public void IncreaseTheQuantity_IfIncreased_AggregatedVolumeIsAsExpected()
{
DepthLevel depthLevel = new DepthLevel(new Price(491.32M));
bool addOrder1 = depthLevel.AddOrder(new Volume(2000));
bool addOrder2 = depthLevel.AddOrder(new Volume(1000));
Assert.IsTrue(addOrder1);
Assert.IsTrue(addOrder2);
Assert.AreEqual(3000, depthLevel.AggregatedVolume.Value, "Aggregated Volume after addition");
Assert.AreEqual(2, depthLevel.OrderCount, "Order Count after addition");
bool removeOrder1 = depthLevel.IncreaseVolume(new Volume(500));
Assert.IsTrue(removeOrder1);
Assert.AreEqual(3500, depthLevel.AggregatedVolume.Value, "Aggregated Volume after decrease");
Assert.AreEqual(2, depthLevel.OrderCount, "Order Count after decrease");
}
public void GetBboTest_ChecksIfTheBboIsRetreivedSuccessfully_ReturnsBboForCurrencypairIfPresent()
{
BBOMemoryImage bboMemoryImage = new BBOMemoryImage();
MarketDataQueryService queryService = new MarketDataQueryService(null, null, bboMemoryImage, null, null);
DepthLevel bestBid = new DepthLevel(new Price(491));
bestBid.IncreaseVolume(new Volume(100));
DepthLevel bestAsk = new DepthLevel(new Price(492));
bestAsk.IncreaseVolume(new Volume(200));
bboMemoryImage.OnBBOArrived("BTCUSD", bestBid, bestAsk);
BBORepresentation bboRepresentation = queryService.GetBBO("BTCUSD");
Assert.IsNotNull(bboRepresentation);
Assert.AreEqual(bestBid.Price.Value, bboRepresentation.BestBidPrice);
Assert.AreEqual(bestBid.AggregatedVolume.Value, bboRepresentation.BestBidVolume);
Assert.AreEqual(bestBid.OrderCount, bboRepresentation.BestBidOrderCount);
Assert.AreEqual(bestAsk.Price.Value, bboRepresentation.BestAskPrice);
Assert.AreEqual(bestAsk.AggregatedVolume.Value, bboRepresentation.BestAskVolume);
Assert.AreEqual(bestAsk.OrderCount, bboRepresentation.BestAskOrderCount);
}
public void BboAddTest_ChecksWhetherTheBestBidAndOfferAreAddedSuccessfully_VerifiesBBoListFromMEmoryImage()
{
BBOMemoryImage bboMemoryImage = new BBOMemoryImage();
DepthLevel bestBid = new DepthLevel(new Price(491));
bestBid.IncreaseVolume(new Volume(600));
bestBid.UpdateOrderCount(1);
DepthLevel bestAsk = new DepthLevel(new Price(496));
bestAsk.IncreaseVolume(new Volume(500));
bestAsk.UpdateOrderCount(1);
bboMemoryImage.OnBBOArrived("XTCUSD", bestBid, bestAsk);
Assert.AreEqual(1, bboMemoryImage.BBORepresentationList.Count());
Assert.AreEqual(491, bboMemoryImage.BBORepresentationList.First().BestBidPrice);
Assert.AreEqual(496, bboMemoryImage.BBORepresentationList.First().BestAskPrice);
Assert.AreEqual(600, bboMemoryImage.BBORepresentationList.First().BestBidVolume);
Assert.AreEqual(500, bboMemoryImage.BBORepresentationList.First().BestAskVolume);
Assert.AreEqual(1, bboMemoryImage.BBORepresentationList.First().BestBidOrderCount);
Assert.AreEqual(1, bboMemoryImage.BBORepresentationList.First().BestAskOrderCount);
}
