private void ResolveBidMatching(TradingOrder tradingOrder)
{
var matchingAsks = _orderStore
.Asks
.Where(a => a.Price <= tradingOrder.Price)
.OrderBy(_ => _.Price)
.ToList(); // best price comes first
ResolveMatching(tradingOrder, matchingAsks, (matchingAsk, shareToTrade) =>
{
var trade = new TradeSettled
{
Price = tradingOrder.Price,
Units = shareToTrade,
AskOrderId = matchingAsk.OrderId,
StockId = _stockId,
BidOrderId = tradingOrder.OrderId
};
_tradeSettled.Add(trade);
});
}
private void ResolveAskMatching(TradingOrder tradingOrder)
{
var matchingBids = _orderStore
.Bids
.Where(a => a.Price >= tradingOrder.Price)
.OrderByDescending(_ => _.Price) // best price comes first
.ToList();
ResolveMatching(tradingOrder, matchingBids, (matchingBid, shareToTrade) =>
{
var trade = new TradeSettled
{
Price = tradingOrder.Price,
Units = shareToTrade,
AskOrderId = tradingOrder.OrderId,
StockId = _stockId,
BidOrderId = matchingBid.OrderId
};
_tradeSettled.Add(trade);
});
}
public void Settle_Bid_Order_Should_Publish_Event()
{
//arrange
TradeSettled tradeSettled = null;
SetupSubscribe <TradeSettled>((ts) => tradeSettled = ts);
var bid = NewBid(units: 10, price: 99.99m);
var ask = NewAsk(units: 10, price: 99.99m);
//act
_matcher.Tell(bid);
_matcher.Tell(ask);
Thread.Sleep(2000);
//assert
Assert.NotNull(tradeSettled);
Assert.Equal(99.99m, tradeSettled.Price);
Assert.Equal(10, tradeSettled.Units);
Assert.Equal(ask.Order.OrderId, tradeSettled.AskOrderId);
Assert.Equal(bid.Order.OrderId, tradeSettled.BidOrderId);
}
private static void NotifyTradeSettled(TradeSettled trade) => Notify(trade);
