add tests for market matching

abci/example/orderbook/app.go

@@ -96,7 +96,7 @@ func (sm *StateMachine) CheckTx(req types.RequestCheckTx) types.ResponseCheckTx
 		}
 
 		// check if account exists
-		if _, ok := sm.accounts[m.MsgAsk.AskOrder.Owner]; !ok {
+		if _, ok := sm.accounts[m.MsgAsk.AskOrder.OwnerId]; !ok {
 			return types.ResponseCheckTx{Code: 4}
 		}
 
@@ -112,8 +112,8 @@ func (sm *StateMachine) CheckTx(req types.RequestCheckTx) types.ResponseCheckTx
 		}
 
 		// check the account has a  enough quantity
-		if err := m.MsgAsk.AskOrder.Quantity >= sm.commodities[m.MsgAsk.Pair.SellersDenomination].Quantity; !ok {
-			return types.ResponseCheckTx{Code: 4, Log: err.Error()}
+		if m.MsgAsk.AskOrder.Quantity > sm.commodities[m.MsgAsk.Pair.SellersDenomination].Quantity {
+			return types.ResponseCheckTx{Code: 4}
 		}
 
 	default:
@@ -162,21 +162,21 @@ func (sm *StateMachine) ApplySnapshotChunk(req types.RequestApplySnapshotChunk)
 func (sm *StateMachine) PrepareProposal(req types.RequestPrepareProposal) types.ResponsePrepareProposal {
 
 	// fetch and match all the bids and asks for each market
-	for _, market := range sm.markets {
-		tradeSet, err := market.Match()
+	// for _, market := range sm.markets {
+	// 	tradeSet, err := market.Match()
 
-		for _, matchedOrder := range tradeSet.MatchedOrders {
+	// 	for _, matchedOrder := range tradeSet.MatchedOrders {
 			
-			// validate the trade:
-			// does the buyer and seller have sufficient funds
+	// 		// validate the trade:
+	// 		// does the buyer and seller have sufficient funds
 
-			// add it to the set of txs
+	// 		// add it to the set of txs
 
 			
-		}
+	// 	}
 
-		txs = append(txs, trades)
-	}
+	// 	txs = append(txs, trades)
+	// }
 
 	// loop through the transactions provided by tendermint and look out for register pair and create account.
 	// those should still be added.
@@ -259,6 +259,8 @@ func (c *Commodity) ValidateBasic() error {
 	if c.Quantity <= 0 {
 		return errors.New("quantity must be greater than zero")
 	}
+
+	return nil
 }
 
 func (p *Pair) ValidateBasic() error {

abci/example/orderbook/market.go

@@ -16,17 +16,17 @@ func NewMarket(p Pair) *Market {
 	return &Market{pair: p}
 }
 
-func (m *Market) AddBid(b MsgBid) {
+func (m *Market) AddBid(b OrderBid) {
 	heap.Push(m.bidOrders, b)
-	if b.BidOrder.MaxPrice > m.highestBid {
-		m.highestBid = b.BidOrder.MaxPrice
+	if b.MaxPrice > m.highestBid {
+		m.highestBid = b.MaxPrice
 	}
 }
 
-func (m *Market) AddAsk(a MsgAsk) {
+func (m *Market) AddAsk(a OrderAsk) {
 	heap.Push(m.askOrders, a)
-	if a.AskOrder.AskPrice < m.lowestAsk {
-		m.lowestAsk = a.AskOrder.AskPrice
+	if a.AskPrice < m.lowestAsk {
+		m.lowestAsk = a.AskPrice
 	}
 }
 

abci/example/orderbook/market_test.go

@@ -0,0 +1,56 @@
+package orderbook_test
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/require"
+	"github.com/tendermint/tendermint/abci/example/orderbook"
+)
+
+var testPair = orderbook.Pair{BuyersDenomination: "ATOM", SellersDenomination: "USD"}
+
+func TestTrackLowestAndHighestPrices(t *testing.T) {
+	market := orderbook.NewMarket(testPair)
+	require.Zero(t, market.LowestAsk())
+	require.Zero(t, market.HighestBid())
+
+	market.AddBid(orderbook.OrderBid{MaxPrice: 100})
+	require.Equal(t, 100, market.HighestBid())
+
+	market.AddAsk(orderbook.OrderAsk{AskPrice: 50})
+	require.Equal(t, 50, market.LowestAsk())
+
+	market.AddAsk(orderbook.OrderAsk{AskPrice: 30})
+	require.Equal(t, 30, market.LowestAsk())
+
+	market.AddAsk(orderbook.OrderAsk{AskPrice: 40})
+	require.Equal(t, 30, market.LowestAsk())
+}
+
+func TestSimpleOrderMatching(t *testing.T) {
+	testcases := []struct {
+		bid orderbook.OrderBid
+		ask orderbook.OrderAsk
+		match bool
+	}{
+		{
+			bid: orderbook.OrderBid{
+				MaxPrice: 50,
+				MaxQuantity: 10,
+			},
+			ask: orderbook.OrderAsk{
+				AskPrice: 50,
+				Quantity: 10,
+			},
+			match: true,
+		},
+	}
+
+	for idx, tc := range testcases {
+		market := orderbook.NewMarket(testPair)
+		market.AddAsk(tc.ask)
+		market.AddBid(tc.bid)
+		resp := market.Match()
+		require.Equal(t, tc.match, len(resp.MatchedOrders) == 1, idx)
+	}
+}