public void Update_Order_Quantity()
{
orderbook = new FullOrderbook();
decimal newQty = 10;
var bid_orderId_1 = "bid_order_1";
var bid_isBid_1 = true;
var bid_quantity_1 = 5;
var bid_price_1 = 23;
var bid_timestamp_1 = DateTimeOffset.Now;
var bid_order_1 = new LimitOrder(
bid_orderId_1,
bid_isBid_1,
bid_quantity_1,
bid_price_1,
bid_timestamp_1);
var bid_orderId_2 = "bid_order_2";
var bid_isBid_2 = true;
var bid_quantity_2 = 5;
var bid_price_2 = 23;
var bid_timestamp_2 = DateTimeOffset.Now;
var bid_order_2 = new LimitOrder(
bid_orderId_2,
bid_isBid_2,
bid_quantity_2,
bid_price_2,
bid_timestamp_2);
var bid_orderId_3 = "bid_order_3";
var bid_isBid_3 = true;
var bid_quantity_3 = 5;
var bid_price_3 = 23;
var bid_timestamp_3 = DateTimeOffset.Now;
var bid_order_3 = new LimitOrder(
bid_orderId_3,
bid_isBid_3,
bid_quantity_3,
bid_price_3,
bid_timestamp_3);
orderbook.PlaceOrder(bid_order_1);
orderbook.PlaceOrder(bid_order_2);
orderbook.PlaceOrder(bid_order_3);
var updated_bid_order_2 = bid_order_2.DeepCopyWithQtyChanged(newQty);
orderbook.PlaceOrder(updated_bid_order_2);
//<1>. Should have only one bid level.
//<2>. At this level, the Quantities are 5, 10, 5.
//Assert <1>
Assert.IsNotNull(orderbook.BestBidLevel);
var bestBidLevels = orderbook.GetBestBidLevels(3);
Assert.AreSame(orderbook.BestBidLevel, bestBidLevels[0]);
Assert.AreEqual(1, bestBidLevels.Count);
Assert.AreEqual(23, bestBidLevels[0].LimitPrice);
//Assert <2>
Assert.AreEqual(3, orderbook.BestBidLevel.NumberOfOrders);
var firstBidOrderNode = orderbook.BestBidLevel.Orders.List.First;
Assert.IsNotNull(firstBidOrderNode);
Assert.AreEqual(5, firstBidOrderNode.Value.Quantity);
var secondBidOrderNode = firstBidOrderNode.Next;
Assert.IsNotNull(secondBidOrderNode);
Assert.AreEqual(newQty, secondBidOrderNode.Value.Quantity);
var thirdBidOrderNode = secondBidOrderNode.Next;
Assert.IsNotNull(thirdBidOrderNode);
Assert.AreEqual(5, thirdBidOrderNode.Value.Quantity);
Assert.AreEqual(20, orderbook.BestBidLevel.TotalLevelQuantity);
}
