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_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_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");
}