public void CreateTimeSeriesSubscriptionTypesTest()
{
//create default endpoint
DXEndpoint.Create();
//try to create subscription with invalid event types parameters
//all attempts to create subscription in this block must be failed with exception
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxCandle), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxOrder), typeof(IDxQuote));
});
Assert.Catch(typeof(ArgumentException), () =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(string));
});
var symbol = "SYMA";
var s = DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxCandle), typeof(IDxGreeks));
s.AddSymbols(symbol);
TestListener eventListener = new TestListener();
s.AddEventListener(eventListener);
EventPlayer <IDxTimeSeriesEvent> eventPlayer = new EventPlayer <IDxTimeSeriesEvent>(s as DXFeedSubscription <IDxTimeSeriesEvent>);
var playedCandle = new PlayedCandle(symbol, Tools.DateToUnixTime(DateTime.Now), 123, 100, 12.34, 56.78, 9.0, 43.21, 1000, 999, 1001, 1002, 1, 777, 888, EventFlag.RemoveSymbol);
eventPlayer.PlayEvents(symbol, playedCandle);
var playedGreeks = new PlayedGreeks(symbol, EventFlag.RemoveSymbol, 1, Tools.DateToUnixTime(DateTime.Now), 456.789, 11, 555, 666, 777, 888, 999);
eventPlayer.PlayEvents(symbol, playedGreeks);
Assert.AreEqual(eventListener.GetEventCount <IDxCandle>(symbol), 1);
Assert.AreEqual(eventListener.GetEventCount <IDxGreeks>(symbol), 1);
//thread-safety case
DXEndpoint.Create();
Parallel.For(ParallelFrom, ParallelTo, i =>
{
Assert.DoesNotThrow(() =>
{
DXFeed.GetInstance().CreateTimeSeriesSubscription <IDxTimeSeriesEvent>(typeof(IDxCandle), typeof(IDxGreeks));
});
});
}
public void GetTimeSeriesPromiseTest()
{
//create default endpoint
DXEndpoint.Create();
var symbol = "SYMA";
//try to create promise with invalid parameters
Assert.Catch(typeof(ArgumentException), () =>
{
try
{
DXFeed.GetInstance().GetTimeSeriesPromise <IDxGreeks>(null, 0, 0, CancellationToken.None).Wait();
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
throw inner;
}
}
});
//try to cancel promise
CancellationTokenSource cancelSource = new CancellationTokenSource();
Task <List <IDxGreeks> > promise = DXFeed.GetInstance().GetTimeSeriesPromise <IDxGreeks>(symbol, 0, 0, cancelSource.Token);
cancelSource.CancelAfter(TimeSpan.FromSeconds(2));
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try wait promise with timeout
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(2));
promise = DXFeed.GetInstance().GetTimeSeriesPromise <IDxGreeks>(symbol, 0, 0, cancelSource.Token);
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try close endpoint while promise waiting
Task closeEndpointTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
DXEndpoint.GetInstance().Close();
});
promise = DXFeed.GetInstance().GetTimeSeriesPromise <IDxGreeks>(symbol, 0, 0, CancellationToken.None);
try
{
Task.WaitAll(promise, closeEndpointTask);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get promise on closed endpoint
promise = DXFeed.GetInstance().GetTimeSeriesPromise <IDxGreeks>(symbol, 0, 0, CancellationToken.None);
try
{
Task.WaitAll(promise);
}
catch (AggregateException ae)
{
foreach (var inner in ae.InnerExceptions)
{
if (!(inner is OperationCanceledException))
{
Assert.Fail("Unexpected exception: " + inner);
}
}
}
//try to get last event succesfully
DateTime date = DateTime.Now;
var playedGreeks = new PlayedGreeks[] {
new PlayedGreeks(symbol, 0, 5, Tools.DateToUnixTime(date), 156.789, 111, 155, 166, 177, 188, 199),
new PlayedGreeks(symbol, 0, 4, Tools.DateToUnixTime(date.AddMinutes(-1)), 256.789, 211, 255, 266, 277, 288, 299),
new PlayedGreeks(symbol, 0, 3, Tools.DateToUnixTime(date.AddMinutes(-2)), 356.789, 311, 355, 366, 377, 388, 399),
new PlayedGreeks(symbol, 0, 2, Tools.DateToUnixTime(date.AddMinutes(-3)), 456.789, 411, 455, 466, 477, 488, 499),
new PlayedGreeks(symbol, 0, 1, Tools.DateToUnixTime(date.AddMinutes(-4)), 556.789, 511, 555, 566, 577, 588, 599),
};
var expectedGreeks = new PlayedGreeks[] {
new PlayedGreeks(symbol, 0, 4, Tools.DateToUnixTime(date.AddMinutes(-1)), 256.789, 211, 255, 266, 277, 288, 299),
new PlayedGreeks(symbol, 0, 3, Tools.DateToUnixTime(date.AddMinutes(-2)), 356.789, 311, 355, 366, 377, 388, 399),
new PlayedGreeks(symbol, 0, 2, Tools.DateToUnixTime(date.AddMinutes(-3)), 456.789, 411, 455, 466, 477, 488, 499)
};
Task eventPlayerTask = Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
EventPlayer <IDxGreeks> eventPlayer = new EventPlayer <IDxGreeks>(GetSubscriptionFromFeed <IDxGreeks>(symbol));
eventPlayer.PlaySnapshot(symbol, playedGreeks);
});
cancelSource = new CancellationTokenSource(TimeSpan.FromSeconds(10));
promise = DXEndpoint.Create().Feed.GetTimeSeriesPromise <IDxGreeks>(symbol, Tools.DateToUnixTime(date.AddMinutes(-3)), Tools.DateToUnixTime(date.AddMinutes(-1)), cancelSource.Token);
Assert.DoesNotThrow(() =>
{
Task.WaitAll(promise, eventPlayerTask);
});
var receivedGreeks = promise.Result;
receivedGreeks.Reverse();
Assert.AreEqual(expectedGreeks.Length, receivedGreeks.Count);
for (int i = 0; i < expectedGreeks.Length; i++)
{
Assert.AreEqual(symbol, receivedGreeks[i].EventSymbol.ToString());
CompareGreeks(expectedGreeks[i], receivedGreeks[i]);
}
//thread-safety case
DXEndpoint.Create();
List <Task> tasks = new List <Task>();
for (int i = 0; i < 10; i++)
{
var threadSymbol = symbol + i.ToString();
var threadPlayedGreeks = new PlayedGreeks[] {
new PlayedGreeks(symbol, 0, 5, Tools.DateToUnixTime(date), 156.789, 111, 155, 166, 177, 188, 199),
new PlayedGreeks(symbol, 0, 4, Tools.DateToUnixTime(date.AddMinutes(-1)), 256.789, 211, 255, 266, 277, 288, 299),
new PlayedGreeks(symbol, 0, 3, Tools.DateToUnixTime(date.AddMinutes(-2)), 356.789, 311, 355, 366, 377, 388, 399),
new PlayedGreeks(symbol, 0, 2, Tools.DateToUnixTime(date.AddMinutes(-3)), 456.789, 411, 455, 466, 477, 488, 499),
new PlayedGreeks(symbol, 0, 1, Tools.DateToUnixTime(date.AddMinutes(-4)), 556.789, 511, 555, 566, 577, 588, 599),
};
tasks.Add(Task.Run(() =>
{
Thread.Sleep(TimeSpan.FromSeconds(2));
var eventPlayer = new EventPlayer <IDxGreeks>(GetSubscriptionFromFeed <IDxGreeks>(threadSymbol));
eventPlayer.PlaySnapshot(threadSymbol, threadPlayedGreeks);
}));
var threadPromise = DXEndpoint.GetInstance().Feed
.GetTimeSeriesPromise <IDxGreeks>(threadSymbol, Tools.DateToUnixTime(date.AddMinutes(-3)), Tools.DateToUnixTime(date.AddMinutes(-1)), new CancellationTokenSource(TimeSpan.FromSeconds(20)).Token)
.ContinueWith((resultPromise) =>
{
foreach (var g in resultPromise.Result)
{
Assert.AreEqual(threadSymbol, g.EventSymbol);
}
});
tasks.Add(threadPromise);
}
;
Assert.DoesNotThrow(() =>
{
Task.WaitAll(tasks.ToArray());
});
}
