public void GetRateTest_ChecksTheRateForTheGivenCurrencyPairAfterSubmittingDepthLevels_ChecksTheRateReturnedToVerify()
{
MarketController marketController = (MarketController)_applicationContext["MarketController"];
BBOMemoryImage bboMemoryImage = (BBOMemoryImage)_applicationContext["BBOMemoryImage"];
DepthLevel bidLevel1 = new DepthLevel(new Price(491));
DepthLevel bidLevel2 = new DepthLevel(new Price(492));
DepthLevel bidLevel3 = new DepthLevel(new Price(493));
DepthLevel askLevel1 = new DepthLevel(new Price(494));
DepthLevel askLevel2 = new DepthLevel(new Price(495));
DepthLevel askLevel3 = new DepthLevel(new Price(496));
bboMemoryImage.OnBBOArrived("XBT/USD", bidLevel1, askLevel1);
IHttpActionResult httpActionResult = marketController.GetRate("XBT/USD");
OkNegotiatedContentResult <Rate> returnedOkRate = (OkNegotiatedContentResult <Rate>)httpActionResult;
Rate rate = returnedOkRate.Content;
Assert.AreEqual("XBT/USD", rate.CurrencyPair);
Assert.AreEqual(492.5, rate.RateValue); // MidPoint of bidLevel1 = 491 & askLevel1 = 494
bboMemoryImage.OnBBOArrived("XBT/USD", bidLevel2, askLevel2);
httpActionResult = marketController.GetRate("XBT/USD");
returnedOkRate = (OkNegotiatedContentResult <Rate>)httpActionResult;
rate = returnedOkRate.Content;
Assert.AreEqual("XBT/USD", rate.CurrencyPair);
Assert.AreEqual(493.5, rate.RateValue); // MidPoint of bidLevel2 = 492 & askLevel2 = 495
bboMemoryImage.OnBBOArrived("XBT/USD", bidLevel3, askLevel3);
httpActionResult = marketController.GetRate("XBT/USD");
returnedOkRate = (OkNegotiatedContentResult <Rate>)httpActionResult;
rate = returnedOkRate.Content;
Assert.AreEqual("XBT/USD", rate.CurrencyPair);
Assert.AreEqual(494.5, rate.RateValue); // MidPoint of bidLevel3 = 493 & askLevel3 = 496
}
public void GetRateEndToEndTests_SubmitsOrdersAndChecksTheRateForOneCurrencyPair_VerifiesThroughTheReturnedRate()
{
// Get the instance through Spring configuration
OrderController orderController = (OrderController)_applicationContext["OrderController"];
orderController.Request = new HttpRequestMessage(HttpMethod.Post, "");
orderController.Request.Headers.Add("Auth", "123456789");
MarketController marketController = (MarketController)_applicationContext["MarketController"];
ManualResetEvent manualResetEvent = new ManualResetEvent(false);
IHttpActionResult orderHttpResult = orderController.CreateOrder(new CreateOrderParam()
{
Pair = "XBTUSD",
Price = 491,
Volume = 100,
Side = "buy",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "XBTUSD",
Price = 494,
Volume = 900,
Side = "sell",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
IHttpActionResult httpActionResult = marketController.GetRate("XBTUSD");
OkNegotiatedContentResult <Rate> okResponse = (OkNegotiatedContentResult <Rate>)httpActionResult;
Rate rate = okResponse.Content;
Assert.AreEqual("XBTUSD", rate.CurrencyPair);
Assert.AreEqual(492.5, rate.RateValue); // MidPoint of xbtUsdBidLevel = 491 & xbtUsdAskLevel = 494
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "XBTUSD",
Price = 493,
Volume = 1000,
Side = "buy",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
httpActionResult = marketController.GetRate("XBTUSD");
okResponse = (OkNegotiatedContentResult <Rate>)httpActionResult;
rate = okResponse.Content;
Assert.AreEqual("XBTUSD", rate.CurrencyPair);
Assert.AreEqual(493.5, rate.RateValue); // MidPoint of xbtUsdBidLevel = 493 & xbtUsdAskLevel = 496
// Fill the existing top Ask order
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "XBTUSD",
Price = 494,
Volume = 900,
Side = "buy",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
// Send a new Ask order to stay on top of the ask book
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "XBTUSD",
Price = 496,
Volume = 900,
Side = "sell",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
httpActionResult = marketController.GetRate("XBTUSD");
okResponse = (OkNegotiatedContentResult <Rate>)httpActionResult;
rate = okResponse.Content;
Assert.AreEqual("XBTUSD", rate.CurrencyPair);
Assert.AreEqual(494.5, rate.RateValue); // MidPoint of xbtUsdBidLevel = 493 & xbtUsdAskLevel = 496
}
