public void Init()
{
m_Instrument = 1;
m_BuyOrders = new BuyOrders(m_Instrument);
for (int i = 0, j = 10; i < 10; ++i, ++j)
{
Thread.Sleep(2);
m_BuyOrders.Insert(new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Buy, 5, (ulong)j));
}
for (int i = 0, j = 10; i < 10; ++i, ++j)
{
m_BuyOrders.Insert(new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Buy, 5, (ulong)j));
}
}
public void Init()
{
m_Instrument = 1;
m_BuyOrders = new BuyOrders(m_Instrument);
for (int i = 0, j = 10; i < 10; ++i, ++j)
{
Thread.Sleep(2);
m_BuyOrders.Insert(new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Buy, 5, (ulong)j));
}
for (int i = 0, j = 10; i < 10; ++i, ++j)
{
m_BuyOrders.Insert(new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Buy, 5, (ulong)j));
}
}
private void Add()
{
var newOrder = new BuyOrders
{
BuyComment = BuyComment,
BuyDate = DateTimeOffset.Now,
BuyPrice = BuyPrice,
NumbersToBuy = NumbersToBuy
};
newOrder.Insert();
}
public void Init()
{
m_Instrument = new Instrument("GOOG");
m_BuyOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Buy, 100M,
100ul);
m_SellOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Sell, 90,
100ul);
m_SellOrders = new SellOrders(m_Instrument);
m_BuyOrders = new BuyOrders(m_Instrument);
m_SellOrders.Insert(m_SellOrder);
m_BuyOrders.Insert(m_BuyOrder);
m_Trades = new Trades(m_Instrument);
m_TradeProcessor = m_Trades.TradeProcessingStrategy as Trades.InMemoryTradeProcessor;
}
public void BigSellMatchesMultipleBuysTest()
{
var secondBuyOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Buy, 90, 100);
m_BuyOrders.Insert(secondBuyOrder);
m_SellOrder.Quantity = 150;
Assert.True(OrderProcessor.TryMatchOrder(m_SellOrder, m_BuyOrders, m_Trades));
Assert.That(m_TradeProcessor.Trades.Count, Is.EqualTo(2));
Assert.That(m_BuyOrder.Quantity == 0);
Assert.That(secondBuyOrder.Quantity == 50);
Assert.That(m_BuyOrders[0] == secondBuyOrder && m_BuyOrders.Count() == 1);
}
public void Init()
{
m_Instrument = 1;
m_BuyOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Buy, 100,
100ul);
m_SellOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Sell, 90,
100ul);
m_SellOrders = new SellOrders(m_Instrument);
m_BuyOrders = new BuyOrders(m_Instrument);
m_SellOrders.Insert(m_SellOrder);
m_BuyOrders.Insert(m_BuyOrder);
m_Trades = new Trades(m_Instrument);
m_TradeProcessor = m_Trades.TradeProcessingStrategy as Trades.InMemoryTradeProcessor;
}
protected void ProcessOrder(Order order)
{
switch (order.BuySell)
{
case Order.BuyOrSell.Buy:
TryMatchBuyOrder(order, m_SellOrders, m_Trades);
if (order.Quantity > 0)
{
m_BuyOrders.Insert(order);
}
break;
case Order.BuyOrSell.Sell:
TryMatchSellOrder(order, m_BuyOrders, m_Trades);
if (order.Quantity > 0)
{
m_SellOrders.Insert(order);
}
break;
default:
throw new ArgumentOutOfRangeException();
}
}
public void WrongOrderTypeThrowsException()
{
var order = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Sell, 5, 10ul);
Assert.Throws <ArgumentException>(() => m_BuyOrders.Insert(order));
}
