public void InstrumentAdditionRequestsAreSentCorrectly()
{
var instrumentSourceMock = new Mock <IInstrumentSource>();
using (var instrumentsServer = new InstrumentsServer(5555, instrumentSourceMock.Object)) {
instrumentsServer.StartServer();
var rtdBrokerMock = new Mock <IRealTimeDataBroker>();
using (var rtdServer = new RealTimeDataServer(5554, 5553, rtdBrokerMock.Object)) {
rtdServer.StartServer();
_client.Connect();
var exchange = new Exchange {
ID = 1, Name = "NYSE", Sessions = new List <ExchangeSession>(), Timezone = "Eastern Standard Time"
};
var datasource = new Datasource {
ID = 1, Name = "Yahoo"
};
var instrument = new Instrument
{
Symbol = "SPY",
UnderlyingSymbol = "SPY",
Type = InstrumentType.Stock,
Currency = "USD",
Exchange = exchange,
Datasource = datasource,
Multiplier = 1
};
instrumentSourceMock.Setup(x => x.AddInstrument(It.IsAny <Instrument>(), It.IsAny <bool>(), It.IsAny <bool>())).Returns(instrument);
var result = _client.AddInstrument(instrument);
Thread.Sleep(50);
Assert.IsTrue(result != null);
instrumentSourceMock.Verify(
x => x.AddInstrument(
It.Is <Instrument>(
y =>
y.Symbol == "SPY" &&
y.Exchange != null &&
y.Exchange.Name == "NYSE" &&
y.Datasource != null &&
y.Datasource.Name == "Yahoo" &&
y.Type == InstrumentType.Stock &&
y.Currency == "USD" &&
y.Multiplier == 1),
It.Is <bool>(y => y == false),
It.Is <bool>(y => y)));
rtdServer.StopServer();
}
instrumentsServer.StopServer();
}
}
public void SetUp()
{
_instrumentSourceMock = new Mock <IInstrumentSource>();
_instrumentsServer = new InstrumentsServer(5555, _instrumentSourceMock.Object);
_rtdBrokerMock = new Mock <IRealTimeDataBroker>();
_rtdServer = new RealTimeDataServer(5554, 5553, _rtdBrokerMock.Object);
_instrumentsServer.StartServer();
_rtdServer.StartServer();
_client = new QDMSClient.QDMSClient("testingclient", "127.0.0.1", 5553, 5554, 5555, 5556);
_client.Connect();
}
public void Initialisize()
{
_log.Info($"Server is initialisizing ...");
//create data db if it doesn't exist
DataDBContext dataContext;
try
{
dataContext = new DataDBContext(_config.LocalStorage.ConnectionString);
dataContext.Database.Initialize(false);
}
catch (System.Data.Entity.Core.ProviderIncompatibleException ex)
{
throw new NotSupportedException("Could not connect to context DataDB!", ex);
}
dataContext.Dispose();
MyDBContext entityContext;
try
{
entityContext = new MyDBContext(_config.DataStorage.ConnectionString);
entityContext.Database.Initialize(false);
}
catch (System.Data.Entity.Core.ProviderIncompatibleException ex)
{
throw new NotSupportedException("Could not connect to context MyDB!", ex);
}
// initialisize helper classes
_instrumentManager = new InstrumentManager();
var cfRealtimeBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient("RTDBCFClient", "127.0.0.1",
_config.RealtimeDataService.RequestPort, _config.RealtimeDataService.PublisherPort,
_config.InstrumentService.Port, _config.HistoricalDataService.Port), _instrumentManager, false);
var cfHistoricalBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient("HDBCFClient", "127.0.0.1",
_config.RealtimeDataService.RequestPort, _config.RealtimeDataService.PublisherPort,
_config.InstrumentService.Port, _config.HistoricalDataService.Port), _instrumentManager, false);
IDataStorage localStorage;
switch (_config.LocalStorage.Type)
{
case Config.LocalStorageType.MySql:
localStorage = new QDMSServer.DataSources.MySQLStorage(_config.LocalStorage.ConnectionString);
break;
case Config.LocalStorageType.SqlServer:
localStorage = new QDMSServer.DataSources.SqlServerStorage(_config.LocalStorage.ConnectionString);
break;
default:
throw new NotSupportedException("Not supported local storage type: " + _config.LocalStorage.Type);
}
// create brokers
_historicalDataBroker = new HistoricalDataBroker(cfHistoricalBroker, localStorage, new IHistoricalDataSource[] {
// @todo please add here some historical data sources the service should provide
});
_realTimeDataBroker = new RealTimeDataBroker(cfRealtimeBroker, localStorage, new IRealTimeDataSource[] {
// @todo please add here some real time data sources the service should provide
});
// create servers
_instrumentsServer = new InstrumentsServer(_config.InstrumentService.Port, _instrumentManager);
_historicalDataServer = new HistoricalDataServer(_config.HistoricalDataService.Port, _historicalDataBroker);
_realTimeDataServer = new RealTimeDataServer(_config.RealtimeDataService.PublisherPort, _config.RealtimeDataService.RequestPort, _realTimeDataBroker);
// ... start the servers
_instrumentsServer.StartServer();
_historicalDataServer.StartServer();
_realTimeDataServer.StartServer();
_log.Info($"Server is ready.");
}
