/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License"); 
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System.Collections.Generic;
using System.Threading;
using NUnit.Framework;
using QuantConnect.Brokerages.Fxcm;
using QuantConnect.Data.Market;
using QuantConnect.Logging;

namespace QuantConnect.Tests.Brokerages.Fxcm
{
    [TestFixture]
    public partial class FxcmBrokerageTests
    {
        [Test]
        public void GetsTickData()
        {
            var brokerage = (FxcmBrokerage)Brokerage;

            brokerage.Subscribe(null, new Dictionary<SecurityType, List<Symbol>>
            {
                { SecurityType.Forex, new List<Symbol> { Symbols.USDJPY, Symbols.EURGBP } }
            });

            Thread.Sleep(5000);

            for (var i = 0; i < 10; i++)
            {
                foreach (var tick in brokerage.GetNextTicks())
                {
                    Log.Trace("{0}: {1} - {2} / {3}", tick.Time, tick.Symbol, ((Tick)tick).BidPrice, ((Tick)tick).AskPrice);
                }
            }
        }
    }
}
