| public TryGetLimitOrder ( uint exchangeOrderId ) : ILimitOrder | ||
| exchangeOrderId | uint | |
| return | ILimitOrder | |
public void ShouldCreateNewOrderBookItMatchItAndRemoveIt()
{
var repo = new OrderRepository();
var limitAlgo = new LimitOrderMatchingAlgorithm(new DateService());
var marketAlgo = new MarketOrderMatchingAlgorithm(new DateService());
var level1 = new OrderBookBestBidAsk("ABC");
var book = new OrderBook("ABC", limitAlgo, marketAlgo, level1);
var sellOrder1 = repo.NewLimitOrder("ABC", 9, 88.2d, 100, WayEnum.Sell);
book.AddLimitOrder(sellOrder1);
var buyOrder1 = repo.NewLimitOrder("ABC", 9, 88.0d, 50, WayEnum.Buy);
book.AddLimitOrder(buyOrder1);
Assert.AreEqual(88.2d, level1.BestAskPrice);
Assert.AreEqual(88.0d, level1.BestBidPrice);
buyOrder1.Modify(50, 88.2d);
Assert.AreEqual(88.2d, level1.BestAskPrice);
Assert.IsNull(level1.BestBidPrice);
var retrievedBuyOrder = repo.TryGetLimitOrder(buyOrder1.ExchangeOrderId);
Assert.IsNull(retrievedBuyOrder);
}
public void RepositoryShouldReturnNullOnNonExistingOrderId()
{
var repo = new OrderRepository();
var order = repo.NewLimitOrder("ABC", 12, 200.45d, 90, WayEnum.Buy);
var retrievedOrder = repo.TryGetLimitOrder(666);
Assert.IsNull(retrievedOrder);
}
public void NewOrderShouldBeRetrievableThroughOrderId()
{
var repo = new OrderRepository();
var order = repo.NewLimitOrder("ABC", 12, 200.45d, 90, WayEnum.Buy);
var retrievedOrder = repo.TryGetLimitOrder(order.ExchangeOrderId);
Assert.AreEqual(order, retrievedOrder);
}
public void RepositoryShouldRemoveOrderFromRepositoryWhenOrderIsDeleted()
{
var repo = new OrderRepository();
var order = repo.NewLimitOrder("ABC", 12, 200.45d, 90, WayEnum.Buy);
order.Delete();
var retrievedOrder = repo.TryGetLimitOrder(order.ExchangeOrderId);
Assert.IsNull(retrievedOrder);
}
