public void TestReplaceBid()
{
var depth = new Depth();
var cc = new ChangedChecker(depth);
depth.AddOrder(1236, 300, true);
Assert.True(cc.VerifyBidChanged(true, false, false, false, false));
cc.Reset();
depth.AddOrder(1235, 200, true);
Assert.True(cc.VerifyBidChanged(false, true, false, false, false));
cc.Reset();
depth.AddOrder(1232, 100, true);
Assert.True(cc.VerifyBidChanged(false, false, true, false, false));
cc.Reset();
depth.AddOrder(1235, 400, true);
Assert.True(cc.VerifyBidChanged(false, true, false, false, false));
cc.Reset();
// Verify Levels
var bid0 = depth.Bids.First().Value;
var bid1 = depth.Bids.ElementAt(1).Value;
var bid2 = depth.Bids.ElementAt(2).Value;
Assert.True(VerifyLevel(bid0, 1236, 1, 300));
Assert.True(VerifyLevel(bid1, 1235, 2, 600));
Assert.True(VerifyLevel(bid2, 1232, 1, 100));
Assert.Equal(3, depth.Bids.Count);
// Replace bid
depth.ReplaceOrder(1235, 1237, 200, 200, true);
// Verify Levels
bid0 = depth.Bids.First().Value;
bid1 = depth.Bids.ElementAt(1).Value;
bid2 = depth.Bids.ElementAt(2).Value;
var bid3 = depth.Bids.ElementAt(3).Value;
Assert.True(VerifyLevel(bid0, 1237, 1, 200));
Assert.True(VerifyLevel(bid1, 1236, 1, 300));
Assert.True(VerifyLevel(bid2, 1235, 1, 400));
Assert.True(VerifyLevel(bid3, 1232, 1, 100));
Assert.Equal(4, depth.Bids.Count);
Assert.True(cc.VerifyBidChanged(true, true, true, true, false));
cc.Reset();
}
public void TestReplaceAsk()
{
var depth = new Depth();
var cc = new ChangedChecker(depth);
depth.AddOrder(1236, 300, false);
Assert.True(cc.VerifyAskChanged(true, false, false, false, false));
cc.Reset();
depth.AddOrder(1235, 200, false);
Assert.True(cc.VerifyAskChanged(true, true, false, false, false));
cc.Reset();
depth.AddOrder(1232, 100, false);
Assert.True(cc.VerifyAskChanged(true, true, true, false, false));
cc.Reset();
depth.AddOrder(1235, 400, false);
Assert.True(cc.VerifyAskChanged(false, true, false, false, false));
cc.Reset();
// Verify Levels
var ask0 = depth.Asks.First().Value;
var ask1 = depth.Asks.ElementAt(1).Value;
var ask2 = depth.Asks.ElementAt(2).Value;
Assert.True(VerifyLevel(ask0, 1232, 1, 100));
Assert.True(VerifyLevel(ask1, 1235, 2, 600));
Assert.True(VerifyLevel(ask2, 1236, 1, 300));
Assert.Equal(3, depth.Asks.Count);
// Replace ask
depth.ReplaceOrder(1235, 1237, 200, 200, false);
// Verify Levels
ask0 = depth.Asks.First().Value;
ask1 = depth.Asks.ElementAt(1).Value;
ask2 = depth.Asks.ElementAt(2).Value;
var ask3 = depth.Asks.ElementAt(3).Value;
Assert.True(VerifyLevel(ask0, 1232, 1, 100));
Assert.True(VerifyLevel(ask1, 1235, 1, 400));
Assert.True(VerifyLevel(ask2, 1236, 1, 300));
Assert.True(VerifyLevel(ask3, 1237, 1, 200));
Assert.Equal(4, depth.Asks.Count);
Assert.True(cc.VerifyAskChanged(false, true, false, true, false));
cc.Reset();
}