AreEqual(lastPriceEvent.Ask, euroDol.Ask);
Assert.AreEqual(lastPriceEvent.Bid, euroDol.Bid);
Assert.AreEqual(lastPriceEvent.Mid, euroDol.Mid);
Assert.AreEqual(lastPriceEvent.Spread, euroDol.Spread);
await cache.Destroy();
}
public async Task ShouldPerformHeartbeat()
{
var cacheConfiguration = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint)
{
Subject = string.Empty,
HeartbeatDelay = TimeSpan.FromSeconds(1),
HeartbeatTimeout = TimeSpan.FromSeconds(1)
};
var cache = new DynamicCache <string, CurrencyPair>(cacheConfiguration, LoggerForTests <DynamicCache <string, CurrencyPair> > .Default(), _eventSerializer);
await cache.Run();
await WaitForCachesToCaughtUp(cache);
Assert.AreEqual(DynamicCacheState.Connected, cache.CacheState);
await cache.Destroy();
}
public async Task ShouldSubscribeToAllSubjects()
{
using (var publisherSocket = new PublisherSocket())
{
publisherSocket.Bind(ToSubscribersEndpoint);
await Task.Delay(200);
var createEvent = new Func <string, string, Task>(async(streamId, market) =>
{
var @event = new ChangeCcyPairPrice(streamId, market, 0.0, 0.0, 0.0, 0.0);
var message = _eventSerializer.ToProducerMessage(@event);
var eventId = new EventId(streamId, 0, string.IsNullOrEmpty(market) ? streamId : $"{streamId}.{market}", DateTime.Now.Ticks);
publisherSocket.SendMoreFrame(message.Subject)
.SendMoreFrame(_serializer.Serialize(eventId))
.SendFrame(_serializer.Serialize(message));
await Task.Delay(200);
});
var euroDol = "EUR/USD";
var harmony = "Harmony";
var euroGbp = "EUR/GBP";
var fxconnect = "FxConnect";
var cacheConfigurationEuroDol = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint)
{
Subject = $"{euroDol}",
HeartbeatDelay = TimeSpan.FromSeconds(1),
HeartbeatTimeout = TimeSpan.FromSeconds(1),
};
var cacheConfigurationAll = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint)
{
Subject = string.Empty,
HeartbeatDelay = TimeSpan.FromSeconds(1),
HeartbeatTimeout = TimeSpan.FromSeconds(1),
};
var cacheEuroDol = new DynamicCache <string, CurrencyPair>(cacheConfigurationEuroDol, LoggerForTests <DynamicCache <string, CurrencyPair> > .Default(), _eventSerializer);
var cacheAll = new DynamicCache <string, CurrencyPair>(cacheConfigurationAll, LoggerForTests <DynamicCache <string, CurrencyPair> > .Default(), _eventSerializer);
await cacheEuroDol.Run();
await cacheAll.Run();
await WaitForCachesToCaughtUp(cacheEuroDol, cacheAll);
Assert.AreEqual(DynamicCacheState.Connected, cacheEuroDol.CacheState);
Assert.AreEqual(DynamicCacheState.Connected, cacheAll.CacheState);
await createEvent(euroDol, harmony);
Assert.AreEqual(1, cacheEuroDol.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
Assert.AreEqual(1, cacheAll.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
await createEvent(euroDol, fxconnect);
await Task.Delay(500);
Assert.AreEqual(2, cacheEuroDol.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
Assert.AreEqual(2, cacheAll.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
await createEvent(euroDol, string.Empty);
Assert.AreEqual(3, cacheEuroDol.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
Assert.AreEqual(3, cacheAll.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
await createEvent(euroGbp, string.Empty);
Assert.AreEqual(3, cacheEuroDol.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
Assert.AreEqual(4, cacheAll.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
await createEvent(euroGbp, harmony);
Assert.AreEqual(3, cacheEuroDol.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
Assert.AreEqual(5, cacheAll.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
await createEvent(euroGbp, fxconnect);
Assert.AreEqual(3, cacheEuroDol.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
Assert.AreEqual(6, cacheAll.Items.SelectMany(ccy => ccy.AppliedEvents).Count());
await cacheEuroDol.Destroy();
await cacheAll.Destroy();
}
}
public async Task ShouldHandleNewEventsWhileRebuildingTheCache()
{
using (var stateUpdatePublish = new PublisherSocket())
{
stateUpdatePublish.Bind(ToSubscribersEndpoint);
var topic = "EUR/USD";
var stateOfTheWorldEventCount = 10000;
var initialEventCache = 50;
var raisedEventDuringCacheBuilding = new List <EventId>();
for (var i = 0; i < stateOfTheWorldEventCount; i++)
{
var next = Next(topic);
var message = _eventSerializer.ToProducerMessage(next);
await _eventCache.AppendToStream(Encoding.UTF8.GetBytes(next.Subject), _serializer.Serialize(message));
}
var cacheConfiguration = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint)
{
Subject = string.Empty,
HeartbeatDelay = TimeSpan.FromSeconds(1),
HeartbeatTimeout = TimeSpan.FromSeconds(1)
};
var cache = new DynamicCache <string, CurrencyPair>(cacheConfiguration, LoggerForTests <DynamicCache <string, CurrencyPair> > .Default(), _eventSerializer);
await cache.Run();
for (var i = 0; i < initialEventCache; i++)
{
var next = Next(topic);
var message = _eventSerializer.ToProducerMessage(next);
var payload = _serializer.Serialize(message);
var eventId = _eventCache.AppendToStream(Encoding.UTF8.GetBytes(next.Subject), payload).Result;
raisedEventDuringCacheBuilding.Add(eventId);
stateUpdatePublish.SendMoreFrame(next.Subject)
.SendMoreFrame(_serializer.Serialize(eventId))
.SendFrame(payload);
await Task.Delay(100);
}
await WaitForCachesToCaughtUp(cache);
Assert.IsFalse(cache.IsCaughtingUp);
var ccyPairs = cache.Items
.ToList();
Assert.AreEqual(1, ccyPairs.Count);
var euroDol = ccyPairs.First();
Assert.AreEqual(stateOfTheWorldEventCount + initialEventCache, euroDol.AppliedEvents.Count());
await cache.Destroy();
}
}
public async Task ShouldHandleDisconnectAndCacheRebuild()
{
var eventIdProvider = new InMemoryEventIdProvider();
var serializer = new JsonNetSerializer();
var eventSerializer = new EventSerializer(serializer);
var eventCache = new InMemoryEventCache(eventIdProvider, eventSerializer);
var brokerConfiguration = new BrokerageServiceConfiguration()
{
HeartbeatEndpoint = HeartbeatEndpoint,
StateOftheWorldEndpoint = StateOfTheWorldEndpoint,
ToSubscribersEndpoint = ToSubscribersEndpoint,
ToPublisherEndpoint = ToPublishersEndpoint
};
var router = new BrokerageService(brokerConfiguration, eventCache, serializer);
var marketConfiguration = new ProducerConfiguration()
{
RouterEndpoint = ToPublishersEndpoint,
HearbeatEndpoint = HeartbeatEndpoint
};
var market1 = new Market("FxConnect", marketConfiguration, eventSerializer, TimeSpan.FromMilliseconds(100));
var market2 = new Market("Harmony", marketConfiguration, eventSerializer, TimeSpan.FromMilliseconds(100));
await router.Run();
await Task.Delay(1000);
await market1.Run();
await market2.Run();
var cacheConfiguration = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint)
{
Subject = string.Empty,
HeartbeatDelay = TimeSpan.FromMilliseconds(500),
HeartbeatTimeout = TimeSpan.FromSeconds(1)
};
var cache = new DynamicCache <string, CurrencyPair>(cacheConfiguration, eventSerializer);
var cacheProof = new DynamicCache <string, CurrencyPair>(cacheConfiguration, eventSerializer);
await cacheProof.Run();
await cache.Run();
Assert.AreEqual(DynamicCacheState.NotConnected, cache.CacheState);
Assert.AreEqual(DynamicCacheState.NotConnected, cacheProof.CacheState);
await Task.Delay(2000);
Assert.AreEqual(DynamicCacheState.Connected, cache.CacheState);
Assert.AreEqual(DynamicCacheState.Connected, cacheProof.CacheState);
await Task.Delay(3000);
Assert.AreEqual(cache.GetItems()
.SelectMany(item => item.AppliedEvents)
.Count(),
cacheProof.GetItems()
.SelectMany(item => item.AppliedEvents)
.Count());
await router.Destroy();
await Task.Delay(cacheConfiguration.HeartbeatDelay);
Assert.AreEqual(DynamicCacheState.Disconnected, cache.CacheState);
Assert.AreEqual(DynamicCacheState.Disconnected, cacheProof.CacheState);
router = new BrokerageService(brokerConfiguration, eventCache, serializer);
await router.Run();
await Task.Delay(TimeSpan.FromSeconds(3));
Assert.AreEqual(DynamicCacheState.Connected, cache.CacheState);
Assert.AreEqual(DynamicCacheState.Connected, cacheProof.CacheState);
await router.Destroy();
var cacheCCyPair = cache.GetItems().ToList();
var cacheProofCcyPair = cacheProof.GetItems().ToList();
Assert.AreEqual(cacheCCyPair.Count(), cacheProofCcyPair.Count());
Assert.AreEqual(cacheCCyPair.Count(), cacheProofCcyPair.Count());
foreach (var ccyPair in cacheCCyPair)
{
var proof = cacheProofCcyPair.First(ccy => ccy.Id == ccyPair.Id);
Assert.AreEqual(ccyPair.Ask, proof.Ask);
Assert.AreEqual(ccyPair.Bid, proof.Bid);
Assert.AreEqual(ccyPair.Mid, proof.Mid);
Assert.AreEqual(ccyPair.Spread, proof.Spread);
}
var brokerCacheEvents = (await eventCache.GetStreamBySubject(cacheConfiguration.Subject)).ToList();
var cacheEvents = cacheCCyPair.SelectMany(item => item.AppliedEvents).ToList();
var cacheProofEvents = cacheProofCcyPair.SelectMany(item => item.AppliedEvents).ToList();
Assert.AreEqual(cacheEvents.Count(), cacheProofEvents.Count());
Assert.AreEqual(cacheEvents.Count(), cacheProofEvents.Count());
Assert.AreEqual(cacheEvents.Count(), cacheProofEvents.Count());
await Task.WhenAll(new[] { market1.Destroy(), market2.Destroy(), cache.Destroy() });
}
public async Task ShouldSubscribeToEventFeed()
{
var eventIdProvider = new InMemoryEventIdProvider();
var serializer = new JsonNetSerializer();
var eventSerializer = new EventSerializer(serializer);
var eventCache = new InMemoryEventCache(eventIdProvider, eventSerializer);
var brokerConfiguration = new BrokerageServiceConfiguration()
{
HeartbeatEndpoint = HeartbeatEndpoint,
StateOftheWorldEndpoint = StateOfTheWorldEndpoint,
ToSubscribersEndpoint = ToSubscribersEndpoint,
ToPublisherEndpoint = ToPublishersEndpoint
};
var router = new BrokerageService(brokerConfiguration, eventCache, serializer);
var marketConfiguration = new ProducerConfiguration()
{
RouterEndpoint = ToPublishersEndpoint,
HearbeatEndpoint = HeartbeatEndpoint
};
var market1 = new Market("FxConnect", marketConfiguration, eventSerializer, TimeSpan.FromMilliseconds(750));
var market2 = new Market("Harmony", marketConfiguration, eventSerializer, TimeSpan.FromMilliseconds(750));
await router.Run();
await market1.Run();
await market2.Run();
//create an event cache
await Task.Delay(2000);
//Assert.Greater(router.Cache.Count(), 0);
var cacheConfiguration = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint);
var cache = new DynamicCache <string, CurrencyPair>(cacheConfiguration, eventSerializer);
var counter = 0;
var cleanup = cache.OnItemChanged()
.Connect()
.Subscribe(_ =>
{
counter++;
});
await cache.Run();
await Task.Delay(2000);
// Assert.AreEqual(router.Cache.Count(), counter);
Assert.AreEqual(cache.GetItems().SelectMany(item => item.AppliedEvents).Count(), counter);
//fxconnext & harmony
Assert.AreEqual(2, cache.GetItems()
.SelectMany(item => item.AppliedEvents)
.Cast <ChangeCcyPairPrice>()
.Select(ev => ev.Market)
.Distinct()
.Count());
cleanup.Dispose();
await Task.WhenAll(new[] { router.Destroy(), market1.Destroy(), market2.Destroy(), cache.Destroy() });
}
public async Task ShouldSubscribeToSubject()
{
//todo .NET COre MVC implem
var eventIdProvider = new InMemoryEventIdProvider();
var serializer = new JsonNetSerializer();
var eventSerializer = new EventSerializer(serializer);
var eventCache = new InMemoryEventCache(eventIdProvider, eventSerializer);
var brokerConfiguration = new BrokerageServiceConfiguration()
{
HeartbeatEndpoint = HeartbeatEndpoint,
StateOftheWorldEndpoint = StateOfTheWorldEndpoint,
ToSubscribersEndpoint = ToSubscribersEndpoint,
ToPublisherEndpoint = ToPublishersEndpoint
};
var router = new BrokerageService(brokerConfiguration, eventCache, serializer);
var marketConfiguration = new ProducerConfiguration()
{
RouterEndpoint = ToPublishersEndpoint,
HearbeatEndpoint = HeartbeatEndpoint
};
var market1 = new Market("FxConnect", marketConfiguration, eventSerializer, TimeSpan.FromMilliseconds(750));
var market2 = new Market("Harmony", marketConfiguration, eventSerializer, TimeSpan.FromMilliseconds(750));
await router.Run();
await market1.Run();
await market2.Run();
var cacheConfigurationEuroDol = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint)
{
Subject = "EUR/USD"
};
var cacheConfigurationEuroDolFxConnect = new DynamicCacheConfiguration(ToSubscribersEndpoint, StateOfTheWorldEndpoint, HeartbeatEndpoint)
{
Subject = "EUR/USD.FxConnect"
};
var cacheEuroDol = new DynamicCache <string, CurrencyPair>(cacheConfigurationEuroDol, eventSerializer);
var cacheEuroDolFxConnect = new DynamicCache <string, CurrencyPair>(cacheConfigurationEuroDolFxConnect, eventSerializer);
await cacheEuroDol.Run();
await cacheEuroDolFxConnect.Run();
//wait for a substential event stream
await Task.Delay(5000);
// Assert.Greater(router.Cache.Count(), 1);
var ccyPairsCacheEuroDol = cacheEuroDol.GetItems()
.SelectMany(item => item.AppliedEvents)
.Select(item => item.Subject)
.Distinct();
// EUR/USD.FxConnect & EUR/USD.Harmony
Assert.AreEqual(2, ccyPairsCacheEuroDol.Count());
Assert.IsTrue(ccyPairsCacheEuroDol.All(subject => subject.EndsWith("FxConnect") || subject.EndsWith("Harmony")));
Assert.IsTrue(ccyPairsCacheEuroDol.All(subject => subject.StartsWith(cacheConfigurationEuroDol.Subject)));
var ccyPairsCacheEuroDolFxConnect = cacheEuroDolFxConnect.GetItems()
.SelectMany(item => item.AppliedEvents)
.Select(item => item.Subject)
.Distinct();
// EUR/USD.FxConnect
Assert.AreEqual(1, ccyPairsCacheEuroDolFxConnect.Count());
Assert.AreEqual(cacheConfigurationEuroDolFxConnect.Subject, ccyPairsCacheEuroDolFxConnect.First());
await Task.WhenAll(new[] { router.Destroy(), market1.Destroy(), market2.Destroy(), cacheEuroDol.Destroy(), cacheEuroDolFxConnect.Destroy() });
}