public void OrderThroughput()
{
var r = new Random();
var vol = 0;
for (var i = 0; i < 1000000; i++)
{
var newVol = r.Next(1, 20);
var newCommodityId = r.Next(1, 500);
vol += newVol;
MatchingEngines.AddOrder(new Order()
{
BidOffer = BidOffer.Offer, Price = r.Next(1, 49), Volume = newVol, LastUpdateTime = DateTime.UtcNow, CounterpartyId = 1, CommodityId = newCommodityId
});
}
for (var i = 0; i < 1000000; i++)
{
var newVol = r.Next(1, 20);
var newCommodityId = r.Next(1, 500);
vol += newVol;
MatchingEngines.AddOrder(new Order()
{
BidOffer = BidOffer.Bid, Price = r.Next(1, 49), Volume = newVol, LastUpdateTime = DateTime.UtcNow, CounterpartyId = 2, CommodityId = newCommodityId
});
}
var trades = MatchingEngines.AllTrades();
var orders = MatchingEngines.AllExistingOrders();
//Assert.AreEqual(0, _matchingEngine.BidCount() + _matchingEngine.OfferCount());
//Assert.AreEqual(_matchingEngine.trades.Sum(x => x.Volume), vol);
}
public void OrderCascade()
{
MatchingEngines.AddOrder(new Order()
{
BidOffer = BidOffer.Offer, Price = 40, Volume = 10, LastUpdateTime = DateTime.UtcNow, CounterpartyId = 1, CommodityId = 1
});
MatchingEngines.AddOrder(new Order()
{
BidOffer = BidOffer.Offer, Price = 39, Volume = 10, LastUpdateTime = DateTime.UtcNow, CounterpartyId = 1, CommodityId = 1
});
MatchingEngines.AddOrder(new Order()
{
BidOffer = BidOffer.Offer, Price = 36, Volume = 10, LastUpdateTime = DateTime.UtcNow, CounterpartyId = 1, CommodityId = 1
});
MatchingEngines.AddOrder(new Order()
{
BidOffer = BidOffer.Offer, Price = 38, Volume = 10, LastUpdateTime = DateTime.UtcNow, CounterpartyId = 1, CommodityId = 1
});
MatchingEngines.AddOrder(new Order()
{
BidOffer = BidOffer.Offer, Price = 32, Volume = 10, LastUpdateTime = DateTime.UtcNow, CounterpartyId = 1, CommodityId = 1
});
MatchingEngines.AddOrder(new Order()
{
BidOffer = BidOffer.Offer, Price = 35, Volume = 10, LastUpdateTime = DateTime.UtcNow, CounterpartyId = 1, CommodityId = 1
});
MatchingEngines.AddOrder(new Order()
{
BidOffer = BidOffer.Offer, Price = 37, Volume = 10, LastUpdateTime = DateTime.UtcNow, CounterpartyId = 1, CommodityId = 1
});
MatchingEngines.AddOrder(new Order()
{
BidOffer = BidOffer.Bid, Price = 41, Volume = 80, LastUpdateTime = DateTime.UtcNow, CounterpartyId = 2, CommodityId = 1
});
var trades = MatchingEngines.AllTrades();
var orders = MatchingEngines.AllExistingOrders();
}
