Esempio n. 1
0
        public async Task Quote_Do_Not_Exceed_Threshold()
        {
            // arrange

            var firstQuote = new Quote("BTCUSD", DateTime.UtcNow.AddSeconds(-10), 6000, 5990, "lykke");

            decimal secondMid = firstQuote.Mid * (1 + _quoteThresholdSettings.Value - .1m);

            var secondQuote = new Quote("BTCUSD", DateTime.UtcNow, secondMid + 10, secondMid - 10, "lykke");

            // act

            await _service.UpdateAsync(firstQuote);

            await _service.UpdateAsync(secondQuote);

            Quote quote = _service.GetByAssetPairId("lykke", "BTCUSD");

            // assert

            Assert.IsTrue(secondQuote.Ask == quote.Ask && secondQuote.Bid == quote.Bid);
        }