public void Should_succeeded_when_liquidity_is_available_even_if_one_Market_rejects()
{
// Given market A: 150 @ $100, market B: 55 @ $101
// When Investor wants to buy 125 stocks @ $100 Then SOR can execute at the requested MarketPrice
var marketA = new ApiMarketGateway("NYSE (New York)", sellQuantity: 50, sellPrice: 100M);
var rejectingMarket = new ApiMarketGateway("LSE (London)", sellQuantity: 50, sellPrice: 100M, orderPredicate: _ => false);
var investorInstructionAdapter = CompositionRootHelper.ComposeTheHexagon(marketA, rejectingMarket);
var investorInstructionDto = new InvestorInstructionDto(Way.Buy, quantity: 50, price: 100M, goodTill: DateTime.Now.AddMinutes(5));
// Subscribes to the instruction's events
InstructionExecutedDto instructionExecuted = null;
InstructionFailedDto instructionFailed = null;
investorInstructionAdapter.Route(investorInstructionDto, (args) => { instructionExecuted = args; }, (args) => { instructionFailed = args; });
Check.That(instructionExecuted).IsNotNull();
Check.That(instructionFailed).IsNull();
Check.That(marketA.SellQuantity).IsEqualTo(0);
Check.That(rejectingMarket.SellQuantity).IsEqualTo(50);
}
public void Should_failed_when_Order_exceeds_all_Market_capacity_and_partial_execution_not_allowed()
{
// Given market A: 150 @ $100, market B: 55 @ $101
// When Investor wants to buy 125 stocks @ $100 Then SOR can execute at the requested MarketPrice
var marketA = new ApiMarketGateway("NYSE (New York)", sellQuantity: 15, sellPrice: 100M);
var marketB = new ApiMarketGateway("CME (Chicago)", sellQuantity: 55, sellPrice: 101M);
var investorInstructionAdapter = CompositionRootHelper.ComposeTheHexagon(marketA, marketB);
var investorInstructionDto = new InvestorInstructionDto(Way.Buy, quantity: 125, price: 100M, allowPartialExecution: false);
// Subscribes to the instruction's events
InstructionExecutedDto instructionExecuted = null;
InstructionFailedDto instructionFailed = null;
investorInstructionAdapter.Route(investorInstructionDto, (args) => { instructionExecuted = args; }, (args) => { instructionFailed = args; });
// Couldn't execute because order with excessive QuantityOnTheMarket
Check.That(instructionFailed.Reason).IsNotNull().And.IsEqualIgnoringCase("Excessive quantity!");
Check.That(instructionExecuted).IsNull();
Check.That(marketA.SellQuantity).IsEqualTo(15);
Check.That(marketB.SellQuantity).IsEqualTo(55);
}