public void Remove_Order_By_OrderId()
{
orderbook = new FullOrderbook();
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 = 22;
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 = 21;
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);
var bid_orderId_4 = "bid_order_4";
var bid_isBid_4 = true;
var bid_quantity_4 = 5;
var bid_price_4 = 21;
var bid_timestamp_4 = DateTimeOffset.Now;
var bid_order_4 = new LimitOrder(
bid_orderId_4,
bid_isBid_4,
bid_quantity_4,
bid_price_4,
bid_timestamp_4);
var bid_orderId_5 = "bid_order_5";
var bid_isBid_5 = true;
var bid_quantity_5 = 5;
var bid_price_5 = 21;
var bid_timestamp_5 = DateTimeOffset.Now;
var bid_order_5 = new LimitOrder(
bid_orderId_5,
bid_isBid_5,
bid_quantity_5,
bid_price_5,
bid_timestamp_5);
orderbook.PlaceOrder(bid_order_1);
orderbook.PlaceOrder(bid_order_2);
orderbook.PlaceOrder(bid_order_3);
orderbook.PlaceOrder(bid_order_4);
orderbook.PlaceOrder(bid_order_5);
var orderToRemove = new LimitOrder();
orderToRemove.SetOrderId(bid_order_3.OrderId);
orderbook.RemoveOrderByOrderId(orderToRemove);
//<1>. Should have 3 level of Bids, $23, $22, $21
//<2>. At level $21, there are two orders left, with Quantity 5 and 5.
//<3>. TotalLevelQuantity at this level should be 10.
//Assert <1>
Assert.IsNotNull(orderbook.BestBidLevel);
var bestBidLevels = orderbook.GetBestBidLevels(3);
Assert.AreEqual(3, bestBidLevels.Count);
Assert.AreEqual(23, bestBidLevels[0].LimitPrice);
Assert.AreEqual(22, bestBidLevels[1].LimitPrice);
Assert.AreEqual(21, bestBidLevels[2].LimitPrice);
//Assert <2>
var targetLevel = bestBidLevels[2];
Assert.AreEqual(2, targetLevel.NumberOfOrders);
var firstBidOrderNode = targetLevel.Orders.List.First;
Assert.IsNotNull(firstBidOrderNode);
Assert.AreEqual(5, firstBidOrderNode.Value.Quantity);
var secondBidOrderNode = firstBidOrderNode.Next;
Assert.IsNotNull(secondBidOrderNode);
Assert.AreEqual(5, secondBidOrderNode.Value.Quantity);
//Assert <3>
Assert.AreEqual(10, targetLevel.TotalLevelQuantity);
}
