internal void CanSerializeAndDeserialize_SubmitBracketOrderCommands_WithNoTakeProfit()
{
// Arrange
var entry = new StubOrderBuilder().BuildMarketOrder();
var stopLoss = new StubOrderBuilder().BuildStopMarketOrder();
var bracketOrder = new BracketOrder(entry, stopLoss);
var command = new SubmitBracketOrder(
new TraderId("TESTER", "000"),
new AccountId("FXCM", "028999999", "SIMULATED"),
new StrategyId("EMACross", "001"),
new PositionId("P-123456"),
bracketOrder,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var packed = this.serializer.Serialize(command);
var unpacked = (SubmitBracketOrder)this.serializer.Deserialize(packed);
// Assert
Assert.Equal(command, unpacked);
Assert.Equal(bracketOrder, unpacked.BracketOrder);
this.Output.WriteLine(Convert.ToBase64String(packed));
this.Output.WriteLine(Encoding.UTF8.GetString(packed));
}
internal void GetSlippage_SellOrderFilledVariousAveragePrices_ReturnsExpectedResult(decimal averagePrice, decimal expectedSlippage)
{
// Arrange
var order = new StubOrderBuilder()
.WithOrderSide(OrderSide.Sell)
.WithPrice(Price.Create(1.20000m, 5))
.BuildStopMarketOrder();
var event1 = StubEventMessageProvider.OrderSubmittedEvent(order);
var event2 = StubEventMessageProvider.OrderAcceptedEvent(order);
var event3 = StubEventMessageProvider.OrderWorkingEvent(order, order.Price);
var event4 = StubEventMessageProvider.OrderFilledEvent(order, Price.Create(averagePrice, 5));
order.Apply(event1);
order.Apply(event2);
order.Apply(event3);
order.Apply(event4);
// Act
var result = order.Slippage;
// Assert
Assert.Equal(OrderState.Filled, order.State);
Assert.Equal(expectedSlippage, result);
}
internal void OnSubmitOrderCommand_WhenCommandValid_OperatesDatabaseAndSendsToGateway()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
var command = new SubmitOrder(
traderId,
accountId,
strategyId,
positionId,
order,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(command).Wait();
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Null(this.engine.UnhandledMessages.FirstOrDefault());
Assert.Equal(2, this.engine.ProcessedCount);
Assert.Equal(1, this.engine.CommandCount);
Assert.Single(this.tradingGateway.CalledMethods);
Assert.Single(this.tradingGateway.ReceivedObjects);
Assert.Equal("SubmitOrder", this.tradingGateway.CalledMethods[0]);
Assert.Equal(order, this.tradingGateway.ReceivedObjects[0]);
}
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));
}
internal void OnOrderPartiallyFilledEvent_UpdatesOrderSendsToPublisher()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
var submitOrder = new SubmitOrder(
traderId,
accountId,
strategyId,
positionId,
order,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(submitOrder).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderAcceptedEvent(order)).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderPartiallyFilledEvent(
order,
Quantity.Create(50000),
Quantity.Create(50000))).Wait();
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Null(this.engine.UnhandledMessages.FirstOrDefault());
Assert.Equal(4, this.engine.ProcessedCount);
Assert.Equal(1, this.engine.CommandCount);
Assert.Equal(2, this.engine.EventCount);
Assert.Equal(3, this.receiver.Messages.Count);
Assert.Equal(OrderState.PartiallyFilled, order.State);
}
internal void OnOrderFilledEvent_WithNoPosition_OpensPosition()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
var submitOrder = new SubmitOrder(
traderId,
accountId,
strategyId,
positionId,
order,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(submitOrder).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderSubmittedEvent(order)).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderAcceptedEvent(order)).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderFilledEvent(order)).Wait();
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Single(this.database.GetPositions());
}
internal void OnModifyOrderCommand_WhenNoOrderExists_DoesNotSendToGateway()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var modify = new ModifyOrder(
traderId,
accountId,
order.Id,
order.Quantity,
Price.Create(1.00010m, 5),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(modify);
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Null(this.engine.UnhandledMessages.FirstOrDefault());
Assert.Equal(2, this.engine.ProcessedCount);
Assert.Equal(1, this.engine.CommandCount);
Assert.Equal(0, this.engine.EventCount);
Assert.Empty(this.tradingGateway.CalledMethods);
Assert.Empty(this.tradingGateway.ReceivedObjects);
Assert.Empty(this.receiver.Messages);
}
internal void CanSerializeAndDeserialize_OrderFilledEvents()
{
// Arrange
var order = new StubOrderBuilder()
.WithQuantity(Quantity.Create(100000))
.BuildStopLimitOrder();
var filled = new OrderFilled(
AccountId.FromString("FXCM-02851908-DEMO"),
order.Id,
new ExecutionId("E123456"),
new PositionIdBroker("P123456"),
order.Symbol,
order.OrderSide,
order.Quantity,
Price.Create(2m, 1),
Currency.USD,
StubZonedDateTime.UnixEpoch(),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var packed = this.serializer.Serialize(filled);
var unpacked = (OrderFilled)this.serializer.Deserialize(packed);
// Assert
Assert.Equal(filled, unpacked);
this.Output.WriteLine(Convert.ToBase64String(packed));
}
internal void GetOrdersCompleted_WhenDoesNotExistInCache_ReturnsEmptyDictionary()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
order.Apply(StubEventMessageProvider.OrderSubmittedEvent(order));
this.database.UpdateOrder(order);
order.Apply(StubEventMessageProvider.OrderRejectedEvent(order));
this.database.UpdateOrder(order);
// Act
this.database.ClearCaches();
// Assert
Assert.Empty(this.database.GetOrders());
Assert.Empty(this.database.GetOrders(traderId));
Assert.Empty(this.database.GetOrders(traderId, strategyId));
Assert.Empty(this.database.GetOrdersWorking());
Assert.Empty(this.database.GetOrdersWorking(traderId));
Assert.Empty(this.database.GetOrdersWorking(traderId, strategyId));
Assert.Empty(this.database.GetOrdersCompleted());
Assert.Empty(this.database.GetOrdersCompleted(traderId));
Assert.Empty(this.database.GetOrdersCompleted(traderId, strategyId));
}
internal void GetPositionsClosed_WhenNotPositionsInCache_ReturnsEmptyDictionary()
{
// Arrange
var order1 = new StubOrderBuilder()
.WithOrderId("O-123456-1")
.BuildMarketOrder();
var order2 = new StubOrderBuilder()
.WithOrderId("O-123456-2")
.WithOrderSide(OrderSide.Sell)
.BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var strategyId = new StrategyId("SCALPER", "001");
var positionId = new PositionId("P-123456");
this.database.AddOrder(order1, traderId, accountId, strategyId, positionId);
this.database.AddOrder(order2, traderId, accountId, strategyId, positionId);
var position = new Position(positionId, StubEventMessageProvider.OrderFilledEvent(order1));
this.database.AddPosition(position);
position.Apply(StubEventMessageProvider.OrderFilledEvent(order2));
this.database.UpdatePosition(position);
// Act
this.database.ClearCaches();
// Assert
Assert.Empty(this.database.GetPositionsClosed());
Assert.Empty(this.database.GetPositionsClosed(traderId));
Assert.Empty(this.database.GetPositionsClosed(traderId, strategyId));
}
internal void GetPositionsOpen_WhenNotPositionsInCache_ReturnsEmptyDictionary()
{
// Arrange
var order = new StubOrderBuilder().BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var strategyId = new StrategyId("SCALPER", "001");
var positionId = new PositionId("P-123456");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
var position = new Position(positionId, StubEventMessageProvider.OrderPartiallyFilledEvent(
order,
Quantity.Create(50000),
Quantity.Create(50000)));
this.database.AddPosition(position);
position.Apply(StubEventMessageProvider.OrderFilledEvent(order));
this.database.UpdatePosition(position);
// Act
this.database.ClearCaches();
// Assert
Assert.Empty(this.database.GetPositionsOpen());
Assert.Empty(this.database.GetPositionsOpen(traderId));
Assert.Empty(this.database.GetPositionsOpen(traderId, strategyId));
}
internal void UpdateOrder_WhenOrderCompleted_CorrectlyUpdatesIndexes()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
order.Apply(StubEventMessageProvider.OrderSubmittedEvent(order));
this.database.UpdateOrder(order);
order.Apply(StubEventMessageProvider.OrderRejectedEvent(order));
// Act
this.database.UpdateOrder(order);
// Assert
Assert.Contains(order.Id, this.database.GetOrderIds());
Assert.Contains(order.Id, this.database.GetOrderIds(traderId));
Assert.Contains(order.Id, this.database.GetOrderIds(traderId, strategyId));
Assert.Contains(order.Id, this.database.GetOrderCompletedIds());
Assert.Contains(order.Id, this.database.GetOrderCompletedIds(traderId));
Assert.Contains(order.Id, this.database.GetOrderCompletedIds(traderId, strategyId));
Assert.DoesNotContain(order.Id, this.database.GetOrderWorkingIds());
Assert.Contains(order.Id, this.database.GetOrders(traderId));
Assert.Contains(order.Id, this.database.GetOrders(traderId, strategyId));
Assert.Contains(order.Id, this.database.GetOrdersCompleted(traderId));
Assert.Contains(order.Id, this.database.GetOrdersCompleted(traderId, strategyId));
}
internal void AddOrder_WithNoOrdersInDatabase_CorrectlyAddsOrderWithIndexes()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
// Act
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
// Assert
Assert.Equal(order, this.database.GetOrder(order.Id));
Assert.Equal(positionId, this.database.GetPositionId(order.Id));
Assert.Equal(traderId, this.database.GetTraderId(order.Id));
Assert.Single(this.database.GetOrders());
Assert.Single(this.database.GetOrders(traderId));
Assert.Single(this.database.GetOrders(traderId, strategyId));
Assert.Contains(order.Id, this.database.GetOrders());
Assert.Contains(order.Id, this.database.GetOrders(traderId));
Assert.Contains(order.Id, this.database.GetOrders(traderId, strategyId));
Assert.Contains(traderId, this.database.GetTraderIds());
Assert.Contains(accountId, this.database.GetAccountIds());
Assert.Contains(strategyId, this.database.GetStrategyIds(traderId));
}
internal void IsComplete_OrderPartiallyFilled_ReturnsFalse()
{
// Arrange
var order = new StubOrderBuilder()
.WithQuantity(Quantity.Create(100000))
.BuildStopMarketOrder();
var event1 = StubEventMessageProvider.OrderSubmittedEvent(order);
var event2 = StubEventMessageProvider.OrderAcceptedEvent(order);
var event3 = StubEventMessageProvider.OrderWorkingEvent(order, order.Price);
var event4 = StubEventMessageProvider.OrderPartiallyFilledEvent(
order,
Quantity.Create(50000),
Quantity.Create(50000),
order.Price);
order.Apply(event1);
order.Apply(event2);
order.Apply(event3);
order.Apply(event4);
// Act
var result = order.IsCompleted;
// Assert
Assert.True(order.State == OrderState.PartiallyFilled);
Assert.False(result);
}
internal void UpdatePosition_WhenPositionOpen_CorrectlyUpdatesIndexes()
{
// Arrange
var order = new StubOrderBuilder().BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var strategyId = new StrategyId("SCALPER", "001");
var positionId = new PositionId("P-123456");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
var position = new Position(positionId, StubEventMessageProvider.OrderPartiallyFilledEvent(
order,
Quantity.Create(50000),
Quantity.Create(50000)));
this.database.AddPosition(position);
// Act
position.Apply(StubEventMessageProvider.OrderFilledEvent(order));
this.database.UpdatePosition(position);
// Assert
Assert.Equal(position, this.database.GetPosition(positionId));
Assert.Contains(position.Id, this.database.GetPositions());
Assert.Contains(position.Id, this.database.GetPositions(traderId));
Assert.Contains(position.Id, this.database.GetPositions(traderId, strategyId));
Assert.Contains(position.Id, this.database.GetPositionsOpen());
Assert.Contains(position.Id, this.database.GetPositionsOpen(traderId));
Assert.Contains(position.Id, this.database.GetPositionsOpen(traderId, strategyId));
Assert.Contains(position.Id, this.database.GetPositionIds());
Assert.Contains(position.Id, this.database.GetPositionOpenIds());
Assert.DoesNotContain(position.Id, this.database.GetPositionClosedIds());
}
internal void Apply_OrderPartiallyFilled_ReturnsCorrectOrderStatus()
{
// Arrange
var order = new StubOrderBuilder().BuildStopMarketOrder();
var event1 = StubEventMessageProvider.OrderSubmittedEvent(order);
var event2 = StubEventMessageProvider.OrderAcceptedEvent(order);
var event3 = StubEventMessageProvider.OrderWorkingEvent(order, order.Price);
var event4 = StubEventMessageProvider.OrderPartiallyFilledEvent(
order,
order.Quantity,
Quantity.Create(order.Quantity / 2),
order.Price);
// Act
order.Apply(event1);
order.Apply(event2);
order.Apply(event3);
order.Apply(event4);
var result = order.State;
// Assert
Assert.Equal(OrderState.PartiallyFilled, result);
}
internal void Build_WithAllParametersModified_ThenReturnsExpectedOrder()
{
// Arrange
// Act
var order = new StubOrderBuilder()
.WithSymbol(new Symbol("AUD/USD", new Venue("FXCM")))
.WithOrderId("O-678910")
.WithOrderSide(OrderSide.Sell)
.WithQuantity(Quantity.Create(100000))
.WithPrice(Price.Create(1.00000m, 5))
.WithTimeInForce(TimeInForce.GTD)
.WithExpireTime(StubZonedDateTime.UnixEpoch() + Period.FromMinutes(5).ToDuration())
.WithTimestamp(StubZonedDateTime.UnixEpoch() + Period.FromMinutes(1).ToDuration())
.BuildStopMarketOrder();
// Assert
Assert.Equal(new Symbol("AUD/USD", new Venue("FXCM")), order.Symbol);
Assert.Equal("O-678910", order.Id.Value);
Assert.Equal(OrderSide.Sell, order.OrderSide);
Assert.Equal(OrderType.Stop, order.OrderType);
Assert.Equal(Quantity.Create(100000), order.Quantity);
Assert.Equal(Price.Create(1m, 5), order.Price);
Assert.Equal(TimeInForce.GTD, order.TimeInForce);
Assert.Equal(StubZonedDateTime.UnixEpoch() + Period.FromMinutes(5).ToDuration(), order.ExpireTime);
Assert.Equal(StubZonedDateTime.UnixEpoch() + Period.FromMinutes(1).ToDuration(), order.Timestamp);
}
internal void BrokerOrderId_ListIsEmpty_ReturnsNullEntityId()
{
// Arrange
// Act
var order = new StubOrderBuilder().BuildStopMarketOrder();
// Assert
Assert.Null(order.IdBroker);
}
internal void ExecutionId_ListIsEmpty_ReturnsNullEntityId()
{
// Arrange
// Act
var order = new StubOrderBuilder().BuildStopMarketOrder();
// Assert
Assert.Null(order.ExecutionId);
}
internal void BuildStopMarket_ThenReturnsExpectedOrder()
{
// Arrange
// Act
var order = new StubOrderBuilder().BuildStopMarketOrder();
// Assert
Assert.Equal(OrderType.Stop, order.OrderType);
}
internal void OnModifyOrderCommand_WhenOrderAlreadyBeingModified_DoesNotSendToGateway()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildStopMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
var submit = new SubmitOrder(
traderId,
accountId,
strategyId,
positionId,
order,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
var modify1 = new ModifyOrder(
traderId,
accountId,
order.Id,
order.Quantity,
Price.Create(1.00010m, 5),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
var modify2 = new ModifyOrder(
traderId,
accountId,
order.Id,
order.Quantity,
Price.Create(1.00010m, 5),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(submit).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderAcceptedEvent(order)).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderWorkingEvent(order)).Wait();
this.engine.Endpoint.SendAsync(modify1).Wait();
this.engine.Endpoint.SendAsync(modify2).Wait();
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Null(this.engine.UnhandledMessages.FirstOrDefault());
Assert.Equal(6, this.engine.ProcessedCount);
Assert.Equal(3, this.engine.CommandCount);
Assert.Equal(2, this.engine.EventCount);
Assert.Equal(2, this.tradingGateway.CalledMethods.Count);
Assert.Equal(2, this.tradingGateway.ReceivedObjects.Count);
Assert.Equal("SubmitOrder", this.tradingGateway.CalledMethods[0]);
Assert.Equal("ModifyOrder", this.tradingGateway.CalledMethods[1]);
Assert.Equal(3, this.receiver.Messages.Count);
}
internal void GetSlippage_UnfilledOrder_ReturnsZero()
{
// Arrange
var order = new StubOrderBuilder().BuildStopMarketOrder();
// Act
var result = order.Slippage.HasValue;
// Assert
Assert.False(result);
}
internal void IsComplete_OrderInitialized_ReturnsFalse()
{
// Arrange
var order = new StubOrderBuilder().BuildStopMarketOrder();
// Act
var result = order.IsCompleted;
// Assert
Assert.False(result);
}
internal void Equals_OrderWithTheSameOrderId_ReturnsFalse()
{
// Arrange
var order1 = new StubOrderBuilder().WithOrderId("O-1234567").BuildStopMarketOrder();
var order2 = new StubOrderBuilder().WithOrderId("O-123456789").BuildStopMarketOrder();
// Act
var result = order1.Equals(order2);
// Assert
Assert.False(result);
}
internal void Equals_ObjectSomeOtherType_ReturnsFalse()
{
// Arrange
var order = new StubOrderBuilder().BuildStopMarketOrder();
// Act
// ReSharper disable once SuspiciousTypeConversion.Global (this is why the test returns false)
var result = order.Equals(string.Empty);
// Assert
Assert.False(result);
}
internal void Equals_OrderWithTheSameOrderId_ReturnsTrue()
{
// Arrange
var order1 = new StubOrderBuilder().WithOrderId("O-123456789").BuildStopMarketOrder();
var order2 = new StubOrderBuilder().WithOrderId("O-123456789").BuildStopMarketOrder();
// Act
var result = order1.Equals(order2);
this.Output.WriteLine(order1.ToString());
this.Output.WriteLine(order2.ToString());
// Assert
Assert.True(result);
}
internal void Rejected_ParametersValid_ReturnsExpectedResult()
{
// Arrange
var order = new StubOrderBuilder().BuildStopMarketOrder();
var event1 = StubEventMessageProvider.OrderSubmittedEvent(order);
var event2 = StubEventMessageProvider.OrderRejectedEvent(order);
// Act
order.Apply(event1);
order.Apply(event2);
// Assert
Assert.Equal(3, order.EventCount);
Assert.Equal(OrderState.Rejected, order.State);
Assert.Equal(StubZonedDateTime.UnixEpoch(), order.LastEvent.Timestamp);
}
internal void Build_WithNoParametersModified_ThenReturnsExpectedOrder()
{
// Arrange
// Act
var order = new StubOrderBuilder().BuildStopMarketOrder();
// Assert
Assert.Equal(new Symbol("AUD/USD", new Venue("FXCM")), order.Symbol);
Assert.Equal("O-123456", order.Id.Value);
Assert.Equal(OrderSide.Buy, order.OrderSide);
Assert.Equal(OrderType.Stop, order.OrderType);
Assert.Equal(Quantity.Create(100000), order.Quantity);
Assert.Equal(Price.Create(1m, 1), order.Price);
Assert.Equal(TimeInForce.DAY, order.TimeInForce);
Assert.Null(order.ExpireTime);
Assert.Equal(StubZonedDateTime.UnixEpoch(), order.Timestamp);
}
internal void ClearCaches_WithOrderInCaches_CorrectlyClearsCache()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
// Act
this.database.ClearCaches();
// Assert
Assert.Null(this.database.GetOrder(order.Id));
}
internal void AddOrder_WhenOrderAlreadyExists_ReturnsFailureResult()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
// Act
var result = this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
// Assert
Assert.True(result.IsFailure);
}