public void TwoTradesMatchingProducesTwoMatchNotifications() { var matcher = new StandardOrderMatcher(); var orderRepository = new StandardOrderRepository(matcher); var matchRecorder = new MatchRecorder(); orderRepository.OrdersMatched += matchRecorder.OnMatch; var ask = FakeOrder.CreateOrderFromString(1, "Limit;TEST;Ask;10@10"); var bid = FakeOrder.CreateOrderFromString(1, "Limit;TEST;Bid;10@10"); AddOrderToRepository(ask, orderRepository); AddOrderToRepository(bid, orderRepository); orderRepository.MatchOrders(bid.Contract); Assert.AreEqual(1, matchRecorder.Matches.Count); var matches = matchRecorder.Matches[0]; Assert.AreEqual(2, matches.OrderMatches.Count()); }
public void TwoTradesMatchingProducesTwoMatchNotifications() { var matcher = new StandardOrderMatcher(); var orderRepository = new StandardOrderRepository(matcher); var matchRecorder = new MatchRecorder(); orderRepository.OrdersMatched += matchRecorder.OnMatch; var ask = FakeOrder.CreateOrderFromString(1, "Limit;TEST;Ask;10@10"); var bid = FakeOrder.CreateOrderFromString(1, "Limit;TEST;Bid;10@10"); AddOrderToRepository(ask, orderRepository); AddOrderToRepository(bid, orderRepository); orderRepository.MatchOrders(bid.Contract); Assert.AreEqual(1, matchRecorder.Matches.Count); var matches = matchRecorder.Matches[0]; Assert.AreEqual(2, matches.OrderMatches.Count()); }