public JsonMtGOX()
{
high = new High();
low = new Low();
avg = new Avg();
vwap = new Vwap();
vol = new Vol();
lastlocal = new LastLocal();
lastorig = new LastOrig();
lastall = new LastAll();
last = new Last();
buy = new Buy();
sell = new Sell();
rootobject = new RootObject();
returnObject = new Return();
}
public async Task should_add_all_google_trades_to_generate_vwap_events()
{
// given
var(testSubject, tradeEventStream, scheduler, vwapServer) = Setup();
List <Vwap> events = new List <Vwap>();
var testSubscriber = new Subject <Vwap>();
var vwapStream = await vwapServer.GetStream("GOOGL");
vwapStream.Subscribe(@event => events.Add(@event));
// when
testSubject.OnNext(new Trade("GOOGL", 10, 7058).ToJson());
testSubject.OnNext(new Trade("GOOGL", 10, 7062).ToJson());
scheduler.AdvanceBy(1000);
// then
Assert.True(events.Any());
Vwap vwap = events.Last();
Assert.True(string.Equals(vwap.Code, "GOOGL"));
Assert.True(Comparer <Double> .Default.Compare(vwap.VwapValue, 706) == 0);
Assert.True(vwap.Volume == 20);
}
public async Task should_generate_one_google_vwap_event_when_a_google_trade_is_done()
{
// given
var(testSubject, tradeEventStream, scheduler, vwapServer) = Setup();
List <Vwap> events = new List <Vwap>();
var testSubscriber = new Subject <Vwap>();
var vwapStream = await vwapServer.GetStream("GOOGL");
vwapStream.Subscribe(@event => events.Add(@event));
// when
testSubject.OnNext(new Trade("GOOGL", 10, 7058.673).ToJson());
testSubject.OnNext(new Trade("APPLE", 10, 981.8).ToJson());
scheduler.AdvanceBy(1000);
// then
Assert.True(events.Count == 1);
Vwap vwap = events.First();
Assert.True(string.Equals(vwap.Code, "GOOGL"));
Assert.True(Comparer <Double> .Default.Compare(vwap.VwapValue, 705.8673) == 0);
Assert.True(vwap.Volume == 10);
}
public async Task should_generate_at_most_one_event_per_sec()
{
//http://www.introtorx.com/content/v1.0.10621.0/16_TestingRx.html
// given
var(testSubject, tradeEventStream, scheduler, vwapServer) = Setup();
List <Vwap> events = new List <Vwap>();
var testSubscriber = new Subject <Vwap>();
var vwapStream = await vwapServer.GetStream("GOOGL"); //<=== INJECT SUBJECT IN HERE
vwapStream.Subscribe(@event => events.Add(@event));
// when
testSubject.OnNext(new Trade("GOOGL", 10, 7000).ToJson());
testSubject.OnNext(new Trade("GOOGL", 10, 7000).ToJson());
testSubject.OnNext(new Trade("GOOGL", 10, 7000).ToJson());
testSubject.OnNext(new Trade("GOOGL", 10, 7000).ToJson());
testSubject.OnNext(new Trade("GOOGL", 10, 7000).ToJson());
testSubject.OnNext(new Trade("GOOGL", 10, 7000).ToJson());
testSubject.OnNext(new Trade("GOOGL", 10, 7000).ToJson());
testSubject.OnNext(new Trade("GOOGL", 10, 7000).ToJson());
testSubject.OnNext(new Trade("GOOGL", 10, 7000).ToJson());
testSubject.OnNext(new Trade("GOOGL", 10, 7000).ToJson());
testSubject.OnNext(new Trade("GOOGL", 10, 7000).ToJson());
testSubject.OnCompleted();
scheduler.AdvanceBy(2000);
// then
Assert.True(events.Count == 1);
Vwap vwap = events.First();
Assert.True(string.Equals(vwap.Code, "GOOGL"));
Assert.True(Comparer <Double> .Default.Compare(vwap.VwapValue, 700) == 0);
Assert.True(vwap.Volume == 100);
}
