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Diego Order Book Testing #23

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Diego Order Book Testing #23

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10 changes: 0 additions & 10 deletions .idea/runConfigurations.xml
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131 changes: 131 additions & 0 deletions src/test/testOrderBook.java
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Original file line number Diff line number Diff line change
@@ -1,6 +1,8 @@
import OrderBook.Order;
import OrderBook.OrderBook;
import OrderBook.Side;
import OrderBook.Fill;
import OrderBook.OrderType;
import org.junit.jupiter.api.Test;

import static org.junit.jupiter.api.Assertions.*;
Expand Down Expand Up @@ -53,6 +55,29 @@ void placeOneAskTwo() {
assertEquals(0.3f, testSubject.sittingVolume);
}

@Test
void placeOneAskThree(){
// Init and checking start conditions
OrderBook testSubject = new OrderBook();
assertEquals(0, testSubject.asks.size());
assertEquals(0, testSubject.bids.size());
assertEquals(-1f, testSubject.bestAskPrice);
assertEquals(-1f, testSubject.bestBidPrice);
assertEquals(0f, testSubject.sittingVolume);
// Operation
Order newAsk = new Order(24.2f, 3.0f, Side.ASK, 1678050650L);
testSubject.placeOrder(newAsk);
// Checking Operation
assertEquals(1, testSubject.asks.size());
assertEquals(0, testSubject.bids.size());
assertEquals(24.2f, testSubject.asks.getLast().price);
assertEquals(3.0f, testSubject.asks.getLast().size);
assertEquals(1678050650L, testSubject.asks.getLast().createdTs);
assertEquals(24.2f, testSubject.bestAskPrice);
assertEquals(-1f, testSubject.bestBidPrice); // Should be unaffected
assertEquals(3.0f, testSubject.sittingVolume);

}
@Test
void placeOneBid() {
// Init and checking start conditions
Expand Down Expand Up @@ -98,6 +123,30 @@ void placeOneBidTwo() {
assertEquals(5.3f, testSubject.bestBidPrice);
assertEquals(0.3f, testSubject.sittingVolume);
}
@Test
void placeOneBidThree() {
// Init and checking start conditions
OrderBook testSubject = new OrderBook();
assertEquals(0, testSubject.asks.size());
assertEquals(0, testSubject.bids.size());
assertEquals(-1f, testSubject.bestAskPrice);
assertEquals(-1f, testSubject.bestBidPrice);
assertEquals(0f, testSubject.sittingVolume);
//Operation
Order newBid = new Order(24.2f, 3.0f, Side.BID, 1678050650L);
testSubject.placeOrder(newBid);
//Checking Operation
assertEquals(0, testSubject.asks.size());
assertEquals(1, testSubject.bids.size());
assertEquals(24.2f, testSubject.bids.getFirst().price);
assertEquals(3.0f, testSubject.bids.getFirst().size);
assertEquals(1678050650L, testSubject.bids.getFirst().createdTs);
assertEquals(-1f, testSubject.bestAskPrice);
assertEquals(24.2f, testSubject.bestBidPrice);
assertEquals(3.0f, testSubject.sittingVolume);
}



@Test
void placeOneAskAndBid() {
Expand Down Expand Up @@ -168,4 +217,86 @@ void placeTwoAsk() {
assertEquals(-1f, testSubject.bestBidPrice);
assertEquals(1.8f, testSubject.sittingVolume);
}


@Test
void placeTwoAskTwo() { // Init and checking start conditions
OrderBook testSubject = new OrderBook();
assertEquals(0, testSubject.asks.size());
assertEquals(0, testSubject.bids.size());
assertEquals(-1f, testSubject.bestAskPrice);
assertEquals(-1f, testSubject.bestBidPrice);
assertEquals(0f, testSubject.sittingVolume);
// Operation
Order newAsk = new Order(10.2f, 1.5f, Side.ASK, 1677539237L);
testSubject.placeOrder(newAsk);
// Checking Operation
assertEquals(1, testSubject.asks.size());
assertEquals(0, testSubject.bids.size());
assertEquals(10.2f, testSubject.asks.getFirst().price);
assertEquals(1.5f, testSubject.asks.getFirst().size);
assertEquals(1677539237L, testSubject.asks.getFirst().createdTs);
assertEquals(10.2f, testSubject.bestAskPrice);
assertEquals(-1f, testSubject.bestBidPrice); // Should be unaffected
assertEquals(1.5f, testSubject.sittingVolume);
// Operation
Order newAsk2 = new Order(24.2f, 3.0f, Side.ASK, 1678050650L);
testSubject.placeOrder(newAsk2);
// Checking Operation
assertEquals(2, testSubject.asks.size());
assertEquals(0, testSubject.bids.size());
assertEquals(24.2f, testSubject.asks.getLast().price);
assertEquals(3.0f, testSubject.asks.getLast().size);
assertEquals(1678050650L, testSubject.asks.getLast().createdTs);
assertEquals(10.2f, testSubject.bestAskPrice);
assertEquals(-1f, testSubject.bestBidPrice); // Should be unaffected
assertEquals(4.5f, testSubject.sittingVolume);


}
@Test
void placeTwoAskAndFillOne(){
// Init and checking start conditions
OrderBook testSubject = new OrderBook();
assertEquals(0, testSubject.asks.size());
assertEquals(0, testSubject.bids.size());
assertEquals(-1f, testSubject.bestAskPrice);
assertEquals(-1f, testSubject.bestBidPrice);
assertEquals(0f, testSubject.sittingVolume);
// Operation
Order newAsk = new Order(10.2f, 1.5f, Side.ASK, 1677539237L);
testSubject.placeOrder(newAsk);
// Checking Operation
assertEquals(1, testSubject.asks.size());
assertEquals(0, testSubject.bids.size());
assertEquals(10.2f, testSubject.asks.getFirst().price);
assertEquals(1.5f, testSubject.asks.getFirst().size);
assertEquals(1677539237L, testSubject.asks.getFirst().createdTs);
assertEquals(10.2f, testSubject.bestAskPrice);
assertEquals(-1f, testSubject.bestBidPrice); // Should be unaffected
assertEquals(1.5f, testSubject.sittingVolume);
// Operation
Order newAsk2 = new Order(24.2f, 3.0f, Side.ASK, 1678050650L);
testSubject.placeOrder(newAsk2);
// Checking Operation
assertEquals(2, testSubject.asks.size());
assertEquals(0, testSubject.bids.size());
assertEquals(24.2f, testSubject.asks.getLast().price);
assertEquals(3.0f, testSubject.asks.getLast().size);
assertEquals(1678050650L, testSubject.asks.getLast().createdTs);
assertEquals(10.2f, testSubject.bestAskPrice);
assertEquals(-1f, testSubject.bestBidPrice); // Should be unaffected
assertEquals(4.5f, testSubject.sittingVolume);
// Operation
testSubject.fillEvent(new Fill("IBM", "1", 3.0f, 24.2f, 0.3f, OrderType.MARKET_ORDER, Side.ASK, 1678050650L));
// Checking Operation
assertEquals(1, testSubject.asks.size());
assertEquals(0, testSubject.bids.size());
assertEquals(10.2f, testSubject.asks.getFirst().price);
assertEquals(1.5f, testSubject.asks.getFirst().size);
assertEquals(1677539237L, testSubject.asks.getFirst().createdTs);
assertEquals(10.2f, testSubject.bestAskPrice);
assertEquals(-1f, testSubject.bestBidPrice); // Should be unaffected
assertEquals(1.5f, testSubject.sittingVolume);
}
}