| public NewLimitOrder ( IStopLimitOrder stopLimitOrder ) : ILimitOrder | ||
| stopLimitOrder | IStopLimitOrder | |
| return | ILimitOrder | |
public void ShouldCreateNewOrderBookItMatchItAndRemoveIt()
{
var repo = new OrderRepository();
var limitAlgo = new LimitOrderMatchingAlgorithm(new DateService());
var marketAlgo = new MarketOrderMatchingAlgorithm(new DateService());
var level1 = new OrderBookBestBidAsk("ABC");
var book = new OrderBook("ABC", limitAlgo, marketAlgo, level1);
var sellOrder1 = repo.NewLimitOrder("ABC", 9, 88.2d, 100, WayEnum.Sell);
book.AddLimitOrder(sellOrder1);
var buyOrder1 = repo.NewLimitOrder("ABC", 9, 88.0d, 50, WayEnum.Buy);
book.AddLimitOrder(buyOrder1);
Assert.AreEqual(88.2d, level1.BestAskPrice);
Assert.AreEqual(88.0d, level1.BestBidPrice);
buyOrder1.Modify(50, 88.2d);
Assert.AreEqual(88.2d, level1.BestAskPrice);
Assert.IsNull(level1.BestBidPrice);
var retrievedBuyOrder = repo.TryGetLimitOrder(buyOrder1.ExchangeOrderId);
Assert.IsNull(retrievedBuyOrder);
}
public void RepositoryShouldIncrementOrderNumber()
{
var repo = new OrderRepository();
var firstOrder = repo.NewLimitOrder("ABC", 12, 200, 90, WayEnum.Buy);
var secondOrder = repo.NewLimitOrder("ABC", 12, 200, 90, WayEnum.Buy);
Assert.AreEqual(1, firstOrder.ExchangeOrderId);
Assert.AreEqual(2, secondOrder.ExchangeOrderId);
}
public void RepositoryShouldReturnNullOnNonExistingOrderId()
{
var repo = new OrderRepository();
var order = repo.NewLimitOrder("ABC", 12, 200.45d, 90, WayEnum.Buy);
var retrievedOrder = repo.TryGetLimitOrder(666);
Assert.IsNull(retrievedOrder);
}
public void NewOrderShouldBeRetrievableThroughOrderId()
{
var repo = new OrderRepository();
var order = repo.NewLimitOrder("ABC", 12, 200.45d, 90, WayEnum.Buy);
var retrievedOrder = repo.TryGetLimitOrder(order.ExchangeOrderId);
Assert.AreEqual(order, retrievedOrder);
}
public void RepositoryShouldRemoveOrderFromRepositoryWhenOrderIsDeleted()
{
var repo = new OrderRepository();
var order = repo.NewLimitOrder("ABC", 12, 200.45d, 90, WayEnum.Buy);
order.Delete();
var retrievedOrder = repo.TryGetLimitOrder(order.ExchangeOrderId);
Assert.IsNull(retrievedOrder);
}
public void RepositoryShouldReturnOrderWithCorrectData()
{
var repo = new OrderRepository();
var order = repo.NewLimitOrder("ABC", 12, 200.45d, 90, WayEnum.Buy);
Assert.AreEqual("ABC", order.Symbol);
Assert.AreEqual(12, order.ClientId);
Assert.AreEqual(200.45d, order.Price);
Assert.AreEqual(90, order.Quantity);
Assert.AreEqual(WayEnum.Buy, order.Way);
}
public void ShouldReturnAllClientOrders()
{
var repo = new OrderRepository();
var order1 = repo.NewLimitOrder("ABC", 12, 200.45d, 90, WayEnum.Buy);
var order2 = repo.NewLimitOrder("ABC", 12, 200.45d, 90, WayEnum.Buy);
var order3 = repo.NewLimitOrder("ABC", 13, 200.45d, 90, WayEnum.Buy);
var order4 = repo.NewLimitOrder("ABC", 14, 200.45d, 90, WayEnum.Buy);
var client12 = repo.GetClientLimitOrders(12);
var client13 = repo.GetClientLimitOrders(13);
var client14 = repo.GetClientLimitOrders(14);
Assert.AreEqual(2, client12.Count);
Assert.AreEqual(1, client13.Count);
Assert.AreEqual(1, client14.Count);
Assert.AreEqual(order1, client12[0]);
Assert.AreEqual(order2, client12[1]);
Assert.AreEqual(order3, client13[0]);
Assert.AreEqual(order4, client14[0]);
}