void TLClient_WM::Subscribe(TLMarketBasket mb)
{
CString basket = mb.Serialize();
CString m;
m.Format("%s+%s",_me,basket);
TLSend(REGISTERSTOCK,m,_him);
}
static void __stdcall Create()
{
// some stocks
char* list[] = { "LVS", "WAG","GM","MHS" };
const uint count = 4;
vector<CString> secs(list,list+count);
// initial basket with our stocks
TLMarketBasket mb;
mb.Add(secs);
// test to make sure our basket got them all
bool match = true;
for (uint i = 0; i<count; i++)
{
match = mb[i].sym.CompareNoCase(list[i])==0;
if (!match) break;
}
CFIX_ASSERT(match);
}
static void __stdcall SerializeDeserialize()
{
// some stocks
char* list[] = { "LVS", "WAG","GM","MHS" };
vector<CString> secs(list,list+4);
// initial basket with our stocks
TLMarketBasket mb;
mb.Add(secs);
// serialize it
CString msg = mb.Serialize();
// undo it
TLMarketBasket mb2 = TLMarketBasket::Deserialize(msg);
// test to make sure our basket got them all
bool match = true;
for (uint i = 0; i<mb2.Count(); i++)
{
match &= mb2[i].sym == secs[i];
}
CFIX_ASSERT(match);
}
void TLMarketBasket::Add(TLMarketBasket basket)
{
for (unsigned int i = 0; i<basket.Count(); i++)
Add(basket[i]);
}
static void __stdcall Basics()
{
// we need this line here in order to create windows from the cfix
// console application that runs our tests
if (!AfxWinInit(::GetModuleHandle(NULL), NULL, ::GetCommandLine(), 0))
return;
// setup our objects
TLServer_WM s;
s.Start();
TestClient c;
TestClient c2;
char* sym = "TST";
int size = 200;
double price = 100;
TLMarketBasket mb;
mb.Add(sym);
c.Subscribe(mb);
// initial tests
CFIX_ASSERT(c.ticks+c.fills+c.orders==0);
// Tick test
TLTick k;
symcp(k.sym,sym);
//k.sym = sym;
k.trade = price;
k.size = size;
s.SrvGotTick(k); // send tick
CFIX_ASSERT(c.ticks==1);
// test output
// cout<<strcat(c.lasttick.sym,k.sym)<<endl;
CFIX_ASSERT(isstrsame(c.lasttick.sym,k.sym));
CFIX_ASSERT(c.lasttick.trade==k.trade);
// make sure ticks were not copied to other clients
CFIX_ASSERT(c.ticks!=c2.ticks);
// Fill test
TLTrade f;
f.symbol = sym;
f.xprice = price;
f.xsize = size;
f.xdate = 20081220;
f.xtime = 1556;
f.side = true;
s.SrvGotFill(f);
CFIX_ASSERT(c.fills==1);
CFIX_ASSERT(c.lastfill.symbol==f.symbol);
CFIX_ASSERT(c.lastfill.xprice==f.xprice);
// make sure fills were copiedto other clients
CFIX_ASSERT(c.fills==c2.fills);
// Order test
TLOrder o;
o.symbol = sym;
o.price = price;
o.size = size;
s.SrvGotOrder(o);
CFIX_ASSERT(c.orders==1);
CFIX_ASSERT(c.lastorder.symbol==o.symbol);
CFIX_ASSERT(c.lastorder.price==o.price);
// make sure orders were copied to other clients
CFIX_ASSERT(c.orders==c2.orders);
// performance test ticks
// reset ticks
c.ticks = 0;
// get random ticks
const int MAXTICKS = 1000;
vector<TLTick> ticks;
for (int i = 0; i<MAXTICKS; i++)
{
TLTick k;
symcp(k.sym,sym);
k.size = size;
k.trade = rand();
ticks.push_back(k);
}
// start timer
unsigned long start = GetTickCount();
// send ticks to clients
for (unsigned int i =0; i<ticks.size(); i++)
s.SrvGotTick(ticks[i]);
// stop timer
unsigned long stop = GetTickCount();
// elapased time
int elap = (stop - start);
// ticks per second
int rate = (MAXTICKS / elap)*1000;
CFIX_LOG(L"Performance elap (ms): %i",elap);
CFIX_LOG(L"Performance (ticks/sec): %i",rate);
// make sure it took reasonable time
CFIX_ASSERT(elap<200);
}
