public void OrderIdConverterSimpleTest(ulong apex, int market, OrderSide side)
{
var decoded = OrderIdConverter.Decode(OrderIdConverter.Encode(apex, market, side));
Assert.AreEqual(apex, decoded.Apex);
Assert.AreEqual(market, decoded.Asset);
Assert.AreEqual(side, decoded.Side);
}
public void OrderbookRemoveTest(bool isOrderedByPrice)
{
var orders = new List <Order>();
var random = new Random();
var price = 1D;
var side = OrderSide.Buy;
var asset = 1;
var orderbook = Global.Exchange.GetOrderbook(asset, side);
var ordersCount = 1000;
for (var i = 1; i <= ordersCount; i++)
{
if (isOrderedByPrice)
{
price = price * 1.01;
}
else
{
price = 1 + random.NextDouble();
}
var orderId = OrderIdConverter.Encode((ulong)i, asset, side);
var amount = 1000;
var order = new Order {
OrderId = orderId, Amount = 1000, Price = price, QuoteAmount = OrderMatcher.EstimateQuoteAmount(amount, price, side)
};
orders.Add(order);
orderbook.InsertOrder(order);
}
Func <int> getOrdersCount = () =>
{
var ordersCounter = 0;
foreach (var o in orderbook)
{
ordersCounter++;
}
return(ordersCounter);
};
var count = getOrdersCount();
Assert.AreEqual(orderbook.Count, count, "Orderbook.Count and order-book items count are not equal.");
Assert.AreEqual(ordersCount, count);
foreach (var order in orders)
{
orderbook.RemoveOrder(order.OrderId);
ordersCount--;
Assert.AreEqual(ordersCount, orderbook.Count);
Assert.AreEqual(ordersCount, getOrdersCount());
}
Assert.IsNull(orderbook.Head);
Assert.IsNull(orderbook.Tail);
}
public async Task OrderCancellationQuantumTest(int asset, int amount, OrderSide side, int apexMod, bool useFakeSigner, Type excpectedException)
{
var acc = context.AccountStorage.GetAccount(TestEnvironment.Client1KeyPair);
var order = new OrderRequest
{
Account = acc.Account.Id,
RequestId = 1,
Amount = amount,
Asset = asset,
Price = 100,
Side = side,
AccountWrapper = acc
};
var envelope = order.CreateEnvelope().Sign(useFakeSigner ? TestEnvironment.Client2KeyPair : TestEnvironment.Client1KeyPair);
if (!context.IsAlpha)
{
var quantum = new RequestQuantum {
Apex = context.QuantumStorage.CurrentApex + 1, RequestEnvelope = envelope, Timestamp = DateTime.UtcNow.Ticks
};
envelope = quantum.CreateEnvelope().Sign(TestEnvironment.AlphaKeyPair);
}
var submitResult = await AssertQuantumHandling(envelope, excpectedException);
if (excpectedException != null)
{
return;
}
var apex = ((Quantum)submitResult.OriginalMessage.Message).Apex + apexMod;
var orderCancellation = new OrderCancellationRequest
{
Account = acc.Account.Id,
RequestId = 2,
OrderId = OrderIdConverter.Encode((ulong)apex, asset, side),
AccountWrapper = context.AccountStorage.GetAccount(TestEnvironment.Client1KeyPair)
};
envelope = orderCancellation.CreateEnvelope().Sign(TestEnvironment.Client1KeyPair);
if (!context.IsAlpha)
{
var quantum = new RequestQuantum {
Apex = context.QuantumStorage.CurrentApex + 1, RequestEnvelope = envelope, Timestamp = DateTime.UtcNow.Ticks
};
envelope = quantum.CreateEnvelope().Sign(TestEnvironment.AlphaKeyPair);
}
var cancelResult = await AssertQuantumHandling(envelope, excpectedException);
if (excpectedException != null)
{
return;
}
var currentMarket = context.Exchange.GetMarket(asset);
Assert.IsTrue(currentMarket != null);
var requests = side == OrderSide.Buy ? currentMarket.Bids : currentMarket.Asks;
Assert.AreEqual(requests.Count, 0);
}