public void Setup() { m_Instrument = 1; m_OrderBook = new OrderBook(m_Instrument); var orderBooks = new Dictionary<int, OrderBook>(); orderBooks[m_Instrument] = m_OrderBook; m_Market = new Market(orderBooks); }
public void Init() { m_Instrument = new Instrument("MSFT"); m_BuyOrders = new BuyOrders(m_Instrument); m_SellOrders = new SellOrders(m_Instrument); m_Trades = new Trades(m_Instrument); m_OrderBook = new OrderBook(m_Instrument, m_BuyOrders, m_SellOrders, m_Trades); m_Orders = new List<Order> { new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Buy, 100, 100), new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilDate, Order.BuyOrSell.Sell, 110, 100) }; }
public void OrderBooksPrioritiserTest() { var orderBooks = new List<OrderBook>(); for (int i = 0; i < 10; ++i) { var book = new OrderBook(i); for (int j = 0; j < i; ++j) { Statistic stat = book.Statistics[Statistics.Stat.NumOrders]; ++stat; } orderBooks.Add(book); } Market.PrioritiseOrderBooks(orderBooks, (x, y) => -1 * x.Statistics[Statistics.Stat.NumOrders].Value.CompareTo( y.Statistics[Statistics.Stat.NumOrders].Value)); for (int i = 1; i < orderBooks.Count; ++i) { Assert.That(orderBooks[i].Statistics[Statistics.Stat.NumOrders].Value, Is.LessThanOrEqualTo(orderBooks[i - 1].Statistics[Statistics.Stat.NumOrders].Value)); } }
public void Init() { m_Instrument = 1; m_OrderBook = new OrderBook(m_Instrument); }