public void Ask_PartialExecutes_AginstUser1Bid_ButAskSharesIsGreaterThanBidShares()
{
// Arrange.
var existingBidOrder = new Order {
Id = 100, Shares = 100, Subscription = new Subscription {
Owned = 0, UserId = _userId1
}
};
var existingLimit = Limits.First();
existingLimit.BidHead = existingBidOrder;
existingBidOrder.ParentLimit = existingLimit;
Limits.Add(existingLimit);
Orders.Add(existingBidOrder.Id, existingBidOrder);
Subscriptions.Add(existingBidOrder.Subscription.UserId, existingBidOrder.Subscription);
var existingSellerSubscription = new Subscription {
Owned = 500, UserId = _userId2
};
Subscriptions.Add(existingSellerSubscription.UserId, existingSellerSubscription);
// Act.
Ask(_userId2, 1, 200);
// Assert.
var existingBidOrder2 = new Order {
Id = 100, Shares = 0, Subscription = new Subscription {
Owned = 100, UserId = _userId1
}
};
var existingLimit2 = new Limit {
Price = 1 * ScaleFactor, BidHead = existingBidOrder2
};
existingBidOrder2.ParentLimit = existingLimit2;
var existingSellerSubscription2 = new Subscription {
Owned = 400, UserId = _userId2
};
var remainingSellersOrder = new Order
{
Id = 1,
ParentLimit = existingLimit2,
Shares = 100,
Subscription = existingSellerSubscription2
};
existingLimit2.AskHead = remainingSellersOrder;
Assert.AreEqual(1, Limits.Count);
Assert.AreEqual(2, Orders.Count);
Assert.AreEqual(2, Subscriptions.Count);
CollectionAssert.AreEqual(new Limit[] { existingLimit2 }, Limits, _limitTestComparer);
CollectionAssert.AreEqual(new Order[] { existingBidOrder2, remainingSellersOrder }, (ICollection)Orders.Values, _orderTestComparer);
CollectionAssert.AreEqual(new Subscription[] { existingBidOrder2.Subscription, existingSellerSubscription2 }, (ICollection)Subscriptions.Values, _subscriptionTestComparer);
}
public void Ask_Adds1Order_OnExistingLimit_With1Order()
{
// Arrange.
var existingOrder = new Order {
Shares = 100, Subscription = new Subscription {
Owned = 100, UserId = _userId2
}
};
var existingLimit = Limits.First();
existingLimit.AskHead = existingOrder;
existingOrder.ParentLimit = existingLimit;
Limits.Add(existingLimit);
Orders.Add(existingOrder.Id, existingOrder);
Subscriptions.Add(existingOrder.Subscription.UserId, existingOrder.Subscription);
Subscriptions.Add(_userId1, new Subscription {
Owned = 5, UserId = _userId1
});
// Act.
Ask(_userId1, 1, 5);
// Assert.
var existingOrder2 = new Order {
Shares = 100, Subscription = new Subscription {
Owned = 100, UserId = _userId2
}
};
var existingLimit2 = new Limit {
Price = 1 * ScaleFactor
};
existingOrder2.ParentLimit = existingLimit2;
var order = new Order
{
Id = 1,
Next = existingOrder2,
Shares = 5,
Subscription = new Subscription
{
Owned = 5,
UserId = _userId1
}
};
existingLimit2.AskHead = order;
existingOrder2.Prev = order;
order.ParentLimit = existingLimit2;
Assert.AreEqual(1, Limits.Count);
Assert.AreEqual(2, Orders.Count);
Assert.AreEqual(2, Subscriptions.Count);
CollectionAssert.AreEqual(new Limit[] { existingLimit2 }, Limits, _limitTestComparer);
CollectionAssert.AreEqual(new Order[] { existingOrder2, order }, (ICollection)Orders.Values, _orderTestComparer);
CollectionAssert.AreEqual(new Subscription[] { existingOrder2.Subscription, order.Subscription }, (ICollection)Subscriptions.Values, _subscriptionTestComparer);
}
public void Bid_Adds1Order_OnExistingLimit_With1OrderFromTheSameUser()
{
// Arrange.
var existingAskOrder = new Order {
Id = 100, Shares = 5, Subscription = new Subscription {
Owned = 5, UserId = _userId1
}
};
var existingLimit = Limits.First();
existingLimit.AskHead = existingAskOrder;
existingAskOrder.ParentLimit = existingLimit;
Orders.Add(existingAskOrder.Id, existingAskOrder);
Subscriptions.Add(existingAskOrder.Subscription.UserId, existingAskOrder.Subscription);
// Act.
Bid(_userId1, 1, 5);
// Assert.
var existingAskOrderClone = new Order {
Id = 100, Shares = 5, Subscription = new Subscription {
Owned = 5, UserId = _userId1
}
};
var order = new Order
{
Id = 1,
Shares = 5,
Subscription = new Subscription
{
Owned = 5,
UserId = _userId1
}
};
var limit = new Limit
{
BidHead = order,
Price = 1 * ScaleFactor
};
order.ParentLimit = limit;
existingAskOrderClone.ParentLimit = limit;
limit.AskHead = existingAskOrderClone;
Assert.AreEqual(1, Limits.Count);
Assert.AreEqual(2, Orders.Count);
Assert.AreEqual(1, Subscriptions.Count);
CollectionAssert.AreEqual(new Limit[] { limit }, Limits, _limitTestComparer);
CollectionAssert.AreEqual(new Order[] { existingAskOrderClone, order }, (ICollection)Orders.Values, _orderTestComparer);
CollectionAssert.AreEqual(new Subscription[] { order.Subscription }, (ICollection)Subscriptions.Values, _subscriptionTestComparer);
}
/// <summary>
/// Дает координату на линии по проехавшему от начала перегона пути
/// </summary>
/// <param name="space"></param>
/// <returns></returns>
/// <exception cref="ArgumentNullException">Thrown when the arguments are <see langword="null"/></exception>
/// <exception cref="ArgumentOutOfRangeException">Condition.</exception>
/// <exception cref="InvalidOperationException">Исходная последовательность пуста.</exception>
public override Double GetLimit(Double space)
{
var limit = Limits.FirstOrDefault(item => item.Space >= space);
if (limit == null)
{
throw new ArgumentOutOfRangeException(nameof(space));
}
var tmpPiketage = limit.Value;
var direction = Limits.First() < Limits.Last();
var deltaSpace = space - limit.Space;
return(direction ? tmpPiketage + deltaSpace / 100 : tmpPiketage - deltaSpace / 100);
}
public void Bid_PartialExecutes_AginstUser1Ask_ButBidSharesIsLessThanAskShares()
{
// Arrange.
var existingAskOrder = new Order {
Shares = 100, Subscription = new Subscription {
Owned = 100, UserId = _userId1
}
};
var existingLimit = Limits.First();
existingLimit.AskHead = existingAskOrder;
existingAskOrder.ParentLimit = existingLimit;
Limits.Add(existingLimit);
Orders.Add(existingAskOrder.Id, existingAskOrder);
Subscriptions.Add(existingAskOrder.Subscription.UserId, existingAskOrder.Subscription);
// Act.
Bid(_userId2, 1, 40);
// Assert.
var existingAskOrder2 = new Order {
Shares = 60, Subscription = new Subscription {
Owned = 60, UserId = _userId1
}
};
var existingLimit2 = new Limit {
Price = 1 * ScaleFactor, AskHead = existingAskOrder2
};
existingAskOrder2.ParentLimit = existingLimit2;
var newBiddersSubscription = new Subscription {
Owned = 40, UserId = _userId2
};
Assert.AreEqual(1, Limits.Count);
Assert.AreEqual(1, Orders.Count);
Assert.AreEqual(2, Subscriptions.Count);
CollectionAssert.AreEqual(new Limit[] { existingLimit2 }, Limits, _limitTestComparer);
CollectionAssert.AreEqual(new Order[] { existingAskOrder2 }, (ICollection)Orders.Values, _orderTestComparer);
CollectionAssert.AreEqual(new Subscription[] { existingAskOrder2.Subscription, newBiddersSubscription }, (ICollection)Subscriptions.Values, _subscriptionTestComparer);
}
public void Ask_Adds1Limit_With1Order_When1LimitExists_ButPriceLessThanExistingLimit()
{
// Arrange.
Limits.First().Price = 2 * ScaleFactor;
Subscriptions.Add(_userId1, new Subscription {
Owned = 5, UserId = _userId1
});
// Act.
Ask(_userId1, 1, 5);
// Assert.
var order = new Order
{
Id = 1,
Shares = 5,
Subscription = new Subscription
{
Owned = 5,
UserId = _userId1
}
};
var limit = new Limit
{
AskHead = order,
Price = 1 * ScaleFactor
};
order.ParentLimit = limit;
Assert.AreEqual(2, Limits.Count);
Assert.AreEqual(1, Orders.Count);
Assert.AreEqual(1, Subscriptions.Count);
CollectionAssert.AreEqual(new Limit[] { limit, new Limit {
Price = 2 * ScaleFactor
} }, Limits, _limitTestComparer);
CollectionAssert.AreEqual(new Order[] { order }, (ICollection)Orders.Values, _orderTestComparer);
CollectionAssert.AreEqual(new Subscription[] { order.Subscription }, (ICollection)Subscriptions.Values, _subscriptionTestComparer);
}
public void Bid_PartialExecutes_3Limits3Bids1OnEachLimit()
{
// Arrange.
var existingAskOrder = new Order {
Id = 100, Shares = 100, Subscription = new Subscription {
Owned = 100, UserId = _userId1
}
};
var existingAskOrder2 = new Order {
Id = 200, Shares = 100, Subscription = new Subscription {
Owned = 100, UserId = _userId2
}
};
var existingAskOrder3 = new Order {
Id = 300, Shares = 100, Subscription = new Subscription {
Owned = 100, UserId = _userId3
}
};
var existingLimit = Limits.First();
var limit2 = new Limit {
Price = 2 * ScaleFactor
};
var limit3 = new Limit {
Price = 3 * ScaleFactor
};
existingLimit.AskHead = existingAskOrder;
limit2.AskHead = existingAskOrder2;
limit3.AskHead = existingAskOrder3;
existingAskOrder.ParentLimit = existingLimit;
existingAskOrder2.ParentLimit = limit2;
existingAskOrder3.ParentLimit = limit3;
Limits.Add(limit2);
Limits.Add(limit3);
Orders.Add(existingAskOrder.Id, existingAskOrder);
Orders.Add(existingAskOrder2.Id, existingAskOrder2);
Orders.Add(existingAskOrder3.Id, existingAskOrder3);
Subscriptions.Add(existingAskOrder.Subscription.UserId, existingAskOrder.Subscription);
Subscriptions.Add(existingAskOrder2.Subscription.UserId, existingAskOrder2.Subscription);
Subscriptions.Add(existingAskOrder3.Subscription.UserId, existingAskOrder3.Subscription);
// Act.
Bid(_userId4, 3, 400);
// Assert.
var existingAskOrderClone = new Order {
Id = 100, Shares = 0, Subscription = new Subscription {
Owned = 0, UserId = _userId1
}
};
var existingAskOrder2Clone = new Order {
Id = 200, Shares = 0, Subscription = new Subscription {
Owned = 0, UserId = _userId2
}
};
var existingAskOrder3Clone = new Order {
Id = 300, Shares = 0, Subscription = new Subscription {
Owned = 0, UserId = _userId3
}
};
var newAskOrder = new Order {
Id = 1, Shares = 100, Subscription = new Subscription {
Owned = 300, UserId = _userId4
}
};
var existingLimitClone = new Limit {
Price = 1 * ScaleFactor, AskHead = existingAskOrderClone
};
var existingLimit2Clone = new Limit {
Price = 2 * ScaleFactor, AskHead = existingAskOrder2Clone
};
var existingLimit3Clone = new Limit {
Price = 3 * ScaleFactor, BidHead = newAskOrder, AskHead = existingAskOrder3Clone
};
existingAskOrderClone.ParentLimit = existingLimitClone;
existingAskOrder2Clone.ParentLimit = existingLimit2Clone;
existingAskOrder3Clone.ParentLimit = existingLimit3Clone;
newAskOrder.ParentLimit = existingLimitClone;
Assert.AreEqual(3, Limits.Count);
Assert.AreEqual(4, Orders.Count);
Assert.AreEqual(4, Subscriptions.Count);
CollectionAssert.AreEqual(new Limit[] { existingLimitClone, existingLimit2Clone, existingLimit3Clone }, Limits, _limitTestComparer);
CollectionAssert.AreEqual(new Order[] { existingAskOrderClone, existingAskOrder2Clone, existingAskOrder3Clone, newAskOrder }, (ICollection)Orders.Values, _orderTestComparer);
CollectionAssert.AreEqual(new Subscription[] { existingAskOrderClone.Subscription, existingAskOrder2Clone.Subscription, existingAskOrder3Clone.Subscription, newAskOrder.Subscription }, (ICollection)Subscriptions.Values, _subscriptionTestComparer);
}
public void Bid_FullyExecutes_1Limit3Asks()
{
// Arrange.
var existingAskOrder = new Order {
Id = 100, Shares = 100, Subscription = new Subscription {
Owned = 100, UserId = _userId1
}
};
var existingAskOrder2 = new Order {
Id = 200, Shares = 100, Subscription = new Subscription {
Owned = 100, UserId = _userId2
}
};
var existingAskOrder3 = new Order {
Id = 300, Shares = 100, Subscription = new Subscription {
Owned = 100, UserId = _userId3
}
};
existingAskOrder.Next = existingAskOrder2;
existingAskOrder2.Prev = existingAskOrder;
existingAskOrder2.Next = existingAskOrder3;
existingAskOrder3.Prev = existingAskOrder2;
var existingLimit = Limits.First();
existingLimit.AskHead = existingAskOrder;
existingAskOrder.ParentLimit = existingLimit;
existingAskOrder2.ParentLimit = existingLimit;
existingAskOrder3.ParentLimit = existingLimit;
Orders.Add(existingAskOrder.Id, existingAskOrder);
Orders.Add(existingAskOrder2.Id, existingAskOrder2);
Orders.Add(existingAskOrder3.Id, existingAskOrder3);
Subscriptions.Add(existingAskOrder.Subscription.UserId, existingAskOrder.Subscription);
Subscriptions.Add(existingAskOrder2.Subscription.UserId, existingAskOrder2.Subscription);
Subscriptions.Add(existingAskOrder3.Subscription.UserId, existingAskOrder3.Subscription);
// Act.
Bid(_userId4, 1, 300);
// Assert.
var existingAskOrderClone = new Order {
Id = 100, Shares = 0, Subscription = new Subscription {
Owned = 0, UserId = _userId1
}
};
var existingAskOrder2Clone = new Order {
Id = 200, Shares = 0, Subscription = new Subscription {
Owned = 0, UserId = _userId2
}
};
var existingAskOrder3Clone = new Order {
Id = 300, Shares = 0, Subscription = new Subscription {
Owned = 0, UserId = _userId3
}
};
existingAskOrderClone.Next = existingAskOrder2Clone;
existingAskOrder2Clone.Prev = existingAskOrder;
existingAskOrder2Clone.Next = existingAskOrder3Clone;
existingAskOrder3Clone.Prev = existingAskOrder2Clone;
var existingLimitClone = new Limit {
Price = 1 * ScaleFactor, AskHead = existingAskOrderClone
};
existingAskOrderClone.ParentLimit = existingLimitClone;
existingAskOrder2Clone.ParentLimit = existingLimitClone;
existingAskOrder3Clone.ParentLimit = existingLimitClone;
var newBidderSubscription = new Subscription {
Owned = 300, UserId = _userId4
};
Assert.AreEqual(1, Limits.Count);
Assert.AreEqual(3, Orders.Count);
Assert.AreEqual(4, Subscriptions.Count);
CollectionAssert.AreEqual(new Limit[] { existingLimitClone }, Limits, _limitTestComparer);
CollectionAssert.AreEqual(new Order[] { existingAskOrderClone, existingAskOrder2Clone, existingAskOrder3Clone }, (ICollection)Orders.Values, _orderTestComparer);
CollectionAssert.AreEqual(new Subscription[] { existingAskOrderClone.Subscription, existingAskOrder2Clone.Subscription, existingAskOrder3Clone.Subscription, newBidderSubscription }, (ICollection)Subscriptions.Values, _subscriptionTestComparer);
}