private void Recovers()
{
Recover <SnapshotOffer>(offer =>
{
if (offer.Snapshot is OrderbookSnapshot orderBook)
{
_matchingEngine = MatchingEngine.FromSnapshot(orderBook, _log);
}
});
Recover <Bid>(b => { _matchingEngine.WithBid(b); });
Recover <Ask>(a => { _matchingEngine.WithAsk(a); });
// Fill and Match can't modify the state of the MatchingEngine.
Recover <Match>(m => { });
Recover <Fill>(f => { });
}
public void ShouldRecreateFromNullOrderbookSnapshot()
{
var snapshot = new OrderbookSnapshot(TickerSymbol, DateTimeOffset.Now, 0.0d, 0.0d, null, null);
var engine = MatchingEngine.FromSnapshot(snapshot);
var ask = new Ask(TickerSymbol, "foo", 12.0m, 5.0, DateTimeOffset.Now);
// bid is lower than ask - no trades
var bid = new Bid(TickerSymbol, "bar", 11.0m, 4.0, DateTimeOffset.Now);
// verify that engine still works normally
var bidEvents = engine.WithBid(bid);
var askEvents = engine.WithAsk(ask);
askEvents.Should().BeEmpty();
bidEvents.Should().BeEmpty();
engine.AskTrades.Count.Should().Be(1);
engine.BidTrades.Count.Should().Be(1);
}