public void AddBuyOrder_BuyLess_PartialMatch_NewTrade()
{
var currentMatcher = new OrderMatcher();
var currentOrder1 = new Order(1001, 65, 55, OrderType.Sell, 14);
var currentOrder2 = new Order(1002, 55, 55, OrderType.Buy, 15);
currentMatcher.ProcessOrder(currentOrder1);
currentMatcher.ProcessOrder(currentOrder2);
var returnedTrade = currentMatcher.CurrentTrade;
var currentTrade = new Trade(currentOrder2.AccountNumber, 55, currentOrder2.Price, currentOrder2.Action);
Assert.Equal(currentTrade, returnedTrade);
}
public void AddBuyOrder_OneExistingOrder_MatcherWithTwoOrders()
{
var currentMatcher = new OrderMatcher();
var currentOrder1 = new Order(1001, 45, 55, OrderType.Buy, 14);
var currentOrder2 = new Order(1002, 46, 56, OrderType.Buy, 15);
currentMatcher.ProcessOrder(currentOrder1);
currentMatcher.ProcessOrder(currentOrder2);
var orders = new List <Order>()
{
currentOrder1, currentOrder2
};
Assert.Equal(orders, currentMatcher.ExistingOrders);
}
public void OneExistingTrade()
{
var currentMatcher = new OrderMatcher();
var currentOrder1 = new Order(1001, 65, 55, OrderType.Sell, 14);
var currentOrder2 = new Order(1002, 55, 55, OrderType.Buy, 15);
currentMatcher.ProcessOrder(currentOrder1);
currentMatcher.ProcessOrder(currentOrder2);
var trades = new List <Trade> {
currentMatcher.CurrentTrade
};
Assert.Equal(trades, currentMatcher.ExistingTrades);
}
public void AddBuyOrder_EmptyMatcher_OneOrderAdded()
{
var currentOrder = new Order(1001, 45, 55, OrderType.Buy, 13);
var currentMatcher = new OrderMatcher();
currentMatcher.ProcessOrder(currentOrder);
Assert.Same(currentOrder, currentMatcher.ExistingOrders[0]);
}
public void AddBuyOrder_EmptyMatcher_NullTrade()
{
var currentOrder = new Order(1001, 45, 55, OrderType.Buy, 13);
var currentMatcher = new OrderMatcher();
currentMatcher.ProcessOrder(currentOrder);
var currentTrade = currentMatcher.CurrentTrade;
Assert.Null(currentTrade);
}
public void TwoExistingTrades()
{
var currentMatcher = new OrderMatcher();
var currentOrder1 = new Order(1001, 65, 55, OrderType.Sell, 14);
var currentOrder2 = new Order(1002, 65, 55, OrderType.Buy, 15);
currentMatcher.ProcessOrder(currentOrder1);
currentMatcher.ProcessOrder(currentOrder2);
var currentOrder3 = new Order(1001, 75, 55, OrderType.Sell, 16);
var currentOrder4 = new Order(1002, 75, 55, OrderType.Buy, 17);
currentMatcher.ProcessOrder(currentOrder3);
currentMatcher.ProcessOrder(currentOrder4);
var currentTrade1 = new Trade(currentOrder2.AccountNumber, 65, currentOrder2.Price, currentOrder2.Action);
var currentTrade2 = new Trade(currentOrder4.AccountNumber, 75, currentOrder4.Price, currentOrder4.Action);
var trades = new List <Trade>()
{
currentTrade1, currentTrade2
};
Assert.Equal(trades, currentMatcher.ExistingTrades);
}
