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78 lines
3.0 KiB
78 lines
3.0 KiB
{-# LANGUAGE OverloadedStrings #-} |
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module TestQuoteSourceClient ( |
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unitTests |
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) where |
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import Test.Tasty |
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import Test.Tasty.HUnit |
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import ATrade.QuoteSource.Client |
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import ATrade.QuoteSource.Server |
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import ATrade.Types |
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import Control.Concurrent hiding (readChan, writeChan) |
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import Control.Concurrent.BoundedChan |
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import Control.Exception |
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import Control.Monad |
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import qualified Data.Text as T |
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import Data.Time.Calendar |
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import Data.Time.Clock |
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import Data.UUID as U |
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import Data.UUID.V4 as UV4 |
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import System.ZMQ4 |
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import System.ZMQ4.ZAP |
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makeEndpoint :: IO T.Text |
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makeEndpoint = do |
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uid <- toText <$> UV4.nextRandom |
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return $ "inproc://server" `T.append` uid |
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unitTests :: TestTree |
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unitTests = testGroup "QuoteSource.Client" [ |
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testStartStop |
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, testTickStream |
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, testBarStream ] |
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testStartStop :: TestTree |
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testStartStop = testCase "QuoteSource client connects and disconnects" $ withContext (\ctx -> do |
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ep <- makeEndpoint |
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chan <- newBoundedChan 1000 |
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clientChan <- newBoundedChan 1000 |
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bracket (startQuoteSourceServer chan ctx ep defaultServerSecurityParams) stopQuoteSourceServer (\_ -> |
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bracket (startQuoteSourceClient clientChan [] ctx ep defaultClientSecurityParams) stopQuoteSourceClient (const yield))) |
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testTickStream :: TestTree |
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testTickStream = testCase "QuoteSource clients receives ticks" $ withContext (\ctx -> do |
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ep <- makeEndpoint |
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chan <- newBoundedChan 1000 |
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clientChan <- newBoundedChan 1000 |
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bracket (startQuoteSourceServer chan ctx ep defaultServerSecurityParams) stopQuoteSourceServer (\_ -> |
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bracket (startQuoteSourceClient clientChan ["FOOBAR"] ctx ep defaultClientSecurityParams) stopQuoteSourceClient (\_ -> do |
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let tick = Tick { |
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security = "FOOBAR", |
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datatype = LastTradePrice, |
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timestamp = UTCTime (fromGregorian 2016 9 27) 16000, |
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value = 1000, |
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volume = 1} |
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forkIO $ forever $ writeChan chan (QSSTick tick) |
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recvdData <- readChan clientChan |
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QDTick tick @=? recvdData))) |
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testBarStream :: TestTree |
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testBarStream = testCase "QuoteSource clients receives bars" $ withContext (\ctx -> do |
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ep <- makeEndpoint |
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chan <- newBoundedChan 1000 |
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clientChan <- newBoundedChan 1000 |
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bracket (startQuoteSourceServer chan ctx ep defaultServerSecurityParams) stopQuoteSourceServer (\_ -> |
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bracket (startQuoteSourceClient clientChan ["FOOBAR"] ctx ep defaultClientSecurityParams) stopQuoteSourceClient (\_ -> do |
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let bar = Bar { |
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barSecurity = "FOOBAR", |
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barTimestamp = UTCTime (fromGregorian 2016 9 27) 16000, |
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barOpen = fromDouble 10.0, |
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barHigh = fromDouble 15.0, |
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barLow = fromDouble 8.0, |
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barClose = fromDouble 11.0, |
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barVolume = 42 } |
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forkIO $ forever $ writeChan chan $ QSSBar (BarTimeframe 60, bar) |
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recvdData <- readChan clientChan |
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QDBar (BarTimeframe 60, bar) @=? recvdData)))
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