public void SubmitOrders_IfOrderAreSuccessfullySubmittedToOrderBook_GetSpreadAndVerifyCalculation()
{
// 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"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 500,
Volume = 300,
Side = "sell",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 493,
Volume = 1000,
Side = "buy",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 499,
Volume = 900,
Side = "sell",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 498,
Volume = 800,
Side = "sell",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(2000);
orderController.CreateOrder(new CreateOrderParam()
{
Pair = "BTCUSD",
Price = 490,
Volume = 700,
Side = "buy",
Type = "limit"
});
manualResetEvent.Reset();
manualResetEvent.WaitOne(4000);
MarketController marketController = (MarketController)_applicationContext["MarketController"];
IHttpActionResult marketDataHttpResult = marketController.GetSpread("BTCUSD");
OkNegotiatedContentResult <object> okResponseMessage =
(OkNegotiatedContentResult <object>)marketDataHttpResult;
List <Spread> spreads = okResponseMessage.Content as List <Spread>;
Assert.AreEqual(5, spreads.Count);
//verify at 0 index
Assert.AreEqual(500, spreads[0].Ask);
Assert.AreEqual(491, spreads[0].Bid);
Assert.AreEqual(9, spreads[0].Difference);
//verify at 1 index
Assert.AreEqual(500, spreads[1].Ask);
Assert.AreEqual(493, spreads[1].Bid);
Assert.AreEqual(7, spreads[1].Difference);
//verify at 2 index
Assert.AreEqual(499, spreads[2].Ask);
Assert.AreEqual(493, spreads[2].Bid);
Assert.AreEqual(6, spreads[2].Difference);
//verify at 3 index
Assert.AreEqual(498, spreads[3].Ask);
Assert.AreEqual(493, spreads[3].Bid);
Assert.AreEqual(5, spreads[3].Difference);
//verify at 4 index
Assert.AreEqual(498, spreads[4].Ask);
Assert.AreEqual(490, spreads[4].Bid);
Assert.AreEqual(8, spreads[4].Difference);
manualResetEvent.Reset();
manualResetEvent.WaitOne(8000);
}