public void Is_Sell_Orders_Deleted_By_Instrument() { _matchingEngine.SetOrders(new SetOrderModel { MarketMakerId = _marketMakerId1, OrdersToAdd = new [] { new LimitOrder { CreateDate = DateTime.UtcNow, Id = "5", Instrument = "EURUSD", MarketMakerId = "1", Price = 1.16M, Volume = -10 } }, DeleteByInstrumentsSell = new[] { "EURUSD" } }); var orderBook = _matchingEngine.GetOrderBook("EURUSD"); Assert.AreEqual(1, orderBook.Sell.Count); Assert.AreEqual(1, orderBook.Sell.Count); Assert.AreEqual(1, orderBook.Sell.First().Value.Count); }
public OrderbooksBackendResponse GetOrderBooks([FromBody] OrderbooksBackendRequest request) { //TODO: handle different MEs return(BackendContractFactory.CreateOrderbooksBackendResponse(_matchingEngine.GetOrderBook(request.Instrument))); }