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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,153 @@ | ||
| // | ||
| // | ||
| // Copyright (C) 2024 Devexperts LLC. All rights reserved. | ||
| // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0. | ||
| // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/. | ||
| // | ||
|
|
||
| import XCTest | ||
| @testable import DXFeedFramework | ||
|
|
||
| final class DXLastEventTest: XCTestCase { | ||
| private func testEvents(_ symbol: String) -> [MarketEvent] { | ||
|
|
||
| let testQuote = Quote(symbol) | ||
| testQuote.bidSize = Double.random(in: 1000.0..<2000.0) | ||
| testQuote.askPrice = Double.random(in: 1000.0..<2000.0) | ||
| let testTrade = Trade(symbol) | ||
| testTrade.price = Double.random(in: 1000.0..<2000.0) | ||
| let testTradeEth = TradeETH(symbol) | ||
| testTradeEth.price = Double.random(in: 1000.0..<2000.0) | ||
| let testProfile = Profile(symbol) | ||
| testProfile.highLimitPrice = Double.random(in: 1000.0..<2000.0) | ||
|
|
||
| let summary = Summary(symbol) | ||
| summary.dayId = 10 | ||
| var result = [testQuote, testTrade, testTradeEth, testProfile, summary] | ||
| if let candleSymbol = try? CandleSymbol.valueOf(symbol) { | ||
| let candle = Candle(candleSymbol) | ||
| result.append(candle) | ||
| } | ||
| let greeks = Greeks(symbol) | ||
| greeks.price = Double.random(in: 1000.0..<2000.0) | ||
| result.append(greeks) | ||
|
|
||
| let underlying = Underlying(symbol) | ||
| underlying.volatility = Double.random(in: 1000.0..<2000.0) | ||
| result.append(underlying) | ||
|
|
||
| let theoPrice = TheoPrice(symbol) | ||
| theoPrice.delta = Double.random(in: 1000.0..<2000.0) | ||
| result.append(theoPrice) | ||
|
|
||
| return result | ||
| } | ||
|
|
||
| private func checkEvent(_ event: ILastingEvent, in events: [MarketEvent]) { | ||
| func getEvent(type: EventCode) -> MarketEvent { | ||
| events.first { mEvent in | ||
| mEvent.type == type | ||
| }! | ||
| } | ||
|
|
||
| switch event { | ||
| case let last as Quote: | ||
| let test = getEvent(type: last.type).quote | ||
| XCTAssert((last.askPrice ~== test.askPrice) && | ||
| (last.bidSize ~== test.bidSize)) | ||
| case let last as Trade: | ||
| let test = getEvent(type: last.type).trade | ||
| XCTAssert(test.price ~== last.price) | ||
| case let last as TradeETH: | ||
| let test = getEvent(type: last.type).tradeETH | ||
| XCTAssert(test.price ~== last.price) | ||
| case let last as Profile: | ||
| let test = getEvent(type: last.type).profile | ||
| XCTAssert(last.highLimitPrice ~== test.highLimitPrice) | ||
| case let last as Candle: | ||
| let test = getEvent(type: last.type).candle | ||
| XCTAssert(last.eventSymbol == test.eventSymbol) | ||
| case let last as Summary: | ||
| let test = getEvent(type: last.type).summary | ||
| XCTAssert(last.dayId == test.dayId) | ||
| case let last as Greeks: | ||
| let test = getEvent(type: last.type).greeks | ||
| XCTAssert(last.price ~== test.price) | ||
| case let last as Underlying: | ||
| let test = getEvent(type: last.type).underlying | ||
| XCTAssert(last.volatility ~== test.volatility) | ||
| case let last as TheoPrice: | ||
| let test = getEvent(type: last.type).theoPrice | ||
| XCTAssert(last.delta ~== test.delta) | ||
| default: | ||
| XCTAssert(false, "Unhandled last event \(event)") | ||
| } | ||
| } | ||
|
|
||
| func testGetLastEvents() { | ||
| let symbol = "AAPL_TEST" | ||
|
|
||
| let events = testEvents(symbol) | ||
| getLastEvents(symbol: symbol, events: events) { feed in | ||
| let result = try? feed?.getLastEvents(types: events) | ||
| result?.forEach({ event in | ||
| checkEvent(event, in: events) | ||
| }) | ||
|
|
||
| events.forEach { event in | ||
| if let lastEvent = try? feed?.getLastEvent(type: event) { | ||
| checkEvent(lastEvent, in: events) | ||
| } else { | ||
| XCTAssert(false, "LastEvent returns nil") | ||
| } | ||
| } | ||
| } | ||
| } | ||
|
|
||
| func getLastEvents(symbol: String, events: [MarketEvent], fetching: ((DXFeed?) -> Void)) { | ||
| let port = Int.random(in: 7500..<7600) | ||
| do { | ||
| let endpoint: DXEndpoint? = try DXEndpoint.create(.publisher) | ||
| try endpoint?.connect(":\(port)") | ||
| let publisher = endpoint?.getPublisher() | ||
| let connectedExpectation = expectation(description: "Connected") | ||
| let stateListener: TestEndpoointStateListener? = TestEndpoointStateListener { listener in | ||
| listener.callback = { state in | ||
| if state == .connected { | ||
| DispatchQueue.global(qos: .background).asyncAfter(deadline: .now() + 0.3) { | ||
| print(Thread.current.threadName) | ||
| try? publisher?.publish(events: events) | ||
| connectedExpectation.fulfill() | ||
| } | ||
| } | ||
| } | ||
| return listener | ||
| } | ||
| let feedEndpoint = try DXEndpoint.create(.feed) | ||
| feedEndpoint.add(listener: stateListener!) | ||
| let allTypes = [Candle.self, | ||
| Trade.self, | ||
| TradeETH.self, | ||
| Quote.self, | ||
| TimeAndSale.self, | ||
| Profile.self, | ||
| Summary.self, | ||
| Greeks.self, | ||
| Underlying.self, | ||
| TheoPrice.self, | ||
| Order.self, | ||
| AnalyticOrder.self, | ||
| SpreadOrder.self, | ||
| Series.self, | ||
| OptionSale.self] | ||
| let subscription = try feedEndpoint.getFeed()?.createSubscription(allTypes) | ||
| try feedEndpoint.connect("localhost:\(port)") | ||
| try subscription?.addSymbols(symbol) | ||
| wait(for: [connectedExpectation], timeout: 1) | ||
| fetching(feedEndpoint.getFeed()) | ||
| } catch { | ||
| XCTAssert(false, "\(error)") | ||
| } | ||
| } | ||
|
|
||
| } |
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