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Add unit tests for MarketDepth and MarketDepthManager classes
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Lines changed: 431 additions & 3 deletions

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‎.github/workflows/build.yml‎

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@@ -37,6 +37,7 @@ jobs:
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cache: true
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cache-dependency-path: |
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src/**/*.csproj
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tests/**/*.csproj
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src/**/global.json
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src/**/NuGet.Config
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@@ -50,9 +51,9 @@ jobs:
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run: dotnet build --no-restore --configuration ${{ matrix.configuration }} --nologo
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- name: Test
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run: dotnet test --no-build --configuration ${{ matrix.configuration }} --collect:"XPlat Code Coverage" --logger "trx;LogFileName=test_results.trx" || echo "No tests found"
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run: dotnet test BinanceBot.sln --no-build --configuration ${{ matrix.configuration }} --collect:"XPlat Code Coverage" --logger "trx;LogFileName=test_results.trx"
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- name: Upload test results (TRX)
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- name: Upload test results
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if: always()
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uses: actions/upload-artifact@v4
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with:
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**/TestResults/**/*.trx
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if-no-files-found: warn
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- name: Upload code coverage (Cobertura)
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- name: Upload code coverage
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if: always()
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uses: actions/upload-artifact@v4
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with:

‎src/BinanceBot.sln‎

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@@ -14,6 +14,8 @@ Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Solution Items", "Solution
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..\README.md = ..\README.md
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EndProjectSection
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EndProject
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BinanceBot.Market.Tests", "..\tests\BinanceBot.Market.Tests\BinanceBot.Market.Tests.csproj", "{C2DCC04A-3BF3-4568-96D9-5E54B4952657}"
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EndProject
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Global
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GlobalSection(SolutionConfigurationPlatforms) = preSolution
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Debug|Any CPU = Debug|Any CPU
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{7912A437-0EC4-4939-B244-9379927AB0D1}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{7912A437-0EC4-4939-B244-9379927AB0D1}.Release|Any CPU.ActiveCfg = Release|Any CPU
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{7912A437-0EC4-4939-B244-9379927AB0D1}.Release|Any CPU.Build.0 = Release|Any CPU
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{C2DCC04A-3BF3-4568-96D9-5E54B4952657}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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{C2DCC04A-3BF3-4568-96D9-5E54B4952657}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{C2DCC04A-3BF3-4568-96D9-5E54B4952657}.Release|Any CPU.ActiveCfg = Release|Any CPU
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{C2DCC04A-3BF3-4568-96D9-5E54B4952657}.Release|Any CPU.Build.0 = Release|Any CPU
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EndGlobalSection
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GlobalSection(SolutionProperties) = preSolution
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HideSolutionNode = FALSE

‎tests/BinanceBot.Market.Tests/BinanceBot.Market.Tests.csproj‎

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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<TargetFramework>net9.0</TargetFramework>
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<ImplicitUsings>enable</ImplicitUsings>
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<Nullable>enable</Nullable>
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<IsPackable>false</IsPackable>
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</PropertyGroup>
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<ItemGroup>
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<PackageReference Include="coverlet.collector" Version="6.0.2" />
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<PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.12.0" />
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<PackageReference Include="Moq" Version="4.20.72" />
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<PackageReference Include="xunit" Version="2.9.2" />
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<PackageReference Include="xunit.runner.visualstudio" Version="2.8.2" />
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</ItemGroup>
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<ItemGroup>
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<ProjectReference Include="..\..\src\BinanceBot.Market\BinanceBot.Market.csproj" />
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</ItemGroup>
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<ItemGroup>
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<Using Include="Xunit" />
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</ItemGroup>
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</Project>

‎tests/BinanceBot.Market.Tests/Core/MarketDepthTests.cs‎

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using Binance.Net.Enums;
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using Binance.Net.Objects.Models;
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using BinanceBot.Market.Core;
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namespace BinanceBot.Market.Tests.Core;
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public class MarketDepthTests
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{
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[Fact]
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public void Constructor_WithValidSymbol_CreatesInstance()
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{
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// Arrange & Act
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var marketDepth = new MarketDepth("BTCUSDT");
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// Assert
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Assert.Equal("BTCUSDT", marketDepth.Symbol);
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Assert.Null(marketDepth.LastUpdateTime);
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Assert.Empty(marketDepth.Asks);
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Assert.Empty(marketDepth.Bids);
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}
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[Theory]
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[InlineData("")]
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public void Constructor_WithInvalidSymbol_ThrowsArgumentException(string symbol)
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{
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// Act & Assert
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Assert.Throws<ArgumentException>(() => new MarketDepth(symbol));
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}
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[Fact]
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public void UpdateDepth_WithValidData_UpdatesOrderBook()
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{
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// Arrange
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var marketDepth = new MarketDepth("BTCUSDT");
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var asks = new List<BinanceOrderBookEntry>
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{
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new() { Price = 50000m, Quantity = 1.5m },
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new() { Price = 50100m, Quantity = 2.0m }
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};
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var bids = new List<BinanceOrderBookEntry>
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{
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new() { Price = 49900m, Quantity = 1.0m },
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new() { Price = 49800m, Quantity = 0.5m }
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};
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// Act
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marketDepth.UpdateDepth(asks, bids, 123456);
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// Assert
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Assert.Equal(123456, marketDepth.LastUpdateTime);
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Assert.Equal(2, marketDepth.Asks.Count());
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Assert.Equal(2, marketDepth.Bids.Count());
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Assert.Equal(50000m, marketDepth.BestAsk.Price);
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Assert.Equal(49900m, marketDepth.BestBid.Price);
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}
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[Fact]
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public void UpdateDepth_WithOldUpdateTime_IgnoresUpdate()
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{
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// Arrange
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var marketDepth = new MarketDepth("BTCUSDT");
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var asks = new List<BinanceOrderBookEntry>
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{
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new() { Price = 50000m, Quantity = 1.5m }
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};
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var bids = new List<BinanceOrderBookEntry>
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{
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new() { Price = 49900m, Quantity = 1.0m }
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};
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marketDepth.UpdateDepth(asks, bids, 123456);
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// Act - try to update with older timestamp
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var newAsks = new List<BinanceOrderBookEntry>
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{
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new() { Price = 51000m, Quantity = 2.0m }
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};
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marketDepth.UpdateDepth(newAsks, bids, 123400);
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// Assert - should still have old data
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Assert.Equal(123456, marketDepth.LastUpdateTime);
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Assert.Equal(50000m, marketDepth.BestAsk.Price);
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}
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[Fact]
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public void UpdateDepth_RemovesPriceLevelWithZeroQuantity()
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{
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// Arrange
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var marketDepth = new MarketDepth("BTCUSDT");
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var asks = new List<BinanceOrderBookEntry>
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{
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new() { Price = 50000m, Quantity = 1.5m },
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new() { Price = 50100m, Quantity = 2.0m }
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};
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var bids = new List<BinanceOrderBookEntry>
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{
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new() { Price = 49900m, Quantity = 1.0m }
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};
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marketDepth.UpdateDepth(asks, bids, 123456);
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// Act - update with zero quantity to remove price level
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var updateAsks = new List<BinanceOrderBookEntry>
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{
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new() { Price = 50000m, Quantity = 0m }
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};
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marketDepth.UpdateDepth(updateAsks, bids, 123457);
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// Assert
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Assert.Single(marketDepth.Asks);
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Assert.Equal(50100m, marketDepth.BestAsk.Price);
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}
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[Fact]
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public void BestPair_WhenOrderBookIsEmpty_ReturnsNull()
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{
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// Arrange
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var marketDepth = new MarketDepth("BTCUSDT");
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// Act & Assert
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Assert.Null(marketDepth.BestPair);
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}
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[Fact]
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public void BestPair_WhenOrderBookHasData_ReturnsPair()
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{
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// Arrange
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var marketDepth = new MarketDepth("BTCUSDT");
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var asks = new List<BinanceOrderBookEntry>
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{
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new() { Price = 50000m, Quantity = 1.5m }
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};
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var bids = new List<BinanceOrderBookEntry>
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{
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new() { Price = 49900m, Quantity = 1.0m }
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};
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marketDepth.UpdateDepth(asks, bids, 123456);
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// Act
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var bestPair = marketDepth.BestPair;
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// Assert
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Assert.NotNull(bestPair);
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Assert.Equal(50000m, bestPair.Ask.Price);
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Assert.Equal(49900m, bestPair.Bid.Price);
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Assert.Equal(100m, bestPair.PriceSpread);
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}
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[Fact]
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public void MarketDepthChanged_RaisesEvent_WhenDepthUpdated()
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{
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// Arrange
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var marketDepth = new MarketDepth("BTCUSDT");
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MarketDepthChangedEventArgs? eventArgs = null;
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marketDepth.MarketDepthChanged += (sender, e) => eventArgs = e;
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var asks = new List<BinanceOrderBookEntry>
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{
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new() { Price = 50000m, Quantity = 1.5m }
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};
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var bids = new List<BinanceOrderBookEntry>
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{
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new() { Price = 49900m, Quantity = 1.0m }
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};
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// Act
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marketDepth.UpdateDepth(asks, bids, 123456);
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// Assert
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Assert.NotNull(eventArgs);
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Assert.Equal(123456, eventArgs.UpdateTime);
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Assert.Single(eventArgs.Asks);
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}
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[Fact]
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public void MarketBestPairChanged_RaisesEvent_WhenBestPairChanges()
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{
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// Arrange
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var marketDepth = new MarketDepth("BTCUSDT");
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var eventRaised = false;
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marketDepth.MarketBestPairChanged += (sender, e) => eventRaised = true;
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var asks = new List<BinanceOrderBookEntry>
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{
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new() { Price = 50000m, Quantity = 1.5m }
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};
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var bids = new List<BinanceOrderBookEntry>
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{
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new() { Price = 49900m, Quantity = 1.0m }
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};
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// Act
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marketDepth.UpdateDepth(asks, bids, 123456);
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// Assert
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Assert.True(eventRaised);
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}
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[Fact]
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public void Asks_AreSortedAscending()
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{
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// Arrange
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var marketDepth = new MarketDepth("BTCUSDT");
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var asks = new List<BinanceOrderBookEntry>
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{
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new() { Price = 50100m, Quantity = 2.0m },
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new() { Price = 50000m, Quantity = 1.5m },
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new() { Price = 50200m, Quantity = 1.0m }
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};
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var bids = new List<BinanceOrderBookEntry>
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{
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new() { Price = 49900m, Quantity = 1.0m }
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};
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// Act
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marketDepth.UpdateDepth(asks, bids, 123456);
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// Assert
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var askPrices = marketDepth.Asks.Select(a => a.Price).ToList();
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Assert.Equal(new[] { 50000m, 50100m, 50200m }, askPrices);
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}
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[Fact]
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public void Bids_AreSortedDescending()
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{
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// Arrange
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var marketDepth = new MarketDepth("BTCUSDT");
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var asks = new List<BinanceOrderBookEntry>
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{
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new() { Price = 50000m, Quantity = 1.0m }
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};
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var bids = new List<BinanceOrderBookEntry>
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{
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new() { Price = 49800m, Quantity = 0.5m },
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new() { Price = 49900m, Quantity = 1.0m },
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new() { Price = 49700m, Quantity = 2.0m }
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};
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// Act
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marketDepth.UpdateDepth(asks, bids, 123456);
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// Assert
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var bidPrices = marketDepth.Bids.Select(b => b.Price).ToList();
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Assert.Equal(new[] { 49900m, 49800m, 49700m }, bidPrices);
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}
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[Fact]
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public void UpdateDepth_WithZeroOrNegativeUpdateTime_ThrowsArgumentOutOfRangeException()
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{
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// Arrange
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var marketDepth = new MarketDepth("BTCUSDT");
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var asks = new List<BinanceOrderBookEntry>
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{
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new() { Price = 50000m, Quantity = 1.5m }
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};
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// Act & Assert
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Assert.Throws<ArgumentOutOfRangeException>(() => marketDepth.UpdateDepth(asks, null, 0));
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Assert.Throws<ArgumentOutOfRangeException>(() => marketDepth.UpdateDepth(asks, null, -1));
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}
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}

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