some large-ish refactoring
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@@ -1,10 +1,10 @@
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(ns skirmish.exchange-test
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(ns skirmish.exchange.exchange-test
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(:import [skirmish.PersistentSortedList])
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(:require [midje.sweet :refer :all]
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[skirmish.exchange :refer :all]
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[skirmish.match :refer [create-buy-book
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create-sell-book
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match-order-in-book]]))
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[skirmish.exchange.exchange :refer :all]
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[skirmish.exchange.match :refer [create-buy-book
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create-sell-book
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match-order-in-book]]))
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(def PersistentSortedList? (comp #(= % skirmish.PersistentSortedList) type))
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@@ -0,0 +1,116 @@
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(ns skirmish.exchange.match-test
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(:require [midje.sweet :refer :all]
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[skirmish.exchange.match :refer :all]))
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(def PersistentSortedList? (comp #(= % skirmish.PersistentSortedList) type))
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(facts "matching buy order in sell book"
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(fact "Simplest case I."
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(let [sell-book (create-sell-book {:type :sell :quantity 10 :price 2 :book.order/id 101})
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order {:type :buy :quantity 10 :price 2 :book.order/id 102}
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[trades new-book] (match-order-in-book sell-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 10 :price 2 :book-id 101 :order-id 102 :type :sell}]))
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(fact "Simplest case II."
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(let [sell-book (create-sell-book {:type :sell :quantity 10 :price 2 :book.order/id 103})
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order {:type :buy :quantity 10 :price 3 :book.order/id 104}
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[trades new-book] (match-order-in-book sell-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 10 :price 2 :book-id 103 :order-id 104 :type :sell}]))
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(fact "Simplest case III."
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(let [sell-book (create-sell-book {:type :sell :quantity 10 :price 2 :book.order/id 105})
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order {:type :buy :quantity 8 :price 2 :book.order/id 106}
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[trades new-book] (match-order-in-book sell-book order)]
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new-book => [{:type :sell :quantity 2 :price 2 :book.order/id 105}]
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trades => [#:book.order{:quantity 8 :price 2 :book-id 105 :order-id 106 :type :sell}]))
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(fact "Simplest case IV."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 107} {:type :sell :quantity 8 :price 13 :book.order/id 108})
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order {:type :buy :quantity 10 :price 13 :book.order/id 109}
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[trades new-book] (match-order-in-book sell-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 2 :price 12 :book-id 107 :order-id 109 :type :sell}
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#:book.order{:quantity 8 :price 13 :book-id 108 :order-id 109 :type :sell}]))
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(fact "Simplest case V."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 113} {:type :sell :quantity 8 :price 13 :book.order/id 114})
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order {:type :buy :quantity 9 :price 13 :book.order/id 115}
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[trades new-book] (match-order-in-book sell-book order)]
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new-book => (create-sell-book {:type :sell :quantity 1 :price 13 :book.order/id 114})
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trades => [#:book.order{:quantity 2 :price 12 :book-id 113 :order-id 115 :type :sell}
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#:book.order{:quantity 7 :price 13 :book-id 114 :order-id 115 :type :sell}]))
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(fact "Simplest case VI."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 116} {:type :sell :quantity 8 :price 13 :book.order/id 117})
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order {:type :buy :quantity 21 :price 13 :book.order/id 118}
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[trades new-book leftover-order] (match-order-in-book sell-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 2 :price 12 :book-id 116 :order-id 118 :type :sell}
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#:book.order{:quantity 8 :price 13 :book-id 117 :order-id 118 :type :sell}]
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leftover-order => {:type :buy :quantity 11 :price 13 :book.order/id 118}))
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(fact "Simplest case VII."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 116} {:type :sell :quantity 8 :price 13 :book.order/id 117})
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order {:type :buy :quantity 21 :price 10 :book.order/id 118}
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[trades new-book leftover-order] (match-order-in-book sell-book order)]
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new-book => sell-book
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trades => empty?
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leftover-order => order)))
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(facts "matching sell order in buy book"
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(fact "Simplest case I."
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(let [buy-book (create-buy-book {:type :buy :quantity 10 :price 2 :book.order/id 101})
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order {:type :sell :quantity 10 :price 2 :book.order/id 102}
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[trades new-book] (match-order-in-book buy-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 10 :price 2 :book-id 101 :order-id 102 :type :buy}]))
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(fact "Simplest case II."
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(let [buy-book (create-buy-book {:type :buy :quantity 10 :price 4 :book.order/id 103})
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order {:type :sell :quantity 10 :price 3 :book.order/id 104}
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[trades new-book] (match-order-in-book buy-book order)]
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new-book => []
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trades => [#:book.order{:quantity 10 :price 4 :book-id 103 :order-id 104 :type :buy}]))
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(fact "Simplest case III."
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(let [buy-book (create-buy-book {:type :buy :quantity 10 :price 2 :book.order/id 105})
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order {:type :sell :quantity 8 :price 2 :book.order/id 106}
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[trades new-book] (match-order-in-book buy-book order)]
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new-book => [{:type :buy :quantity 2 :price 2 :book.order/id 105}]
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trades => [#:book.order{:quantity 8 :price 2 :book-id 105 :order-id 106 :type :buy}]))
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(fact "Simplest case IV."
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(let [buy-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 107}
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{:type :buy :quantity 8 :price 13 :book.order/id 108})
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order {:type :sell :quantity 10 :price 13 :book.order/id 109}
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[trades new-book] (match-order-in-book buy-book order)]
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new-book => []
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trades => [#:book.order{:quantity 2 :price 14 :book-id 107 :order-id 109 :type :buy}
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#:book.order{:quantity 8 :price 13 :book-id 108 :order-id 109 :type :buy}]))
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(fact "Simplest case V."
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(let [buy-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 113}
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{:type :buy :quantity 8 :price 13 :book.order/id 114})
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order {:type :sell :quantity 9 :price 13 :book.order/id 115}
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[trades new-book] (match-order-in-book buy-book order)]
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new-book => (create-buy-book {:type :buy :quantity 1 :price 13 :book.order/id 114})
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trades => [#:book.order{:quantity 2 :price 14 :book-id 113 :order-id 115 :type :buy}
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#:book.order{:quantity 7 :price 13 :book-id 114 :order-id 115 :type :buy}]))
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(fact "Simplest case VI."
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(let [sell-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 116}
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{:type :buy :quantity 8 :price 13 :book.order/id 117})
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order {:type :sell :quantity 21 :price 13 :book.order/id 118}
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[trades new-book leftover-order] (match-order-in-book sell-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 2 :price 14 :book-id 116 :order-id 118 :type :buy}
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#:book.order{:quantity 8 :price 13 :book-id 117 :order-id 118 :type :buy}]
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leftover-order => {:type :sell :quantity 11 :price 13 :book.order/id 118})))
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(facts "We should write tests for each bug found"
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(fact "book type should always be book.PersistentSortedList"
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(let [book (create-buy-book)
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order {:type :sell :quantity 21 :price 13 :book.order/id 118}
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[_ new-book _] (match-order-in-book book order)]
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(count new-book) => 0
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(type new-book) => skirmish.PersistentSortedList)))
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@@ -1,124 +0,0 @@
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(ns skirmish.match-test
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(:require [midje.sweet :refer :all]
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[skirmish.match :refer :all]))
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(def PersistentSortedList? (comp #(= % skirmish.PersistentSortedList) type))
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(facts "matching buy order in sell book"
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(fact "Simplest case I."
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(let [sell-book (create-sell-book {:type :sell :quantity 10 :price 2 :book.order/id 101})
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order {:type :buy :quantity 10 :price 2 :book.order/id 102}
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[trades new-book] (match-order-in-book sell-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 10 :price 2 :book-id 101 :order-id 102 :type :sell}]))
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(fact "Simplest case II."
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(let [sell-book (create-sell-book {:type :sell :quantity 10 :price 2 :book.order/id 103})
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order {:type :buy :quantity 10 :price 3 :book.order/id 104}
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[trades new-book] (match-order-in-book sell-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 10 :price 2 :book-id 103 :order-id 104 :type :sell}]))
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(fact "Simplest case III."
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(let [sell-book (create-sell-book {:type :sell :quantity 10 :price 2 :book.order/id 105})
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order {:type :buy :quantity 8 :price 2 :book.order/id 106}
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[trades new-book] (match-order-in-book sell-book order)]
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new-book => [{:type :sell :quantity 2 :price 2 :book.order/id 105}]
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trades => [#:book.order{:quantity 8 :price 2 :book-id 105 :order-id 106 :type :sell}]))
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(fact "Simplest case IV."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 107} {:type :sell :quantity 8 :price 13 :book.order/id 108})
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order {:type :buy :quantity 10 :price 13 :book.order/id 109}
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[trades new-book] (match-order-in-book sell-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 2 :price 12 :book-id 107 :order-id 109 :type :sell}
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#:book.order{:quantity 8 :price 13 :book-id 108 :order-id 109 :type :sell}]))
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(fact "Simplest case V."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 113} {:type :sell :quantity 8 :price 13 :book.order/id 114})
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order {:type :buy :quantity 9 :price 13 :book.order/id 115}
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[trades new-book] (match-order-in-book sell-book order)]
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new-book => (create-sell-book {:type :sell :quantity 1 :price 13 :book.order/id 114})
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trades => [#:book.order{:quantity 2 :price 12 :book-id 113 :order-id 115 :type :sell}
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#:book.order{:quantity 7 :price 13 :book-id 114 :order-id 115 :type :sell}]))
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(fact "Simplest case VI."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 116} {:type :sell :quantity 8 :price 13 :book.order/id 117})
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order {:type :buy :quantity 21 :price 13 :book.order/id 118}
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[trades new-book leftover-order] (match-order-in-book sell-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 2 :price 12 :book-id 116 :order-id 118 :type :sell}
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#:book.order{:quantity 8 :price 13 :book-id 117 :order-id 118 :type :sell}]
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leftover-order => {:type :buy :quantity 11 :price 13 :book.order/id 118}))
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(fact "Simplest case VII."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 116} {:type :sell :quantity 8 :price 13 :book.order/id 117})
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order {:type :buy :quantity 21 :price 10 :book.order/id 118}
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[trades new-book leftover-order] (match-order-in-book sell-book order)]
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new-book => sell-book
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trades => empty?
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leftover-order => order)))
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(facts "matching sell order in buy book"
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(fact "Simplest case I."
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(let [buy-book (create-buy-book {:type :buy :quantity 10 :price 2 :book.order/id 101})
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order {:type :sell :quantity 10 :price 2 :book.order/id 102}
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[trades new-book] (match-order-in-book buy-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 10 :price 2 :book-id 101 :order-id 102 :type :buy}]))
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(fact "Simplest case II."
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(let [buy-book (create-buy-book {:type :buy :quantity 10 :price 4 :book.order/id 103})
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order {:type :sell :quantity 10 :price 3 :book.order/id 104}
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[trades new-book] (match-order-in-book buy-book order)]
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new-book => []
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trades => [#:book.order{:quantity 10 :price 4 :book-id 103 :order-id 104 :type :buy}]))
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(fact "Simplest case III."
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(let [buy-book (create-buy-book {:type :buy :quantity 10 :price 2 :book.order/id 105})
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order {:type :sell :quantity 8 :price 2 :book.order/id 106}
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[trades new-book] (match-order-in-book buy-book order)]
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new-book => [{:type :buy :quantity 2 :price 2 :book.order/id 105}]
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trades => [#:book.order{:quantity 8 :price 2 :book-id 105 :order-id 106 :type :buy}]))
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(fact "Simplest case IV."
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(let [buy-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 107}
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{:type :buy :quantity 8 :price 13 :book.order/id 108})
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order {:type :sell :quantity 10 :price 13 :book.order/id 109}
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[trades new-book] (match-order-in-book buy-book order)]
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new-book => []
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trades => [#:book.order{:quantity 2 :price 14 :book-id 107 :order-id 109 :type :buy}
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#:book.order{:quantity 8 :price 13 :book-id 108 :order-id 109 :type :buy}]))
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(fact "Simplest case V."
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(let [buy-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 113}
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{:type :buy :quantity 8 :price 13 :book.order/id 114})
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order {:type :sell :quantity 9 :price 13 :book.order/id 115}
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[trades new-book] (match-order-in-book buy-book order)]
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new-book => (create-buy-book {:type :buy :quantity 1 :price 13 :book.order/id 114})
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trades => [#:book.order{:quantity 2 :price 14 :book-id 113 :order-id 115 :type :buy}
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#:book.order{:quantity 7 :price 13 :book-id 114 :order-id 115 :type :buy}]))
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(fact "Simplest case VI."
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(let [sell-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 116}
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{:type :buy :quantity 8 :price 13 :book.order/id 117})
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order {:type :sell :quantity 21 :price 13 :book.order/id 118}
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[trades new-book leftover-order] (match-order-in-book sell-book order)]
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new-book => empty?
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trades => [#:book.order{:quantity 2 :price 14 :book-id 116 :order-id 118 :type :buy}
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#:book.order{:quantity 8 :price 13 :book-id 117 :order-id 118 :type :buy}]
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leftover-order => {:type :sell :quantity 11 :price 13 :book.order/id 118})))
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(facts "We should write tests for each bug found"
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(fact "book type should always be book.PersistentSortedList"
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(let [book (create-buy-book)
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order {:type :sell :quantity 21 :price 13 :book.order/id 118}
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[_ new-book _] (match-order-in-book book order)]
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(count new-book) => 0
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(type new-book) => skirmish.PersistentSortedList)))
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;(fact "should not fuck up"
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; (let [order-1 {:type :buy :quantity 4 :price 4 :book.order/id 5}
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; order-2 {:type :sell :quantity 2 :price 3 :book.order/id 6}
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; book (create-buy-book order-1)
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; expt-trade #:book.order{}
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; [trades new-book new-order] (match-order-in-book book order-2)]
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; trades => 1
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; new-order => nil?
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; new-book => {})))
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