| public Set ( double bestBid, double bestAsk, int bestBidQuantity, int bestAskQuantity ) : bool | ||
| bestBid | double | |
| bestAsk | double | |
| bestBidQuantity | int | |
| bestAskQuantity | int | |
| return | bool | |
public void ShouldNotTriggerSellSideOnHigherBidAndAskPrice()
{
bool triggered = false;
var trigger = new BestPriceTrigger("abc", 40, WayEnum.Sell);
trigger.SetTriggerAction(() => triggered = true);
var bb = new OrderBookBestBidAsk("abc");
bb.Set(50, 51, 1, 1);
var triggerResult = trigger.TryExecute(bb);
Assert.IsFalse(triggerResult);
Assert.IsFalse(triggered);
}
public void ShouldNotTriggerBuySideOnLowerBidPrice()
{
bool triggered = false;
var trigger = new BestPriceTrigger("abc", 10.4d, WayEnum.Buy);
trigger.SetTriggerAction(() => triggered = true);
var bb = new OrderBookBestBidAsk("abc");
bb.Set(9.4d, null, 1, 1);
var triggerResult = trigger.TryExecute(bb);
Assert.IsFalse(triggerResult);
Assert.IsFalse(triggered);
}
public void ShouldRemoveTriggerWhenTriggerIsExecuted()
{
var orderBookBestBidAsk = new OrderBookBestBidAsk("ABC");
var book = new OrderBook("ABC", limitOrderMatchingAlgorithmMock, marketOrderMatchingAlgorithmMock, orderBookBestBidAsk);
var trigger = new BestPriceTrigger("ABC", 10, WayEnum.Buy);
var stopOrder = new StopLimitOrder("abc", 10, 90, 90, WayEnum.Buy, 2, trigger);
trigger.SetTriggerAction(() =>
{
stopOrder.Delete();
});
book.AddStopLimitOrder(stopOrder);
Assert.AreEqual(trigger, book.BuySideStopLimitOrders[0].Trigger);
orderBookBestBidAsk.Set(11,12, 100, 100);
trigger.TryExecute(orderBookBestBidAsk);
Assert.AreEqual(0, book.BuySideStopLimitOrders.Count);
}
public void ShouldTriggerBuySideOnEqualBidHigherAskPrice()
{
bool triggered = false;
var trigger = new BestPriceTrigger("abc", 50d, WayEnum.Buy);
trigger.SetTriggerAction(() => triggered = true);
var bb = new OrderBookBestBidAsk("abc");
bb.Set(50, 51, 1, 1);
var triggerResult = trigger.TryExecute(bb);
Assert.IsTrue(triggerResult);
Assert.IsTrue(triggered);
}