Add stack overflow based test case for matcher implementation
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@ -28,6 +28,8 @@ module Rex
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return trades if highest_buy_order.nil? || lowest_sell_order.nil?
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end
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trades
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end
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private
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@ -7,5 +7,6 @@ FactoryBot.define do
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sequence(:is_buy) { |i| (i % 2).zero? }
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sequence(:price) { 100 }
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sequence(:amount) { 20 }
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remaining_amount { amount }
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end
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end
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@ -48,5 +48,53 @@ RSpec.describe Rex::Matcher do
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expect(instance.match(Rex::OrderBook.new)).to eq([])
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end
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end
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# https://stackoverflow.com/a/18524231/3200224
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# Testing a common example with a proven to be correct solution
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context "stack overflow scenario" do
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let(:order_1) { build(:order, price: 2030, is_buy: false, amount: 100) }
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let(:order_2) { build(:order, price: 2025, is_buy: false, amount: 100) }
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let(:order_3) { build(:order, price: 2030, is_buy: false, amount: 200) }
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let(:order_4) { build(:order, price: 2015, is_buy: true, amount: 100) }
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let(:order_5) { build(:order, price: 2020, is_buy: true, amount: 200) }
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let(:order_6) { build(:order, price: 2015, is_buy: true, amount: 200) }
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let(:crossing_order) { build(:order, is_buy: true, amount: 250, price: 2035) }
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before do
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order_book.add_order(order_1)
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order_book.add_order(order_2)
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order_book.add_order(order_3)
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order_book.add_order(order_4)
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order_book.add_order(order_5)
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order_book.add_order(order_6)
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order_book.add_order(crossing_order)
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end
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it "matches the orders accordingly" do
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trades = instance.match(order_book)
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expect(trades.length).to eq(3)
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expect(trades[0].id).to eq(1)
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expect(trades[0].price).to eq(2025)
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expect(trades[0].amount).to eq(100)
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expect(trades[0].buy_order).to eq(crossing_order)
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expect(trades[0].sell_order).to eq(order_2)
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expect(trades[1].id).to eq(2)
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expect(trades[1].price).to eq(2030)
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expect(trades[1].amount).to eq(100)
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expect(trades[1].buy_order).to eq(crossing_order)
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expect(trades[1].sell_order).to eq(order_1)
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expect(trades[2].id).to eq(3)
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expect(trades[2].price).to eq(2030)
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expect(trades[2].amount).to eq(50)
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expect(trades[2].buy_order).to eq(crossing_order)
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expect(trades[2].sell_order).to eq(order_3)
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end
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end
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end
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end
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