public void Fill_RemovesOrder_IfOpenQuantityIs0()
{
PriceLevel priceLevel = new PriceLevel(100);
Order order1 = new Order()
{
IsBuy = true, OrderId = 1, Price = 100, OpenQuantity = 1000, Sequnce = 1
};
priceLevel.AddOrder(order1);
Assert.Equal(1, priceLevel.OrderCount);
Order order2 = new Order()
{
IsBuy = true, OrderId = 2, Price = 100, OpenQuantity = 1000, Sequnce = 2
};
priceLevel.AddOrder(order2);
Assert.Equal(2, priceLevel.OrderCount);
priceLevel.Fill(order1, 1000);
Assert.Equal(1, priceLevel.OrderCount);
Assert.Contains(order2, priceLevel);
}
public void Fill_ThrowsException_IfOpenQuantityIsLessThanFillQuantity()
{
PriceLevel priceLevel = new PriceLevel(100);
Order order1 = new Order()
{
IsBuy = true, OrderId = 1, Price = 100, Sequnce = 1
};
priceLevel.AddOrder(order1);
Assert.Equal(1, priceLevel.OrderCount);
Order order2 = new Order()
{
IsBuy = true, OrderId = 2, Price = 100, Sequnce = 2
};
priceLevel.AddOrder(order2);
Assert.Equal(2, priceLevel.OrderCount);
Exception ex = Assert.Throws <Exception>(() => priceLevel.Fill(order1, 1100));
Assert.Equal("Order quantity is less then requested fill quanity", ex.Message);
Assert.Equal(2, priceLevel.OrderCount);
}
public void Fill_DoesNotRemoveOrder_IfOpenQuantityIsNot0()
{
PriceLevel priceLevel = new PriceLevel(100);
Order order1 = new Order()
{
IsBuy = true, OrderId = 1, OpenQuantity = 1000, Price = 100, Sequnce = 1
};
priceLevel.AddOrder(order1);
Assert.Equal(1, priceLevel.OrderCount);
Order order2 = new Order()
{
IsBuy = true, OrderId = 2, OpenQuantity = 1000, Price = 100, Sequnce = 2
};
priceLevel.AddOrder(order2);
Assert.Equal(2, priceLevel.OrderCount);
priceLevel.Fill(order1, 900);
Assert.Equal(2, priceLevel.OrderCount);
Assert.Contains(order1, priceLevel);
Assert.Contains(order2, priceLevel);
Assert.True(100 == order1.OpenQuantity, "Quantity should be 100");
}
public void RemoveOrder_RemovesOrder()
{
PriceLevel priceLevel = new PriceLevel(100);
Order order1 = new Order()
{
IsBuy = true, OrderId = 1, Price = 100, Sequnce = 1
};
priceLevel.AddOrder(order1);
Assert.Equal(1, priceLevel.OrderCount);
Order order2 = new Order()
{
IsBuy = true, OrderId = 2, Price = 100, Sequnce = 2
};
priceLevel.AddOrder(order2);
Assert.Equal(2, priceLevel.OrderCount);
Order order3 = new Order()
{
IsBuy = true, OrderId = 3, Price = 100, Sequnce = 3
};
priceLevel.AddOrder(order3);
Assert.Equal(3, priceLevel.OrderCount);
Order order4 = new Order()
{
IsBuy = true, OrderId = 4, Price = 100, Sequnce = 4
};
priceLevel.AddOrder(order4);
Assert.Equal(4, priceLevel.OrderCount);
priceLevel.RemoveOrder(order3);
Assert.Equal(3, priceLevel.OrderCount);
Assert.Contains(order1, priceLevel);
Assert.Contains(order2, priceLevel);
Assert.Contains(order4, priceLevel);
}
public void AddOrder_AddsOrder()
{
PriceLevel priceLevel = new PriceLevel(100);
Order order1 = new Order()
{
IsBuy = true, OrderId = 1, Price = 100, Sequnce = 1
};
priceLevel.AddOrder(order1);
Assert.Equal(1, priceLevel.OrderCount);
Order order2 = new Order()
{
IsBuy = true, OrderId = 2, Price = 100, Sequnce = 2
};
priceLevel.AddOrder(order2);
Assert.Equal(2, priceLevel.OrderCount);
Assert.Contains(order1, priceLevel);
Assert.Contains(order2, priceLevel);
}
public void PriceLevelSortsOrderBasedOnSequence()
{
OrderSequenceComparer comparer = new OrderSequenceComparer();
Price price = new Price(1);
PriceLevel priceLevel = new PriceLevel(price);
Order order1 = new Order()
{
Sequnce = 1
};
priceLevel.AddOrder(order1);
Order order3 = new Order()
{
Sequnce = 3
};
priceLevel.AddOrder(order3);
Order order2 = new Order()
{
Sequnce = 2
};
priceLevel.AddOrder(order2);
Order order7 = new Order()
{
Sequnce = 7
};
priceLevel.AddOrder(order7);
Order order6 = new Order()
{
Sequnce = 6
};
priceLevel.AddOrder(order6);
Order order4 = new Order()
{
Sequnce = 4
};
priceLevel.AddOrder(order4);
Order order5 = new Order()
{
Sequnce = 5
};
priceLevel.AddOrder(order5);
List <Order> expectedSequence = new List <Order> {
order1, order2, order3, order4, order5, order6, order7
};
AssertHelper.SequentiallyEqual(expectedSequence, priceLevel);
}