public void Is_Sell_Orders_Deleted_By_Instrument()
{
_matchingEngine.SetOrders(new SetOrderModel
{
MarketMakerId = _marketMakerId1,
OrdersToAdd = new []
{
new LimitOrder {
CreateDate = DateTime.UtcNow, Id = "5", Instrument = "EURUSD", MarketMakerId = "1", Price = 1.16M, Volume = -10
}
},
DeleteByInstrumentsSell = new[] { "EURUSD" }
});
var orderBook = _matchingEngine.GetOrderBook("EURUSD");
Assert.AreEqual(1, orderBook.Sell.Count);
Assert.AreEqual(1, orderBook.Sell.Count);
Assert.AreEqual(1, orderBook.Sell.First().Value.Count);
}
public OrderbooksBackendResponse GetOrderBooks([FromBody] OrderbooksBackendRequest request)
{
//TODO: handle different MEs
return(BackendContractFactory.CreateOrderbooksBackendResponse(_matchingEngine.GetOrderBook(request.Instrument)));
}