public void ShouldReturnTrueWhenBuyAndSellOrdersArePresent()
{
var slot = new PriceSlot(90, new LimitOrderMatchingAlgorithm(new DateService()), new MarketOrderMatchingAlgorithm(new DateService()));
var buyOrder = new LimitOrder("ABC", 50, 90, WayEnum.Buy, 80);
var sellOrder = new LimitOrder("ABC", 50, 90, WayEnum.Sell, 80);
slot.AddOrder(buyOrder);
slot.AddOrder(sellOrder);
Assert.IsTrue(slot.HasOrders);
}
public void ShouldIgnoreOrderWithDifferentPriceOnAdd()
{
IPriceSlot priceSlot = new PriceSlot(90, new LimitOrderMatchingAlgorithm(new DateService()), new MarketOrderMatchingAlgorithm(new DateService()));
var buyOrder = new LimitOrder("ABC", 10, 91, WayEnum.Buy, 9);
priceSlot.AddOrder(buyOrder);
Assert.AreEqual(0, priceSlot.BuyOrders.Count);
}
public void ShouldAddSellOrder()
{
IPriceSlot priceSlot = new PriceSlot(90, new LimitOrderMatchingAlgorithm(new DateService()), new MarketOrderMatchingAlgorithm(new DateService()));
var sellOrder = new LimitOrder("ABC", 10, 90, WayEnum.Sell, 9);
priceSlot.AddOrder(sellOrder);
Assert.AreEqual(1, priceSlot.SellOrders.Count);
Assert.AreEqual(sellOrder, priceSlot.SellOrders[0]);
}
public void ShouldMatchMultipleSellOrdersToSameBuyOrder()
{
var executions = new List <INewExecution>();
var executionalgo = new LimitOrderMatchingAlgorithm(new DateService());
executionalgo.AddExecutionsHandler(executions.Add);
var priceSlot = new PriceSlot(90, executionalgo, new MarketOrderMatchingAlgorithm(new DateService()));
var sellOrder1 = new LimitOrder("ABC", 10, 90, WayEnum.Sell, 90);
var sellOrder2 = new LimitOrder("ABC", 40, 90, WayEnum.Sell, 90);
var buyOrder = new LimitOrder("ABC", 50, 90, WayEnum.Buy, 80);
priceSlot.AddOrder(sellOrder1);
priceSlot.AddOrder(sellOrder2);
priceSlot.TryMatchLimitOrder(buyOrder);
Assert.AreEqual(2, executions.Count);
Assert.AreEqual(0, priceSlot.BuyOrders.Count);
Assert.AreEqual(0, priceSlot.SellOrders.Count);
}
public void ShouldRemoveBuyOrder()
{
IPriceSlot priceSlot = new PriceSlot(90, new LimitOrderMatchingAlgorithm(new DateService()), new MarketOrderMatchingAlgorithm(new DateService()));
var buyOrder = new LimitOrder("ABC", 10, 90, WayEnum.Buy, 9);
priceSlot.AddOrder(buyOrder);
Assert.AreEqual(1, priceSlot.BuyOrders.Count);
Assert.AreEqual(buyOrder, priceSlot.BuyOrders[0]);
priceSlot.RemoveOrder(buyOrder);
Assert.AreEqual(0, priceSlot.BuyOrders.Count);
}
public void ShouldMatchBuyOrderCompletely()
{
var executions = new List <INewExecution>();
var executionalgo = new LimitOrderMatchingAlgorithm(new DateService());
executionalgo.AddExecutionsHandler(executions.Add);
var priceSlot = new PriceSlot(90, executionalgo, new MarketOrderMatchingAlgorithm(new DateService()));
var sellOrder = new LimitOrder("ABC", 100, 90, WayEnum.Sell, 90);
var buyOrder = new LimitOrder("ABC", 10, 90, WayEnum.Buy, 80);
priceSlot.AddOrder(sellOrder);
priceSlot.TryMatchLimitOrder(buyOrder);
Assert.AreEqual(1, executions.Count);
Assert.AreEqual(0, priceSlot.BuyOrders.Count);
Assert.AreEqual(1, priceSlot.SellOrders.Count);
Assert.AreEqual(90, priceSlot.SellOrders[0].Quantity);
}