public void Should_Parse_PriceLevelDeleteMessage_Culture_Independent(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
var priceLevelDeleteMessageString = "9,@ESM19,A,2938.25,20:31:04.876740,2019-04-23,";
// Act
var priceLevelDeleteMessageParsed = PriceLevelDeleteMessage.Parse(priceLevelDeleteMessageString);
TimeSpan.TryParseExact("20:31:04.876740", PriceLevelDeleteMessage.UpdateMessageTimeFormat, CultureInfo.InvariantCulture, TimeSpanStyles.None, out var time);
DateTime.TryParseExact("2019-04-23", PriceLevelDeleteMessage.UpdateMessageDateFormat, CultureInfo.InvariantCulture, DateTimeStyles.None, out var date);
var priceLevelDeleteMessage = new PriceLevelDeleteMessage(Level2MessageType.PriceLevelDelete, "@ESM19", Level2Side.Sell, 2938.25, time, date);
// Assert
Assert.AreEqual(priceLevelDeleteMessageParsed, priceLevelDeleteMessage);
}
public void Should_Receive_PriceLevelDeleteMessages()
{
// Arrange
var message = TestHelper.GetMessageBytes("9,@ESM19,A,2938.25,20:31:04.876740,2019-04-23,\r\n");
TimeSpan.TryParseExact("20:31:04.876740", PriceLevelDeleteMessage.UpdateMessageTimeFormat, CultureInfo.InvariantCulture, TimeSpanStyles.None, out var time);
DateTime.TryParseExact("2019-04-23", PriceLevelDeleteMessage.UpdateMessageDateFormat, CultureInfo.InvariantCulture, DateTimeStyles.None, out var date);
var expectedMessage = new PriceLevelDeleteMessage(Level2MessageType.PriceLevelDelete, "@ESM19", Level2Side.Sell, 2938.25, time, date);
PriceLevelDeleteMessage receivedMessage = null;
_level2MessageHandler.PriceLevelDelete += msg =>
{
receivedMessage = msg;
};
// Act
_level2MessageHandler.ProcessMessages(message, message.Length);
// Assert
Assert.AreEqual(receivedMessage, expectedMessage);
}
private void ProcessPriceLevelDeleteMessage(string msg)
{
var priceLevelDeleteMessage = PriceLevelDeleteMessage.Parse(msg);
PriceLevelDelete?.Invoke(priceLevelDeleteMessage);
}
