72 lines
2.0 KiB
Ruby
72 lines
2.0 KiB
Ruby
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# frozen_string_literal: true
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RSpec.describe Rex::Book::LimitVolumeTracker do
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let(:instance) { described_class.new }
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let(:sell_order) { build(:order, is_buy: false, price: 100, quantity: 250) }
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let(:buy_order) { build(:order, is_buy: true, price: 100, quantity: 200) }
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describe "#add_order" do
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it "adds the quantity to the limit volume" do
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expect { instance.add_order(sell_order) }.to(
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change { instance.volumes[[false, 100]] }.to(250)
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)
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end
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it "returns the changes limit volumes as a struct" do
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expect(instance.add_order(sell_order)).to eq([
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Rex::Book::LimitVolumeTracker::LimitVolumeChange.new(:sell, 100, 250)
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])
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end
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end
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describe "#remove_order" do
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before do
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instance.add_order(sell_order)
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end
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it "removes the quantity from the limit volume" do
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expect { instance.remove_order(sell_order) }.to(
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change { instance.volumes[[false, 100]] }.from(250).to(0)
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)
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end
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it "returns the changes limit volumes as a struct" do
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expect(instance.remove_order(sell_order)).to eq([
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Rex::Book::LimitVolumeTracker::LimitVolumeChange.new(:sell, 100, 0)
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])
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end
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end
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describe "#process_trade" do
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let(:trade) do
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Rex::Book::Trade.new(
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buy_order: buy_order,
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sell_order: sell_order,
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price: 100,
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quantity: 200
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)
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end
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before do
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instance.add_order(sell_order)
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instance.add_order(buy_order)
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end
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it "adjusts the volumes of the involved limits" do
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expect { instance.process_trade(trade) }.to(
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change { instance.volumes[[false, 100]] }.from(250).to(50)
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.and(
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change { instance.volumes[[true, 100]] }.from(200).to(0)
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)
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)
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end
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it "returns the changes limit volumes as a struct" do
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expect(instance.process_trade(trade)).to eq([
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Rex::Book::LimitVolumeTracker::LimitVolumeChange.new(:buy, 100, 0),
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Rex::Book::LimitVolumeTracker::LimitVolumeChange.new(:sell, 100, 50)
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])
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end
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end
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end
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