public void TwoTradesMatchingProducesTwoMatchNotifications()
{
var matcher = new StandardOrderMatcher();
var orderRepository = new StandardOrderRepository(matcher);
var matchRecorder = new MatchRecorder();
orderRepository.OrdersMatched += matchRecorder.OnMatch;
var ask = FakeOrder.CreateOrderFromString(1, "Limit;TEST;Ask;10@10");
var bid = FakeOrder.CreateOrderFromString(1, "Limit;TEST;Bid;10@10");
AddOrderToRepository(ask, orderRepository);
AddOrderToRepository(bid, orderRepository);
orderRepository.MatchOrders(bid.Contract);
Assert.AreEqual(1, matchRecorder.Matches.Count);
var matches = matchRecorder.Matches[0];
Assert.AreEqual(2, matches.OrderMatches.Count());
}
public ServerApplication(Action<string> messageCallback)
{
_messageCallback = messageCallback;
// Were this a production server I'd recommend getting all these types from a
// type provider layer (MEF, Castle, etc)
var sessionRepository = new SessionRepository();
var fixSessionFacade = new StandardFixFacade(messageCallback);
_sessionMediator = new SessionMediator(sessionRepository, fixSessionFacade);
_inputQueue = new CommandQueue();
_outputQueue = new CommandQueue();
var asyncProcessing = new TaskBasedCommandProcessingStrategy();
var syncProcessing = new SynchronousCommandProcessingStrategy();
_inputCommandProcessor = new CommandProcessor(asyncProcessing, _inputQueue);
_outputCommandProcessor = new CommandProcessor(syncProcessing, _outputQueue);
var orderMatcher = new StandardOrderMatcher();
var orderRepository = new StandardOrderRepository(orderMatcher);
_orderMediator = new OrderMediator(orderRepository, OnOrderMatched);
_commandFactory = new CommandFactory(_inputQueue,
_outputQueue,
_orderMediator,
_sessionMediator);
var messageHandlerCommandFactory = new MessageHandlerCommandFactory(_sessionMediator,
_commandFactory);
var fix42MessageGenerator = new Fix42MessageGenerator();
_fix42MessageHandler = new Fix42MessageHandler(messageHandlerCommandFactory,
fix42MessageGenerator,
fixSessionFacade,
GenExecID);
var fix44MessageGenerator = new Fix44MessageGenerator();
_fix44MessageHandler = new Fix44MessageHandler(messageHandlerCommandFactory,
fix44MessageGenerator,
fixSessionFacade,
GenExecID);
}