Files
skirmish/test/book/match_test.clj
T
2018-06-24 17:16:44 -04:00

125 lines
7.4 KiB
Clojure

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