static void Main(string[] args)
{
var ob = new OrderBook();
//ob.Create(new Order(10, 10.0m, Side.Bid));
//ob.Create(new Order(10, 11.0m, Side.Bid));
//ob.Create(new Order(10, 11.0m, Side.Bid));
//ob.Create(new Order(10, 12.0m, Side.Bid));
//ob.Create(new Order(10, 13.0m, Side.Bid));
//ob.Create(new Order(10, 14.0m, Side.Bid));
ob.Create(new Order(10, 10, 15.0m, Side.Bid));
//ob.Create(new Order(10, 10.0m, Side.Ask));
//ob.Create(new Order(10, 11.0m, Side.Ask));
//ob.Create(new Order(10, 11.0m, Side.Ask));
//ob.Create(new Order(10, 12.0m, Side.Ask));
//ob.Create(new Order(10, 13.0m, Side.Ask));
//ob.Create(new Order(10, 14.0m, Side.Ask));
ob.Create(new Order(10, 10, 15.5m, Side.Ask));
Console.WriteLine(ob);
Console.ReadLine();
ob.Create(new Order(10, 10, 12.0m, Side.Bid));
Console.WriteLine(ob);
Console.ReadLine();
}
public void CreateTwoMatchingOrders()
{
// Arrange
var market = new Market(new List <int> {
10, 11
});
// Act
var orderAsk = new Order(10, 10, 10, Side.Ask);
var orderBid = new Order(10, 10, 10, Side.Bid);
OrderBook ob = market.GetOrderBook(10);
ob.Create(orderAsk);
ob.Create(orderBid);
// Assert
Assert.Empty(ob.BidOrders);
Assert.Empty(ob.AskOrders);
}
public void CreateSingleOrder()
{
// Arrange
var market = new Market(new List <int> {
10, 11
});
// Act
var order = new Order(10, 10, 10, Side.Ask);
OrderBook ob = market.GetOrderBook(10);
ob.Create(order);
// Assert
Assert.Empty(ob.BidOrders);
Assert.Single(ob.AskOrders);
}