private void UpdateQuote(TickPriceMessage tickPriceMessage)
{
switch (tickPriceMessage.TickType)
{
case TickType.Bid:
this.quote.BidPrice = tickPriceMessage.Price;
this.quote.BidSize = tickPriceMessage.Size;
return;
case TickType.Ask:
this.quote.AskPrice = tickPriceMessage.Price;
this.quote.AskSize = tickPriceMessage.Size;
return;
case TickType.Last:
this.quote.TradePrice = tickPriceMessage.Price;
this.quote.TradeSize = tickPriceMessage.Size;
return;
}
}
public void EnsureThatSubscriptionWorks()
{
var quoteSucription = this.CreateQuoteSubscription();
{
var message = new TickPriceMessage
{
RequestId = ConnectionHelper.RequestId,
Price = 1.05,
Size = 1,
TickType = TickType.Ask
};
this.connectionHelper.SendMessage(message);
var expectedQuote = new Quote {AskPrice = 1.05, AskSize = 1};
this.observerMock.Verify(observer => observer.OnQuote(expectedQuote), Times.Once);
}
{
var message = new TickPriceMessage
{
RequestId = ConnectionHelper.RequestId,
Price = 2.05,
Size = 2,
TickType = TickType.Bid
};
this.connectionHelper.SendMessage(message);
var expectedQuote = new Quote {AskPrice = 1.05, AskSize = 1, BidPrice = 2.05, BidSize = 2};
this.observerMock.Verify(observer => observer.OnQuote(expectedQuote), Times.Once);
}
{
var message = new TickPriceMessage
{
RequestId = ConnectionHelper.RequestId,
Price = 3.05,
Size = 3,
TickType = TickType.Last
};
this.connectionHelper.SendMessage(message);
var expectedQuote = new Quote
{
AskPrice = 1.05,
AskSize = 1,
BidPrice = 2.05,
BidSize = 2,
TradePrice = 3.05,
TradeSize = 3
};
this.observerMock.Verify(observer => observer.OnQuote(expectedQuote), Times.Once);
}
this.observerMock.Verify(observer => observer.OnError(It.IsAny<Error>()), Times.Never);
quoteSucription.Dispose();
}
private void OnTickPrice(TickPriceMessage message)
{
this.UpdateQuote(message);
this.observer.OnQuote(this.quote);
}