public void ShouldRegisterModifyEventHandlerAndUnregister()
{
var receivedModifedOrders = new List<ILimitOrder>();
var newOrder = new LimitOrder("ABC", 10, 99.22d, WayEnum.Buy, 3);
Action<ILimitOrder, int, double> eventHandler;
eventHandler = (order, oldQuantity, oldPrice) =>
{
receivedModifedOrders.Add(order);
};
newOrder.RegisterModifyNotificationHandler(eventHandler);
newOrder.Modify(11, 88.44d);
newOrder.UnRegisterModifyNotificationHandler(eventHandler);
newOrder.Modify(13, 12.44d);
Assert.AreEqual(1, receivedModifedOrders.Count);
}
public void ShouldRegisterFilledHandlerAndReceiveFilledEvent()
{
var filledOrders = new List<ILimitOrder>();
var newOrder = new LimitOrder("ABC", 10, 99.22d, WayEnum.Buy, 3);
newOrder.RegisterFilledNotification(filledOrders.Add);
newOrder.Modify(0, 88.44d);
Assert.AreEqual(1, filledOrders.Count);
Assert.AreEqual(newOrder, filledOrders[0]);
}
public void BookShouldRemoveSlotWhenOrderIsFilled()
{
var orderBookBestBidAsk = new OrderBookBestBidAsk("ABC");
var book = new OrderBook("ABC", limitOrderMatchingAlgorithmMock, marketOrderMatchingAlgorithmMock, orderBookBestBidAsk);
var buyOrder = new LimitOrder("ABC", 10, 90, WayEnum.Buy, 9);
book.AddLimitOrder(buyOrder);
Assert.IsTrue(book.PriceSlots.ContainsKey(90));
Assert.AreEqual(buyOrder, book.PriceSlots[90].BuyOrders[0]);
buyOrder.Modify(0);
Assert.IsFalse(book.PriceSlots.ContainsKey(90));
}
public void ShouldRegisterModifyEventHandlerAndReceiveModifyEvent()
{
var newOrder = new LimitOrder("ABC", 10, 99.22d, WayEnum.Buy, 3);
newOrder.RegisterModifyNotificationHandler((order, oldQuantity, oldPrice) =>
{
Assert.AreEqual(newOrder, order);
Assert.AreEqual(11, order.Quantity);
Assert.AreEqual(88.44d, order.Price);
Assert.AreEqual(10, oldQuantity);
Assert.AreEqual(99.22d, oldPrice);
});
newOrder.Modify(11, 88.44d);
}
public void ShouldNotMatchOrdersWithZeroQuantity()
{
var generatedExecutions = new List<INewExecution>();
var algo = new LimitOrderMatchingAlgorithm(dateServiceMock);
algo.AddExecutionsHandler(generatedExecutions.Add);
ILimitOrder sellOrder = new LimitOrder("ABC", 0, 90, WayEnum.Sell, 13);
ILimitOrder buyOrder = new LimitOrder("ABC", 10, 90, WayEnum.Buy, 12);
algo.TryMatch(buyOrder, sellOrder);
Assert.AreEqual(0, generatedExecutions.Count);
sellOrder.Modify(90);
buyOrder.Modify(0);
algo.TryMatch(buyOrder, sellOrder);
Assert.AreEqual(0, generatedExecutions.Count);
}
public void ShouldNotMatchOrderWhenMatchingIsSuspendedButMatchWhenSuspensionsIsCancelled()
{
var executions = new List<INewExecution>();
var orderBookBestBidAsk = new OrderBookBestBidAsk("ABC");
var matchAlgo = new LimitOrderMatchingAlgorithm(new DateService());
matchAlgo.AddExecutionsHandler(executions.Add);
var book = new OrderBook("ABC", matchAlgo, marketOrderMatchingAlgorithmMock, orderBookBestBidAsk);
var sellOrder1 = new LimitOrder("ABC", 10, 90, WayEnum.Sell, 9);
var buyOrder1 = new LimitOrder("ABC", 10, 80, WayEnum.Buy, 9);
sellOrder1.RegisterModifyNotificationHandler(book.HandleLimitOrderModify);
buyOrder1.RegisterModifyNotificationHandler(book.HandleLimitOrderModify);
book.AddLimitOrder(sellOrder1);
book.AddLimitOrder(buyOrder1);
Assert.AreEqual(0, executions.Count);
book.SetSuspendLimitOrderMatchingStatus(true);
sellOrder1.Modify(10,70);
Assert.AreEqual(0, executions.Count);
book.SetSuspendLimitOrderMatchingStatus(true);
book.TryMatchLimitOrder(sellOrder1);
book.TryMatchLimitOrder(buyOrder1);
Assert.AreEqual(1, executions.Count);
}
public void ShouldUnregisterAllHandlersOnDelete()
{
var receivedDeletedOrders = new List<ILimitOrder>();
var receivedModifyOrders = new List<ILimitOrder>();
var newOrder = new LimitOrder("ABC", 10, 99.22d, WayEnum.Buy, 3);
Action<ILimitOrder, int, double> modifyEventHandler;
modifyEventHandler = (order, oldQuantity, oldPrice) =>
{
receivedModifyOrders.Add(order);
};
newOrder.RegisterDeleteNotificationHandler(receivedDeletedOrders.Add);
newOrder.RegisterModifyNotificationHandler(modifyEventHandler);
newOrder.Delete();
newOrder.Modify(90,20);
newOrder.Delete();
Assert.AreEqual(1, receivedDeletedOrders.Count);
Assert.AreEqual(0, receivedModifyOrders.Count);
}
