off-grid-primitives 0.1.0

Core data structures and logic for the Off-Grid exchange: spot market (L1/L2/L3), order books, matching engine, and account balances
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

use off_grid_primitives::spot::orders::L3;

#[test]
fn remove_dormant_orders_removes_expired() {
    let mut l3 = L3::new();

    let now = 1_000;
    let expired_order = l3
        .create_order(vec![1], vec![2], true, 100, 10, 0, 0, now - 1, 10)
        .expect("create expired order");
    let expired_id = expired_order.id;
    let active_order = l3
        .create_order(vec![3], vec![4], true, 200, 20, 0, 0, now + 100, 10)
        .expect("create active order");
    let active_id = active_order.id;

    let removed = l3.remove_dormant_orders(now);

    let removed_ids: Vec<_> = removed.iter().map(|(id, _)| *id).collect();
    assert!(removed_ids.contains(&expired_id));
    assert!(!removed_ids.contains(&active_id));
    assert!(l3.get_order(expired_id).is_err());
    assert!(l3.get_order(active_id).is_ok());
}