private void RouteImpl(InstructionExecutionContext instructionExecutionContext)
{
// 1. Prepare the corresponding OrderBasket (via solver)
var solver = new MarketSweepSolver(this.marketSnapshotProvider);
var orderBasket = solver.Solve(instructionExecutionContext, this.routeOrders);
// 2. Route the OrderBasket
this.routeOrders.Route(orderBasket);
}
public void Should_Solve_with_2_markets_when_asked_quantity_is_1()
{
var marketA = new ApiMarketGateway("NYSE (New York)", sellQuantity: 50, sellPrice: 100M);
var rejectingMarket = new ApiMarketGateway("CME (Chicago)", sellQuantity: 50, sellPrice: 100M, orderPredicate: _ => false);
var marketsInvolved = new[] { marketA, rejectingMarket };
var marketGatewayAdapter = new MarketsAdapter(marketsInvolved);
var investorInstruction = new InvestorInstruction(new InvestorInstructionIdentifierDto().Value, Way.Buy, quantity: 1, price: 100M, goodTill: DateTime.Now.AddMinutes(5));
var instructionExecutionContext = new InstructionExecutionContext(investorInstruction, args => { }, failure => { });
var marketSweepSolver = new MarketSweepSolver(new MarketSnapshotProvider(marketGatewayAdapter.GetAvailableMarketNames(), marketGatewayAdapter));
var orderBasket = marketSweepSolver.Solve(instructionExecutionContext, marketGatewayAdapter);
Check.That(orderBasket.OrdersDescriptions.Extracting("Quantity")).ContainsExactly(1);
}
