From a00dea58b2a34969ec8a3e93bc4691c686d203f2 Mon Sep 17 00:00:00 2001 From: boris Date: Fri, 11 Sep 2026 17:11:53 +0800 Subject: [PATCH] test: assert causal TWAP entitlement and unfilled remainder --- crates/fidc-core/tests/explicit_order_flow.rs | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/crates/fidc-core/tests/explicit_order_flow.rs b/crates/fidc-core/tests/explicit_order_flow.rs index 4374e15..3f65dd6 100644 --- a/crates/fidc-core/tests/explicit_order_flow.rs +++ b/crates/fidc-core/tests/explicit_order_flow.rs @@ -3080,23 +3080,24 @@ fn broker_executes_algo_twap_percent_across_window_quotes() { ) .expect("broker execution"); - assert_eq!(report.fill_events.len(), 3); + assert_eq!(report.fill_events.len(), 2); assert_eq!( report .fill_events .iter() .map(|fill| fill.quantity) .sum::(), - 300 + 200 ); assert!(report.fill_events.iter().all(|fill| fill.quantity == 100)); + assert!(report.fill_events.iter().all(|fill| fill.execution_timestamp.is_some_and(|at| at >= date.and_hms_opt(10, 15, 0).unwrap()))); assert_eq!( report .process_events .iter() .filter(|event| event.kind == ProcessEventKind::Trade) .count(), - 3 + 2 ); }