private async Task <Order> ValidateAndGetSlOrTpOrder(OrderPlaceRequest request, OrderTypeContract type,
decimal?price, ReportingEquivalentPricesSettings equivalentSettings, Order parentOrder)
{
var orderType = type.ToType <OrderType>();
Order order = null;
var placedAltogether = parentOrder != null;
if (parentOrder == null)
{
if (!string.IsNullOrEmpty(request.ParentOrderId))
{
parentOrder = _ordersCache.GetOrderById(request.ParentOrderId);
}
}
if (parentOrder != null)
{
ValidateRelatedOrderAlreadyExists(parentOrder.RelatedOrders, orderType);
var initialParameters = await GetOrderInitialParameters(parentOrder.AssetPairId,
parentOrder.LegalEntity, equivalentSettings, parentOrder.AccountAssetId);
var originator = GetOriginator(request.Originator);
order = new Order(initialParameters.Id, initialParameters.Code, parentOrder.AssetPairId,
-parentOrder.Volume, initialParameters.Now, initialParameters.Now,
placedAltogether ? null : request.Validity,
parentOrder.AccountId, parentOrder.TradingConditionId, parentOrder.AccountAssetId, price,
parentOrder.EquivalentAsset, OrderFillType.FillOrKill, string.Empty, parentOrder.LegalEntity, false,
orderType, parentOrder.Id, null, originator, initialParameters.EquivalentPrice,
initialParameters.FxPrice, initialParameters.FxAssetPairId,
initialParameters.FxToAssetPairDirection, OrderStatus.Placed, request.AdditionalInfo);
}
else if (!string.IsNullOrEmpty(request.PositionId))
{
var position = _ordersCache.Positions.GetPositionById(request.PositionId);
ValidateRelatedOrderAlreadyExists(position.RelatedOrders, orderType);
var initialParameters = await GetOrderInitialParameters(position.AssetPairId,
position.LegalEntity, equivalentSettings, position.AccountAssetId);
var originator = GetOriginator(request.Originator);
order = new Order(initialParameters.Id, initialParameters.Code, position.AssetPairId, -position.Volume,
initialParameters.Now, initialParameters.Now, request.Validity, position.AccountId,
position.TradingConditionId, position.AccountAssetId, price, position.EquivalentAsset,
OrderFillType.FillOrKill, string.Empty, position.LegalEntity, false, orderType, null, position.Id,
originator, initialParameters.EquivalentPrice, initialParameters.FxPrice,
initialParameters.FxAssetPairId, initialParameters.FxToAssetPairDirection, OrderStatus.Placed,
request.AdditionalInfo);
}
if (order == null)
{
throw new ValidateOrderException(OrderRejectReason.InvalidParent,
"Related order must have parent order or position");
}
ValidateRelatedOrderPriceAgainstBase(order, parentOrder, order.Price);
return(order);
}
public void Is_Order_ExpectedOpenPrice_Validated_Correctly(OrderDirectionContract direction, OrderTypeContract orderType,
decimal?price, bool isValid)
{
const string instrument = "EURUSD";
var quote = new InstrumentBidAskPair {
Instrument = instrument, Bid = 1.55M, Ask = 1.57M
};
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(quote));
var request = new OrderPlaceRequest
{
AccountId = Accounts[0].Id,
CorrelationId = Guid.NewGuid().ToString(),
Direction = direction,
InstrumentId = instrument,
Type = orderType,
Price = price,
Volume = 1
};
if (isValid)
{
Assert.DoesNotThrowAsync(async() =>
await _validateOrderService.ValidateRequestAndCreateOrders(request));
}
else
{
var ex = Assert.ThrowsAsync <ValidateOrderException>(() =>
_validateOrderService.ValidateRequestAndCreateOrders(request));
Assert.That(ex.RejectReason == OrderRejectReason.InvalidExpectedOpenPrice);
StringAssert.Contains($"{quote.Bid}/{quote.Ask}", ex.Comment);
}
}
