public void Init()
{
m_Instrument = new Instrument("MSFT");
m_SellOrders = new SellOrders(m_Instrument);
for (int i = 0, j = 10; i < 10; ++i, ++j)
{
Thread.Sleep(2);
m_SellOrders.Insert(new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Sell, 5, (ulong)j));
}
for (int i = 0, j = 10; i < 10; ++i, ++j)
{
m_SellOrders.Insert(new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Sell, 5, (ulong)j));
}
}
public void Init()
{
m_Instrument = 1;
m_SellOrders = new SellOrders(m_Instrument);
for (int i = 0, j = 10; i < 10; ++i, ++j)
{
Thread.Sleep(2);
m_SellOrders.Insert(new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Sell, 5, (ulong)j));
}
for (int i = 0, j = 10; i < 10; ++i, ++j)
{
m_SellOrders.Insert(new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Sell, 5, (ulong)j));
}
}
public void OneBuyLotsOfPotentialSellsOrderTest()
{
ulong buyQuantity = m_BuyOrder.Quantity;
m_SellOrders.Insert(new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Sell, 95, 100));
m_SellOrders.Insert(new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Sell, 95, 100));
Assert.True(OrderProcessor.TryMatchOrder(m_BuyOrder, m_SellOrders, m_Trades));
Trade trade = m_TradeProcessor.Trades[0];
Assert.That(m_TradeProcessor.Trades.Count, Is.EqualTo(1));
Assert.That(trade.Instrument, Is.EqualTo(m_Instrument));
Assert.That(trade.Price, Is.EqualTo(m_SellOrder.Price));
Assert.That(trade.Quantity, Is.EqualTo(buyQuantity));
Assert.That(m_SellOrders.Count() == 2);
Assert.That(!m_SellOrders.Contains(m_SellOrder));
}
private void Add()
{
var newOrder = new SellOrders
{
SellComment = SellComment,
SellDate = DateTimeOffset.Now,
SellPrice = SellPrice,
NumbersToSell = NumbersToSell
};
newOrder.Insert();
}
public void Init()
{
m_Instrument = new Instrument("GOOG");
m_BuyOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Buy, 100M,
100ul);
m_SellOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Sell, 90,
100ul);
m_SellOrders = new SellOrders(m_Instrument);
m_BuyOrders = new BuyOrders(m_Instrument);
m_SellOrders.Insert(m_SellOrder);
m_BuyOrders.Insert(m_BuyOrder);
m_Trades = new Trades(m_Instrument);
m_TradeProcessor = m_Trades.TradeProcessingStrategy as Trades.InMemoryTradeProcessor;
}
public void Init()
{
m_Instrument = 1;
m_BuyOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Buy, 100,
100ul);
m_SellOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Sell, 90,
100ul);
m_SellOrders = new SellOrders(m_Instrument);
m_BuyOrders = new BuyOrders(m_Instrument);
m_SellOrders.Insert(m_SellOrder);
m_BuyOrders.Insert(m_BuyOrder);
m_Trades = new Trades(m_Instrument);
m_TradeProcessor = m_Trades.TradeProcessingStrategy as Trades.InMemoryTradeProcessor;
}
protected void ProcessOrder(Order order)
{
switch (order.BuySell)
{
case Order.BuyOrSell.Buy:
TryMatchBuyOrder(order, m_SellOrders, m_Trades);
if (order.Quantity > 0)
{
m_BuyOrders.Insert(order);
}
break;
case Order.BuyOrSell.Sell:
TryMatchSellOrder(order, m_BuyOrders, m_Trades);
if (order.Quantity > 0)
{
m_SellOrders.Insert(order);
}
break;
default:
throw new ArgumentOutOfRangeException();
}
}
public void WrongOrderTypeThrowsException()
{
var order = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Buy, 10, 10ul);
Assert.Throws <ArgumentException>(() => m_SellOrders.Insert(order));
}