Esempio n. 1
0
        public void MatchBuyOrderTest()
        {
            ulong buyQuantity = m_BuyOrder.Quantity;

            Assert.True(OrderProcessor.TryMatchOrder(m_BuyOrder, m_SellOrders, m_Trades));
            Trade trade = m_TradeProcessor.Trades[0];

            Assert.That(trade.Instrument, Is.EqualTo(m_Instrument));
            Assert.That(trade.Price, Is.EqualTo(m_SellOrder.Price));
            Assert.That(trade.Quantity, Is.EqualTo(buyQuantity));

            Assert.That(m_SellOrders.Count() == 0);
        }