internal void GivenBarDataRequest_WithBars_ReturnsValidBarDataResponse()
{
// Arrange
var provider = new BarProvider(
this.container,
this.messagingAdapter,
this.repository,
this.barSerializer);
provider.Start().Wait();
var barType = StubBarType.AUDUSD_OneMinuteAsk();
var bar1 = StubBarProvider.Build();
var bar2 = StubBarProvider.Build();
this.repository.Add(barType, bar1);
this.repository.Add(barType, bar2);
var query = new Dictionary <string, string>
{
{ "DataType", "Bar[]" },
{ "Symbol", barType.Symbol.Value },
{ "Specification", barType.Specification.ToString() },
{ "FromDateTime", StubZonedDateTime.UnixEpoch().ToIso8601String() },
{ "ToDateTime", StubZonedDateTime.UnixEpoch().ToIso8601String() },
{ "Limit", "0" },
};
var request = new DataRequest(
query,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var response = (DataResponse)provider.FindData(request);
var bars = this.barSerializer.DeserializeBlob(response.Data);
// Assert
Assert.Equal(typeof(DataResponse), response.Type);
Assert.Equal(2, bars.Length);
Assert.Equal(bar1, bars[0]);
Assert.Equal(bar2, bars[1]);
}
internal void CanSerializeAndDeserialize_BarDataResponses()
{
// Arrange
var dataSerializer = new BarSerializer();
var symbol = new Symbol("AUD/USD", new Venue("FXCM"));
var barSpec = new BarSpecification(1, BarStructure.Minute, PriceType.Bid);
var correlationId = Guid.NewGuid();
var bars = new[] { StubBarProvider.Build(), StubBarProvider.Build() };
var serializedBars = dataSerializer.Serialize(bars);
var metadata = new Dictionary <string, string>
{
{ "Symbol", symbol.Value },
{ "Specification", barSpec.ToString() },
};
var data = dataSerializer.SerializeBlob(serializedBars, metadata);
var response = new DataResponse(
data,
typeof(Bar[]).Name,
dataSerializer.BlobEncoding,
correlationId,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var serializedResponse = this.serializer.Serialize(response);
var deserializedResponse = (DataResponse)this.serializer.Deserialize(serializedResponse);
var deserializedData = dataSerializer.DeserializeBlob(deserializedResponse.Data);
// Assert
Assert.Equal(response, deserializedResponse);
Assert.Equal(bars, deserializedData);
Assert.Equal(correlationId, deserializedResponse.CorrelationId);
this.Output.WriteLine(Convert.ToBase64String(serializedResponse));
this.Output.WriteLine(Encoding.UTF8.GetString(serializedResponse));
}