Rename OrderBook to LimitOrderBook
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509b00bb14
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@ -4,7 +4,7 @@ require_relative "rex/version"
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require_relative "rex/book/limit"
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require_relative "rex/book/limit"
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require_relative "rex/book/order"
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require_relative "rex/book/order"
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require_relative "rex/book/trade"
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require_relative "rex/book/trade"
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require_relative "rex/book/order_book"
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require_relative "rex/book/limit_order_book"
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require_relative "rex/book/matcher"
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require_relative "rex/book/matcher"
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module Rex
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module Rex
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@ -2,7 +2,7 @@ require "rbtree"
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module Rex
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module Rex
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module Book
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module Book
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class OrderBook
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class LimitOrderBook
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def initialize(matcher: Matcher.new)
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def initialize(matcher: Matcher.new)
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@matcher = matcher
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@matcher = matcher
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@sell_side = RBTree.new
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@sell_side = RBTree.new
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@ -1,6 +1,6 @@
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# frozen_string_literal: true
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# frozen_string_literal: true
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RSpec.describe Rex::Book::OrderBook do
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RSpec.describe Rex::Book::LimitOrderBook do
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let(:instance) { described_class.new }
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let(:instance) { described_class.new }
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describe "#add_order" do
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describe "#add_order" do
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@ -4,7 +4,7 @@ RSpec.describe Rex::Book::Matcher do
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let(:instance) { described_class.new }
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let(:instance) { described_class.new }
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describe "#match" do
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describe "#match" do
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let(:order_book) { Rex::Book::OrderBook.new }
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let(:order_book) { Rex::Book::LimitOrderBook.new }
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let(:buy_order) { build(:order, price: 100, is_buy: true, quantity: 100, remaining_quantity: 100) }
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let(:buy_order) { build(:order, price: 100, is_buy: true, quantity: 100, remaining_quantity: 100) }
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let(:cheaper_sell_order) { build(:order, price: 99, is_buy: false, quantity: 50, remaining_quantity: 50) }
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let(:cheaper_sell_order) { build(:order, price: 99, is_buy: false, quantity: 50, remaining_quantity: 50) }
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let(:pricier_sell_order) { build(:order, price: 100, is_buy: false, quantity: 70, remaining_quantity: 70) }
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let(:pricier_sell_order) { build(:order, price: 100, is_buy: false, quantity: 70, remaining_quantity: 70) }
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@ -45,7 +45,7 @@ RSpec.describe Rex::Book::Matcher do
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context "when order book is empty" do
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context "when order book is empty" do
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it "returns an empty list" do
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it "returns an empty list" do
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expect(instance.match(Rex::Book::OrderBook.new)).to eq([])
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expect(instance.match(Rex::Book::LimitOrderBook.new)).to eq([])
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end
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end
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end
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end
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