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Eli Test cases #17

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8d0643d
Eli Test cases
ejff9 Mar 2, 2023
5d4ca16
Small change
ejff9 Mar 8, 2023
a179f54
Merge branch 'main' into Task1-Eli
ejff9 Mar 8, 2023
715b406
Fixed small errors
ejff9 Mar 8, 2023
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119 changes: 118 additions & 1 deletion src/test/testOrderBook.java
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Original file line number Diff line number Diff line change
Expand Up @@ -110,7 +110,7 @@ void placeMultipleOrders() {
assertEquals(2, testSubject.bids.size());
assertEquals(2, testSubject.asks.size());
assertEquals(0.3f, testSubject.bids.getFirst().price);
assertEquals(0.4f, testSubject.bestAskPrice);
assertEquals(0.35f, testSubject.bestAskPrice);
assertEquals(0.3f, testSubject.bestBidPrice);
assertEquals(12.9f, testSubject.sittingVolume);
}
Expand Down Expand Up @@ -235,4 +235,121 @@ void placeTwoAsk() {
assertEquals(-1f, testSubject.bestBidPrice);
assertEquals(1.8f, testSubject.sittingVolume);
}
@Test
void placeSimpleAsk(){
OrderBook obTest = new OrderBook();
assertEquals(0, obTest.asks.size());
assertEquals(0, obTest.bids.size());
assertEquals(-1f, obTest.bestAskPrice);
assertEquals(-1f, obTest.bestBidPrice);
assertEquals(0f, obTest.sittingVolume);

Order newAsk = new Order(5.1f, 7.2f, Side.ASK, 2347698784L);
obTest.placeOrder(newAsk);

assertEquals(1, obTest.asks.size());
assertEquals(0, obTest.bids.size());
assertEquals(5.1f, obTest.asks.getFirst().price);
assertEquals(7.2f, obTest.asks.getFirst().size);
assertEquals(2347698784L, obTest.asks.getFirst().createdTs);
assertEquals(5.1f, obTest.bestAskPrice);
assertEquals(-1f, obTest.bestBidPrice); // Should be unaffected
assertEquals(7.2f, obTest.sittingVolume);
}

@Test
void placeSimpleBid(){
OrderBook obTest = new OrderBook();
assertEquals(0, obTest.asks.size());
assertEquals(0, obTest.bids.size());
assertEquals(-1f, obTest.bestAskPrice);
assertEquals(-1f, obTest.bestBidPrice);
assertEquals(0f, obTest.sittingVolume);
// Operation
Order newBid = new Order(6.3f, 5.8f, Side.BID, 3277777780L);
obTest.placeOrder(newBid);
// Checking Operation
assertEquals(0, obTest.asks.size());
assertEquals(1, obTest.bids.size());
assertEquals(6.3f, obTest.bids.getFirst().price);
assertEquals(5.8f, obTest.bids.getFirst().size);
assertEquals(3277777780L, obTest.bids.getFirst().createdTs);
assertEquals(-1f, obTest.bestAskPrice); // Should be unaffected
assertEquals(6.3f, obTest.bestBidPrice);
assertEquals(5.8f, obTest.sittingVolume);
}

@Test
void multipleOrdersPlusFill(){
OrderBook obTest = new OrderBook();
assertEquals(0, obTest.asks.size());
assertEquals(0, obTest.bids.size());
assertEquals(-1f, obTest.bestAskPrice);
assertEquals(-1f, obTest.bestBidPrice);
assertEquals(0f, obTest.sittingVolume);

Order newBid1 = new Order("111","bid1", 2.5f, 10.0f, OrderType.MARKET_ORDER, true,
Side.BID, 3277777777L);
obTest.placeOrder(newBid1);

Order newBid2 = new Order("112","bid2", 7.5f, 90.0f, OrderType.MARKET_ORDER, true,
Side.BID, 3277779955L);
obTest.placeOrder(newBid2);

Order newAsk1 = new Order("11","ask1", 1.0f, 92.4f, OrderType.MARKET_ORDER, true,
Side.ASK, 2277779955L);
obTest.placeOrder(newAsk1);

assertEquals(2, obTest.bids.size());
assertEquals(1, obTest.asks.size());
assertEquals(90.0f, obTest.bids.getFirst().price);
assertEquals(92.4f, obTest.bestAskPrice);
assertEquals(90.0f, obTest.bestBidPrice);
assertEquals(11.0f, obTest.sittingVolume);

Fill fill1 = new Fill("1", "him", 7.5f, 90.0f, 0.01f, OrderType.MARKET_ORDER, Side.BID, 3277779955L);
obTest.fillEvent(fill1);

assertEquals(3.5f, obTest.sittingVolume);
assertEquals(1, obTest.bids.size());
assertEquals(1, obTest.asks.size());

Fill fill2 = new Fill("12", "him2", 2.5f, 10.0f, 0.02f, OrderType.MARKET_ORDER, Side.BID, 3277777777L);
obTest.fillEvent(fill2);

assertEquals(1.0f, obTest.sittingVolume);
assertEquals(0, obTest.bids.size());
assertEquals(1, obTest.asks.size());
}

@Test
void RedundantFill(){
OrderBook obTest = new OrderBook();
assertEquals(0, obTest.asks.size());
assertEquals(0, obTest.bids.size());
assertEquals(-1f, obTest.bestAskPrice);
assertEquals(-1f, obTest.bestBidPrice);
assertEquals(0f, obTest.sittingVolume);
// Operation
Order newBid1 = new Order(6.3f, 5.8f, Side.BID, 3277777780L);
obTest.placeOrder(newBid1);

Order newBid2 = new Order("112","bid2", 7.0f, 90.0f, OrderType.MARKET_ORDER, true,
Side.BID, 3277779955L);
obTest.placeOrder(newBid2);

assertEquals(12.8f, obTest.sittingVolume);

Fill fill1 = new Fill("1", "him", 5.8f, 6.3f, 0.01f, OrderType.MARKET_ORDER, Side.BID, 3277777780L);
obTest.fillEvent(fill1);

assertEquals(7.0f, obTest.sittingVolume);
assertEquals(1, obTest.bids.size());
assertEquals(0, obTest.asks.size());

obTest.fillEvent(fill1);
assertEquals(7.0f, obTest.sittingVolume);
assertEquals(1, obTest.bids.size());
assertEquals(0, obTest.asks.size());
}
}