public async Task Order_Ask_Trades_Creation_Is_Based_On_Best_Price()
{
//arrange
var bid = NewBid(units: 5, price: 109.01m);
var bid2 = NewBid(units: 10, price: 109.00m);
var ask = NewAsk(units: 10, price: 109.00m);
//act
_matcher.Tell(bid2);
_matcher.Tell(bid);
_matcher.Tell(ask);
var message = new GetTrades()
{
StockId = StockId
};
var result = await _matcher.Ask <GetTradesResult>(message);
//assert
Assert.NotEmpty(result.Orders);
Assert.Equal(4, result.Orders.Count);
Assert.Equal(ask.Order, result.Orders.First());
Assert.Equal(bid.Order, result.Orders[1]);
Assert.Equal(ask.Order, result.Orders[2]);
Assert.Equal(bid2.Order, result.Orders.Last());
}
public async Task Orders_History_Should_Be_Available_After_Matching()
{
//arrange
var ask = NewAsk(units: 10, price: 99.99m);
var bid = NewBid(units: 4, price: 99.99m);
var bid2 = NewBid(units: 3, price: 99.99m);
//act
_matcher.Tell(ask);
_matcher.Tell(bid);
_matcher.Tell(bid2);
var message = new GetTrades()
{
StockId = StockId
};
var result = await _matcher.Ask <GetTradesResult>(message);
//assert
Assert.Equal(4, result.Orders.Count);
Assert.Equal(10, ask.Order.Units);
Assert.Equal(4, bid.Order.Units);
Assert.Equal(3, bid2.Order.Units);
Assert.Equal(10, result.Orders.First().Units);
Assert.Equal(4, result.Orders[1].Units);
Assert.Equal(10, result.Orders[2].Units);
Assert.Equal(3, result.Orders.Last().Units);
}
public async Task Set_Of_Settled_Orders_Does_NOT_Return_ExpectedData()
{
//arrange
var bid = NewBid(units: 10, price: 110.00m);
var ask = NewAsk(units: 10, price: 110.00m);
//act
_matcher.Tell(bid);
_matcher.Tell(ask);
var message = new GetTrades()
{
StockId = "WrongOne"
};
var result = await _matcher.Ask <GetTradesResult>(message);
//assert
Assert.Null(result.Orders);
Assert.Equal("StockId doesn't match", result.Reason);
}
public async Task Set_Of_Settled_Orders_Returns_ExpectedData()
{
//arrange
var bid = NewBid(units: 10, price: 110.00m);
var ask = NewAsk(units: 10, price: 110.00m);
//act
_matcher.Tell(bid);
_matcher.Tell(ask);
var message = new GetTrades()
{
StockId = StockId
};
var result = await _matcher.Ask <GetTradesResult>(message);
//assert
Assert.NotEmpty(result.Orders);
Assert.Equal(ask.Order, result.Orders.First());
Assert.Equal(bid.Order, result.Orders.Last());
}
private void HandleGetTrades(GetTrades query)
{
if (query.StockId != _stockId)
{
Sender.Tell(new GetTradesResult
{
Reason = "StockId doesn't match"
});
return;
}
Sender.Tell(new GetTradesResult()
{
Success = true,
Orders = _tradeSettled.SelectMany(ts => new List <Order>()
{
_orderStore.Single(_ => _.OrderId == ts.AskOrderId).Order,
_orderStore.Single(_ => _.OrderId == ts.BidOrderId).Order,
}).ToList()
});
}
public async Task Settle_Bid_Order_Should_NOT_Add_Trade()
{
//arrange
var ask = NewAsk(units: 10, price: 99.99m);
var ask2 = NewAsk(units: 10, price: 99.99m);
var bid = NewBid(units: 10, price: 99.99m);
//act
_matcher.Tell(ask);
_matcher.Tell(ask2);
_matcher.Tell(bid);
var message = new GetTrades()
{
StockId = StockId
};
var result = await _matcher.Ask <GetTradesResult>(message);
//assert
Assert.Equal(2, result.Orders.Count);
Assert.Equal(ask.Order, result.Orders.First());
Assert.Equal(bid.Order, result.Orders.Last());
}
