Add stack overflow based test case for matcher implementation

This commit is contained in:
Tim Kächele 2023-10-29 00:01:31 +02:00
parent a95062234d
commit 2b9c82c4f6
3 changed files with 51 additions and 0 deletions

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@ -28,6 +28,8 @@ module Rex
return trades if highest_buy_order.nil? || lowest_sell_order.nil?
end
trades
end
private

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@ -7,5 +7,6 @@ FactoryBot.define do
sequence(:is_buy) { |i| (i % 2).zero? }
sequence(:price) { 100 }
sequence(:amount) { 20 }
remaining_amount { amount }
end
end

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@ -48,5 +48,53 @@ RSpec.describe Rex::Matcher do
expect(instance.match(Rex::OrderBook.new)).to eq([])
end
end
# https://stackoverflow.com/a/18524231/3200224
# Testing a common example with a proven to be correct solution
context "stack overflow scenario" do
let(:order_1) { build(:order, price: 2030, is_buy: false, amount: 100) }
let(:order_2) { build(:order, price: 2025, is_buy: false, amount: 100) }
let(:order_3) { build(:order, price: 2030, is_buy: false, amount: 200) }
let(:order_4) { build(:order, price: 2015, is_buy: true, amount: 100) }
let(:order_5) { build(:order, price: 2020, is_buy: true, amount: 200) }
let(:order_6) { build(:order, price: 2015, is_buy: true, amount: 200) }
let(:crossing_order) { build(:order, is_buy: true, amount: 250, price: 2035) }
before do
order_book.add_order(order_1)
order_book.add_order(order_2)
order_book.add_order(order_3)
order_book.add_order(order_4)
order_book.add_order(order_5)
order_book.add_order(order_6)
order_book.add_order(crossing_order)
end
it "matches the orders accordingly" do
trades = instance.match(order_book)
expect(trades.length).to eq(3)
expect(trades[0].id).to eq(1)
expect(trades[0].price).to eq(2025)
expect(trades[0].amount).to eq(100)
expect(trades[0].buy_order).to eq(crossing_order)
expect(trades[0].sell_order).to eq(order_2)
expect(trades[1].id).to eq(2)
expect(trades[1].price).to eq(2030)
expect(trades[1].amount).to eq(100)
expect(trades[1].buy_order).to eq(crossing_order)
expect(trades[1].sell_order).to eq(order_1)
expect(trades[2].id).to eq(3)
expect(trades[2].price).to eq(2030)
expect(trades[2].amount).to eq(50)
expect(trades[2].buy_order).to eq(crossing_order)
expect(trades[2].sell_order).to eq(order_3)
end
end
end
end