public void LimitOrderShouldCaptureExec()
{
var market = new Market { SellPrice = 100M, SellQuantity = 50 };
var executed = false;
var order = market.CreateLimitOrder(Way.Buy, price: 100M, quantity: 10, allowPartialExecution: false);
market.OrderExecuted += (s, a) => executed = true;
market.Send(order);
Check.That(executed).IsTrue();
Check.That(market.SellQuantity).IsEqualTo(40);
}
public void LimitOrderShouldFailIfPriceTooHigh()
{
var market = new Market { SellPrice = 100M, SellQuantity = 50 };
var executed = false;
bool failed = false;
string failureReason = null;
var order = market.CreateLimitOrder(Way.Buy, price: 101M, quantity: 10, allowPartialExecution: false);
market.OrderExecuted += (s, a) => executed = true;
market.OrderFailed += (s, failure) =>
{
failed = true;
failureReason = failure;
};
market.Send(order);
Check.That(executed).IsFalse();
Check.That(failed).IsTrue();
Check.That(failureReason).IsEqualTo("Invalid price");
Check.That(market.SellQuantity).IsEqualTo(50);
}
public void LimitOrderShouldSupportPartialExecution()
{
var market = new Market { SellPrice = 100M, SellQuantity = 50 };
var executed = false;
var order = market.CreateLimitOrder(Way.Buy, price: 100M, quantity: 110, allowPartialExecution: true);
var execQuantity = 0;
market.OrderExecuted += (s, a) =>
{
executed = true;
execQuantity = a.Quantity;
};
market.Send(order);
Check.That(execQuantity).IsEqualTo(50);
Check.That(executed).IsTrue();
Check.That(market.SellQuantity).IsEqualTo(0);
}
