public void Split_OptimalIsAllAmountToBroker2_ReturnsBroker2Deal()
{
var order = new Order(Build_Client(), OrderType.Buy, 100);
// Broker2 always returns optimal deal
var broker2OptimalDeal = new Deal(_broker2Mock.Object, 500, 1, 0.01m);
Setup_Broker1Mock_Estimate(new Deal(_broker1Mock.Object, 1000, 1, 0.01m));
Setup_Broker2Mock_Estimate(broker2OptimalDeal);
var expectedDeals = new List<Deal>
{
broker2OptimalDeal
};
var actualDeals = _orderSplitService.Split(order);
actualDeals.ShouldAllBeEquivalentTo(expectedDeals);
}
public void Split_OptimalIsToSplitOrder_ReturnsBroker2Deal()
{
var order = new Order(Build_Client(), OrderType.Buy, 100);
// Only one combination of Broker1 and Broker2 deals is optimal
var broker1OptimalDeal = new Deal(_broker1Mock.Object, 60, 1, 0.01m);
var broker2OptimalDeal = new Deal(_broker2Mock.Object, 40, 1, 0.01m);
Setup_Broker1Mock_Estimate(new Deal(_broker1Mock.Object, 1000, 1, 0.01m));
Setup_Broker1Mock_Estimate(60, broker1OptimalDeal);
Setup_Broker2Mock_Estimate(new Deal(_broker2Mock.Object, 1000, 1, 0.01m));
Setup_Broker2Mock_Estimate(40, broker2OptimalDeal);
var expectedDeals = new List<Deal>
{
broker1OptimalDeal,
broker2OptimalDeal
};
var actualDeals = _orderSplitService.Split(order);
actualDeals.ShouldAllBeEquivalentTo(expectedDeals);
}
public void Execute(Deal deal)
{
//NOTE: In real application, broker would buy or sell some digicoins here
}
public void Execute(Deal deal)
{
//NOTE: In real application, broker would buy or sell some digicoins here
}
private void Setup_Broker2Mock_Estimate(decimal forInput, Deal result)
{
_broker2Mock.Setup(m => m.Estimate(forInput))
.Returns(result);
}
private void Setup_Broker2Mock_Estimate(Deal result)
{
_broker2Mock.Setup(m => m.Estimate(It.IsAny<decimal>()))
.Returns(result);
}