public void OrderBooks_PrepareForEnumeration_1_1_1_Test() { var orderBooks = GetOrderBooks(_btceur.Invert(), _eurchf.Invert(), _chfusd.Invert()); var result = SynthOrderBook.PrepareForEnumeration(orderBooks, _btcusd); AssertChained3(result); }
public void OrderBooks_PrepareForEnumeration_0_0_Test() { var orderBooks = GetOrderBooks(_btceur, _eurusd); var result = SynthOrderBook.PrepareForEnumeration(orderBooks, _btcusd); AssertChained2(result); }
public void OrderBooks_PrepareForEnumeration_0_Test() { var orderBook = new OrderBook("FE", _btcusd, new List <LimitOrder>(), new List <LimitOrder>(), DateTime.UtcNow); var result = SynthOrderBook.PrepareForEnumeration(new List <OrderBook> { orderBook }, _btcusd); Assert.Single(result); Assert.True(result.Single().Key.Equals(_btcusd)); Assert.True(result.Single().Value.AssetPair.EqualOrInverted(_btcusd)); }
public void OrderBooks_PrepareForEnumeration_1_Test() { var usdbtc = _btcusd.Invert(); var orderBook = new OrderBook("FE", usdbtc, new List <VolumePrice>(), new List <VolumePrice>(), DateTime.UtcNow); var result = SynthOrderBook.PrepareForEnumeration(new List <OrderBook> { orderBook }, _btcusd); Assert.Single(result); Assert.True(result.Single().Key.Equals(_btcusd)); Assert.True(result.Single().Value.AssetPair.IsEqualOrInverted(_btcusd)); }