public void Setup()
{
m_Instrument = 1;
m_OrderBook = new OrderBook(m_Instrument);
var orderBooks = new Dictionary<int, OrderBook>();
orderBooks[m_Instrument] = m_OrderBook;
m_Market = new Market(orderBooks);
}
public void Init()
{
m_Instrument = new Instrument("MSFT");
m_BuyOrders = new BuyOrders(m_Instrument);
m_SellOrders = new SellOrders(m_Instrument);
m_Trades = new Trades(m_Instrument);
m_OrderBook = new OrderBook(m_Instrument, m_BuyOrders, m_SellOrders, m_Trades);
m_Orders = new List<Order>
{
new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Buy, 100, 100),
new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilDate, Order.BuyOrSell.Sell, 110, 100)
};
}
public void OrderBooksPrioritiserTest()
{
var orderBooks = new List<OrderBook>();
for (int i = 0; i < 10; ++i)
{
var book = new OrderBook(i);
for (int j = 0; j < i; ++j)
{
Statistic stat = book.Statistics[Statistics.Stat.NumOrders];
++stat;
}
orderBooks.Add(book);
}
Market.PrioritiseOrderBooks(orderBooks,
(x, y) => -1 * x.Statistics[Statistics.Stat.NumOrders].Value.CompareTo(
y.Statistics[Statistics.Stat.NumOrders].Value));
for (int i = 1; i < orderBooks.Count; ++i)
{
Assert.That(orderBooks[i].Statistics[Statistics.Stat.NumOrders].Value, Is.LessThanOrEqualTo(orderBooks[i - 1].Statistics[Statistics.Stat.NumOrders].Value));
}
}
public void Init()
{
m_Instrument = 1;
m_OrderBook = new OrderBook(m_Instrument);
}