internal void CanSerializeAndDeserialize_OrderWorkingWithExpireTimeEvents()
{
// Arrange
var order = new StubOrderBuilder()
.WithTimeInForce(TimeInForce.GTD)
.WithExpireTime(StubZonedDateTime.UnixEpoch() + Duration.FromMinutes(1))
.BuildStopMarketOrder();
var working = new OrderWorking(
AccountId.FromString("FXCM-02851908-DEMO"),
order.Id,
new OrderIdBroker("B" + order.Id.Value),
order.Symbol,
order.OrderSide,
order.OrderType,
order.Quantity,
order.Price,
order.TimeInForce,
order.ExpireTime,
StubZonedDateTime.UnixEpoch(),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var packed = this.serializer.Serialize(working);
var unpacked = (OrderWorking)this.serializer.Deserialize(packed);
// Assert
Assert.Equal(working, unpacked);
this.Output.WriteLine(Convert.ToBase64String(packed));
}
private void When(OrderWorking @event)
{
Debug.EqualTo(@event.Symbol, this.Symbol, nameof(@event.Symbol));
Debug.EqualTo(@event.OrderSide, this.OrderSide, nameof(@event.OrderSide));
Debug.EqualTo(@event.OrderType, this.OrderType, nameof(@event.OrderSide));
Debug.EqualTo(@event.Quantity, this.Quantity, nameof(@event.OrderSide));
Debug.EqualTo(@event.TimeInForce, this.TimeInForce, nameof(@event.TimeInForce));
this.IdBroker = @event.OrderIdBroker;
this.SetIsWorkingTrue();
}
private void OnMessage(OrderWorking @event)
{
this.EventCount++;
this.Logger.LogInformation(LogId.Trading, $"{Received}{Event} {@event}.");
var order = this.ProcessOrderEvent(@event);
if (order != null)
{
this.ProcessModifyBuffer(order);
if (this.GtdExpiryBackups && this.IsExpiredGtdOrder(order))
{
// Creates a scheduled CancelOrder backup command for the expiry time
this.CreateGtdCancelBackup(order);
}
}
this.SendToEventPublisher(@event);
}
private void OnMessage(OrderWorking @event)
{
this.ReceivedObjects.Add(@event);
}
private void OnMessage(OrderWorking @event)
{
this.SendToBus(@event);
}
