//[Test]
public void LoginTestCase()
{
var manualBarEvent = new ManualResetEvent(false);
_marketDataEngineClient.LiveBarArrived += Console.WriteLine;
manualBarEvent.WaitOne(1000);
_marketDataEngineClient.SendLoginRequest(new Login {
MarketDataProvider = Common.Core.Constants.MarketDataProvider.SimulatedExchange
});
// Assert.AreEqual(true, logoutArrived, "Logout Arrived");
manualBarEvent.WaitOne(3000);
_marketDataEngineClient.SendLiveBarSubscriptionRequest(new BarDataRequest
{
BarFormat = Common.Core.Constants.BarFormat.TIME,
Security = new Security {
Symbol = "GOOG"
},
BarLength = 10,
MarketDataProvider = Common.Core.Constants.MarketDataProvider.SimulatedExchange,
Id = "1",
BarPriceType = Common.Core.Constants.BarPriceType.BID
});
manualBarEvent.WaitOne(10000);
}
void _marketDataEngineClient_ServerConnected()
{
_marketDataEngineClient.SendLoginRequest(new Login()
{
MarketDataProvider = Common.Core.Constants.MarketDataProvider.Simulated
});
}
/// <summary>
/// Sends Login request to MDE
/// </summary>
/// <param name="login">TradeHub Login object</param>
public bool Login(Login login)
{
try
{
if (_asyncClassLogger.IsInfoEnabled)
{
_asyncClassLogger.Info("Sending Login request for: " + login.MarketDataProvider, _type.FullName, "Login");
}
// Check if MDE-Client is connected to MDE
if (_isConnected)
{
// Send login request to MDE
_dataEngineClient.SendLoginRequest(login);
return(true);
}
if (_asyncClassLogger.IsDebugEnabled)
{
_asyncClassLogger.Debug("Request not sent to MDE as MDE-Client is not connected.", _type.FullName, "Login");
}
return(false);
}
catch (Exception exception)
{
_asyncClassLogger.Error(exception, _type.FullName, "Login");
return(false);
}
}
public void ConnectivityTestCase()
{
bool logonArrived = false;
bool logoutArrived = false;
ManualResetEvent manualLogonEvent = new ManualResetEvent(false);
ManualResetEvent manualLogoutEvent = new ManualResetEvent(false);
ManualResetEvent manualConnectedEvent = new ManualResetEvent(false);
_marketDataEngineClient.ServerConnected += delegate()
{
_marketDataEngineClient.SendLoginRequest(new Login()
{
MarketDataProvider = TradeHubConstants.MarketDataProvider.Simulated
});
manualConnectedEvent.Set();
};
_marketDataEngineClient.LogonArrived +=
delegate(string obj)
{
logonArrived = true;
_marketDataEngineClient.SendLogoutRequest(new Logout {
MarketDataProvider = TradeHubConstants.MarketDataProvider.Simulated
});
manualLogonEvent.Set();
};
_marketDataEngineClient.LogoutArrived +=
delegate(string obj)
{
logoutArrived = true;
manualLogoutEvent.Set();
};
_marketDataEngineClient.Start();
manualConnectedEvent.WaitOne(30000, false);
manualLogonEvent.WaitOne(30000, false);
manualLogoutEvent.WaitOne(30000, false);
Assert.AreEqual(true, logonArrived, "Logon Arrived");
Assert.AreEqual(true, logoutArrived, "Logout Arrived");
}
public void TestWholeExchange()
{
int count = 0;
_orderExecutionEngine.NewArrived += delegate(Order order)
{
count++;
};
_orderExecutionEngine.ExecutionArrived += delegate(Execution execution)
{
count++;
};
ManualResetEvent manualResetEvent = new ManualResetEvent(false);
manualResetEvent.WaitOne(1000);
_orderExecutionEngine.SendLoginRequest(new Login {
OrderExecutionProvider = OrderExecutionProvider.SimulatedExchange
});
_marketDataEngineClient.SendLoginRequest(new Login {
MarketDataProvider = MarketDataProvider.SimulatedExchange
});
manualResetEvent.WaitOne(3000);
LimitOrder limitOrder = new LimitOrder("1", OrderSide.SELL, 10, OrderTif.DAY, "USD", new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.SimulatedExchange)
{
LimitPrice = 120
};
_orderExecutionEngine.SendLimitOrderRequest(limitOrder);
_marketDataEngineClient.SendLiveBarSubscriptionRequest(new BarDataRequest
{
BarFormat = BarFormat.TIME,
Security = new Security {
Symbol = "GOOG"
},
BarLength = 10,
MarketDataProvider = MarketDataProvider.SimulatedExchange,
Id = "1",
BarPriceType = BarPriceType.BID
});
manualResetEvent.WaitOne(3000);
Assert.AreEqual(2, count);
}
