public void ShouldMatchMultipleSellOrdersToSameBuyOrder()
{
var executions = new List <INewExecution>();
var executionalgo = new LimitOrderMatchingAlgorithm(new DateService());
executionalgo.AddExecutionsHandler(executions.Add);
var priceSlot = new PriceSlot(90, executionalgo, new MarketOrderMatchingAlgorithm(new DateService()));
var sellOrder1 = new LimitOrder("ABC", 10, 90, WayEnum.Sell, 90);
var sellOrder2 = new LimitOrder("ABC", 40, 90, WayEnum.Sell, 90);
var buyOrder = new LimitOrder("ABC", 50, 90, WayEnum.Buy, 80);
priceSlot.AddOrder(sellOrder1);
priceSlot.AddOrder(sellOrder2);
priceSlot.TryMatchLimitOrder(buyOrder);
Assert.AreEqual(2, executions.Count);
Assert.AreEqual(0, priceSlot.BuyOrders.Count);
Assert.AreEqual(0, priceSlot.SellOrders.Count);
}
public void ShouldMatchBuyOrderCompletely()
{
var executions = new List <INewExecution>();
var executionalgo = new LimitOrderMatchingAlgorithm(new DateService());
executionalgo.AddExecutionsHandler(executions.Add);
var priceSlot = new PriceSlot(90, executionalgo, new MarketOrderMatchingAlgorithm(new DateService()));
var sellOrder = new LimitOrder("ABC", 100, 90, WayEnum.Sell, 90);
var buyOrder = new LimitOrder("ABC", 10, 90, WayEnum.Buy, 80);
priceSlot.AddOrder(sellOrder);
priceSlot.TryMatchLimitOrder(buyOrder);
Assert.AreEqual(1, executions.Count);
Assert.AreEqual(0, priceSlot.BuyOrders.Count);
Assert.AreEqual(1, priceSlot.SellOrders.Count);
Assert.AreEqual(90, priceSlot.SellOrders[0].Quantity);
}