public void First_ReturnsFirstOrder_2()
{
QuantityTrackingPriceLevel quantityTrackingPriceLevel = new QuantityTrackingPriceLevel(100);
Order order1 = new Order()
{
IsBuy = true, OrderId = 1, Price = 100, Sequnce = 1, OpenQuantity = 1000
};
quantityTrackingPriceLevel.AddOrder(order1);
Assert.Equal(1000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(1, quantityTrackingPriceLevel.OrderCount);
Order order2 = new Order()
{
IsBuy = true, OrderId = 2, Price = 100, Sequnce = 2, OpenQuantity = 1000
};
quantityTrackingPriceLevel.AddOrder(order2);
Order order3 = new Order()
{
IsBuy = true, OrderId = 3, Price = 100, Sequnce = 3, OpenQuantity = 1000
};
quantityTrackingPriceLevel.AddOrder(order3);
Assert.Equal(order1, quantityTrackingPriceLevel.First);
}
public void Fill_RemovesOrder_IfOpenQuantityIs0()
{
QuantityTrackingPriceLevel quantityTrackingPriceLevel = new QuantityTrackingPriceLevel(100);
Order order1 = new Order()
{
IsBuy = true, OrderId = 1, Price = 100, OpenQuantity = 1000, Sequnce = 1
};
quantityTrackingPriceLevel.AddOrder(order1);
Assert.Equal(1000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(1, quantityTrackingPriceLevel.OrderCount);
Order order2 = new Order()
{
IsBuy = true, OrderId = 2, Price = 100, OpenQuantity = 1000, Sequnce = 2
};
quantityTrackingPriceLevel.AddOrder(order2);
Assert.Equal(2000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(2, quantityTrackingPriceLevel.OrderCount);
quantityTrackingPriceLevel.Fill(order1, 1000);
Assert.Equal(1000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(1, quantityTrackingPriceLevel.OrderCount);
Assert.Contains(order2, quantityTrackingPriceLevel);
}
public void Fill_ThrowsException_IfOpenQuantityIsLessThanFillQuantity()
{
QuantityTrackingPriceLevel quantityTrackingPriceLevel = new QuantityTrackingPriceLevel(100);
Order order1 = new Order()
{
IsBuy = true, OrderId = 1, Price = 100, Sequnce = 1, OpenQuantity = 1000
};
quantityTrackingPriceLevel.AddOrder(order1);
Assert.Equal(1000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(1, quantityTrackingPriceLevel.OrderCount);
Order order2 = new Order()
{
IsBuy = true, OrderId = 2, Price = 100, Sequnce = 2, OpenQuantity = 1000
};
quantityTrackingPriceLevel.AddOrder(order2);
Assert.Equal(2000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(2, quantityTrackingPriceLevel.OrderCount);
Exception ex = Assert.Throws <Exception>(() => quantityTrackingPriceLevel.Fill(order1, 1100));
Assert.Equal("Order quantity is less then requested fill quanity", ex.Message);
Assert.Equal(2000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(2, quantityTrackingPriceLevel.OrderCount);
}
public void Fill_DoesNotRemoveOrder_IfOpenQuantityIsNot0()
{
QuantityTrackingPriceLevel quantityTrackingPriceLevel = new QuantityTrackingPriceLevel(100);
Order order1 = new Order()
{
IsBuy = true, OrderId = 1, OpenQuantity = 1000, Price = 100, Sequnce = 1
};
quantityTrackingPriceLevel.AddOrder(order1);
Assert.Equal(1000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(1, quantityTrackingPriceLevel.OrderCount);
Order order2 = new Order()
{
IsBuy = true, OrderId = 2, OpenQuantity = 1000, Price = 100, Sequnce = 2
};
quantityTrackingPriceLevel.AddOrder(order2);
Assert.Equal(2000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(2, quantityTrackingPriceLevel.OrderCount);
quantityTrackingPriceLevel.Fill(order1, 900);
Assert.Equal(1100, quantityTrackingPriceLevel.Quantity);
Assert.Equal(2, quantityTrackingPriceLevel.OrderCount);
Assert.Contains(order1, quantityTrackingPriceLevel);
Assert.Contains(order2, quantityTrackingPriceLevel);
Assert.True(100 == order1.OpenQuantity, "Quantity should be 100");
}
public void AddOrder_AddsOrder()
{
QuantityTrackingPriceLevel quantityTrackingPriceLevel = new QuantityTrackingPriceLevel(100);
Order order1 = new Order()
{
IsBuy = true, OrderId = 1, Price = 100, Sequnce = 1, OpenQuantity = 1000
};
quantityTrackingPriceLevel.AddOrder(order1);
Assert.Equal((Quantity)1000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(1, quantityTrackingPriceLevel.OrderCount);
Order order2 = new Order()
{
IsBuy = true, OrderId = 2, Price = 100, Sequnce = 2, OpenQuantity = 1000
};
quantityTrackingPriceLevel.AddOrder(order2);
Assert.Equal((Quantity)2000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(2, quantityTrackingPriceLevel.OrderCount);
Assert.Contains(order1, quantityTrackingPriceLevel);
Assert.Contains(order2, quantityTrackingPriceLevel);
}
public void RemoveOrder_RemovesOrder()
{
QuantityTrackingPriceLevel quantityTrackingPriceLevel = new QuantityTrackingPriceLevel(100);
Order order1 = new Order()
{
IsBuy = true, OrderId = 1, Price = 100, Sequnce = 1, OpenQuantity = 1000
};
quantityTrackingPriceLevel.AddOrder(order1);
Assert.Equal(1000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(1, quantityTrackingPriceLevel.OrderCount);
Order order2 = new Order()
{
IsBuy = true, OrderId = 2, Price = 100, Sequnce = 2, OpenQuantity = 1000
};
quantityTrackingPriceLevel.AddOrder(order2);
Assert.Equal(2000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(2, quantityTrackingPriceLevel.OrderCount);
Order order3 = new Order()
{
IsBuy = true, OrderId = 3, Price = 100, Sequnce = 3, OpenQuantity = 1000
};
quantityTrackingPriceLevel.AddOrder(order3);
Assert.Equal(3000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(3, quantityTrackingPriceLevel.OrderCount);
Order order4 = new Order()
{
IsBuy = true, OrderId = 4, Price = 100, Sequnce = 4, OpenQuantity = 1000
};
quantityTrackingPriceLevel.AddOrder(order4);
Assert.Equal(4000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(4, quantityTrackingPriceLevel.OrderCount);
quantityTrackingPriceLevel.RemoveOrder(order3);
Assert.Equal(3000, quantityTrackingPriceLevel.Quantity);
Assert.Equal(3, quantityTrackingPriceLevel.OrderCount);
Assert.Contains(order1, quantityTrackingPriceLevel);
Assert.Contains(order2, quantityTrackingPriceLevel);
Assert.Contains(order4, quantityTrackingPriceLevel);
}
public void SortedDictionarySortsDescendingQuantityTrackingPriceLevel()
{
PriceComparerDescendingZeroFirst comparer = new PriceComparerDescendingZeroFirst();
SortedDictionary <Price, QuantityTrackingPriceLevel> sortedDictionary = new SortedDictionary <Price, QuantityTrackingPriceLevel>(comparer);
Price price1 = new Price(1);
QuantityTrackingPriceLevel level1 = new QuantityTrackingPriceLevel(price1);
sortedDictionary.Add(price1, level1);
Price price4 = new Price(4);
QuantityTrackingPriceLevel level4 = new QuantityTrackingPriceLevel(price4);
sortedDictionary.Add(price4, level4);
Price price3 = new Price(3);
QuantityTrackingPriceLevel level3 = new QuantityTrackingPriceLevel(price3);
sortedDictionary.Add(price3, level3);
Price price2 = new Price(2);
QuantityTrackingPriceLevel level2 = new QuantityTrackingPriceLevel(price2);
sortedDictionary.Add(price2, level2);
Price price0 = new Price(0);
QuantityTrackingPriceLevel level0 = new QuantityTrackingPriceLevel(price0);
sortedDictionary.Add(price0, level0);
Price price5 = new Price(5);
QuantityTrackingPriceLevel level5 = new QuantityTrackingPriceLevel(price5);
sortedDictionary.Add(price5, level5);
List <QuantityTrackingPriceLevel> expectedPriceLevelSortOrder = new List <QuantityTrackingPriceLevel>()
{
level0, level5, level4, level3, level2, level1
};
AssertHelper.SequentiallyEqual(expectedPriceLevelSortOrder, sortedDictionary.Values.ToList());
List <Price> expectedPriceSortOrder = new List <Price>()
{
price0, price5, price4, price3, price2, price1
};
AssertHelper.SequentiallyEqual(expectedPriceSortOrder, sortedDictionary.Keys.ToList());
}