Feat: Databento integration improvements

Lean.DataSource.DataBento.sln

@@ -2,9 +2,9 @@ Microsoft Visual Studio Solution File, Format Version 12.00
 # Visual Studio Version 17
 VisualStudioVersion = 17.5.2.0
 MinimumVisualStudioVersion = 10.0.40219.1
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantConnect.DataBento", "QuantConnect.DataBento\QuantConnect.DataSource.DataBento.csproj", "{367AEEDC-F0B3-7F47-539D-10E5EC242C2A}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantConnect.DataSource.DataBento", "QuantConnect.DataBento\QuantConnect.DataSource.DataBento.csproj", "{367AEEDC-F0B3-7F47-539D-10E5EC242C2A}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantConnect.DataBento.Tests", "QuantConnect.DataBento.Tests\QuantConnect.DataSource.DataBento.Tests.csproj", "{9CF47860-2CEA-F379-09D8-9AEF27965D12}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantConnect.DataSource.DataBento.Tests", "QuantConnect.DataBento.Tests\QuantConnect.DataSource.DataBento.Tests.csproj", "{9CF47860-2CEA-F379-09D8-9AEF27965D12}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
@@ -16,10 +16,6 @@ Global
 		{367AEEDC-F0B3-7F47-539D-10E5EC242C2A}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{367AEEDC-F0B3-7F47-539D-10E5EC242C2A}.Release|Any CPU.ActiveCfg = Release|Any CPU
 		{367AEEDC-F0B3-7F47-539D-10E5EC242C2A}.Release|Any CPU.Build.0 = Release|Any CPU
-		{4B379C8F-16CE-1972-73E3-C14F6410D428}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{4B379C8F-16CE-1972-73E3-C14F6410D428}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{4B379C8F-16CE-1972-73E3-C14F6410D428}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{4B379C8F-16CE-1972-73E3-C14F6410D428}.Release|Any CPU.Build.0 = Release|Any CPU
 		{9CF47860-2CEA-F379-09D8-9AEF27965D12}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
 		{9CF47860-2CEA-F379-09D8-9AEF27965D12}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{9CF47860-2CEA-F379-09D8-9AEF27965D12}.Release|Any CPU.ActiveCfg = Release|Any CPU

QuantConnect.DataBento.Tests/Assertions.cs

@@ -0,0 +1,53 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2026 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;
+using QuantConnect.Lean.DataSource.DataBento.Models;
+
+namespace QuantConnect.Lean.DataSource.DataBento.Tests;
+
+public static class Assertions
+{
+    public static void AssertLevelOneBookLevel(LevelOneBookLevel level)
+    {
+        Assert.IsNotNull(level);
+        AssertPositiveOrNull(level.BidPx);
+        AssertPositiveOrNull(level.AskPx);
+        Assert.GreaterOrEqual(level.BidSz, 0);
+        Assert.GreaterOrEqual(level.AskSz, 0);
+        Assert.GreaterOrEqual(level.BidCt, 0);
+        Assert.GreaterOrEqual(level.AskCt, 0);
+    }
+
+    public static void AssertPositiveOrNull(decimal? price)
+    {
+        if (price.HasValue)
+        {
+            Assert.Greater(price.Value, 0);
+        }
+        else
+        {
+            Assert.IsNull(price);
+        }
+    }
+
+    public static void AssertEnumIsDefined<TEnum>(TEnum value, string paramName) where TEnum : struct, Enum
+    {
+        if (!Enum.IsDefined(value))
+        {
+            Assert.Fail($"{paramName} must be one of {string.Join(", ", Enum.GetValues<TEnum>())}");
+        }
+    }
+}