public void Filter_NonOrderEvent_ReturnsEvent()
{
var orderFilter = new UniverseEquityOrderFilterService(this._logger);
var universeEvent = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, "not-an-order");
var filteredEvent = orderFilter.Filter(universeEvent);
Assert.AreEqual(universeEvent, filteredEvent);
}
public void Filter_FiltersOutCredit_Cfi(string nonEquityCfi)
{
var orderFilter = new UniverseEquityOrderFilterService(this._logger);
var order = ((Order)null).Random();
var universeEvent = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, order);
order.Instrument.Cfi = nonEquityCfi;
var filteredEvent = orderFilter.Filter(universeEvent);
Assert.IsNull(filteredEvent);
}
public void Filter_DoesNotFiltersOutEquity_Cfi(string equityCfi)
{
var orderFilter = new UniverseEquityOrderFilterService(this._logger);
var order = ((Order)null).Random();
var universeEvent = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, order);
order.Instrument.Cfi = equityCfi;
var filteredEvent = orderFilter.Filter(universeEvent);
Assert.AreEqual(universeEvent, filteredEvent);
}
