package com.xeiam.xchange.btcchina.service.fix;
import static org.junit.Assert.assertEquals;
import java.io.IOException;
import java.io.InputStream;
import java.math.BigDecimal;
import org.apache.commons.io.Charsets;
import org.apache.commons.io.IOUtils;
import org.apache.commons.lang3.StringUtils;
import org.junit.BeforeClass;
import org.junit.Test;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import quickfix.ConfigError;
import quickfix.DataDictionary;
import quickfix.FieldNotFound;
import quickfix.InvalidMessage;
import quickfix.fix44.MarketDataIncrementalRefresh;
import quickfix.fix44.MarketDataSnapshotFullRefresh;
import com.xeiam.xchange.currency.CurrencyPair;
import com.xeiam.xchange.dto.marketdata.Ticker;
public class BTCChinaFIXAdaptersTest {
private final Logger log = LoggerFactory.getLogger(BTCChinaFIXAdaptersTest.class);
private static DataDictionary dataDictionary;
@BeforeClass
public static void setUpBeforeClass() throws Exception {
dataDictionary = getDataDictionary();
}
@Test
public void testAdaptTicker() throws IOException, InvalidMessage, FieldNotFound {
Ticker ticker = getTicker();
assertEquals(CurrencyPair.BTC_CNY, ticker.getCurrencyPair());
assertEquals(1413472045000L, ticker.getTimestamp().getTime());
assertEquals(new BigDecimal("2328.08"), ticker.getBid());
assertEquals(new BigDecimal("2329.14"), ticker.getAsk());
assertEquals(new BigDecimal("2328.09"), ticker.getLast());
assertEquals(new BigDecimal("2447.87"), ticker.getHigh());
assertEquals(new BigDecimal("2316"), ticker.getLow());
assertEquals(new BigDecimal("56083.6739"), ticker.getVolume());
}
@Test
public void testAdaptUpdate() throws IOException, InvalidMessage, FieldNotFound {
Ticker oldTicker = getTicker();
String messageData = getMessageData("X.txt");
MarketDataIncrementalRefresh message = new MarketDataIncrementalRefresh();
message.fromString(messageData, dataDictionary, true);
log.debug(message.toXML(dataDictionary));
Ticker ticker = BTCChinaFIXAdapters.adaptUpdate(oldTicker, message);
assertEquals(CurrencyPair.BTC_CNY, ticker.getCurrencyPair());
assertEquals(1413482716000L, ticker.getTimestamp().getTime());
assertEquals(new BigDecimal("2328.08"), ticker.getBid());
assertEquals(new BigDecimal("2325.53"), ticker.getAsk());
assertEquals(new BigDecimal("2328.09"), ticker.getLast());
assertEquals(new BigDecimal("2447.87"), ticker.getHigh());
assertEquals(new BigDecimal("2316"), ticker.getLow());
assertEquals(new BigDecimal("53826.1999"), ticker.getVolume());
}
private Ticker getTicker() throws IOException, InvalidMessage, FieldNotFound {
String messageData = getMessageData("W.txt");
MarketDataSnapshotFullRefresh message = new MarketDataSnapshotFullRefresh();
message.fromString(messageData, dataDictionary, true);
log.debug(message.toXML(dataDictionary));
Ticker ticker = BTCChinaFIXAdapters.adaptTicker(message);
return ticker;
}
private static DataDictionary getDataDictionary() throws IOException, ConfigError {
InputStream inputStream = BTCChinaFIXAdaptersTest.class.getResourceAsStream("/FIX44.xml");
DataDictionary dataDictionary = new DataDictionary(inputStream);
inputStream.close();
return dataDictionary;
}
private String getMessageData(String resource) throws IOException {
String messageData = IOUtils.toString(getClass().getResource(resource), Charsets.UTF_8).trim();
messageData = StringUtils.replace(messageData, "^A", "\1");
return messageData;
}
}