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TestMatchEngine.js
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TestMatchEngine.js
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assert = require("assert")
matchEngine = require("./MatchEngine.js")
console = require("console")
var tests = {};
tests.createEngine = function() {
var engine = matchEngine.createEngine();
assert.ok(engine, "Engine created");
};
tests.submitBuyOrder = function() {
var engine = matchEngine.createEngine();
var id = engine.submitOrder({quantity: "3", price: "2.5"});
assert.ok(id, "order id returned");
};
tests.submitMultipleBuyOrders = function() {
var engine = matchEngine.createEngine();
var id1 = engine.submitOrder({quantity: "3", price: "2.5"});
var id2 = engine.submitOrder({quantity: "3", price: "2.5"});
assert.ok(id1, "order id returned");
assert.ok(id2, "order id returned");
assert.notEqual(id1, id2, "Order ids must be unique");
};
tests.zeroQuantityOrder = function() {
var engine = matchEngine.createEngine();
assert.throws(function() { engine.submitOrder({quantity: 0, price: "2.5"})}, Error);
}
tests.canCheckOrderStatus = function() {
var engine = matchEngine.createEngine();
var id = engine.submitOrder({quantity: "3", price: "2.5"});
var status = engine.getStatus(id);
assert.ok(status, "order status returned");
assert.equal(status.status, "Working");
};
tests.checkUnknownOrderStatus = function() {
var engine = matchEngine.createEngine();
var status = engine.getStatus("1");
assert.ok(!status, "No status should be returned for unknown order");
};
tests.canCancelOrder = function() {
var engine = matchEngine.createEngine();
var id = engine.submitOrder({quantity: "3", price: "2.5"});
var result = engine.cancelOrder(id);
assert.ok(result, "cancel should succeed");
var status = engine.getStatus(id);
assert.equal(status.status, "Cancelled");
};
tests.cancelOrderTwice = function() {
var engine = matchEngine.createEngine();
var id = engine.submitOrder({quantity: "3", price: "2.5"});
engine.cancelOrder(id);
var result = engine.cancelOrder(id);
assert.ok(!result, "cancel should return false when called for the same order");
};
tests.cancelNonExistentOrder = function() {
var engine = matchEngine.createEngine();
var result = engine.cancelOrder("1");
assert.ok(!result, "cancel should not succeed");
};
tests.matchRaisesEvent = function() {
var engine = matchEngine.createEngine();
var matched = false;
var buyId = engine.submitOrder({quantity: "3", price: "2.5"});
engine.on("match", function(restingOrder, aggressiveOrder, price, quantity) {
assert.equal(restingOrder.id, buyId, "Resting order should be buy order");
assert.equal(price, "2.5");
assert.equal(quantity, 3);
matched = true;
});
var sellId = engine.submitOrder({quantity: "-3", price: "2.5"});
assert.ok(matched, "Match should have occurred.");
var buyStatus = engine.getStatus(buyId);
assert.equal(buyStatus.status, "Complete");
var sellStatus = engine.getStatus(sellId);
assert.equal(sellStatus.status, "Complete");
};
tests.cancelPreventsMatch = function() {
var engine = matchEngine.createEngine();
var buyId = engine.submitOrder({quantity: "3", price: "2.5"});
engine.on("match", function() {
assert.fail("Should not match after a cancel.")
});
engine.cancelOrder(buyId);
engine.submitOrder({quantity: "-3", price: "2.5"});
};
tests.matchAfterCancelRaisesEvent = function() {
var engine = matchEngine.createEngine();
var matched = false;
var buyOrder = {quantity: "3", price: "2.5"};
var buyId = engine.submitOrder(buyOrder);
engine.cancelOrder(buyId);
buyId = engine.submitOrder(buyOrder);
engine.on("match", function(restingOrder, aggressiveOrder, price, quantity) {
assert.equal(restingOrder.id, buyId, "Resting order should be buy order");
assert.equal(price, "2.5");
assert.equal(quantity, 3);
matched = true;
});
var sellId = engine.submitOrder({quantity: "-3", price: "2.5"});
assert.ok(matched, "Match should have occurred.");
var buyStatus = engine.getStatus(buyId);
assert.equal(buyStatus.status, "Complete");
var sellStatus = engine.getStatus(sellId);
assert.equal(sellStatus.status, "Complete");
};
tests.sweepRaisesEvents = function() {
var engine = matchEngine.createEngine();
var buyId1 = engine.submitOrder({quantity: "1", price: "2.7"});
var buyId2 = engine.submitOrder({quantity: "1", price: "2.6"});
var buyId3 = engine.submitOrder({quantity: "1", price: "2.5"});
var restingIds = [buyId1, buyId2, buyId3];
var prices = [2.7, 2.6, 2.5];
var quantities = [1, 1, 1];
var matchCount = 0;
engine.on("match", function(restingOrder, aggressiveOrder, matchPrice, matchQuantity) {
var id = restingIds[matchCount];
var price = prices[matchCount];
var quantity = quantities[matchCount];
assert.equal(restingOrder.id, id, "Resting order should match expected");
assert.equal(price, matchPrice, "Prices should match");
assert.equal(quantity, matchQuantity, "Quantities should match");
matchCount = matchCount + 1;
});
var sellId = engine.submitOrder({quantity: "-3", price: "2.5"});
assert.equal(matchCount, 3, "Three matches should have occurred.");
var buyStatus = engine.getStatus(buyId1);
assert.equal(buyStatus.status, "Complete");
buyStatus = engine.getStatus(buyId2);
assert.equal(buyStatus.status, "Complete");
buyStatus = engine.getStatus(buyId3);
assert.equal(buyStatus.status, "Complete");
var sellStatus = engine.getStatus(sellId);
assert.equal(sellStatus.status, "Complete");
};
tests.sweepRaisesEventsWithAscendingBuys = function() {
var engine = matchEngine.createEngine();
var buyId1 = engine.submitOrder({quantity: "1", price: "2.5"});
var buyId2 = engine.submitOrder({quantity: "1", price: "2.6"});
var buyId3 = engine.submitOrder({quantity: "1", price: "2.7"});
var restingIds = [buyId3, buyId2, buyId1];
var prices = [2.7, 2.6, 2.5];
var quantities = [1, 1, 1];
var matchCount = 0;
engine.on("match", function(restingOrder, aggressiveOrder, matchPrice, matchQuantity) {
var id = restingIds[matchCount];
var price = prices[matchCount];
var quantity = quantities[matchCount];
assert.equal(restingOrder.id, id, "Resting order should match expected");
assert.equal(price, matchPrice, "Prices should match");
assert.equal(quantity, matchQuantity, "Quantities should match");
matchCount = matchCount + 1;
});
var sellId = engine.submitOrder({quantity: "-3", price: "2.5"});
assert.equal(matchCount, 3, "Three matches should have occurred.");
var buyStatus = engine.getStatus(buyId1);
assert.equal(buyStatus.status, "Complete");
buyStatus = engine.getStatus(buyId2);
assert.equal(buyStatus.status, "Complete");
buyStatus = engine.getStatus(buyId3);
assert.equal(buyStatus.status, "Complete");
var sellStatus = engine.getStatus(sellId);
assert.equal(sellStatus.status, "Complete");
};
tests.partialsRaiseEvents = function() {
var engine = matchEngine.createEngine();
var sellId = engine.submitOrder({quantity: "-3", price: "2.5"});
var restingIds = [sellId, sellId, sellId];
var prices = [2.5, 2.5, 2.5];
var quantities = [1, 1, 1];
var matchCount = 0;
engine.on("match", function(restingOrder, aggressiveOrder, matchPrice, matchQuantity) {
var id = restingIds[matchCount];
var price = prices[matchCount];
var quantity = quantities[matchCount];
assert.equal(restingOrder.id, id, "Resting order should match expected");
assert.equal(price, matchPrice, "Prices should match");
assert.equal(quantity, matchQuantity, "Quantities should match");
matchCount = matchCount + 1;
});
var buyId1 = engine.submitOrder({quantity: "1", price: "2.7"});
var sellStatus = engine.getStatus(sellId);
assert.equal(sellStatus.status, "Working");
assert.equal(sellStatus.workingQuantity, 2);
var buyId2 = engine.submitOrder({quantity: "1", price: "2.6"});
sellStatus = engine.getStatus(sellId);
assert.equal(sellStatus.status, "Working");
assert.equal(sellStatus.workingQuantity, 1);
var buyId3 = engine.submitOrder({quantity: "1", price: "2.5"});
assert.equal(matchCount, 3, "Three matches should have occurred.");
var buyStatus = engine.getStatus(buyId1);
assert.equal(buyStatus.status, "Complete");
buyStatus = engine.getStatus(buyId2);
assert.equal(buyStatus.status, "Complete");
buyStatus = engine.getStatus(buyId3);
assert.equal(buyStatus.status, "Complete");
sellStatus = engine.getStatus(sellId);
assert.equal(sellStatus.status, "Complete");
};
tests.cancelAfterPartialClearsBook = function() {
var engine = matchEngine.createEngine();
var sellId = engine.submitOrder({quantity: "-3", price: "2.5"});
engine.submitOrder({quantity: "1", price: "2.7"});
engine.submitOrder({quantity: "1", price: "2.6"});
engine.cancelOrder(sellId);
engine.on("match", function(restingOrder, aggressiveOrder, price, quantity) {
assert.fail("Should not match after cancel");
});
engine.submitOrder({quantity: "1", price: "2.5"});
};
tests.resubmitAfterMatchDoesNotMatch = function() {
var engine = matchEngine.createEngine();
engine.submitOrder({quantity: "3", price: "2.5"});
engine.submitOrder({quantity: "-3", price: "2.5"});
engine.on("match", function(restingOrder, aggressiveOrder, price, quantity) {
assert.fail("Should not match against empty book")
});
var sellId = engine.submitOrder({quantity: "-3", price: "2.5"});
var sellStatus = engine.getStatus(sellId);
assert.equal(sellStatus.status, "Working");
};
tests.getMarketData = function() {
var engine = matchEngine.createEngine();
engine.submitOrder({quantity: "3", price: "2.5"});
engine.submitOrder({quantity: "3", price: "2.5"});
engine.submitOrder({quantity: "-3", price: "2.6"});
var marketData = engine.getMarketData();
var bids = marketData.bids;
var offers = marketData.offers;
assert.equal(1, bids.length);
assert.equal(1, offers.length);
assert.equal(6, bids[0].quantity);
assert.equal(3, offers[0].quantity);
assert.equal(2.5, bids[0].price);
assert.equal(2.6, offers[0].price);
};
tests.multipleLevelsOfMarketData = function() {
var engine = matchEngine.createEngine();
engine.submitOrder({quantity: "3", price: "2.5"});
engine.submitOrder({quantity: "3", price: "2.5"});
engine.submitOrder({quantity: "3", price: "2.5"});
engine.submitOrder({quantity: "2", price: "2.4"});
engine.submitOrder({quantity: "-3", price: "2.6"});
var marketData = engine.getMarketData();
var bids = marketData.bids;
var offers = marketData.offers;
assert.equal(2, bids.length);
assert.equal(1, offers.length);
assert.equal(9, bids[0].quantity);
assert.equal(2, bids[1].quantity);
assert.equal(3, offers[0].quantity);
assert.equal(2.5, bids[0].price);
assert.equal(2.4, bids[1].price);
assert.equal(2.6, offers[0].price);
};
tests.marketDataStripsOrderInformation = function() {
var engine = matchEngine.createEngine();
engine.submitOrder({quantity: "3", price: "2.5"});
var marketData = engine.getMarketData();
var bids = marketData.bids;
assert.ok(!bids[0].id);
};
for (var test in tests) {
if (tests.hasOwnProperty(test) && (typeof tests[test] == 'function')) {
try{
tests[test]();
console.info("Passed: " + test);
} catch (e) {
console.error("Failed: " + test + " Error: " + e);
}
}
}