public void OrderBook_Should_CorrectlyAddOrder()
{
ISideOrderBook orderBook = new SideOrderBook(Side.ASK);
Order order = new Order(1597508855, "ab1", ActionType.ADD, "APPL", Side.ASK, 10, 100);
Order update = new Order(1597508855, "ab1", ActionType.UPDATE, 120);
orderBook.Process(order);
orderBook.Process(update);
Assert.Equal(10, orderBook.GetBestPrice("APPL"));
}
public void OrderBook_Should_Correctly_Return_Best_Bid_Price_After_Cancellation()
{
ISideOrderBook orderBook = new SideOrderBook(Side.BID);
Order order = new Order(1597508855, "ab1", ActionType.ADD, "APPL", Side.ASK, 10, 100);
Order update = new Order(1597508855, "ab1", ActionType.UPDATE, 120);
Order order2 = new Order(1597508855, "ab2", ActionType.ADD, "APPL", Side.ASK, 15, 50);
Order order3 = new Order(1597508855, "ab2", ActionType.CANCEL);
orderBook.Process(order);
orderBook.Process(update);
orderBook.Process(order2);
orderBook.Process(order3);
Assert.Equal(10, orderBook.GetBestPrice("APPL"));
}
