public void MarketOrderMessageTestCase()
{
Thread.Sleep(1000);
bool marketOrderReceived = false;
var marketOrderEvent = new ManualResetEvent(false);
_executionMqServer.MarketOrderRequestRecieved += delegate(MarketOrder obj, string arg2)
{
marketOrderReceived = true;
marketOrderEvent.Set();
Logger.Info("Market Order Request receievd: " + obj, "MQServerTestCases", "ConsumeOrderRequestQueue");
};
MarketOrder marketOrder = new MarketOrder("01", "BUY", 10, "GTC", "EUR", new Security()
{
Symbol = "TEST"
}, "TestCase");
byte[] message = Encoding.UTF8.GetBytes("A00," + marketOrder.DataToPublish());
string corrId = Guid.NewGuid().ToString();
IBasicProperties replyProps = _rabbitMqOrderChannel.CreateBasicProperties();
replyProps.CorrelationId = corrId;
// Publish Order Reqeusts to MQ Exchange
_rabbitMqOrderChannel.BasicPublish("orderexecution_exchange", "orderexecution.engine.orderrequest", replyProps, message);
//IMessage<MarketOrder> message = new Message<MarketOrder>(new MarketOrder(""));
//_advancedBus.Publish(_adminExchange, "orderexecution.engine.marketorder", true, false, message);
marketOrderEvent.WaitOne(50000, false);
Assert.AreEqual(true, marketOrderReceived, "Market Order Received");
}
/// <summary>
/// Converts incoming Market order to Byte stream
/// Sends to the singular order request sender function
/// </summary>
/// <param name="marketOrder">TardeHub MarketOrder</param>
private void SendMarketOrderRequest(MarketOrder marketOrder)
{
// Convert MarketOrder to Byte Stream and pass it onto distuptor
byte[] responseBytes = Encoding.UTF8.GetBytes(marketOrder.DataToPublish());
//SendOrderRequests(responseBytes);
_sendOrderRequests(responseBytes);
}
public void MarketOrderTestCase()
{
MarketOrder marketOrder = new MarketOrder(TradeHubConstants.OrderExecutionProvider.Simulated)
{
OrderID = "A00",
Security = new Security {
Symbol = "AAPL"
},
OrderSide = TradeHubConstants.OrderSide.SELL,
OrderSize = 100
};
Execution execution = null;
bool logonArrived = false;
bool logoutArrived = false;
bool connected = false;
bool newArrived = false;
bool executionArrived = false;
ManualResetEvent manualLogonEvent = new ManualResetEvent(false);
ManualResetEvent manualLogoutEvent = new ManualResetEvent(false);
ManualResetEvent manualConnectedEvent = new ManualResetEvent(false);
ManualResetEvent manualNewEvent = new ManualResetEvent(false);
ManualResetEvent manualExecutionEvent = new ManualResetEvent(false);
_executionEngineClient.ServerConnected += delegate()
{
connected = true;
_executionEngineClient.SendLoginRequest(new Login()
{
OrderExecutionProvider = TradeHubConstants.OrderExecutionProvider.Simulated
});
manualConnectedEvent.Set();
};
_executionEngineClient.LogonArrived +=
delegate(string obj)
{
logonArrived = true;
//_executionEngineClient.SendMarketOrderRequest(marketOrder);
RabbitMqRequestMessage entryMessage = new RabbitMqRequestMessage();
var messageBytes = Encoding.UTF8.GetBytes(marketOrder.DataToPublish());
// Initialize property
entryMessage.Message = new byte[messageBytes.Length];
// Update object values
messageBytes.CopyTo(entryMessage.Message, 0);
_executionEngineClient.SendOrderRequests(entryMessage);
manualLogonEvent.Set();
};
_executionEngineClient.NewArrived +=
delegate(Order obj)
{
newArrived = true;
manualNewEvent.Set();
};
_executionEngineClient.ExecutionArrived +=
delegate(Execution obj)
{
if (obj.Fill.LeavesQuantity.Equals(0))
{
executionArrived = true;
execution = obj;
_executionEngineClient.SendLogoutRequest(new Logout {
OrderExecutionProvider = TradeHubConstants.OrderExecutionProvider.Simulated
});
manualExecutionEvent.Set();
}
};
_executionEngineClient.LogoutArrived +=
delegate(string obj)
{
logoutArrived = true;
manualLogoutEvent.Set();
};
_executionEngineClient.Start();
manualConnectedEvent.WaitOne(30000, false);
manualLogonEvent.WaitOne(30000, false);
manualNewEvent.WaitOne(30000, false);
manualExecutionEvent.WaitOne(30000, false);
manualLogoutEvent.WaitOne(30000, false);
Thread.Sleep(1000);
Assert.AreEqual(true, logonArrived, "Logon Arrived");
Assert.AreEqual(true, newArrived, "New Arrived");
Assert.AreEqual(true, executionArrived, "Execution Arrived");
Assert.AreEqual(true, execution.Fill.ExecutionSide.Equals(TradeHubConstants.OrderSide.SELL), "Execution Side");
Assert.AreEqual(true, logoutArrived, "Logout Arrived");
}