public void GetLatestData()
{
// create fakes
var logger = A.Fake<ILog>();
var marketDataProvider = A.Fake<IMarketDataProvider>();
var stockListProvider = A.Fake<IStockListProvider>();
var marketDataRepositoryFactory = A.Fake<IMarketDataRepositoryFactory>();
var marketDataRepository = A.Fake<IMarketDataRepository>();
A.CallTo(() => marketDataRepositoryFactory.CreateRepository()).Returns(marketDataRepository);
var stockQuoteSet = A.Fake<IDbSet<StockQuote>>();
marketDataRepository.StockQuotes = stockQuoteSet;
// create subscriptionData
var stocks = new List<Stock>();
var updateIntervalTime = TimeSpan.FromMilliseconds(int.MaxValue);
var subscription = new Subscription
{
UpdateInterval = new DateTime(1900, 1, 1, updateIntervalTime.Hours, updateIntervalTime.Minutes, updateIntervalTime.Seconds),
TimeOfDayStart = new DateTime(1900, 1, 1, 0, 0, 0),
TimeOfDayEnd = new DateTime(1900, 1, 1, 23, 59, 59, 999)
};
// create fake return value
var stockQuotes = new List<StockQuote>
{
new StockQuote { AskPrice = 1.0m, BidPrice = 1.2m, Change = 0.01m, OpenPrice = 0.9m, QuoteDateTime = DateTime.Now, Symbol = "TST1" },
new StockQuote { AskPrice = 2.0m, BidPrice = 2.2m, Change = 0.02m, OpenPrice = 1.0m, QuoteDateTime = DateTime.Now, Symbol = "TST2" },
new StockQuote { AskPrice = 3.0m, BidPrice = 3.2m, Change = 0.03m, OpenPrice = 1.1m, QuoteDateTime = DateTime.Now, Symbol = "TST3" }
};
// hold onto list of quotes added to repository
var repositoryQuotes = new List<StockQuote>();
// handle calls to fakes
A.CallTo(() => stockListProvider.GetStocks(subscription)).Returns(stocks);
A.CallTo(() => marketDataProvider.GetQuotes(stocks)).Returns(stockQuotes);
A.CallTo(() => stockQuoteSet.Add(A<StockQuote>.Ignored))
.Invokes((StockQuote quote) => repositoryQuotes.Add(quote));
// create subscriptionData
var marketDataSubscription =
new MarketDataSubscription(logger, marketDataRepositoryFactory, marketDataProvider, stockListProvider, null, subscription);
// call get latest data
marketDataSubscription.InvokeMethod("GetLatestQuotes");
// ensure call to get data was made
A.CallTo(() => marketDataProvider.GetQuotes(stocks)).MustHaveHappened();
// ensure call to store data was made
A.CallTo(() => stockQuoteSet.Add(A<StockQuote>.Ignored)).MustHaveHappened(Repeated.Exactly.Times(3));
// check that quotes were added to the repository
repositoryQuotes.Should().HaveCount(3);
repositoryQuotes.Should().OnlyContain(q => stockQuotes.Contains(q));
}
private void RequestMarketDataSubscription(InstrumentSubscription subscription, MarketDataSubscription.Level level)
{
var marketDataSubscription = new MarketDataSubscription
{
contract_id = subscription.ContractId,
level = (uint)level
};
subscription.StartWaitForData(level);
using (requestBatchLock.Lock())
{
requestBatch.Add(marketDataSubscription);
}
}
public void GetLatestData()
{
// create fakes
var logger = A.Fake <ILog>();
var marketDataProvider = A.Fake <IMarketDataProvider>();
var stockListProvider = A.Fake <IStockListProvider>();
var marketDataRepositoryFactory = A.Fake <IMarketDataRepositoryFactory>();
var marketDataRepository = A.Fake <IMarketDataRepository>();
A.CallTo(() => marketDataRepositoryFactory.CreateRepository()).Returns(marketDataRepository);
var stockQuoteSet = A.Fake <IDbSet <StockQuote> >();
marketDataRepository.StockQuotes = stockQuoteSet;
// create subscriptionData
var stocks = new List <Stock>();
var updateIntervalTime = TimeSpan.FromMilliseconds(int.MaxValue);
var subscription = new Subscription
{
UpdateInterval = new DateTime(1900, 1, 1, updateIntervalTime.Hours, updateIntervalTime.Minutes, updateIntervalTime.Seconds),
TimeOfDayStart = new DateTime(1900, 1, 1, 0, 0, 0),
TimeOfDayEnd = new DateTime(1900, 1, 1, 23, 59, 59, 999)
};
// create fake return value
var stockQuotes = new List <StockQuote>
{
new StockQuote {
AskPrice = 1.0m, BidPrice = 1.2m, Change = 0.01m, OpenPrice = 0.9m, QuoteDateTime = DateTime.Now, Symbol = "TST1"
},
new StockQuote {
AskPrice = 2.0m, BidPrice = 2.2m, Change = 0.02m, OpenPrice = 1.0m, QuoteDateTime = DateTime.Now, Symbol = "TST2"
},
new StockQuote {
AskPrice = 3.0m, BidPrice = 3.2m, Change = 0.03m, OpenPrice = 1.1m, QuoteDateTime = DateTime.Now, Symbol = "TST3"
}
};
// hold onto list of quotes added to repository
var repositoryQuotes = new List <StockQuote>();
// handle calls to fakes
A.CallTo(() => stockListProvider.GetStocks(subscription)).Returns(stocks);
A.CallTo(() => marketDataProvider.GetQuotes(stocks)).Returns(stockQuotes);
A.CallTo(() => stockQuoteSet.Add(A <StockQuote> .Ignored))
.Invokes((StockQuote quote) => repositoryQuotes.Add(quote));
// create subscriptionData
var marketDataSubscription =
new MarketDataSubscription(logger, marketDataRepositoryFactory, marketDataProvider, stockListProvider, null, subscription);
// call get latest data
marketDataSubscription.InvokeMethod("GetLatestQuotes");
// ensure call to get data was made
A.CallTo(() => marketDataProvider.GetQuotes(stocks)).MustHaveHappened();
// ensure call to store data was made
A.CallTo(() => stockQuoteSet.Add(A <StockQuote> .Ignored)).MustHaveHappened(Repeated.Exactly.Times(3));
// check that quotes were added to the repository
repositoryQuotes.Should().HaveCount(3);
repositoryQuotes.Should().OnlyContain(q => stockQuotes.Contains(q));
}
/// <summary>
/// Отправить сообщение в сокет
/// </summary>
public void SendMessage(MarketDataSubscription msg) => SendMessageImpl(new ClientMsg {
market_data_subscription = { msg }
});
