order-book/tests.js at master · SummerOfCode2020/order-book · GitHub

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/* eslint-disable max-len */
const { expect } = require('chai')
const reconcileOrder = require('./orderBook')

describe('Order Book', () => {
  describe('reconcileOrder', () => {
    it('adds an order to the book when the book is empty and thus cannot fulfill the order', () => {
      const existingBook = []
      const incomingOrder = { type: 'sell', quantity: 10, price: 6150 }

      const updatedBook = reconcileOrder(existingBook, incomingOrder)

      expect(updatedBook).to.deep.equal([{ type: 'sell', quantity: 10, price: 6150 }])
    })

    it('adds an order to the book when the book has orders of the corresponding type (i.e. a sell with no buys)', () => {
      const existingBook = [{ type: 'sell', quantity: 10, price: 6150 }]
      const incomingOrder = { type: 'sell', quantity: 12, price: 6000 }

      const updatedBook = reconcileOrder(existingBook, incomingOrder)

      expect(updatedBook).to.deep.equal([
        { type: 'sell', quantity: 10, price: 6150 },
        { type: 'sell', quantity: 12, price: 6000 }
      ])
    })

    it('adds an order to the book when the book has a corresponding order type but it does not match', () => {
      const existingBook = [{ type: 'buy', quantity: 10, price: 6000 }]
      const incomingOrder = { type: 'sell', quantity: 12, price: 6150 }

      const updatedBook = reconcileOrder(existingBook, incomingOrder)

      expect(updatedBook).to.deep.equal([
        { type: 'buy', quantity: 10, price: 6000 },
        { type: 'sell', quantity: 12, price: 6150 }
      ])
    })

    it('fulfills an order and removes the matching order when the book contains a matching order of the same quantity', () => {
      const existingBook = [{ type: 'buy', quantity: 10, price: 6150 }, { type: 'sell', quantity: 12, price: 6250 }]
      const incomingOrder = { type: 'sell', quantity: 10, price: 6150 }

      const updatedBook = reconcileOrder(existingBook, incomingOrder)

      expect(updatedBook).to.deep.equal([{ type: 'sell', quantity: 12, price: 6250 }])
    })

    it('fulfills an order and reduces the matching order when the book contains a matching order of a larger quantity', () => {
      const existingBook = [{ type: 'buy', quantity: 15, price: 6150 }, { type: 'sell', quantity: 12, price: 6950 }]
      const incomingOrder = { type: 'sell', quantity: 10, price: 6150 }

      const updatedBook = reconcileOrder(existingBook, incomingOrder)

      expect(updatedBook).to.deep.equal([{ type: 'sell', quantity: 12, price: 6950 }, { type: 'buy', quantity: 5, price: 6150 }])
    })

    it('partially fulfills an order, removes the matching order and adds the remainder of the order to the book when the book contains a matching order of a smaller quantity', () => {
      const existingBook = [{ type: 'buy', quantity: 10, price: 6150 }, { type: 'sell', quantity: 12, price: 5950 }]
      const incomingOrder = { type: 'sell', quantity: 15, price: 6150 }

      const updatedBook = reconcileOrder(existingBook, incomingOrder)

      expect(updatedBook).to.deep.equal([{ type: 'sell', quantity: 12, price: 5950 }, { type: 'sell', quantity: 5, price: 6150 }])
    })

    it('uses two existing orders to completely fulfill an order, removing the matching orders from the book', () => {
      const existingBook = [{ type: 'buy', quantity: 10, price: 6150 }, { type: 'buy', quantity: 5, price: 6150 }, { type: 'sell', quantity: 12, price: 5950 }]
      const incomingOrder = { type: 'sell', quantity: 15, price: 6150 }

      const updatedBook = reconcileOrder(existingBook, incomingOrder)

      expect(updatedBook).to.deep.equal([{ type: 'sell', quantity: 12, price: 5950 }])
    })

    it('uses two existing orders to completely fulfill an order, removing the first matching order from the book and reducing the second', () => {
      const existingBook = [{ type: 'buy', quantity: 10, price: 6150 }, { type: 'buy', quantity: 10, price: 6150 }, { type: 'sell', quantity: 12, price: 6950 }]
      const incomingOrder = { type: 'sell', quantity: 15, price: 6150 }

      const updatedBook = reconcileOrder(existingBook, incomingOrder)

      expect(updatedBook).to.deep.equal([{ type: 'sell', quantity: 12, price: 6950 }, { type: 'buy', quantity: 5, price: 6150 }])
    })

    it('uses two existing orders to partially fulfill an order, removing the matching orders from the book and reducing the incoming order before adding it to the book', () => {
      const existingBook = [{ type: 'buy', quantity: 10, price: 6150 }, { type: 'buy', quantity: 10, price: 6150 }, { type: 'sell', quantity: 12, price: 6950 }]
      const incomingOrder = { type: 'sell', quantity: 25, price: 6150 }

      const updatedBook = reconcileOrder(existingBook, incomingOrder)

      expect(updatedBook).to.deep.equal([{ type: 'sell', quantity: 12, price: 6950 }, { type: 'sell', quantity: 5, price: 6150 }])
    })

    it.skip('Extra Credit: it fulfills a mismatched order when both parties benefit', () => {
      const existingBook = [{ type: 'buy', quantity: 15, price: 6000 }, { type: 'sell', quantity: 12, price: 6950 }]
      const incomingOrder = { type: 'sell', quantity: 15, price: 5900 }

      const updatedBook = reconcileOrder(existingBook, incomingOrder)

      expect(updatedBook).to.deep.equal([{ type: 'sell', quantity: 12, price: 6950 }])
    })

    it.skip('Extra Credit: it does not fulfill a mismatched order when it does not benefit both parties', () => {
      const existingBook = [{ type: 'buy', quantity: 15, price: 5900 }, { type: 'sell', quantity: 12, price: 6950 }]
      const incomingOrder = { type: 'sell', quantity: 15, price: 6000 }

      const updatedBook = reconcileOrder(existingBook, incomingOrder)

      expect(updatedBook).to.deep.equal([
        { type: 'buy', quantity: 15, price: 5900 },
        { type: 'sell', quantity: 12, price: 6950 },
        { type: 'sell', quantity: 15, price: 6000 },
      ])
    })
  })
})