@Then("^the book is empty$")
public void the_book_is_empty() throws Throwable {
final List<OrderBookRow> actualBuy =
FluentIterable.from(matchingUnit.getOrders(OrderSide.Buy))
.transform(OrderBookRow.FROM_Order(matchingUnit))
.toImmutableList();
final List<OrderBookRow> actualSell =
FluentIterable.from(matchingUnit.getOrders(OrderSide.Sell))
.transform(OrderBookRow.FROM_Order(matchingUnit))
.toImmutableList();
assertEquals(new ArrayList<OrderBookRow>(), actualBuy);
assertEquals(new ArrayList<OrderBookRow>(), actualSell);
}
@Given("^the following orders are submitted in this order:$")
public void the_following_orders_are_submitted_in_this_order(DataTable orderTable)
throws Throwable {
final List<OrderEntryRow> orderRows = orderTable.asList(OrderEntryRow.class);
for (OrderEntryRow orderRow : orderRows) {
matchingUnit.addOrder(
new OrderEntry(
orderRow.side, orderRow.broker, orderRow.quantity, orderRow.getOrderType()));
}
}
@Then("^the book looks like:$")
public void the_book_looks_like(DataTable expectedBooks) throws Throwable {
final List<String> headerColumns = new ArrayList<String>(expectedBooks.raw().get(0));
final int columns = headerColumns.size();
final int sideSize = columns / 2;
for (int i = 0; i < columns; i++) {
headerColumns.set(i, (i < sideSize ? "Buy " : "Sell ") + headerColumns.get(i));
}
final List<List<String>> raw = new ArrayList<List<String>>();
raw.add(headerColumns);
final List<List<String>> body = expectedBooks.raw().subList(1, expectedBooks.raw().size());
raw.addAll(body);
final DataTable montageTable = expectedBooks.toTable(raw);
final List<MontageRow> rows = montageTable.asList(MontageRow.class);
final List<OrderBookRow> expectedBids =
FluentIterable.from(rows)
.filter(MontageRow.NON_EMPTY_BID)
.transform(MontageRow.TO_TEST_BID)
.toImmutableList();
final List<OrderBookRow> expectedAsks =
FluentIterable.from(rows)
.filter(MontageRow.NON_EMPTY_ASK)
.transform(MontageRow.TO_TEST_ASK)
.toImmutableList();
final List<OrderBookRow> actualBuy =
FluentIterable.from(matchingUnit.getOrders(OrderSide.Buy))
.transform(OrderBookRow.FROM_Order(matchingUnit))
.toImmutableList();
final List<OrderBookRow> actualSell =
FluentIterable.from(matchingUnit.getOrders(OrderSide.Sell))
.transform(OrderBookRow.FROM_Order(matchingUnit))
.toImmutableList();
assertEquals(expectedBids, actualBuy);
assertEquals(expectedAsks, actualSell);
}
@Then("^the calculated IMP is:$")
public void the_calculated_IMP_is(List<Double> imp) {
assertThat(matchingUnit.getIndicativeMatchingPrice(), is(imp.get(0)));
}
@When("^class auction completes$")
public void class_auction_completes() throws Throwable {
matchingUnit.auction();
}
@Given("^that reference price is ([0-9]*\\.?[0-9]+)$")
public void that_reference_price_is_(double price) throws Throwable {
matchingUnit.setReferencePrice(price);
}
@Given("^that trading mode for security is \"([^\"]*)\" and phase is \"([^\"]*)\"$")
public void that_trading_mode_for_security_is_and_phase_is(
TradingMode tradingMode, TradingPhase phase) throws Throwable {
matchingUnit.setTradingMode(tradingMode);
matchingUnit.setTradingPhase(phase);
}
