orders 0.0.2

data/lib/orders.rb

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+require 'version'
+require 'rubygems'
+require 'bundler/setup'
+Bundler.require(:default)
+
+require 'orders/indexed_list'
+require 'orders/order_book_item'
+require 'orders/order_book'
+require 'orders/order_list'

data/lib/orders/indexed_list.rb

@@ -0,0 +1,44 @@
+module Orders
+  # Abstract (equivalent of SortedList)
+  # ������� ����� "������������� ������"
+  class IndexedList < Hash
+
+    # Returns default list index for items
+    def index item
+      item.object_id
+    end
+
+    # Adds new item to the list (replaces item with the same index)
+    def add item
+      self[index item] = item
+      self
+    end
+
+    alias << add
+
+    # Removes item from the list
+    def remove item
+      delete index item
+      self
+    end
+
+    # Calls #remove for each item in list
+    def clear
+      each_value { |item| remove item }
+    end
+
+    # Yields list items in order of their index
+    def each
+      if block_given?
+        keys.sort.each { |key| yield self[key] }
+      else
+        ary = []
+        keys.sort.each { |key| ary << self[key] }
+        ary
+      end
+    end
+
+    # Make direct setter private
+    private :[]=
+  end
+end

data/lib/orders/order_book.rb

@@ -0,0 +1,33 @@
+module Orders
+  # Represents DOM (OrderBook) for one security
+  # ������ ������� �� ����
+  class OrderBook < IndexedList
+
+    attr_accessor :isin_id, :changed
+
+    def initialize isin_id
+      @isin_id = isin_id
+      @changed = true
+      super()
+    end
+
+    def index item
+      item.price
+    end
+
+    def add item
+      if item.price > 0
+        @changed = true # Marking DOM as changed
+        super
+      else
+        self
+      end
+    end
+
+    # Does not call super!
+    def remove item
+      @changed = true if delete index item # Marking DOM as changed
+      self
+    end
+  end
+end

data/lib/orders/order_book_item.rb

@@ -0,0 +1,19 @@
+module Orders
+  # Represents single price level for OrderBook for one security
+  # (aggregate bid or ask with aggregate volume)
+  #      // ������� "������ � �������"
+  #      tOrderBookItem  = record
+  #        id         : int64;
+  #        rev        : int64;
+  #        price         : double;  // ����
+  #        volume        : double;  // ���-��
+  #        buysell       : longint; // �������(1)/�������(2)
+  #        order_book      : tOrderBook;
+  class OrderBookItem
+    attr_accessor :isin_id, :id, :rev, :price, :volume, :buysell, :order_book
+
+    def initialize opts = {}
+      opts.each {|key, value| send "#{key}=", value}
+    end
+  end
+end

data/lib/orders/order_list.rb

@@ -0,0 +1,23 @@
+require 'orders/order_book'
+
+module Orders
+  # Represents DOM (OrderBook) for one security
+  # ������ ������� �� ����
+  class OrderList < IndexedList
+    attr_accessor :order_books
+
+    def initialize
+      @order_books = {}
+      super
+    end
+
+    def index item
+      item.id
+    end
+
+    def add item
+      @order_books[item.isin_id] ||= Orders::OrderBook.new item.isin_id
+      super
+    end
+  end
+end

data/lib/version.rb

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+require 'pathname'
+
+module Orders
+
+  VERSION_FILE = Pathname.new(__FILE__).dirname + '../VERSION'   # :nodoc:
+  VERSION = VERSION_FILE.exist? ? VERSION_FILE.read.strip : nil
+
+end

data/spec/orders/indexed_list_spec.rb

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+require 'spec_helper'
+require 'orders/shared_examples.rb'
+
+describe Orders::IndexedList do
+  subject { Orders::IndexedList.new }
+  let(:item_index) { @item.object_id }
+
+  before(:each) do
+    @item = Object.new
+    @item1 = Object.new
+  end
+
+  it_behaves_like 'index_list'
+end
+

data/spec/orders/order_book_item_spec.rb

@@ -0,0 +1,35 @@
+require 'spec_helper'
+
+describe Orders::OrderBookItem do
+  describe '#new with empty initializer' do
+    subject { Orders::OrderBookItem.new }
+
+    its (:isin_id) {should == nil}
+    its (:id) {should == nil}
+    its (:rev) {should == nil}
+    its (:price) {should == nil}
+    its (:volume) {should == nil}
+    its (:buysell) {should == nil}
+    its (:order_book) {should == nil}
+  end
+
+  describe '#new with opts' do
+    subject { Orders::OrderBookItem.new :isin_id => 1234567,
+                                           :id => 12,
+                                           :rev => 123,
+                                           :price => 1234,
+                                           :volume => 12345,
+                                           :buysell => 1,
+                                           :order_book => 123456
+    }
+
+    its (:isin_id) {should == 1234567}
+    its (:id) {should == 12}
+    its (:rev) {should == 123}
+    its (:price) {should == 1234}
+    its (:volume) {should == 12345}
+    its (:buysell) {should == 1}
+    its (:order_book) {should == 123456}
+  end
+end
+

data/spec/orders/order_book_spec.rb

@@ -0,0 +1,73 @@
+require 'spec_helper'
+require 'orders/shared_examples.rb'
+
+describe Orders::OrderBook do
+  subject { Orders::OrderBook.new 123456 }
+  let(:item_index) { @item.price }
+
+  before(:each) do
+    @item = Orders::OrderBookItem.new :id => 0, :price => 20
+    @item1 = Orders::OrderBookItem.new :id => 1, :price => 10
+    @zero_price_item = Orders::OrderBookItem.new :id => 2, :price => 0
+  end
+
+  it_behaves_like 'index_list'
+
+  its (:isin_id) {should == 123456}
+  its (:changed) {should == true}
+
+  describe 'adding item' do
+    before(:each) do
+      subject.add(@item).size.should == 1
+      subject.changed = false
+    end
+
+    context 'with zero price' do
+      it 'returns self' do
+        subject.add(@zero_price_item).should == subject
+      end
+
+      it 'does not add such item to the list' do
+        subject.add(@zero_price_item)
+        subject[subject.index @zero_price_item].should == nil
+        subject.size.should == 1
+      end
+
+      it 'does not set changed status to true' do
+        subject.add(@zero_price_item)
+        subject.changed.should == false
+      end
+    end
+
+    it 'sets changed status to true if item was added' do
+      subject.add(@item1)
+      subject.changed.should == true
+    end
+
+  end
+
+  describe 'removing item' do
+    before(:each) do
+      subject.add(@item).size.should == 1
+      subject.changed = false
+    end
+
+    it 'sets changed status to true if item was removed' do
+      subject.remove(@item)
+      subject.changed.should == true
+    end
+
+    context 'that is not in list' do
+
+      it 'returns self' do
+        subject.remove(@item1).should == subject
+      end
+
+      it 'does not set changed status to true' do
+        subject.remove(@item1)
+        subject.changed.should == false
+      end
+    end
+  end
+end
+

data/spec/orders/order_list_spec.rb

@@ -0,0 +1,84 @@
+require 'spec_helper'
+require 'spec_helper'
+require 'orders/shared_examples.rb'
+
+#noinspection RubyResolve
+describe Orders::OrderList do
+  subject { Orders::OrderList.new }
+  let(:item_index) { @item.id }
+
+  before(:each) do
+    @item = Orders::OrderBookItem.new :id => 0, :price => 20
+    @item1 = Orders::OrderBookItem.new :id => 1, :price => 10
+    @zero_price_item = Orders::OrderBookItem.new :id => 2, :price => 0
+    @repeat_zero_price_item = Orders::OrderBookItem.new :id => 0, :price => 0
+  end
+
+  it_behaves_like 'index_list'
+
+  specify { subject.order_books.should be_empty }
+
+  describe 'adding item' do
+    context 'to empty OrderList' do
+      it 'creates appropriate order book' do
+        subject.add(@item)
+        subject.order_books.should_not be_empty
+        subject.order_books[@item.isin_id].should be_an Orders::OrderBook
+        subject.order_books.should have(1).book
+      end
+
+    end
+
+    context 'to non-empty OrderList' do
+      before(:each) do
+        subject.add(@item).size.should == 1
+      end
+    end
+#    context 'with zero price' do
+#      it 'returns self' do
+#        subject.add(@zero_price_item).should == subject
+#      end
+#
+#      it 'does not add such item to the list' do
+#        subject.add(@zero_price_item)
+#        subject[subject.index @zero_price_item].should == nil
+#        subject.size.should == 1
+#      end
+#
+#      it 'does not set changed status to true' do
+#        subject.add(@zero_price_item)
+#        subject.changed.should == false
+#      end
+#    end
+#
+    it 'sets changed status to true if item was added' do
+      subject.add(@item1)
+    end
+
+  end
+
+  describe 'removing item' do
+#    before(:each) do
+#      subject.add(@item).size.should == 1
+##      @item.order_book?
+#    end
+#
+#    it 'sets changed status to true if item was removed' do
+#      subject.remove(@item)
+#      subject.changed.should == true
+#    end
+#
+#    context 'that is not in list' do
+#
+#      it 'returns self' do
+#        subject.remove(@item1).should == subject
+#      end
+#
+#      it 'does not set changed status to true' do
+#        subject.remove(@item1)
+#        subject.changed.should == false
+#      end
+#    end
+  end
+end
+

data/spec/orders/shared_examples.rb

@@ -0,0 +1,106 @@
+shared_examples_for 'index_list' do
+
+  describe 'items get/set' do
+    it 'returns item from list by their index' do
+      subject.add(@item)[item_index].should == @item
+    end
+
+    it 'returns nil when item with requested index not in collection' do
+      subject[item_index].should == nil
+    end
+
+    it 'is not possible to add item into collection directly' do
+      expect { subject[item_index] = @item }.to raise_error NoMethodError
+    end
+  end
+
+  describe '#index' do
+    it 'indexes arbitrary items by their index (redefined in subclasses)' do
+      subject.index(@item).should == item_index
+    end
+  end
+
+  describe '#add' do
+    it 'returns self for easy method chaining' do
+      subject.add(@item).should == subject
+    end
+
+    it 'adds items to indexed list' do
+      subject.add(@item)
+      subject.values.should include @item
+      subject[item_index].should == @item
+      subject.size.should == 1
+    end
+
+    it 'adds items to using alias <<' do
+      subject << @item
+      subject.values.should include @item
+      subject[item_index].should == @item
+      subject.size.should == 1
+    end
+  end
+
+  describe '#remove' do
+    before(:each) { subject.add(@item).add(@item1).size.should == 2 }
+
+    it 'returns self for easy method chaining' do
+      subject.remove(@item).should == subject
+    end
+
+    it 'removes item from indexed list' do
+      subject.remove(@item)
+      subject.values.should_not include @item
+      subject[item_index].should == nil
+      subject.size.should == 1
+    end
+  end
+
+  describe '#clear' do
+    before(:each) { subject.add(@item).add(@item1) }
+
+    it 'removes all items from list' do
+      subject.clear
+      subject.should be_empty
+    end
+
+    it 'ensures that #remove method is called once for each item in list' do
+      subject.should_receive(:remove).twice
+      subject.clear
+    end
+  end
+
+  describe '#each' do
+    before(:each) { subject.add(@item).add(@item1) }
+
+    it 'yields items from list in index order' do
+      @count = 0
+      subject.each do |item|
+        @count += 1
+        case @count
+          when 1
+            if subject.index(@item) < subject.index(@item1)
+              item.should == @item
+            else
+              item.should == @item1
+            end
+          when 2
+            if subject.index(@item) < subject.index(@item1)
+              item.should == @item1
+            else
+              item.should == @item
+            end
+        end
+      end
+      @count.should == 2
+    end
+
+    it 'returns list item in array, sorted by their index, if no block given' do
+      if subject.index(@item) < subject.index(@item1)
+        subject.each.should == [@item, @item1]
+      else
+        subject.each.should == [@item1, @item]
+      end
+    end
+  end
+end
+