128 lines
3.4 KiB
Ruby
128 lines
3.4 KiB
Ruby
# frozen_string_literal: true
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RSpec.describe Rex::OrderBook do
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let(:instance) { described_class.new }
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describe "#add_order" do
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let(:order_a) { build(:order, is_buy: true, price: 100) }
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it "adds the order to the order book" do
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instance.add_order(order_a)
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expect(instance.best_buy_price).to eq(100)
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end
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context "with multiple orders at the same price" do
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let(:order_b) { build(:order, is_buy: true, price: 100) }
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it "regards the new order as the best buy price" do
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instance.add_order(order_a)
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instance.add_order(order_b)
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expect(instance.best_buy_price).to eq(100)
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expect(instance.highest_buy_order).to eq(order_a)
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end
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end
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context "with multiple orders at the different price levels" do
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let(:order_b) { build(:order, is_buy: true, price: 120) }
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it "regards the new order as the best buy price" do
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instance.add_order(order_b)
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instance.add_order(order_a)
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expect(instance.best_buy_price).to eq(120)
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expect(instance.highest_buy_order).to eq(order_b)
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end
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end
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context "with multiple orders on different sides" do
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let(:order_b) { build(:order, is_buy: false, price: 120) }
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it "returns the correct prices for both sides" do
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instance.add_order(order_a)
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instance.add_order(order_b)
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expect(instance.best_buy_price).to eq(100)
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expect(instance.best_sell_price).to eq(120)
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end
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end
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end
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describe "add_and_match_order" do
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context "when matcher is given" do
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let(:matcher) { instance_double(Rex::Matcher) }
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let(:instance) { described_class.new(matcher: matcher) }
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let(:order) { build(:order, is_buy: true, price: 100) }
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before do
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allow(matcher).to receive(:match).with(instance)
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end
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it "adds the order" do
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expect(instance).to receive(:add_order).with(order)
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instance.add_and_match_order(order)
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end
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it "calls the matcher" do
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expect(matcher).to receive(:match).with(instance)
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instance.add_and_match_order(order)
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end
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end
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end
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describe "#highest_buy_order" do
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context "when there is nothing in the book" do
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it "returns nil " do
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expect(instance.highest_buy_order).to eq(nil)
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end
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end
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end
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describe "#lowest_sell_Order" do
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context "when there is nothing in the book" do
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it "returns nil " do
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expect(instance.highest_buy_order).to eq(nil)
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end
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end
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end
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describe "#cancel_order" do
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let(:buy_order) { build(:order, is_buy: true, price: 100) }
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let(:sell_order) { build(:order, is_buy: false, price: 121) }
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before do
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instance.add_order(buy_order)
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end
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context "when it is the last order for the given price" do
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it "removes the order from the side" do
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instance.cancel_order(buy_order.id)
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expect(instance.best_buy_price).to eq(nil)
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end
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end
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context "an order on the sell side is removed" do
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before do
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instance.add_order(buy_order)
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instance.add_order(sell_order)
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end
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it "does not affect the buy side" do
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instance.cancel_order(sell_order.id)
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expect(instance.best_buy_price).to eq(100)
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end
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end
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end
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describe "#next_trade_id" do
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it "returns an increasing trade id" do
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expect(instance.next_trade_id).to eq(1)
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expect(instance.next_trade_id).to eq(2)
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expect(instance.next_trade_id).to eq(3)
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end
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end
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end
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