public void WrongInstrumentThrowsException()
{
var order = new EquityOrder(999, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Buy, 5, 10ul);
Assert.Throws<ArgumentException>(() => m_BuyOrders.Insert(order));
}
public void WrongInstrumentThrowsException()
{
var order = new EquityOrder(new Instrument("WRONG"), Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Sell, 10, 10ul);
Assert.Throws<ArgumentException>(() => m_SellOrders.Insert(order));
}
public void SubmitSellOrderTest()
{
var sellOrder = new EquityOrder(m_Instrument, Order.OrderTypes.LimitPrice, Order.BuyOrSell.Sell, 100, 100);
m_Market.SubmitOrder(sellOrder);
Assert.That(m_Market[m_Instrument].SellOrders[0], Is.EqualTo(sellOrder));
}
public void BigSellMatchesMultipleBuysTest()
{
var secondBuyOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Buy, 90, 100);
m_BuyOrders.Insert(secondBuyOrder);
m_SellOrder.Quantity = 150;
Assert.True(OrderProcessor.TryMatchOrder(m_SellOrder, m_BuyOrders, m_Trades));
Assert.That(m_TradeProcessor.Trades.Count, Is.EqualTo(2));
Assert.That(m_BuyOrder.Quantity == 0);
Assert.That(secondBuyOrder.Quantity == 50);
Assert.That(m_BuyOrders[0] == secondBuyOrder && m_BuyOrders.Count() == 1);
}
public void Init()
{
m_Instrument = 1;
m_BuyOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Buy, 100,
100ul);
m_SellOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Sell, 90,
100ul);
m_SellOrders = new SellOrders(m_Instrument);
m_BuyOrders = new BuyOrders(m_Instrument);
m_SellOrders.Insert(m_SellOrder);
m_BuyOrders.Insert(m_BuyOrder);
m_Trades = new Trades(m_Instrument);
m_TradeProcessor = m_Trades.TradeProcessingStrategy as Trades.InMemoryTradeProcessor;
}
