public void SellOrder_ExistingOrdersByTimeRank_OldestOrderProcessed()
{
var currentMatcher = new OrderMatcher();
var currentOrder1 = new Order(1001, 45, 55, OrderType.Buy, 13);
var currentOrder2 = new Order(1002, 46, 56, OrderType.Buy, 14);
var currentOrder3 = new Order(1003, 46, 56, OrderType.Buy, 4);
var currentOrder4 = new Order(1004, 46, 56, OrderType.Buy, 1);
var currentOrder5 = new Order(1005, 46, 56, OrderType.Sell, 15);
currentMatcher.ExistingOrders.Add(currentOrder1);
currentMatcher.ExistingOrders.Add(currentOrder2);
currentMatcher.ExistingOrders.Add(currentOrder3);
currentMatcher.ExistingOrders.Add(currentOrder4);
var oppositeOrders = new List <Order>()
{
currentOrder4, currentOrder3, currentOrder1, currentOrder2
};
currentMatcher.SellTrade(currentOrder5, oppositeOrders);
var orders = new List <Order>()
{
currentOrder1, currentOrder2, currentOrder3
};
Assert.Equal <List <Order> >(orders, currentMatcher.ExistingOrders);
}
public void AddSellOrder_PerfectMatch_ExistingOrdersEmpty()
{
var currentMatcher = new OrderMatcher();
var currentOrder1 = new Order(1001, 45, 55, OrderType.Buy, 14);
var currentOrder2 = new Order(1002, 45, 55, OrderType.Sell, 15);
currentMatcher.ExistingOrders.Add(currentOrder1);
var oppositeOrders = new List <Order>()
{
currentOrder1
};
currentMatcher.SellTrade(currentOrder2, oppositeOrders);
Assert.Empty(currentMatcher.ExistingOrders);
}
public void AddSellOrder_SellLess_PartialMatch()
{
var currentMatcher = new OrderMatcher();
var currentOrder1 = new Order(1001, 55, 55, OrderType.Buy, 13);
var currentOrder2 = new Order(1002, 45, 55, OrderType.Sell, 14);
currentMatcher.ExistingOrders.Add(currentOrder1);
var oppositeOrders = new List <Order>()
{
currentOrder1
};
currentMatcher.SellTrade(currentOrder2, oppositeOrders);
var currentOrder4 = new Order(1001, 10, 55, OrderType.Buy, 13);
var orders = new List <Order>()
{
currentOrder4
};
Assert.Equal(orders, currentMatcher.ExistingOrders);
}
