public void MessageSender_ConstructsExpectedString_FromWindowRuleBreach()
{
// arrange
var messageSender = new HighVolumeMessageSender(
this.logger,
this.queueCasePublisher,
this.repository,
this.ordersRepository,
this.ruleBreachToRuleBreachOrdersMapper,
this.ruleBreachToRuleBreachMapper);
var venueVolumeBreach = new HighVolumeRuleBreach.BreachDetails(true, 0.4212m, 103918412, this.market);
var ruleBreach = A.Fake <IHighVolumeRuleBreach>();
A.CallTo(() => ruleBreach.WindowBreach).Returns(venueVolumeBreach);
A.CallTo(() => ruleBreach.TotalOrdersTradedInWindow).Returns(10241.0000m);
var parameters = A.Fake <IHighVolumeRuleEquitiesParameters>();
A.CallTo(() => parameters.HighVolumePercentageWindow).Returns(0.32123m);
A.CallTo(() => parameters.Windows).Returns(new TimeWindows("a", TimeSpan.FromHours(3)));
var order = new Order().Random();
A.CallTo(() => ruleBreach.Security).Returns(order.Instrument);
A.CallTo(() => ruleBreach.EquitiesParameters).Returns(parameters);
// act
var message = messageSender.BuildDescription(ruleBreach);
// assert
Assert.AreEqual("High Volume rule breach detected for random-security. Percentage of window volume breach has occured. A window volume limit of 32.12% was exceeded by trading 42.12% of window volume within the window of 180 minutes at the venue (XLON) London Stock Exchange. 10241 volume was the allocated fill against a breach threshold volume of 103918412.", message);
}
public void MessageSender_ConstructsExpectedString_FromMarketCapRuleBreach()
{
// arrange
var messageSender = new HighVolumeMessageSender(
this.logger,
this.queueCasePublisher,
this.repository,
this.ordersRepository,
this.ruleBreachToRuleBreachOrdersMapper,
this.ruleBreachToRuleBreachMapper);
var marketCapBreach =
new HighVolumeRuleBreach.BreachDetails(
true,
0.4212m,
new Money(10029, "GBX"),
new Money(99924.12m, "USD"),
this.market);
var ruleBreach = A.Fake <IHighVolumeRuleBreach>();
A.CallTo(() => ruleBreach.MarketCapBreach).Returns(marketCapBreach);
A.CallTo(() => ruleBreach.TotalOrdersTradedInWindow).Returns(10241.000300m);
var parameters = A.Fake <IHighVolumeRuleEquitiesParameters>();
A.CallTo(() => parameters.HighVolumePercentageMarketCap).Returns(0.12123m);
A.CallTo(() => parameters.Windows).Returns(new TimeWindows("a", TimeSpan.FromHours(3)));
var order = new Order().Random();
A.CallTo(() => ruleBreach.Security).Returns(order.Instrument);
A.CallTo(() => ruleBreach.EquitiesParameters).Returns(parameters);
// act
var message = messageSender.BuildDescription(ruleBreach);
// assert
Assert.AreEqual("High Volume rule breach detected for random-security. Percentage of market capitalisation breach has occured. A limit of 12.12% was exceeded by trading 42.12% of market capitalisation. (USD) 99924.12 was traded against a breach threshold value of (USD) 10029.", message);
}
