public void SynthOrderBook_GetBids_Inverted_Test()
{
var gbpusdOb = new OrderBook("FE", _gbpusd,
new List <LimitOrder>(), // bids
new List <LimitOrder> // asks
{
new LimitOrder(1.29906m, 50000m),
new LimitOrder(1.28167m, 2909.98m)
},
DateTime.Now);
var bids = SynthOrderBook.GetBids(gbpusdOb, _usdgbp).ToList();
var orderedBids = bids.OrderByDescending(x => x.Price).ToList();
Assert.Equal(2, bids.Count);
Assert.Equal(bids[0].Price, orderedBids[0].Price);
Assert.Equal(bids[1].Price, orderedBids[1].Price);
}
public void SynthOrderBook_GetBids_Streight_Test()
{
var gbpusdOb = new OrderBook("FE", _gbpusd,
new List <VolumePrice> // bids
{
new VolumePrice(1.28167m, 2909.98m),
new VolumePrice(1.29906m, 50000m)
},
new List <VolumePrice>(), // asks
DateTime.Now);
var bids = SynthOrderBook.GetBids(gbpusdOb, _gbpusd).ToList();
var orderedBids = bids.OrderByDescending(x => x.Price).ToList();
Assert.Equal(2, bids.Count);
Assert.Equal(bids[0].Price, orderedBids[0].Price);
Assert.Equal(bids[1].Price, orderedBids[1].Price);
}