public void GetOrderBookTest_ChecksIfOrderBookIsRetreivedProperly_ValidatesReturnedOrderBook()
{
// Get the context
// IApplicationContext applicationContext = ContextRegistry.GetContext();
// Get the instance through Spring configuration
MarketController marketController = (MarketController)_applicationContext["MarketController"];
LimitOrderBook limitOrderBook = new LimitOrderBook("XBTUSD");
Order buyOrder1 = OrderFactory.CreateOrder("1233", "XBTUSD", Constants.ORDER_TYPE_LIMIT,
Constants.ORDER_SIDE_BUY, 150, 481.34M, new StubbedOrderIdGenerator());
Order buyOrder2 = OrderFactory.CreateOrder("1234", "XBTUSD", Constants.ORDER_TYPE_LIMIT,
Constants.ORDER_SIDE_BUY, 50, 482.34M, new StubbedOrderIdGenerator());
Order buyOrder3 = OrderFactory.CreateOrder("1222", "XBTUSD", Constants.ORDER_TYPE_LIMIT,
Constants.ORDER_SIDE_BUY, 50, 483.34M, new StubbedOrderIdGenerator());
Order sellOrder1 = OrderFactory.CreateOrder("1233", "XBTUSD", Constants.ORDER_TYPE_LIMIT,
Constants.ORDER_SIDE_SELL, 150, 491.34M, new StubbedOrderIdGenerator());
Order sellOrder2 = OrderFactory.CreateOrder("1234", "XBTUSD", Constants.ORDER_TYPE_LIMIT,
Constants.ORDER_SIDE_SELL, 50, 492.34M, new StubbedOrderIdGenerator());
Order sellrder3 = OrderFactory.CreateOrder("1222", "XBTUSD", Constants.ORDER_TYPE_LIMIT,
Constants.ORDER_SIDE_SELL, 50, 493.34M, new StubbedOrderIdGenerator());
limitOrderBook.PlaceOrder(buyOrder1);
limitOrderBook.PlaceOrder(buyOrder2);
limitOrderBook.PlaceOrder(buyOrder3);
limitOrderBook.PlaceOrder(sellOrder1);
limitOrderBook.PlaceOrder(sellOrder2);
limitOrderBook.PlaceOrder(sellrder3);
OrderBookMemoryImage orderBookMemoryImage = (OrderBookMemoryImage)_applicationContext["OrderBookMemoryImage"];
orderBookMemoryImage.OnOrderBookChanged(limitOrderBook);
IHttpActionResult httpActionResult = marketController.GetOrderBook("XBTUSD");
OkNegotiatedContentResult <object> okResponseMessage =
(OkNegotiatedContentResult <object>)httpActionResult;
OrderBookRepresentation representation = okResponseMessage.Content as OrderBookRepresentation;
Assert.IsNotNull(okResponseMessage);
Assert.IsNotNull(representation);
// Check the Currency Pair for Bid Book
Assert.AreEqual("XBTUSD", representation.Bids.CurrencyPair);
// Check the Currency Pair for Ask Book
Assert.AreEqual("XBTUSD", representation.Asks.CurrencyPair);
// Count of the number of Bids in the Bid Order Book
Assert.AreEqual(3, representation.Bids.Count());
// Count of the number of Asks in the Ask Order Book
Assert.AreEqual(3, representation.Asks.Count());
Assert.AreEqual(50, representation.Bids.ToList()[0].Volume); // Highest Bid Volumein Bid Order Book
Assert.AreEqual(483.34M, representation.Bids.ToList()[0].Price); // Highest Bid Price in Bid Order Book
Assert.AreEqual(150, representation.Asks.ToList()[0].Volume); // Highest Ask Volumein Ask Order Book
Assert.AreEqual(491.34M, representation.Asks.ToList()[0].Price); // Highest Ask Price in Ask Order Book
}
public void ReplayOrderBook_IfScenario2IsExecuted_VerifyTheWholeSystemState()
{
_applicationContext = ContextRegistry.GetContext();
Scenario2();
MarketController marketController = (MarketController)_applicationContext["MarketController"];
IHttpActionResult marketDataHttpResult = marketController.GetOrderBook("XBTUSD");
OkNegotiatedContentResult <object> okResponseMessage =
(OkNegotiatedContentResult <object>)marketDataHttpResult;
OrderBookRepresentation representation = okResponseMessage.Content as OrderBookRepresentation;
Tuple <OrderRepresentationList, OrderRepresentationList> orderBooks = new Tuple <OrderRepresentationList, OrderRepresentationList>(representation.Bids, representation.Asks);
marketDataHttpResult = marketController.GetDepth("XBTUSD");
OkNegotiatedContentResult <object> okResponseMessageDepth = (OkNegotiatedContentResult <object>)marketDataHttpResult;
DepthTupleRepresentation beforeReplayDepth = okResponseMessageDepth.Content as DepthTupleRepresentation;
IOrderRepository orderRepository = (IOrderRepository)_applicationContext["OrderRepository"];
List <OrderReadModel> before = orderRepository.GetAllOrderOfTrader("5555");
before = before.Concat(orderRepository.GetAllOrderOfTrader("4444")).ToList();
ITradeRepository tradeRepository = (ITradeRepository)_applicationContext["TradeRepository"];
IList <TradeReadModel> beforeReplayTrades = tradeRepository.GetAll();
IList <object> beforeReplayEvents = outputEventStore.GetAllEvents();
marketDataHttpResult = marketController.GetBbo("XBTUSD");
OkNegotiatedContentResult <BBORepresentation> okResponseMessageBboBefore = (OkNegotiatedContentResult <BBORepresentation>)marketDataHttpResult;
//down the exchange, make new exchange and reply
CrashAndInitializeAgainWithSnapshot();
marketController = (MarketController)_applicationContext["MarketController"];
marketDataHttpResult = marketController.GetOrderBook("XBTUSD");
okResponseMessage =
(OkNegotiatedContentResult <object>)marketDataHttpResult;
representation = okResponseMessage.Content as OrderBookRepresentation;
Tuple <OrderRepresentationList, OrderRepresentationList> orderBook1 = new Tuple <OrderRepresentationList, OrderRepresentationList>(representation.Bids, representation.Asks);
//verify orderbook state
VerifyOrderBookStateAfterReplay(orderBooks, orderBook1);
List <OrderReadModel> after = orderRepository.GetAllOrderOfTrader("5555");
after = after.Concat(orderRepository.GetAllOrderOfTrader("4444")).ToList();
//verify order table in database
VerifyDatabaseStateAfterReplay(before, after);
IList <TradeReadModel> afterReplayTrades = tradeRepository.GetAll();
//verify trades table in database
VerifyDatabaseStateAfterReplay(beforeReplayTrades, afterReplayTrades);
IList <object> afterReplayEvents = outputEventStore.GetAllEvents();
//verify event store state
VerifyEventStoreStateAfterReplay(beforeReplayEvents, afterReplayEvents);
marketDataHttpResult = marketController.GetDepth("XBTUSD");
okResponseMessageDepth = (OkNegotiatedContentResult <object>)marketDataHttpResult;
DepthTupleRepresentation afterReplayDepth = okResponseMessageDepth.Content as DepthTupleRepresentation;
VerifyDepthBeforeAndAfterReplay(beforeReplayDepth, afterReplayDepth);
marketDataHttpResult = marketController.GetBbo("XBTUSD");
OkNegotiatedContentResult <BBORepresentation> okResponseMessageBboAfter = (OkNegotiatedContentResult <BBORepresentation>)marketDataHttpResult;
VerifyBboAfterReplay(okResponseMessageBboBefore.Content, okResponseMessageBboAfter.Content);
}
public void Scenario3Test_TestsScenario3AndItsOutcome_VerifiesThroughMarketDataOrderAndTradesResults()
{
// Get the context
IApplicationContext applicationContext = ContextRegistry.GetContext();
// Get the instance through Spring configuration
OrderController orderController = (OrderController)applicationContext["OrderController"];
TradeController tradeController = (TradeController)applicationContext["TradeController"];
MarketController marketController = (MarketController)applicationContext["MarketController"];
orderController.Request = new HttpRequestMessage(HttpMethod.Post, "");
orderController.Request.Headers.Add("Auth", "123456789");
tradeController.Request = new HttpRequestMessage(HttpMethod.Post, "");
tradeController.Request.Headers.Add("Auth", "123456789");
marketController.Request = new HttpRequestMessage(HttpMethod.Post, "");
marketController.Request.Headers.Add("Auth", "123456789");
Scenario3OrderCreation(orderController);
// ------------------------------- Order Book ------------------------------
IHttpActionResult orderBookResponse = marketController.GetOrderBook("BTCLTC");
OkNegotiatedContentResult <object> okOrderBookResponse =
(OkNegotiatedContentResult <object>)orderBookResponse;
OrderBookRepresentation representation = okOrderBookResponse.Content as OrderBookRepresentation;
Tuple <OrderRepresentationList, OrderRepresentationList> orderBook = new Tuple <OrderRepresentationList, OrderRepresentationList>(representation.Bids, representation.Asks);
// Item1 = Bid Book, Item1[i].Item1 = Volume of 'i' Bid, Item1[i].Item2 = Price of 'i' Bid
Assert.AreEqual(0, orderBook.Item1.Count());
// Item2 = Bid Book, Item2[i].Item1 = Volume of Ask at index 'i', Item2[i].Item2 = Price of Bid at index 'i'
Assert.AreEqual(0, orderBook.Item2.Count());
// ------------------------------------------------------------------------
// --------------------------------- Depth ---------------------------------
IHttpActionResult depthResponse = marketController.GetDepth("BTCLTC");
OkNegotiatedContentResult <object> okDepth
= (OkNegotiatedContentResult <object>)depthResponse;
DepthTupleRepresentation depth = okDepth.Content as DepthTupleRepresentation;
// Item1 = Bid Book, Item1.Item1 = Aggregated Volume, Item1.Item2 = Price, Item1.Item3 = Number of Orders
Assert.IsNull(depth.BidDepth[0]);
Assert.IsNull(depth.BidDepth[1]);
Assert.IsNull(depth.BidDepth[2]);
Assert.IsNull(depth.BidDepth[3]);
Assert.IsNull(depth.BidDepth[4]);
// Item2 = Bid Book, Item2.Item1 = Aggregated Volume, Item2.Item2 = Price, Item2.Item3 = Number of Orders
Assert.IsNull(depth.AskDepth[0]);
Assert.IsNull(depth.AskDepth[1]);
Assert.IsNull(depth.AskDepth[2]);
Assert.IsNull(depth.AskDepth[3]);
Assert.IsNull(depth.AskDepth[4]);
// -----------------------------------------------------------------------
//------------------------- Open Orders ----------------------------------
IHttpActionResult openOrdersResponse = GetOpenOrders(orderController);
OkNegotiatedContentResult <List <OrderReadModel> > okOpenOrdersResponse = (OkNegotiatedContentResult <List <OrderReadModel> >)openOrdersResponse;
List <OrderReadModel> openOrders = okOpenOrdersResponse.Content;
Assert.AreEqual(0, openOrders.Count);
//---------------------------------------------------------------------
//-------------------------- Closed Orders ----------------------------
IHttpActionResult closedOrdersResponse = GetClosedOrders(orderController);
OkNegotiatedContentResult <List <OrderReadModel> > okClosedOrdersResponse = (OkNegotiatedContentResult <List <OrderReadModel> >)closedOrdersResponse;
List <OrderReadModel> closedOrders = okClosedOrdersResponse.Content;
// Order List comes in descending order, so asserts are placed that way too
Assert.AreEqual(252, closedOrders[8].Price);
Assert.AreEqual(5, closedOrders[8].Volume);
Assert.AreEqual(0, closedOrders[8].VolumeExecuted);
Assert.AreEqual(5, closedOrders[8].OpenQuantity);
Assert.AreEqual("Limit", closedOrders[8].Type);
Assert.AreEqual("Sell", closedOrders[8].Side);
Assert.AreEqual("Cancelled", closedOrders[8].Status);
Assert.AreEqual(245, closedOrders[7].Price);
Assert.AreEqual(8, closedOrders[7].Volume);
Assert.AreEqual(0, closedOrders[7].VolumeExecuted);
Assert.AreEqual(8, closedOrders[7].OpenQuantity);
Assert.AreEqual("Limit", closedOrders[7].Type);
Assert.AreEqual("Buy", closedOrders[7].Side);
Assert.AreEqual("Cancelled", closedOrders[7].Status);
Assert.AreEqual(250, closedOrders[6].Price);
Assert.AreEqual(7, closedOrders[6].Volume);
Assert.AreEqual(7, closedOrders[6].VolumeExecuted);
Assert.AreEqual(0, closedOrders[6].OpenQuantity);
Assert.AreEqual("Limit", closedOrders[6].Type);
Assert.AreEqual("Buy", closedOrders[6].Side);
Assert.AreEqual("Complete", closedOrders[6].Status);
Assert.AreEqual(250, closedOrders[5].Price);
Assert.AreEqual(3, closedOrders[5].Volume);
Assert.AreEqual(2, closedOrders[5].VolumeExecuted);
Assert.AreEqual(1, closedOrders[5].OpenQuantity);
Assert.AreEqual("Limit", closedOrders[5].Type);
Assert.AreEqual("Buy", closedOrders[5].Side);
Assert.AreEqual("Cancelled", closedOrders[5].Status);
Assert.AreEqual(253, closedOrders[4].Price);
Assert.AreEqual(5, closedOrders[4].Volume);
Assert.AreEqual(0, closedOrders[4].VolumeExecuted);
Assert.AreEqual(5, closedOrders[4].OpenQuantity);
Assert.AreEqual("Limit", closedOrders[4].Type);
Assert.AreEqual("Sell", closedOrders[4].Side);
Assert.AreEqual("Cancelled", closedOrders[4].Status);
Assert.AreEqual(240, closedOrders[3].Price);
Assert.AreEqual(8, closedOrders[3].Volume);
Assert.AreEqual(0, closedOrders[3].VolumeExecuted);
Assert.AreEqual(8, closedOrders[3].OpenQuantity);
Assert.AreEqual("Limit", closedOrders[3].Type);
Assert.AreEqual("Buy", closedOrders[3].Side);
Assert.AreEqual("Cancelled", closedOrders[3].Status);
Assert.AreEqual(245, closedOrders[2].Price);
Assert.AreEqual(7, closedOrders[2].Volume);
Assert.AreEqual(0, closedOrders[2].VolumeExecuted);
Assert.AreEqual(7, closedOrders[2].OpenQuantity);
Assert.AreEqual("Limit", closedOrders[2].Type);
Assert.AreEqual("Buy", closedOrders[2].Side);
Assert.AreEqual("Cancelled", closedOrders[2].Status);
Assert.AreEqual(247, closedOrders[1].Price);
Assert.AreEqual(3, closedOrders[1].Volume);
Assert.AreEqual(0, closedOrders[1].VolumeExecuted);
Assert.AreEqual(3, closedOrders[1].OpenQuantity);
Assert.AreEqual("Limit", closedOrders[1].Type);
Assert.AreEqual("Buy", closedOrders[1].Side);
Assert.AreEqual("Cancelled", closedOrders[1].Status);
Assert.AreEqual(0, closedOrders[0].Price);
Assert.AreEqual(9, closedOrders[0].Volume);
Assert.AreEqual(9, closedOrders[0].VolumeExecuted);
Assert.AreEqual(0, closedOrders[0].OpenQuantity);
Assert.AreEqual("Market", closedOrders[0].Type);
Assert.AreEqual("Sell", closedOrders[0].Side);
Assert.AreEqual("Complete", closedOrders[0].Status);
//------------------------------------------------------------------------
//------------------- Trades -------------------------
IHttpActionResult tradesResponse = GetTrades(tradeController);
OkNegotiatedContentResult <object> okTradeResponse = (OkNegotiatedContentResult <object>)tradesResponse;
IList <object> tradesintermediateList = (IList <object>)okTradeResponse.Content;
IList <object[]> trades = new List <object[]>();
for (int i = 0; i < tradesintermediateList.Count; i++)
{
object[] objects = tradesintermediateList[i] as object[];
trades.Add(objects);
}
// These trades execute simultaneously, so when queried from the database and sorted as per the time when
// they were saved in the database, they can be queried out of the order as we expected because they have the
// same time. So we check if one trade came before the other and place assertions for it then for the other and
// vice versa
if ((decimal)trades[1][3] == 7)
{
Assert.AreEqual(250, trades[1][2]); // Price
Assert.AreEqual(7, trades[1][3]); // Volume
Assert.AreEqual("BTCLTC", trades[1][4]); // CurrencyPair
}
else if ((decimal)trades[1][3] == 2)
{
Assert.AreEqual(250, trades[1][2]);
Assert.AreEqual(2, trades[1][3]);
Assert.AreEqual("BTCLTC", trades[1][4]);
}
else
{
throw new Exception("No assertions could be made on expected trade");
}
if ((decimal)trades[0][3] == 7)
{
Assert.AreEqual(250, trades[0][2]); // Price
Assert.AreEqual(7, trades[0][3]); // Volume
Assert.AreEqual("BTCLTC", trades[0][4]); // CurrencyPair
}
else if ((decimal)trades[0][3] == 2)
{
Assert.AreEqual(250, trades[0][2]); // Price
Assert.AreEqual(2, trades[0][3]); // Volume
Assert.AreEqual("BTCLTC", trades[0][4]); // CurrencyPair
}
else
{
throw new Exception("No assertions could be made on expected trade");
}
//-----------------------------------------------------------------------
}
public void SubmitsThenCancelsOrders_ChecksOrderBook_AssertsOnExpectedValues()
{
// Get the context
//IApplicationContext applicationContext = ContextRegistry.GetContext();
// Get the instance through Spring configuration
OrderController orderController = (OrderController)_applicationContext["OrderController"];
orderController.Request = new HttpRequestMessage(HttpMethod.Post, "");
orderController.Request.Headers.Add("Auth", "123456789");
ManualResetEvent manualResetEvent = new ManualResetEvent(false);
IHttpActionResult orderHttpResult = orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 491,
Volume = 100,
Side = "buy",
Type = "limit"
});
OkNegotiatedContentResult <NewOrderRepresentation> order1RepresentationContent = (OkNegotiatedContentResult <NewOrderRepresentation>)orderHttpResult;
Assert.IsNotNull(order1RepresentationContent.Content);
manualResetEvent.Reset();
manualResetEvent.WaitOne(1000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 492,
Volume = 300,
Side = "buy",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(1000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 493,
Volume = 1000,
Side = "buy",
Type = "limit"
});
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 499,
Volume = 900,
Side = "sell",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(1000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 498,
Volume = 800,
Side = "sell",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(1000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 497,
Volume = 700,
Side = "sell",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
MarketController marketController = (MarketController)_applicationContext["MarketController"];
IHttpActionResult marketDataHttpResult = marketController.GetOrderBook("BTCUSD");
OkNegotiatedContentResult <object> okResponseMessage =
(OkNegotiatedContentResult <object>)marketDataHttpResult;
OrderBookRepresentation representation = okResponseMessage.Content as OrderBookRepresentation;
System.Tuple <OrderRepresentationList, OrderRepresentationList> orderBooks = new System.Tuple <OrderRepresentationList, OrderRepresentationList>(representation.Bids, representation.Asks);
Assert.AreEqual(3, orderBooks.Item1.Count()); // Count of the orders in the Bid Order book
Assert.AreEqual(3, orderBooks.Item2.Count()); // Count of the orders in the Ask Order book
Assert.AreEqual(1000, orderBooks.Item1.ToList()[0].Volume); // Volume @ slot 1 in bid OrderBook
Assert.AreEqual(493, orderBooks.Item1.ToList()[0].Price); // Price @ slot 1 in bid OrderBook
Assert.AreEqual(700, orderBooks.Item2.ToList()[0].Volume); // Volume @ slot 1 in ask OrderBook
Assert.AreEqual(497, orderBooks.Item2.ToList()[0].Price); // Price @ slot 1 in ask OrderBook
Assert.AreEqual(300, orderBooks.Item1.ToList()[1].Volume); // Volume @ slot 2 in bid OrderBook
Assert.AreEqual(492, orderBooks.Item1.ToList()[1].Price); // Price @ slot 2 in bid OrderBook
Assert.AreEqual(800, orderBooks.Item2.ToList()[1].Volume); // Volume @ slot 2 in ask OrderBook
Assert.AreEqual(498, orderBooks.Item2.ToList()[1].Price); // Price @ slot 2 in ask OrderBook
Assert.AreEqual(100, orderBooks.Item1.ToList()[2].Volume); // Volume @ slot 3 in bid OrderBook
Assert.AreEqual(491, orderBooks.Item1.ToList()[2].Price); // Price @ slot 3 in bid OrderBook
Assert.AreEqual(900, orderBooks.Item2.ToList()[2].Volume); // Volume @ slot 3 in ask OrderBook
Assert.AreEqual(499, orderBooks.Item2.ToList()[2].Price); // Price @ slot 3 in ask OrderBook
IHttpActionResult httpActionResult = orderController.CancelOrder(order1RepresentationContent.Content.OrderId);
manualResetEvent.Reset();
manualResetEvent.WaitOne(3000);
marketDataHttpResult = marketController.GetOrderBook("BTCUSD");
okResponseMessage =
(OkNegotiatedContentResult <object>)marketDataHttpResult;
representation = okResponseMessage.Content as OrderBookRepresentation;
orderBooks = new System.Tuple <OrderRepresentationList, OrderRepresentationList>(representation.Bids, representation.Asks);
Assert.AreEqual(2, orderBooks.Item1.Count()); // Count of the orders in the Bid Order book
Assert.AreEqual(3, orderBooks.Item2.Count()); // Count of the orders in the Ask Order book
Assert.AreEqual(1000, orderBooks.Item1.ToList()[0].Volume); // Volume @ slot 1 in bid OrderBook
Assert.AreEqual(493, orderBooks.Item1.ToList()[0].Price); // Price @ slot 1 in bid OrderBook
Assert.AreEqual(700, orderBooks.Item2.ToList()[0].Volume); // Volume @ slot 1 in ask OrderBook
Assert.AreEqual(497, orderBooks.Item2.ToList()[0].Price); // Price @ slot 1 in ask OrderBook
Assert.AreEqual(300, orderBooks.Item1.ToList()[1].Volume); // Volume @ slot 2 in bid OrderBook
Assert.AreEqual(492, orderBooks.Item1.ToList()[1].Price); // Price @ slot 2 in bid OrderBook
Assert.AreEqual(800, orderBooks.Item2.ToList()[1].Volume); // Volume @ slot 2 in ask OrderBook
Assert.AreEqual(498, orderBooks.Item2.ToList()[1].Price); // Price @ slot 2 in ask OrderBook
/*Assert.AreEqual(100, orderBooks.Item1.ToList()[2].Item1); // Volume @ slot 3 in bid OrderBook
* Assert.AreEqual(491, orderBooks.Item1.ToList()[2].Item2); // Price @ slot 3 in bid OrderBook*/
Assert.AreEqual(900, orderBooks.Item2.ToList()[2].Volume); // Volume @ slot 3 in ask OrderBook
Assert.AreEqual(499, orderBooks.Item2.ToList()[2].Price); // Price @ slot 3 in ask OrderBook
}
public void Scenario1Test_TestsScenario1AndItsOutcome_VerifiesThroughMarketDataOrderAndTradesResults()
{
// Get the context
IApplicationContext applicationContext = ContextRegistry.GetContext();
// Get the instance through Spring configuration
OrderController orderController = (OrderController)applicationContext["OrderController"];
TradeController tradeController = (TradeController)applicationContext["TradeController"];
MarketController marketController = (MarketController)applicationContext["MarketController"];
orderController.Request = new HttpRequestMessage(HttpMethod.Post, "");
orderController.Request.Headers.Add("Auth", "123456789");
tradeController.Request = new HttpRequestMessage(HttpMethod.Post, "");
tradeController.Request.Headers.Add("Auth", "123456789");
marketController.Request = new HttpRequestMessage(HttpMethod.Post, "");
marketController.Request.Headers.Add("Auth", "123456789");
Scenario1OrderCreation(orderController);
// ------------------------------- Order Book ------------------------------
IHttpActionResult orderBookResponse = marketController.GetOrderBook("BTCLTC");
OkNegotiatedContentResult <object> okOrderBookResponse =
(OkNegotiatedContentResult <object>)orderBookResponse;
OrderBookRepresentation representation = okOrderBookResponse.Content as OrderBookRepresentation;
Tuple <OrderRepresentationList, OrderRepresentationList> orderBook = new Tuple <OrderRepresentationList, OrderRepresentationList>(representation.Bids, representation.Asks);
// Item1 = Bid Book, Item1[i].Item1 = Volume of 'i' Bid, Item1[i].Item2 = Price of 'i' Bid
Assert.AreEqual(5, orderBook.Item1.ToList()[0].Volume);
Assert.AreEqual(250, orderBook.Item1.ToList()[0].Price);
Assert.AreEqual(2, orderBook.Item1.ToList()[1].Volume);
Assert.AreEqual(250, orderBook.Item1.ToList()[1].Price);
// Item2 = Ask Book, Item2[i].Item1 = Volume of Ask at index 'i', Item2[i].Item2 = Price of Ask at index 'i'
Assert.AreEqual(0, orderBook.Item2.Count());
// ------------------------------- Order Book ------------------------------
IHttpActionResult depthResponse = marketController.GetDepth("BTCLTC");
OkNegotiatedContentResult <object> okDepth
= (OkNegotiatedContentResult <object>)depthResponse;
DepthTupleRepresentation depth = okDepth.Content as DepthTupleRepresentation;
// Item1 = Bid Book, Item1.Item1 = Aggregated Volume, Item1.Item2 = Price, Item1.Item3 = Number of Orders
Assert.AreEqual(7, depth.BidDepth[0].Volume);
Assert.AreEqual(250, depth.BidDepth[0].Price);
Assert.AreEqual(2, depth.BidDepth[0].OrderCount);
Assert.IsNull(depth.BidDepth[1]);
Assert.IsNull(depth.BidDepth[2]);
Assert.IsNull(depth.BidDepth[3]);
Assert.IsNull(depth.BidDepth[4]);
// Item2 = Ask Book, Item2.Item1 = Aggregated Volume, Item2.Item2 = Price, Item2.Item3 = Number of Orders
Assert.IsNull(depth.AskDepth[0]);
Assert.IsNull(depth.AskDepth[1]);
Assert.IsNull(depth.AskDepth[2]);
Assert.IsNull(depth.AskDepth[3]);
Assert.IsNull(depth.AskDepth[4]);
//------------------- Open Orders -------------------------
IHttpActionResult openOrdersResponse = GetOpenOrders(orderController);
OkNegotiatedContentResult <List <OrderReadModel> > okOpenOrdersResponse = (OkNegotiatedContentResult <List <OrderReadModel> >)openOrdersResponse;
List <OrderReadModel> openOrders = okOpenOrdersResponse.Content;
Assert.AreEqual(2, openOrders.Count);
// First Open Order
Assert.AreEqual(250, openOrders[1].Price);
Assert.AreEqual(10, openOrders[1].Volume);
Assert.AreEqual(5, openOrders[1].VolumeExecuted);
Assert.AreEqual(5, openOrders[1].OpenQuantity);
Assert.AreEqual("Limit", openOrders[1].Type);
Assert.AreEqual("Buy", openOrders[1].Side);
Assert.AreEqual("PartiallyFilled", openOrders[1].Status);
// Second Open Order
Assert.AreEqual(250, openOrders[0].Price);
Assert.AreEqual(2, openOrders[0].Volume);
Assert.AreEqual(0, openOrders[0].VolumeExecuted);
Assert.AreEqual(2, openOrders[0].OpenQuantity);
Assert.AreEqual("Limit", openOrders[0].Type);
Assert.AreEqual("Buy", openOrders[0].Side);
Assert.AreEqual("Accepted", openOrders[0].Status);
//------------------- Open Orders -------------------------
//------------------- Closed Orders -------------------------
IHttpActionResult closedOrdersResponse = GetClosedOrders(orderController);
OkNegotiatedContentResult <List <OrderReadModel> > okClosedOrdersResponse = (OkNegotiatedContentResult <List <OrderReadModel> >)closedOrdersResponse;
List <OrderReadModel> closedOrders = okClosedOrdersResponse.Content;
Assert.AreEqual(252, closedOrders[3].Price);
Assert.AreEqual(5, closedOrders[3].Volume);
Assert.AreEqual(5, closedOrders[3].VolumeExecuted);
Assert.AreEqual(0, closedOrders[3].OpenQuantity);
Assert.AreEqual("Limit", closedOrders[3].Type);
Assert.AreEqual("Sell", closedOrders[3].Side);
Assert.AreEqual("Complete", closedOrders[3].Status);
Assert.AreEqual(0, closedOrders[2].Price);
Assert.AreEqual(3, closedOrders[2].Volume);
Assert.AreEqual(3, closedOrders[2].VolumeExecuted);
Assert.AreEqual(0, closedOrders[2].OpenQuantity);
Assert.AreEqual("Market", closedOrders[2].Type);
Assert.AreEqual("Buy", closedOrders[2].Side);
Assert.AreEqual("Complete", closedOrders[2].Status);
Assert.AreEqual(253, closedOrders[1].Price);
Assert.AreEqual(2, closedOrders[1].Volume);
Assert.AreEqual(2, closedOrders[1].VolumeExecuted);
Assert.AreEqual(0, closedOrders[1].OpenQuantity);
Assert.AreEqual("Limit", closedOrders[1].Type);
Assert.AreEqual("Buy", closedOrders[1].Side);
Assert.AreEqual("Complete", closedOrders[1].Status);
Assert.AreEqual(0, closedOrders[0].Price);
Assert.AreEqual(5, closedOrders[0].Volume);
Assert.AreEqual(5, closedOrders[0].VolumeExecuted);
Assert.AreEqual(0, closedOrders[0].OpenQuantity);
Assert.AreEqual("Market", closedOrders[0].Type);
Assert.AreEqual("Sell", closedOrders[0].Side);
Assert.AreEqual("Complete", closedOrders[0].Status);
//------------------- Closed Orders -------------------------
//------------------- Trades -------------------------
IHttpActionResult tradesResponse = GetTrades(tradeController);
OkNegotiatedContentResult <object> okTradeResponse = (OkNegotiatedContentResult <object>)tradesResponse;
IList <object> tradesintermediateList = (IList <object>)okTradeResponse.Content;
IList <object[]> trades = new List <object[]>();
for (int i = 0; i < tradesintermediateList.Count; i++)
{
object[] objects = tradesintermediateList[i] as object[];
trades.Add(objects);
}
// This call return list of object, so we have to explicitly check values within elements
Assert.AreEqual(252, trades[2][2]); // Price
Assert.AreEqual(3, trades[2][3]); // Volume
Assert.AreEqual("BTCLTC", trades[2][4]);
Assert.AreEqual(252, trades[1][2]);
Assert.AreEqual(2, trades[1][3]);
Assert.AreEqual("BTCLTC", trades[0][4]);
Assert.AreEqual(250, trades[0][2]);
Assert.AreEqual(5, trades[0][3]);
Assert.AreEqual("BTCLTC", trades[0][4]);
//------------------- Trades -------------------------
}
