public void CancelPartiallyFilled()
{
MatchingEngine engine = new MatchingEngine();
engine.InitOrderBook();
Order order1 = new Order(OrderSide.SELL, 1000, 10, OrderType.GFD, "order1");
Order order2 = new Order(OrderSide.BUY, 1100, 20, OrderType.GFD, "order2");
Order order3 = new Order(OrderSide.BUY, 1100, 20, OrderType.GFD, "order3");
Order order4 = new Order(OrderSide.SELL, 900, 60, OrderType.GFD, "order4");
engine.SendOrder(order1);
engine.SendOrder(order2);
engine.CancelOrder("order2");
engine.SendOrder(order3);
engine.MaxBid.Should().Be(1100);
engine.SendOrder(order4);
order1.Status.Should().Be(OrderStatus.FILLED);
order2.Status.Should().Be(OrderStatus.CANCELED);
engine.OrderEntries[1100].TotalQuantity.Should().Be(0);
engine.OrderEntries[1100].Orders.Count.Should().Be(0);
engine.MaxBid.Should().Be(engine.MinPrice);
engine.MinAsk.Should().Be(900);
engine.OrderEntries[900].TotalQuantity.Should().Be(40);
order2.Status.Should().Be(OrderStatus.CANCELED);
order2.FilledQuantity.Should().Be(10);
order3.Status.Should().Be(OrderStatus.FILLED);
order4.Status.Should().Be(OrderStatus.ON_MARKET);
order4.FilledQuantity.Should().Be(20);
}
public void CancelFilledOrderShouldFail()
{
MatchingEngine engine = new MatchingEngine();
engine.InitOrderBook();
Order order1 = new Order(OrderSide.BUY, 1000, 10, OrderType.GFD, "order1");
Order order2 = new Order(OrderSide.SELL, 1000, 10, OrderType.GFD, "order2");
engine.SendOrder(order1);
engine.SendOrder(order2);
engine.CancelOrder("order2");
order1.Status.Should().Be(OrderStatus.FILLED);
order2.Status.Should().Be(OrderStatus.FILLED);
engine.OrderEntries[1000].TotalQuantity.Should().Be(0);
}
private async Task InboundMessageProcessor()
{
try
{
while (await _inboundChannelReader.WaitToReadAsync())
{
while (_inboundChannelReader.TryRead(out Message message))
{
try
{
switch (message.MessageType)
{
case MessageType.NewOrderRequest:
_matchingEngine.AddOrder((OrderWrapper)message.Object);
break;
case MessageType.CancelRequest:
_matchingEngine.CancelOrder(((CancelRequest)message.Object).OrderId);
break;
case MessageType.BookRequest:
var bytes = BookSerializer.Serialize(_matchingEngine.Book, ((BookRequest)message.Object).LevelCount, _matchingEngine.MarketPrice, _timeProvider.GetSecondsFromEpoch());
_outboundChannelWritter.TryWrite(bytes);
//TODO
break;
default:
//TODO
break;
}
}
catch (Exception ex)
{
Console.WriteLine(ex);
//TODO
throw;
}
}
}
_outboundChannelWritter.Complete();
}
catch (Exception ex)
{
Console.WriteLine(ex);
//TODO
throw;
}
}
static void Main(String[] args)
{
/* Enter your code here. Read input using Console.ReadLine. Print output using Console.WriteLine. Your class should be named Solution */
var engine = new MatchingEngine();
/*var argsList = new List<string>();
*
* while (true)
* {
* var arg = Console.ReadLine();
*
* if (arg == null)
* break;
*
* argsList.Add(arg);
* }*/
foreach (var str in args)
{
var order = ProcessInputLine(str);
if (order == null)
{
engine.PrintStatus();
}
else if (order.TradeStatus == TradeStatus.Active)
{
engine.AddOrder(order);
engine.Trade();
}
else if (order.TradeStatus == TradeStatus.Modify)
{
engine.ModifyOrder(order);
engine.Trade();
}
else if (order.TradeStatus == TradeStatus.Cancelled)
{
engine.CancelOrder(order);
}
else if (order.OperationType == OperationType.None)
{
continue;
}
}
}
public void SellOrderShouldNotMatchCanceledBuyOrder()
{
MatchingEngine engine = new MatchingEngine();
engine.InitOrderBook();
Order order1 = new Order(OrderSide.BUY, 1000, 10, OrderType.GFD, "order1");
engine.SendOrder(order1);
engine.CancelOrder("order1");
engine.OrderDict.Keys.Should().Contain("order1");
engine.OrderEntries[1000].TotalQuantity.Should().Be(0);
engine.OrderEntries[1000].Orders.Count.Should().Be(1);
engine.MaxBid.Should().Be(1);
order1.Status.Should().Be(OrderStatus.CANCELED);
}