rex/spec/server/matching_engine_spec.rb

# require "eventmachine"
RSpec.describe Rex::Server::MatchingEngine do
  let(:inbox) { MockQueue.new }
  let(:outbox) { MockQueue.new }

  subject(:instance) { described_class.new(inbox, outbox) }

  around do |example|
    instance.start
    example.run
    instance.stop
  end

  before do
    messages.each do |message|
      inbox.push(message)
    end
  end

  describe "order creation message" do
    let(:messages) do
      [
        Rex::Server::Messages::CreateOrderRequest.new(
          user_id: 1,
          price: 10,
          quantity: 20,
          side: :buy
        )
      ]
    end

    it "sends order created event followed by order book update event" do
      expect(outbox.messages).to eq([
        Rex::Server::Messages::OrderCreatedEvent.new(1, 1, :buy, 20, 20, 10),
        Rex::Server::Messages::OrderBookUpdateEvent.new(:buy, 10, 20)
      ])
    end

    context "when my order matches an order" do
      let(:messages) do
        [
          Rex::Server::Messages::CreateOrderRequest.new(
            user_id: 1,
            price: 10,
            quantity: 20,
            side: :buy
          ),
          Rex::Server::Messages::CreateOrderRequest.new(
            user_id: 2,
            price: 9,
            quantity: 22,
            side: :sell
          )
        ]
      end

      it "returns order book updates, order fill updates and trades" do
        expect(outbox.messages).to eq([
          Rex::Server::Messages::OrderCreatedEvent.new(id: 1, user_id: 1, side: :buy, quantity: 20, remaining_quantity: 20, price: 10),
          Rex::Server::Messages::OrderBookUpdateEvent.new(side: :buy, price: 10, quantity: 20),
          Rex::Server::Messages::OrderCreatedEvent.new(id: 2, user_id: 2, side: :sell, quantity: 22, remaining_quantity: 22, price: 9),
          Rex::Server::Messages::OrderBookUpdateEvent.new(side: :sell, price: 9, quantity: 22),
          Rex::Server::Messages::TradeEvent.new(id: 1, price: 9, quantity: 20),
          Rex::Server::Messages::OrderFillEvent.new(id: 1, user_id: 1, price: 10, side: :buy, remaining_quantity: 0),
          Rex::Server::Messages::OrderFillEvent.new(id: 2, user_id: 2, price: 9, side: :sell, remaining_quantity: 2),
          Rex::Server::Messages::OrderBookUpdateEvent.new(side: :buy, price: 10, quantity: 0),
          Rex::Server::Messages::OrderBookUpdateEvent.new(side: :sell, price: 9, quantity: 2)
        ])
      end
    end
  end

  describe "cancel order request" do
    context "when order is not existent" do
      let(:messages) do
        [
          Rex::Server::Messages::CancelOrderRequest.new(1, 1)
        ]
      end

      it "returns nothing" do
        expect(outbox.messages).to be_empty
      end
    end

    context "when order exists" do
      let(:messages) do
        [
          Rex::Server::Messages::CreateOrderRequest.new(
            user_id: 1,
            price: 10,
            quantity: 20,
            side: :buy
          ),
          Rex::Server::Messages::CancelOrderRequest.new(1, 1)
        ]
      end

      it "returns a cancelled order event and updates the order book" do
        expect(outbox.messages.last(2)).to eq([
          Rex::Server::Messages::OrderCancelledEvent.new(id: 1, user_id: 1, side: :buy, remaining_quantity: 20, price: 10),
          Rex::Server::Messages::OrderBookUpdateEvent.new(side: :buy, price: 10, quantity: 0)
        ])
      end
    end
  end

  describe "fetch order book request" do
    let(:messages) do
      [
        Rex::Server::Messages::CreateOrderRequest.new(
          user_id: 1,
          price: 10,
          quantity: 20,
          side: :buy
        ),
        Rex::Server::Messages::CreateOrderRequest.new(
          user_id: 2,
          price: 11,
          quantity: 22,
          side: :sell
        ),
        Rex::Server::Messages::FetchOrderBookRequest.new(3)
      ]
    end

    it "returns a list limit order book updates" do
      expect(outbox.messages.last(2)).to eq([
        Rex::Server::Messages::OrderBookFetchEvent.new(
          3,
          :buy,
          10,
          20
        ),
        Rex::Server::Messages::OrderBookFetchEvent.new(
          3,
          :sell,
          11,
          22
        )
      ])
    end
  end

  describe "fetch trades request" do
    context "when no trades exist" do
      let(:messages) do
        [
          Rex::Server::Messages::FetchTradesRequest.new(1)
        ]
      end

      it "returns nothing" do
        expect(outbox.messages).to be_empty
      end
    end

    context "when trades exist" do
      let(:messages) do
        [
          Rex::Server::Messages::CreateOrderRequest.new(
            user_id: 1,
            price: 10,
            quantity: 15,
            side: :buy
          ),
          Rex::Server::Messages::CreateOrderRequest.new(
            user_id: 2,
            price: 10,
            quantity: 15,
            side: :sell
          ),
          Rex::Server::Messages::FetchTradesRequest.new(1)
        ]
      end

      it "returns trade fetch events" do
        expect(outbox.messages.last(1)).to eq([
          Rex::Server::Messages::TradeFetchEvent.new(
            id: 1,
            user_id: 1,
            price: 10,
            quantity: 15
          )
        ])
      end
    end
  end

  describe "fetch orders request" do
    context "when user does not have any orders" do
      let(:messages) do
        [
          Rex::Server::Messages::FetchOrdersRequest.new(1)
        ]
      end

      it "returns nothing" do
        expect(outbox.messages).to be_empty
      end
    end

    context "when user has orders" do
      let(:messages) do
        [
          Rex::Server::Messages::CreateOrderRequest.new(
            user_id: 1,
            price: 10,
            quantity: 15,
            side: :sell
          ),
          Rex::Server::Messages::FetchOrdersRequest.new(1)
        ]
      end

      it "returns the orders" do
        expect(outbox.messages.last).to eq(
          Rex::Server::Messages::OrderFetchEvent.new(id: 1, user_id: 1, side: :sell, quantity: 15, remaining_quantity: 15, price: 10)
        )
      end
    end
  end
end