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Original file line number Diff line number Diff line change
Expand Up @@ -250,7 +250,7 @@ class SimpleOrderBook(val pair: Pair, var replayMode: Boolean) : OrderBook {
order.matchConstraint,
order.orderType,
order.direction,
order.filledQuantity,
0,
null,
null,
null
Expand Down Expand Up @@ -613,4 +613,4 @@ class SimpleOrderBook(val pair: Pair, var replayMode: Boolean) : OrderBook {
""".trimIndent()
)
}
}
}
Original file line number Diff line number Diff line change
Expand Up @@ -564,6 +564,64 @@ class SimpleOrderBookUnitTest {
Assertions.assertNull(orderBook.bestAskOrder)
}

@Test
fun givenPartiallyFilledOrder_whenEditQuantity_thenRequestedQuantityRests() {
val orderBook = SimpleOrderBook(pair, false)
val ask = orderBook.handleNewOrderCommand(
OrderCreateCommand(
UUID.randomUUID().toString(),
uuid,
pair,
100,
10,
OrderDirection.ASK,
MatchConstraint.GTC,
OrderType.LIMIT_ORDER
)
)!!
orderBook.handleNewOrderCommand(
OrderCreateCommand(
UUID.randomUUID().toString(),
uuid,
pair,
100,
4,
OrderDirection.BID,
MatchConstraint.GTC,
OrderType.LIMIT_ORDER
)
)

val edited = orderBook.handleEditCommand(
OrderEditCommand(
UUID.randomUUID().toString(),
uuid,
ask.id()!!,
pair,
101,
6
)
) as SimpleOrder

Assertions.assertEquals(0, edited.filledQuantity)
Assertions.assertEquals(6, edited.remainedQuantity())
Assertions.assertEquals(6, orderBook.askOrders[101]?.totalQuantity)

val aggressor = orderBook.handleNewOrderCommand(
OrderCreateCommand(
UUID.randomUUID().toString(),
uuid,
pair,
101,
6,
OrderDirection.BID,
MatchConstraint.IOC,
OrderType.LIMIT_ORDER
)
) as SimpleOrder
Assertions.assertEquals(6, aggressor.filledQuantity)
}

@Test
fun givenEmptyOrderBook_whenGtcBidMarketOrderCreated_thenRejected() {
//given
Expand Down Expand Up @@ -849,4 +907,4 @@ class SimpleOrderBookUnitTest {
Assertions.assertNotNull(orderBook.bestBidOrder)
Assertions.assertNotNull(orderBook.bestAskOrder)
}
}
}