14 lines
347 B
Go
14 lines
347 B
Go
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package features
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import "testing"
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func TestSpread(t *testing.T) {
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got, err := Spread(dec("99"), dec("101"), dec("0.1"))
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if err != nil {
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t.Fatal(err)
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}
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if !got.Mid.Equal(dec("100")) || !got.SpreadBps.Equal(dec("200")) || !got.HalfSpreadBps.Equal(dec("100")) || !got.TickBps.Equal(dec("10")) {
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t.Fatalf("unexpected spread: %+v", got)
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}
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}
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