OrderBookTest.java

package org.knowm.xchange;

import static org.fest.assertions.api.Assertions.assertThat;

import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.Date;
import java.util.List;

import org.junit.Before;
import org.junit.Test;
import org.knowm.xchange.currency.CurrencyPair;
import org.knowm.xchange.dto.Order.OrderType;
import org.knowm.xchange.dto.marketdata.OrderBook;
import org.knowm.xchange.dto.marketdata.OrderBookUpdate;
import org.knowm.xchange.dto.trade.LimitOrder;

public class OrderBookTest {

  private OrderBook orderBook;

  @Before
  public void setUp() throws Exception {

    LimitOrder askOrder = new LimitOrder(OrderType.ASK, BigDecimal.ONE, CurrencyPair.BTC_USD, "", null, BigDecimal.TEN.add(BigDecimal.ONE));
    LimitOrder bidOrder = new LimitOrder(OrderType.BID, BigDecimal.ONE, CurrencyPair.BTC_USD, "", null, BigDecimal.TEN);

    List<LimitOrder> asks = new ArrayList<LimitOrder>(Arrays.asList(askOrder));
    List<LimitOrder> bids = new ArrayList<LimitOrder>(Arrays.asList(bidOrder));
    Date timeStamp = new Date(0);
    orderBook = new OrderBook(timeStamp, asks, bids);

  }

  @Test
  public void testUpdateAddOrder() {

    Date timeStamp = new Date(0);
    OrderBookUpdate lowerBidUpdate = new OrderBookUpdate(OrderType.BID, BigDecimal.ONE, CurrencyPair.BTC_USD, BigDecimal.TEN.subtract(BigDecimal.ONE),
        timeStamp, BigDecimal.ONE);
    orderBook.update(lowerBidUpdate);
    assertThat(orderBook.getBids().size()).isEqualTo(2);
  }

  @Test
  public void testUpdateRemoveOrder() {

    Date timeStamp = new Date(0);
    OrderBookUpdate lowerBidUpdate = new OrderBookUpdate(OrderType.BID, BigDecimal.ONE, CurrencyPair.BTC_USD, BigDecimal.TEN, timeStamp,
        BigDecimal.ZERO);
    orderBook.update(lowerBidUpdate);
    assertThat(orderBook.getBids().size()).isEqualTo(0);
  }

  @Test
  public void testUpdateAddVolume() {

    Date timeStamp = new Date(0);
    OrderBookUpdate lowerBidUpdate = new OrderBookUpdate(OrderType.BID, BigDecimal.ONE, CurrencyPair.BTC_USD, BigDecimal.TEN, timeStamp,
        BigDecimal.TEN);
    orderBook.update(lowerBidUpdate);
    assertThat(orderBook.getBids().size()).isEqualTo(1);
    assertThat(orderBook.getBids().get(0).getTradableAmount()).isEqualTo(BigDecimal.TEN);
  }

  @Test
  public void testDateSame() {

    Date timeStamp = new Date(0);
    OrderBookUpdate lowerBidUpdate = new OrderBookUpdate(OrderType.BID, BigDecimal.ONE, CurrencyPair.BTC_USD, BigDecimal.TEN, timeStamp,
        BigDecimal.TEN);
    Date oldDate = orderBook.getTimeStamp();
    orderBook.update(lowerBidUpdate);
    assertThat(orderBook.getTimeStamp()).isEqualTo(oldDate);
  }

  @Test
  public void testDateOther() {

    Date timeStamp = new Date(10);
    OrderBookUpdate lowerBidUpdate = new OrderBookUpdate(OrderType.BID, BigDecimal.ONE, CurrencyPair.BTC_USD, BigDecimal.TEN, timeStamp,
        BigDecimal.TEN);
    Date oldDate = orderBook.getTimeStamp();
    orderBook.update(lowerBidUpdate);
    assertThat(orderBook.getTimeStamp()).isAfter(oldDate);
    assertThat(orderBook.getTimeStamp()).isEqualTo(timeStamp);

  }
}