public void CreateAndAccess()
{
// Create a new account using FBE model into the FBE stream
var writer = new FBE.proto.AccountModel();
Assert.That(writer.model.FBEOffset == 4);
long modelBegin = writer.CreateBegin();
long accountBegin = writer.model.SetBegin();
writer.model.uid.Set(1);
writer.model.name.Set("Test");
writer.model.state.Set(proto.State.good);
long walletBegin = writer.model.wallet.SetBegin();
writer.model.wallet.currency.Set("USD");
writer.model.wallet.amount.Set(1000.0);
writer.model.wallet.SetEnd(walletBegin);
long assetBegin = writer.model.asset.SetBegin(true);
long assetWalletBegin = writer.model.asset.Value.SetBegin();
writer.model.asset.Value.currency.Set("EUR");
writer.model.asset.Value.amount.Set(100.0);
writer.model.asset.SetEnd(assetBegin);
writer.model.asset.Value.SetEnd(assetWalletBegin);
var order = writer.model.orders.Resize(3);
long orderBegin = order.SetBegin();
order.uid.Set(1);
order.symbol.Set("EURUSD");
order.side.Set(proto.OrderSide.buy);
order.type.Set(proto.OrderType.market);
order.price.Set(1.23456);
order.volume.Set(1000.0);
order.SetEnd(orderBegin);
order.FBEShift(order.FBESize);
orderBegin = order.SetBegin();
order.uid.Set(2);
order.symbol.Set("EURUSD");
order.side.Set(proto.OrderSide.sell);
order.type.Set(proto.OrderType.limit);
order.price.Set(1.0);
order.volume.Set(100.0);
order.SetEnd(orderBegin);
order.FBEShift(order.FBESize);
orderBegin = order.SetBegin();
order.uid.Set(3);
order.symbol.Set("EURUSD");
order.side.Set(proto.OrderSide.buy);
order.type.Set(proto.OrderType.stop);
order.price.Set(1.5);
order.volume.Set(10.0);
order.SetEnd(orderBegin);
order.FBEShift(order.FBESize);
writer.model.SetEnd(accountBegin);
long serialized = writer.CreateEnd(modelBegin);
Assert.That(serialized == writer.Buffer.Size);
Assert.That(writer.Verify());
writer.Next(serialized);
Assert.That(writer.model.FBEOffset == (4 + writer.Buffer.Size));
// Check the serialized FBE size
Assert.That(writer.Buffer.Size == 252);
// Access the account model in the FBE stream
var reader = new FBE.proto.AccountModel();
Assert.That(reader.model.FBEOffset == 4);
reader.Attach(writer.Buffer);
Assert.That(reader.Verify());
accountBegin = reader.model.GetBegin();
reader.model.uid.Get(out var id);
Assert.That(id == 1);
reader.model.name.Get(out var name);
Assert.That(name == "Test");
reader.model.state.Get(out var state);
Assert.That(state.HasFlags(proto.State.good));
walletBegin = reader.model.wallet.GetBegin();
reader.model.wallet.currency.Get(out var walletCurrency);
Assert.That(walletCurrency == "USD");
reader.model.wallet.amount.Get(out var walletAmount);
Assert.That(walletAmount == 1000.0);
reader.model.wallet.GetEnd(walletBegin);
Assert.That(reader.model.asset.HasValue);
assetBegin = reader.model.asset.GetBegin();
assetWalletBegin = reader.model.asset.Value.GetBegin();
reader.model.asset.Value.currency.Get(out var assetWalletCurrency);
Assert.That(assetWalletCurrency == "EUR");
reader.model.asset.Value.amount.Get(out var assetWalletAmount);
Assert.That(assetWalletAmount == 100.0);
reader.model.asset.Value.GetEnd(assetWalletBegin);
reader.model.asset.GetEnd(assetBegin);
Assert.That(reader.model.orders.Size == 3);
var o1 = reader.model.orders[0];
orderBegin = o1.GetBegin();
o1.uid.Get(out var orderUId1);
Assert.That(orderUId1 == 1);
o1.symbol.Get(out var orderSymbol1);
Assert.That(orderSymbol1 == "EURUSD");
o1.side.Get(out var orderSide1);
Assert.That(orderSide1 == proto.OrderSide.buy);
o1.type.Get(out var orderType1);
Assert.That(orderType1 == proto.OrderType.market);
o1.price.Get(out var orderPrice1);
Assert.That(orderPrice1 == 1.23456);
o1.volume.Get(out var orderVolume1);
Assert.That(orderVolume1 == 1000.0);
o1.GetEnd(orderBegin);
var o2 = reader.model.orders[1];
orderBegin = o2.GetBegin();
o2.uid.Get(out var orderUId2);
Assert.That(orderUId2 == 2);
o2.symbol.Get(out var orderSymbol2);
Assert.That(orderSymbol2 == "EURUSD");
o2.side.Get(out var orderSide2);
Assert.That(orderSide2 == proto.OrderSide.sell);
o2.type.Get(out var orderType2);
Assert.That(orderType2 == proto.OrderType.limit);
o2.price.Get(out var orderPrice2);
Assert.That(orderPrice2 == 1.0);
o2.volume.Get(out var orderVolume2);
Assert.That(orderVolume2 == 100.0);
o1.GetEnd(orderBegin);
var o3 = reader.model.orders[2];
orderBegin = o3.GetBegin();
o3.uid.Get(out var orderUId3);
Assert.That(orderUId3 == 3);
o3.symbol.Get(out var orderSymbol3);
Assert.That(orderSymbol3 == "EURUSD");
o3.side.Get(out var orderSide3);
Assert.That(orderSide3 == proto.OrderSide.buy);
o3.type.Get(out var orderType3);
Assert.That(orderType3 == proto.OrderType.stop);
o3.price.Get(out var orderPrice3);
Assert.That(orderPrice3 == 1.5);
o3.volume.Get(out var orderVolume3);
Assert.That(orderVolume3 == 10.0);
o1.GetEnd(orderBegin);
reader.model.GetEnd(accountBegin);
}
public void ExtendingOldNew()
{
// Create a new account with some orders
var account1 = proto.Account.Default;
account1.id = 1;
account1.name = "Test";
account1.state = proto.State.good;
account1.wallet.currency = "USD";
account1.wallet.amount = 1000.0;
account1.asset = new proto.Balance("EUR", 100.0);
account1.orders.Add(new proto.Order(1, "EURUSD", proto.OrderSide.buy, proto.OrderType.market, 1.23456, 1000.0));
account1.orders.Add(new proto.Order(2, "EURUSD", proto.OrderSide.sell, proto.OrderType.limit, 1.0, 100.0));
account1.orders.Add(new proto.Order(3, "EURUSD", proto.OrderSide.buy, proto.OrderType.stop, 1.5, 10.0));
// Serialize the account to the FBE stream
var writer = new FBE.proto.AccountModel();
Assert.True(writer.model.FBEOffset == 4);
long serialized = writer.Serialize(account1);
Assert.True(serialized == writer.Buffer.Size);
Assert.True(writer.Verify());
writer.Next(serialized);
Assert.True(writer.model.FBEOffset == (4 + writer.Buffer.Size));
// Check the serialized FBE size
Assert.True(writer.Buffer.Size == 252);
// Deserialize the account from the FBE stream
var reader = new FBE.protoex.AccountModel();
Assert.True(reader.model.FBEOffset == 4);
reader.Attach(writer.Buffer);
Assert.True(reader.Verify());
long deserialized = reader.Deserialize(out var account2);
Assert.True(deserialized == reader.Buffer.Size);
reader.Next(deserialized);
Assert.True(reader.model.FBEOffset == (4 + reader.Buffer.Size));
Assert.True(account2.id == 1);
Assert.True(account2.name == "Test");
Assert.True(account2.state == protoex.StateEx.good);
Assert.True(account2.wallet.parent.currency == "USD");
Assert.True(account2.wallet.parent.amount == 1000.0);
Assert.True(account2.wallet.locked == 0.0);
Assert.True(account2.asset.HasValue);
Assert.True(account2.asset.Value.parent.currency == "EUR");
Assert.True(account2.asset.Value.parent.amount == 100.0);
Assert.True(account2.asset.Value.locked == 0.0);
Assert.True(account2.orders.Count == 3);
Assert.True(account2.orders[0].id == 1);
Assert.True(account2.orders[0].symbol == "EURUSD");
Assert.True(account2.orders[0].side == protoex.OrderSide.buy);
Assert.True(account2.orders[0].type == protoex.OrderType.market);
Assert.True(account2.orders[0].price == 1.23456);
Assert.True(account2.orders[0].volume == 1000.0);
Assert.True(account2.orders[0].tp == 10.0);
Assert.True(account2.orders[0].sl == -10.0);
Assert.True(account2.orders[1].id == 2);
Assert.True(account2.orders[1].symbol == "EURUSD");
Assert.True(account2.orders[1].side == protoex.OrderSide.sell);
Assert.True(account2.orders[1].type == protoex.OrderType.limit);
Assert.True(account2.orders[1].price == 1.0);
Assert.True(account2.orders[1].volume == 100.0);
Assert.True(account2.orders[1].tp == 10.0);
Assert.True(account2.orders[1].sl == -10.0);
Assert.True(account2.orders[2].id == 3);
Assert.True(account2.orders[2].symbol == "EURUSD");
Assert.True(account2.orders[2].side == protoex.OrderSide.buy);
Assert.True(account2.orders[2].type == protoex.OrderType.stop);
Assert.True(account2.orders[2].price == 1.5);
Assert.True(account2.orders[2].volume == 10.0);
Assert.True(account2.orders[2].tp == 10.0);
Assert.True(account2.orders[2].sl == -10.0);
}