Create mod.rs

Author: Patrick-Ehimen

exchange-connectors/tests/common/mod.rs

@@ -0,0 +1,74 @@
+use aggregator_core::{Ask, Bid, Exchange, PriceLevelUpdate};
+use chrono::Utc;
+use uuid::Uuid;
+
+/// Common test utilities for exchange connector tests
+
+pub fn create_test_price_level_update(exchange: Exchange, symbol: &str) -> PriceLevelUpdate {
+    PriceLevelUpdate {
+        id: Uuid::new_v4(),
+        symbol: symbol.to_string(),
+        exchange,
+        bids: vec![
+            Bid {
+                price: 50000.0,
+                quantity: 1.0,
+                exchange,
+                timestamp: Utc::now(),
+            },
+            Bid {
+                price: 49999.0,
+                quantity: 2.0,
+                exchange,
+                timestamp: Utc::now(),
+            },
+        ],
+        asks: vec![
+            Ask {
+                price: 50001.0,
+                quantity: 1.5,
+                exchange,
+                timestamp: Utc::now(),
+            },
+            Ask {
+                price: 50002.0,
+                quantity: 0.5,
+                exchange,
+                timestamp: Utc::now(),
+            },
+        ],
+        timestamp: Utc::now(),
+    }
+}
+
+pub fn assert_price_level_update_valid(update: &PriceLevelUpdate) {
+    assert!(!update.symbol.is_empty());
+    assert!(!update.bids.is_empty() || !update.asks.is_empty());
+
+    // Validate bids are in descending order (highest price first)
+    for window in update.bids.windows(2) {
+        assert!(
+            window[0].price >= window[1].price,
+            "Bids should be in descending price order"
+        );
+    }
+
+    // Validate asks are in ascending order (lowest price first)
+    for window in update.asks.windows(2) {
+        assert!(
+            window[0].price <= window[1].price,
+            "Asks should be in ascending price order"
+        );
+    }
+
+    // Validate all prices and quantities are positive
+    for bid in &update.bids {
+        assert!(bid.price > 0.0, "Bid price must be positive");
+        assert!(bid.quantity >= 0.0, "Bid quantity must be non-negative");
+    }
+
+    for ask in &update.asks {
+        assert!(ask.price > 0.0, "Ask price must be positive");
+        assert!(ask.quantity >= 0.0, "Ask quantity must be non-negative");
+    }
+}