add tests for marketdepth

dxFeed · May 24, 2024 · 9b01b16 · 9b01b16
1 parent 35c56b9
commit 9b01b16
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Showing 9 changed files with 400 additions and 11 deletions.
diff --git a/DXFeedFramework.xcodeproj/project.pbxproj b/DXFeedFramework.xcodeproj/project.pbxproj
@@ -121,6 +121,7 @@
 		642C9A292BFDEAF20074864A /* CandlePickerType+Ext.swift in Sources */ = {isa = PBXBuildFile; fileRef = 642C9A282BFDEAF20074864A /* CandlePickerType+Ext.swift */; };
 		642C9A2A2BFDEAF20074864A /* CandlePickerType+Ext.swift in Sources */ = {isa = PBXBuildFile; fileRef = 642C9A282BFDEAF20074864A /* CandlePickerType+Ext.swift */; };
 		642C9A2B2BFDEAF20074864A /* CandlePickerType+Ext.swift in Sources */ = {isa = PBXBuildFile; fileRef = 642C9A282BFDEAF20074864A /* CandlePickerType+Ext.swift */; };
+		642C9A2D2BFE2FFE0074864A /* DXMarketDepthTest.swift in Sources */ = {isa = PBXBuildFile; fileRef = 642C9A2C2BFE2FFE0074864A /* DXMarketDepthTest.swift */; };
 		642DC9282AAA21C000974F5C /* AppDelegate.swift in Sources */ = {isa = PBXBuildFile; fileRef = 642DC9272AAA21C000974F5C /* AppDelegate.swift */; };
 		642DC92A2AAA21C000974F5C /* SceneDelegate.swift in Sources */ = {isa = PBXBuildFile; fileRef = 642DC9292AAA21C000974F5C /* SceneDelegate.swift */; };
 		642DC92C2AAA21C000974F5C /* ViewController.swift in Sources */ = {isa = PBXBuildFile; fileRef = 642DC92B2AAA21C000974F5C /* ViewController.swift */; };
@@ -727,6 +728,7 @@
 		642C9A202BFDE71C0074864A /* Array+Ext.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = "Array+Ext.swift"; sourceTree = "<group>"; };
 		642C9A242BFDE9F00074864A /* CandleChartModel.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = CandleChartModel.swift; sourceTree = "<group>"; };
 		642C9A282BFDEAF20074864A /* CandlePickerType+Ext.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = "CandlePickerType+Ext.swift"; sourceTree = "<group>"; };
+		642C9A2C2BFE2FFE0074864A /* DXMarketDepthTest.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = DXMarketDepthTest.swift; sourceTree = "<group>"; };
 		642DC9252AAA21C000974F5C /* DXIpfTableApp.app */ = {isa = PBXFileReference; explicitFileType = wrapper.application; includeInIndex = 0; path = DXIpfTableApp.app; sourceTree = BUILT_PRODUCTS_DIR; };
 		642DC9272AAA21C000974F5C /* AppDelegate.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = AppDelegate.swift; sourceTree = "<group>"; };
 		642DC9292AAA21C000974F5C /* SceneDelegate.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = SceneDelegate.swift; sourceTree = "<group>"; };
@@ -1829,6 +1831,7 @@
 				64820AAE2BB2E26100BDFD0B /* DXOtcMarketOrderTest.swift */,
 				644B95E62BC542F600E95CB7 /* DXAttachTest.swift */,
 				64048A5A2BD7E5BF00902590 /* DXOnDemandServiceTest.swift */,
+				642C9A2C2BFE2FFE0074864A /* DXMarketDepthTest.swift */,
 			);
 			path = DXFeedFrameworkTests;
 			sourceTree = "<group>";
@@ -2891,6 +2894,7 @@
 				648C72492B19CA5A00E2FEF3 /* DXExceptionTest.swift in Sources */,
 				649813C42ADD5CB2003CE3B3 /* TestEndpoointStateListener.swift in Sources */,
 				641C64B42B347C430023CFAD /* DXObservableSubscriptionTest.swift in Sources */,
+				642C9A2D2BFE2FFE0074864A /* DXMarketDepthTest.swift in Sources */,
 				64ACBCEC2A29FE2300032C53 /* XCTestCase+Utils.swift in Sources */,
 				6433B1322BCFC01F004EFED7 /* DXLastEventsSubscribedTest.swift in Sources */,
 				6423E4692B457000006B208D /* DXTimeSeriesSubscriptionTest.swift in Sources */,

diff --git a/DXFeedFramework/Extra/MarketDepthListener.swift b/DXFeedFramework/Extra/MarketDepthListener.swift
@@ -10,7 +10,7 @@ import Foundation
 public class OrderBook {
     public let buyOrders: [Order]
     public let sellOrders: [Order]
-
+    public let name = "ASDas"
     init(buyOrders: [Order], sellOrders: [Order]) {
         self.buyOrders = buyOrders
         self.sellOrders = sellOrders

diff --git a/DXFeedFramework/Native/Feed/NativePublisher.swift b/DXFeedFramework/Native/Feed/NativePublisher.swift
@@ -41,7 +41,7 @@ class NativePublisher {
             let thread = currentThread()
             _ = try ErrorCheck.nativeCall(thread, dxfg_DXPublisher_publishEvents(thread,
                                                                                  publisher,
-                                                                                 listPointer))
+                                                                                 listPointer))        
         }
     }
 

diff --git a/DXFeedFrameworkTests/DXExceptPublisherTests.xctestplan b/DXFeedFrameworkTests/DXExceptPublisherTests.xctestplan
@@ -24,6 +24,7 @@
         "DXConnectionStateTests",
         "DXConnectionTest",
         "DXExceptionTest",
+        "DXMarketDepthTest",
         "DXObservableSubscriptionTest",
         "DXSnapshotProcessorTest",
         "EndpointTest\/testGetInstance()",

diff --git a/DXFeedFrameworkTests/DXMarketDepthTest.swift b/DXFeedFrameworkTests/DXMarketDepthTest.swift
diff --git a/DXFeedFrameworkTests/DXOnDemandServiceTest.swift b/DXFeedFrameworkTests/DXOnDemandServiceTest.swift
@@ -6,7 +6,7 @@
 //  
 
 import XCTest
-import DXFeedFramework
+@testable import DXFeedFramework
 
 final class DXOnDemandServiceTest: XCTestCase {
     func testCreateService() throws {

diff --git a/DXFeedFrameworkTests/PublisherTest.swift b/DXFeedFrameworkTests/PublisherTest.swift
@@ -31,10 +31,14 @@ final class PublisherTest: XCTestCase {
                 .build()
             try endpoint?.connect(":7400")
 
-            let testQuote = Quote("AAPL")
-            testQuote.bidSize = 100
-            testQuote.askPrice = 666
-            try? testQuote.setSequence(10)
+            let order = Order("AAPL")
+            order.index = 0
+
+            order.orderSide = .buy
+            order.eventSource = OrderSource.ntv!
+            order.eventFlags = 0
+            order.size = 100
+            order.price = 666
             let feedEndpoint = try DXEndpoint
                 .builder()
                 .withRole(.feed)
@@ -49,28 +53,33 @@ final class PublisherTest: XCTestCase {
                         DispatchQueue.global(qos: .background).asyncAfter(deadline: .now() + 0.3) {
                             print("\(pthread_mach_thread_np(pthread_self()))")
                             print(Thread.current.threadName)
-                            try? publisher?.publish(events: [testQuote])
+                            try? publisher?.publish(events: [order])
                         }
                     }
                 }
                 return listener
             }
 
             feedEndpoint.add(listener: stateListener!)
-            let subscription = try feedEndpoint.getFeed()?.createSubscription(Quote.self)
+            let subscription = try feedEndpoint.getFeed()?.createSubscription(Order.self)
             try feedEndpoint.connect("localhost:7400")
             let receivedEventExp = expectation(description: "Received events \(EventCode.quote)")
             receivedEventExp.assertForOverFulfill = false
 
             let listener = AnonymousClass { anonymCl in
-                anonymCl.callback = { _ in
+                anonymCl.callback = { events in
+                    events.forEach { event in
+                        print(event.toString())
+                    }
                     receivedEventExp.fulfill()
                 }
                 return anonymCl
             }
 
             try subscription?.add(listener: listener)
-            try subscription?.addSymbols(["AAPL"])
+            let symbol = IndexedEventSubscriptionSymbol(symbol: "AAPL", source: OrderSource.ntv!)
+
+            try subscription?.addSymbols([symbol])
             wait(for: [connectedExpectation], timeout: 1)
             wait(for: [receivedEventExp], timeout: 20)
         } catch {

diff --git a/DXFeedFrameworkTests/XCTestCase+Utils.swift b/DXFeedFrameworkTests/XCTestCase+Utils.swift
@@ -11,4 +11,10 @@ extension XCTestCase {
         _ = XCTWaiter.wait(for: [expectation(description: "\(seconds) seconds waiting")],
                            timeout: TimeInterval(seconds))
     }
+
+    func wait(millis: Float) {
+        let seconds = millis / 1000
+        _ = XCTWaiter.wait(for: [expectation(description: "\(millis) millis waiting")],
+                           timeout: TimeInterval(seconds))
+    }
 }
diff --git a/Samples/QuoteTableApp/MarketDepthViewController.swift b/Samples/QuoteTableApp/MarketDepthViewController.swift
@@ -83,9 +83,11 @@ extension MarketDepthViewController: MarketDepthListener {
     func modelChanged(changes: DXFeedFramework.OrderBook) {
         var maxValue: Double = 0
         changes.buyOrders.forEach { order in
+            print(order.eventSource.name)
             maxValue = max(maxValue, order.size)
         }
         changes.sellOrders.forEach { order in
+            print(order.eventSource.name)
             maxValue = max(maxValue, order.size)
         }