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Merged
Laffini merged 1 commit into from
Aug 14, 2021
Merged

Test updates #14

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6 changes: 3 additions & 3 deletions src/main/java/net/laffyco/javamatchingengine/engine/OrderBook.java
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Expand Up @@ -134,7 +134,7 @@ private synchronized List<Trade> processLimitSell(final Order order) {
if (n != 0 || currentPrice >= order.getPrice()) {
// Traverse all matching orders.
for (int i = 0; i >= 0; i++) {
final Order buyOrder = this.buyOrders.get(i);
final Order buyOrder = this.buyOrders.get(0);

// Fill entire order.
if (buyOrder.getAmount() >= order.getAmount()) {
Expand All @@ -143,7 +143,7 @@ private synchronized List<Trade> processLimitSell(final Order order) {
buyOrder.setAmount(
buyOrder.getAmount() - order.getAmount());
if (buyOrder.getAmount() == 0) {
this.removeBuyOrder(i);
this.removeBuyOrder(0);
}
this.setLastSalePrice(buyOrder.getPrice());
return trades;
Expand All @@ -154,7 +154,7 @@ private synchronized List<Trade> processLimitSell(final Order order) {
trades.add(new Trade(order.getId(), buyOrder.getId(),
buyOrder.getAmount(), buyOrder.getPrice()));
order.setAmount(order.getAmount() - buyOrder.getAmount());
this.removeBuyOrder(i);
this.removeBuyOrder(0);
this.setLastSalePrice(buyOrder.getPrice());
continue;
}
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5 changes: 5 additions & 0 deletions src/test/java/net/laffyco/javamatchingengine/OrderControllerTests.java
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Expand Up @@ -10,6 +10,7 @@
import javax.annotation.Resource;

import org.junit.jupiter.api.BeforeEach;
import org.junit.jupiter.api.DisplayName;
import org.junit.jupiter.api.Test;
import org.mockito.InjectMocks;
import org.mockito.Mock;
Expand Down Expand Up @@ -55,6 +56,7 @@ public void setUp() {
* Get orders test.
*/
@Test
@DisplayName("Get the orders")
public void getOrders() {
final Map<String, List<Order>> result = this.controller.getOrders();

Expand All @@ -69,6 +71,7 @@ public void getOrders() {
* Get order by ID test.
*/
@Test
@DisplayName("Get an order by ID")
public void getOrderById() {
final Order found = Mockito.mock(Order.class);
final String id = "testId";
Expand All @@ -83,6 +86,7 @@ public void getOrderById() {
* Add order test.
*/
@Test
@DisplayName("Add an order")
public void addOrder() {
final Side side = Side.BUY;
final double amt = 10;
Expand All @@ -103,6 +107,7 @@ public void addOrder() {
* Delete an order.
*/
@Test
@DisplayName("Delete an order")
public void deleteOrder() {
final String id = "id";
final Side side = Side.BUY;
Expand Down
6 changes: 6 additions & 0 deletions src/test/java/net/laffyco/javamatchingengine/engine/CancelOrderTests.java
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Expand Up @@ -4,6 +4,7 @@

import javax.annotation.Resource;

import org.junit.jupiter.api.DisplayName;
import org.junit.jupiter.api.Test;
import org.mockito.InjectMocks;

Expand All @@ -27,6 +28,7 @@ public class CancelOrderTests extends MatchingEngineTest {
*
*/
@Test
@DisplayName("Attempt to cancel an order that doesn't exist")
public void cancelNoCancellation() {
assertEquals(this.orderBook.cancelOrder("test", Side.BUY), false);
assertEquals(this.orderBook.cancelOrder("test", Side.SELL), false);
Expand All @@ -38,6 +40,7 @@ public void cancelNoCancellation() {
* @throws InterruptedException
*/
@Test
@DisplayName("Cancel a buy order with the side not given")
public void cancelBuyOrder() throws InterruptedException {

final int amt = 1;
Expand All @@ -62,6 +65,7 @@ public void cancelBuyOrder() throws InterruptedException {
*
*/
@Test
@DisplayName("Cancel a buy order")
public void cancelBuyOrderSideGiven() {

final int amt = 1;
Expand All @@ -87,6 +91,7 @@ public void cancelBuyOrderSideGiven() {
* @throws InterruptedException
*/
@Test
@DisplayName("Cancel a sell order with the side not given")
public void cancelSellOrder() throws InterruptedException {
final int amt = 1;
final double price = 1;
Expand All @@ -110,6 +115,7 @@ public void cancelSellOrder() throws InterruptedException {
*
*/
@Test
@DisplayName("Cancel a sell order")
public void cancelSellOrderSideGiven() {
final int amt = 1;
final double price = 1;
Expand Down
82 changes: 71 additions & 11 deletions src/test/java/net/laffyco/javamatchingengine/engine/OrderBookTests.java
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Expand Up @@ -2,11 +2,11 @@

import static org.junit.jupiter.api.Assertions.assertEquals;
import static org.junit.jupiter.api.Assertions.assertFalse;

import static org.junit.jupiter.api.Assertions.assertTrue;
import java.util.List;

import javax.annotation.Resource;

import org.junit.jupiter.api.BeforeEach;
import org.junit.jupiter.api.DisplayName;
import org.junit.jupiter.api.Test;
import org.mockito.InjectMocks;

Expand All @@ -31,19 +31,12 @@ public class OrderBookTests extends MatchingEngineTest {
@Resource
private OrderBook orderBook;

// /**
// * Test setup.
// */
// @BeforeEach
// public void setUp() {
// this.orderBook = new OrderBook(new ArrayList<Order>(),
// new ArrayList<Order>());
// }

/**
* Add a buy order, then add a matching sell order.
*/
@Test
@DisplayName("Add a buy order, then add a matching sell order")
public void buyThenSell() {

// Add buy order
Expand Down Expand Up @@ -78,6 +71,7 @@ public void buyThenSell() {
* Add a sell order, then add a buy order.
*/
@Test
@DisplayName("Add a sell order, then add a matching buy order")
public void sellThenBuy() {

// Add sell order
Expand Down Expand Up @@ -112,6 +106,7 @@ public void sellThenBuy() {
* Find order tests.
*/
@Test
@DisplayName("Find orders")
public void findOrder() {

// Can't find an order that hasn't been added to the book.
Expand Down Expand Up @@ -139,11 +134,76 @@ public void findOrder() {
* Test that no orders are cancelled when an invalid side is provided.
*/
@Test
@DisplayName("No orders are cancelled when an invalid side is provided")
public void cancelTestInvalidSide() {

final String orderId = "";

final boolean result = this.orderBook.cancelOrder(orderId, null);
assertFalse(result);
}

/**
* A buy order that fills two sell orders.
*/
@Test
@DisplayName("A buy order that fills two sell orders")
public void buyPartialFill() {

// Add two sell orders.
this.orderBook.process(this.orders[1]);
this.orderBook.process(this.orders[1]);

// Modify buy order to be twice the amount.
final Order buyOrder = this.orders[0];
buyOrder.setAmount(buyOrder.getAmount() * 2);

// Add the buy order.
final List<Trade> trades = this.orderBook.process(buyOrder);

// Two trades should have taken place.
assertTrue(trades.size() == 2);

// Order book should be empty.
assertTrue(this.orderBook.getBuyOrders().isEmpty());
assertTrue(this.orderBook.getSellOrders().isEmpty());

// The trades match the expected amt and price.
for (final Trade trade : trades) {
assertTrue(trade.getAmount() == buyOrder.getAmount());
assertTrue(trade.getPrice() == buyOrder.getPrice());
}
}

/**
* A buy order that fills two sell orders.
*/
@Test
@DisplayName("A sell order that fills two buy orders")
public void sellPartialFill() {

// Add two buy orders.
this.orderBook.process(this.orders[0]);
this.orderBook.process(this.orders[0]);

// Modify sell order to be twice the amount.
final Order sellOrder = this.orders[1];
sellOrder.setAmount(sellOrder.getAmount() * 2);

// Add the buy order.
final List<Trade> trades = this.orderBook.process(sellOrder);

// Two trades should have taken place.
assertTrue(trades.size() == 2);

// Order book should be empty.
assertTrue(this.orderBook.getBuyOrders().isEmpty());
assertTrue(this.orderBook.getSellOrders().isEmpty());

// The trades match the expected amt and price.
for (final Trade trade : trades) {
assertTrue(trade.getAmount() == sellOrder.getAmount());
assertTrue(trade.getPrice() == sellOrder.getPrice());
}
}
}
4 changes: 2 additions & 2 deletions src/test/java/net/laffyco/javamatchingengine/engine/OrderTests.java
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@@ -1,9 +1,8 @@
package net.laffyco.javamatchingengine.engine;

import static org.junit.jupiter.api.Assertions.assertTrue;

import java.util.Date;

import org.junit.jupiter.api.DisplayName;
import org.junit.jupiter.api.Test;

/**
Expand All @@ -20,6 +19,7 @@ public class OrderTests extends MatchingEngineTest {
* Compare two orders with different prices.
*/
@Test
@DisplayName("Compare two orders with different prices")
public void comparePrice() {
final double price2 = 3;

Expand Down
5 changes: 4 additions & 1 deletion src/test/java/net/laffyco/javamatchingengine/engine/SpreadTests.java
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Expand Up @@ -3,9 +3,9 @@
import static org.junit.jupiter.api.Assertions.assertEquals;

import java.util.Date;

import javax.annotation.Resource;

import org.junit.jupiter.api.DisplayName;
import org.junit.jupiter.api.Test;
import org.mockito.InjectMocks;

Expand All @@ -24,6 +24,7 @@ public class SpreadTests extends MatchingEngineTest {
private OrderBook orderBook;

@Test
@DisplayName("Get the spread when there are two orders")
void spreadTwoOrders() {
final Order[] orders = {
new Order(2, 2.50, "sellOrder", Side.SELL, new Date()),
Expand All @@ -36,6 +37,7 @@ void spreadTwoOrders() {
}

@Test
@DisplayName("Get the spread when there are multiple orders")
void spreadMultipleOrders() {
final Order[] orders = {
new Order(2, 2.50, "sellOrder", Side.SELL, new Date()),
Expand All @@ -50,6 +52,7 @@ void spreadMultipleOrders() {
}

@Test
@DisplayName("Attempt to get the spread when there are no orders")
void spreadNoOrders() {
assertEquals(this.orderBook.getSpread(), 0);
}
Expand Down