Implement high-frequency order matching system (#93)

src/matching/algorithms/fifo-algorithm.service.spec.ts

@@ -0,0 +1,183 @@
+import { Test, TestingModule } from '@nestjs/testing';
+import { FIFOAlgorithmService } from './fifo-algorithm.service';
+import { MatchingRule } from '../entities/matching-rule.entity';
+import { MatchingPreferencesDto, MatchingStrategy } from '../dto/matching-preferences.dto';
+
+describe('FIFOAlgorithmService', () => {
+  let service: FIFOAlgorithmService;
+
+  beforeEach(async () => {
+    const module: TestingModule = await Test.createTestingModule({
+      providers: [FIFOAlgorithmService],
+    }).compile();
+
+    service = module.get<FIFOAlgorithmService>(FIFOAlgorithmService);
+  });
+
+  it('should be defined', () => {
+    expect(service).toBeDefined();
+  });
+
+  describe('findMatches', () => {
+    it('should match orders in FIFO order', async () => {
+      const buyOrders = [
+        {
+          id: 'buy1',
+          type: 'buy' as const,
+          quantity: 100,
+          price: 50,
+          energyType: 'solar',
+          location: 'US',
+          userId: 'user1',
+          status: 'pending',
+          createdAt: new Date('2024-01-01T10:00:00Z'),
+          priority: 0,
+          isRenewable: true,
+        },
+        {
+          id: 'buy2',
+          type: 'buy' as const,
+          quantity: 200,
+          price: 55,
+          energyType: 'solar',
+          location: 'US',
+          userId: 'user2',
+          status: 'pending',
+          createdAt: new Date('2024-01-01T11:00:00Z'),
+          priority: 0,
+          isRenewable: true,
+        },
+      ];
+
+      const sellOrders = [
+        {
+          id: 'sell1',
+          type: 'sell' as const,
+          quantity: 100,
+          price: 45,
+          energyType: 'solar',
+          location: 'US',
+          userId: 'user3',
+          status: 'pending',
+          createdAt: new Date('2024-01-01T10:30:00Z'),
+          priority: 0,
+          isRenewable: true,
+        },
+      ];
+
+      const rules: MatchingRule[] = [];
+      const preferences: MatchingPreferencesDto = {
+        strategy: MatchingStrategy.PRICE_FIRST,
+        price: { priceTolerance: 10 },
+      };
+
+      const result = await service.findMatches(buyOrders, sellOrders, rules, preferences);
+
+      expect(result.matches).toBeDefined();
+      expect(result.matches.length).toBeGreaterThan(0);
+      expect(result.processingTime).toBeGreaterThan(0);
+      expect(result.matchRate).toBeGreaterThanOrEqual(0);
+    });
+
+    it('should return empty matches when no compatible orders', async () => {
+      const buyOrders = [
+        {
+          id: 'buy1',
+          type: 'buy' as const,
+          quantity: 100,
+          price: 30,
+          energyType: 'solar',
+          location: 'US',
+          userId: 'user1',
+          status: 'pending',
+          createdAt: new Date('2024-01-01T10:00:00Z'),
+          priority: 0,
+          isRenewable: true,
+        },
+      ];
+
+      const sellOrders = [
+        {
+          id: 'sell1',
+          type: 'sell' as const,
+          quantity: 100,
+          price: 100,
+          energyType: 'solar',
+          location: 'US',
+          userId: 'user3',
+          status: 'pending',
+          createdAt: new Date('2024-01-01T10:30:00Z'),
+          priority: 0,
+          isRenewable: true,
+        },
+      ];
+
+      const rules: MatchingRule[] = [];
+      const preferences: MatchingPreferencesDto = {
+        strategy: MatchingStrategy.PRICE_FIRST,
+        price: { priceTolerance: 10 },
+      };
+
+      const result = await service.findMatches(buyOrders, sellOrders, rules, preferences);
+
+      expect(result.matches).toBeDefined();
+      expect(result.matches.length).toBe(0);
+    });
+
+    it('should process orders with microsecond latency', async () => {
+      const buyOrders = [
+        {
+          id: 'buy1',
+          type: 'buy' as const,
+          quantity: 100,
+          price: 50,
+          energyType: 'solar',
+          location: 'US',
+          userId: 'user1',
+          status: 'pending',
+          createdAt: new Date('2024-01-01T10:00:00Z'),
+          priority: 0,
+          isRenewable: true,
+        },
+      ];
+
+      const sellOrders = [
+        {
+          id: 'sell1',
+          type: 'sell' as const,
+          quantity: 100,
+          price: 45,
+          energyType: 'solar',
+          location: 'US',
+          userId: 'user3',
+          status: 'pending',
+          createdAt: new Date('2024-01-01T10:30:00Z'),
+          priority: 0,
+          isRenewable: true,
+        },
+      ];
+
+      const rules: MatchingRule[] = [];
+      const preferences: MatchingPreferencesDto = {
+        strategy: MatchingStrategy.PRICE_FIRST,
+        price: { priceTolerance: 10 },
+      };
+
+      const result = await service.findMatches(buyOrders, sellOrders, rules, preferences);
+
+      expect(result.processingTime).toBeLessThan(1000); // Less than 1ms
+    });
+  });
+
+  describe('getStatistics', () => {
+    it('should return algorithm statistics', () => {
+      const stats = service.getStatistics();
+
+      expect(stats).toBeDefined();
+      expect(stats.algorithm).toBe('FIFO');
+      expect(stats.targetLatencyUs).toBe(100);
+      expect(stats.targetThroughput).toBe(100000);
+      expect(stats.description).toBeDefined();
+    });
+  });
+});