public async Task Reroute_One_Failed_Limit_Order()
{
// arrange
var marketOrder = new MarketOrder("tmp", AssetPair, OrderType.Buy, 47)
{
Status = MarketOrderStatus.Active
};
_marketOrderServiceMock.Setup(o => o.GetNextActiveAsync())
.Returns(Task.FromResult(marketOrder));
_exchangeServiceMock.Setup(o => o.CreateLimitOrderAsync(
It.Is <string>(exchangeName => exchangeName == Exchange3),
It.IsAny <string>(), It.IsAny <decimal>(), It.IsAny <decimal>(), It.IsAny <OrderType>()))
.Returns((string exchangeName, string assetPair, decimal price, decimal volume, OrderType orderType) =>
Task.FromResult(new ExternalLimitOrder(Guid.NewGuid().ToString(), exchangeName, assetPair,
price, volume, orderType)));
_exchangeServiceMock.Setup(o => o.CreateLimitOrderAsync(
It.Is <string>(exchangeName => exchangeName == Exchange1 || exchangeName == Exchange2),
It.IsAny <string>(), It.IsAny <decimal>(), It.IsAny <decimal>(), It.IsAny <OrderType>()))
.Throws(new FailedOperationException("error"));
var expectedExternalLimitOrders = new List <ExternalLimitOrder>
{
new ExternalLimitOrder(Guid.NewGuid().ToString(), Exchange3, AssetPair,
3200, 20, OrderType.Buy),
new ExternalLimitOrder(Guid.NewGuid().ToString(), Exchange3, AssetPair,
3300, 8, OrderType.Buy)
};
var actualExternalLimitOrders = new List <ExternalLimitOrder>();
_externalLimitOrderServiceMock.Setup(o => o.AddAsync(It.IsAny <string>(), It.IsAny <ExternalLimitOrder>()))
.Returns(Task.CompletedTask)
.Callback((string parentId, ExternalLimitOrder externalLimitOrder) =>
actualExternalLimitOrders.Add(externalLimitOrder));
// act
await _service.ExecuteMarketOrdersAsync();
// assert
Assert.IsTrue(AreEqual(expectedExternalLimitOrders, actualExternalLimitOrders));
}
protected override Task OnExecuteAsync(CancellationToken cancellation)
{
return(_smartOrderRouter.ExecuteMarketOrdersAsync());
}