public void Add_offer_queue()
{
var orderbook = new MarketData("btc", 8);
{
IOrderbook ob = orderbook as IOrderbook;
ob.AddOrUpdateOrder(new Order {
Exchange = "bitstamp", BidOfferEnum = BidOfferEnum.Offer, Price = 100, Quantity = 1, Symbol = "btc"
});
ob.AddOrUpdateOrder(new Order {
Exchange = "binance", BidOfferEnum = BidOfferEnum.Offer, Price = 99, Quantity = 2, Symbol = "btc"
});
ob.AddOrUpdateOrder(new Order {
Exchange = "gemini", BidOfferEnum = BidOfferEnum.Offer, Price = 100, Quantity = 90, Symbol = "btc"
});
}
{
ITestFunctions ob = orderbook as ITestFunctions;
var offers = ob.GetOffers();
Assert.AreEqual(true, offers.ContainsKey(99));
Assert.AreEqual(true, offers.ContainsKey(100));
Assert.AreEqual(true, offers[99].ContainsKey("binance"));
Assert.AreEqual(2, offers[100].Values.Count);
Assert.AreEqual(true, offers[100].ContainsKey("gemini"));
Assert.AreEqual(true, offers[100].ContainsKey("bitstamp"));
var bids = ob.GetBids();
Assert.AreEqual(0, bids.Count);
}
}
public void Change_bid_and_offer_queue()
{
var orderbook = new MarketData("btc", 8);
{
IOrderbook ob = orderbook as IOrderbook;
//add:
ob.AddOrUpdateOrder(new Order {
Exchange = "bitstamp", BidOfferEnum = BidOfferEnum.Bid, Price = 100, Quantity = 1, Symbol = "btc"
});
ob.AddOrUpdateOrder(new Order {
Exchange = "binance", BidOfferEnum = BidOfferEnum.Bid, Price = 99, Quantity = 2, Symbol = "btc"
});
ob.AddOrUpdateOrder(new Order {
Exchange = "gemini", BidOfferEnum = BidOfferEnum.Bid, Price = 100, Quantity = 90, Symbol = "btc"
});
ob.AddOrUpdateOrder(new Order {
Exchange = "bitstamp", BidOfferEnum = BidOfferEnum.Offer, Price = 100, Quantity = 1, Symbol = "btc"
});
ob.AddOrUpdateOrder(new Order {
Exchange = "binance", BidOfferEnum = BidOfferEnum.Offer, Price = 99, Quantity = 2, Symbol = "btc"
});
ob.AddOrUpdateOrder(new Order {
Exchange = "gemini", BidOfferEnum = BidOfferEnum.Offer, Price = 100, Quantity = 90, Symbol = "btc"
});
//change qty from 90 to 3
ob.AddOrUpdateOrder(new Order {
Exchange = "gemini", BidOfferEnum = BidOfferEnum.Bid, Price = 100, Quantity = 3, Symbol = "btc"
});
ob.AddOrUpdateOrder(new Order {
Exchange = "gemini", BidOfferEnum = BidOfferEnum.Offer, Price = 100, Quantity = 3, Symbol = "btc"
});
}
{
ITestFunctions ob = orderbook as ITestFunctions;
var bids = ob.GetBids();
Assert.AreEqual(true, bids.ContainsKey(99));
Assert.AreEqual(true, bids.ContainsKey(100));
Assert.AreEqual(true, bids[99].ContainsKey("binance"));
Assert.AreEqual(2, bids[100].Values.Count);
Assert.AreEqual(true, bids[100].ContainsKey("gemini"));
Assert.AreEqual(true, bids[100].ContainsKey("bitstamp"));
Assert.AreEqual(4, bids[100].Values.Sum(x => x.Quantity)); //should be 4, but not 90.
var offers = ob.GetOffers();
Assert.AreEqual(true, offers.ContainsKey(99));
Assert.AreEqual(true, offers.ContainsKey(100));
Assert.AreEqual(true, offers[99].ContainsKey("binance"));
Assert.AreEqual(2, offers[100].Values.Count);
Assert.AreEqual(true, offers[100].ContainsKey("gemini"));
Assert.AreEqual(true, offers[100].ContainsKey("bitstamp"));
Assert.AreEqual(4, offers[100].Values.Sum(x => x.Quantity)); //should be 4, but not 90.
}
}