public Order SendSellStopOrder(Counterpart counterpart, string clOrdID, string account, Instrument instrument, decimal qty, decimal stopPrice)
{
Order order = this.SellStopOrder(counterpart, clOrdID, account, instrument, qty, stopPrice);
order.Send();
return(order);
}
public Order SendBuyOrder(Counterpart counterpart, string clOrdID, string account, Instrument instrument, decimal qty)
{
Order order = this.BuyOrder(counterpart, clOrdID, account, instrument, qty);
order.Send();
return(order);
}
public void EnumParameterMapping()
{
var counterpart = new Counterpart
{
Name = "test-counterpart-name",
Inn = "0987654321",
Kpp = "987654321"
};
dynamic counterpartAccessObject = testObjectsManager.CreateCounterparty(counterpart);
testObjectsManager.CreateBankAccount(counterpartAccessObject.Ссылка,
new BankAccount
{
Bank = new Bank
{
Bik = Banks.AlfaBankBik
},
Number = "40702810001111122222",
CurrencyCode = "643"
});
testObjectsManager.CreateCounterpartContract(counterpartAccessObject.Ссылка, new CounterpartyContract
{
CurrencyCode = "643",
Name = "Валюта",
Kind = CounterpartContractKind.OutgoingWithAgency
});
var contracts = dataContext.Select <ДоговорыКонтрагентов>()
.Where(x => x.ВидДоговора == ВидыДоговоровКонтрагентов.СКомиссионеромНаЗакупку)
.ToArray();
Assert.That(contracts.Length, Is.EqualTo(1));
Assert.That(contracts[0].ВидДоговора, Is.EqualTo(ВидыДоговоровКонтрагентов.СКомиссионеромНаЗакупку));
}
public void QueryWithRefAccess()
{
var counterpart = new Counterpart
{
Name = "test-counterpart-name",
Inn = "0987654321",
Kpp = "987654321"
};
dynamic counterpartAccessObject = testObjectsManager.CreateCounterparty(counterpart);
dynamic bankAccountAccessObject = testObjectsManager.CreateBankAccount(counterpartAccessObject.Ссылка,
new BankAccount
{
Bank = new Bank
{
Bik = Banks.AlfaBankBik
},
Number = "40702810001111122222",
CurrencyCode = "643"
});
counterpartAccessObject.ОсновнойБанковскийСчет = bankAccountAccessObject.Ссылка;
counterpartAccessObject.Write();
testObjectsManager.CreateCounterpartContract(counterpartAccessObject.Ссылка, new CounterpartyContract
{
CurrencyCode = "643",
Name = "Валюта",
Kind = CounterpartContractKind.OutgoingWithAgency
});
var contractFromStore = dataContext.Select <ДоговорыКонтрагентов>()
.Single(x => x.Владелец.ОсновнойБанковскийСчет.НомерСчета == "40702810001111122222");
Assert.That(contractFromStore.Наименование, Is.EqualTo("Валюта"));
}
public void QueryWithObject()
{
var counterpart = new Counterpart
{
Name = "test-counterpart-name",
Inn = "0987654321",
Kpp = "987654321"
};
dynamic counterpartAccessObject = testObjectsManager.CreateCounterparty(counterpart);
testObjectsManager.CreateBankAccount(counterpartAccessObject.Ссылка,
new BankAccount
{
Bank = new Bank
{
Bik = Banks.AlfaBankBik
},
Number = "40702810001111122222",
CurrencyCode = "643"
});
var account = dataContext.Select <БанковскиеСчета>()
.Single(x => x.Владелец is Контрагенты);
Assert.That(account.ВалютаДенежныхСредств.Код, Is.EqualTo("643"));
Assert.That(account.Владелец, Is.TypeOf <Контрагенты>());
Assert.That(((Контрагенты)account.Владелец).ИНН, Is.EqualTo("0987654321"));
Assert.That(((Контрагенты)account.Владелец).КПП, Is.EqualTo("987654321"));
}
public Credential(Counterpart source, string tradingSenderCompID, string tradingTargetCompID, string feedSenderCompID, string feedTargetCompID)
{
this.Source = source;
this.TradingSenderCompID = tradingSenderCompID;
this.TradingTargetCompID = tradingTargetCompID;
this.FeedSenderCompID = feedSenderCompID;
this.FeedTargetCompID = feedTargetCompID;
}
public Order(uint internalUInt, Counterpart counterpart, string clOrdID, string account, Instrument instrument, decimal price, decimal qty, OrderSide orderSide, /*decimal stopPrice, */ OrderType orderType)
{
this.CreationTime = DateTime.UtcNow;
this.InternalUInt = internalUInt;
this.Counterpart = counterpart;
this.ClOrdID = clOrdID;
this.Account = account;
this.Instrument = instrument;
this.Price = price;
this.Qty = qty;
this.Side = orderSide;
//this.StopPrice = stopPrice;
this.Type = orderType;
}
public void ModifyReference()
{
var counterpart = new Counterpart
{
Inn = "7711223344",
Kpp = "771101001",
FullName = "Test counterparty",
Name = "Test counterparty"
};
dynamic counterpartyAccessObject = testObjectsManager.CreateCounterparty(counterpart);
var counterpartContractAccessObject = testObjectsManager.CreateCounterpartContract(counterpartyAccessObject.Ссылка,
new CounterpartyContract
{
Name = "test-counterparty-contract",
Kind = CounterpartContractKind.Incoming,
CurrencyCode = "643"
});
string initialCounterpartyContractVersion = counterpartContractAccessObject.DataVersion;
string counterpartyContractCode = counterpartContractAccessObject.Code;
var contract = dataContext.Select <ДоговорыКонтрагентов>()
.Single(x => x.Код == counterpartyContractCode);
contract.Владелец.ИНН = "7711223344";
contract.Владелец.Наименование = "Test counterparty 2";
contract.Владелец.НаименованиеПолное = "Test counterparty 2";
dataContext.Save(contract);
var counterpartyTable = globalContext.Execute("ВЫБРАТЬ * ИЗ Справочник.Контрагенты ГДЕ ИНН=&Inn",
new Dictionary <string, object>
{
{ "Inn", "7711223344" }
}).Unload();
Assert.That(counterpartyTable.Count, Is.EqualTo(1));
Assert.That(counterpartyTable[0].GetString("Наименование"), Is.EqualTo("Test counterparty 2"));
var counterpartyContractTable = globalContext.Execute("ВЫБРАТЬ Ссылка ИЗ Справочник.ДоговорыКонтрагентов ГДЕ Код=&Code",
new Dictionary <string, object>
{
{ "Code", counterpartyContractCode }
}).Unload();
Assert.That(counterpartyContractTable.Count, Is.EqualTo(1));
var comObj = counterpartyContractTable[0]["Ссылка"];
var dataVersion = ((dynamic)comObj).DataVersion;
Assert.That(dataVersion, Is.EqualTo(initialCounterpartyContractVersion));
}
void host_OnQuote(Counterpart source, string ticker, decimal ask, decimal askSize, decimal bid, decimal bidSize, DateTime datetime)
{
this.Dispatcher.Invoke((Action)(() =>
{
if (this.SelectedTickerLabel.Text == ticker)
{
// usado internamente para generar ordenes
this.selectedAsk = ask;
this.selectedBid = bid;
this.selectedTicker = ticker;
// solo para visualizacion
this.SelectedAskAndBidLabel.Text = string.Format("{0}/{1}", ask, bid);
}
}));
}
public void SelectWithRef()
{
var counterpart = new Counterpart
{
Name = "test-counterpart-name",
Inn = "0987654321",
Kpp = "987654321"
};
dynamic counterpartAccessObject = testObjectsManager.CreateCounterparty(counterpart);
var bankAccountAccessObject = testObjectsManager.CreateBankAccount(counterpartAccessObject.Ссылка,
new BankAccount
{
Bank = new Bank
{
Bik = Banks.AlfaBankBik
},
Number = "40702810001111122222",
CurrencyCode = "643"
});
counterpartAccessObject.ОсновнойБанковскийСчет = bankAccountAccessObject.Ссылка;
counterpartAccessObject.Write();
var counterpartyContractAccessObject =
testObjectsManager.CreateCounterpartContract(counterpartAccessObject.Ссылка, new CounterpartyContract
{
CurrencyCode = "643",
Name = "Валюта",
Kind = CounterpartContractKind.OutgoingWithAgency
});
string counterpartContractCode = counterpartyContractAccessObject.Код;
var contractFromStore = dataContext
.Select <ДоговорыКонтрагентов>()
.Single(x => x.Код == counterpartContractCode);
Assert.That(contractFromStore.Владелец.ИНН, Is.EqualTo("0987654321"));
Assert.That(contractFromStore.Владелец.КПП, Is.EqualTo("987654321"));
Assert.That(contractFromStore.Владелец.Наименование, Is.EqualTo("test-counterpart-name"));
Assert.That(contractFromStore.Владелец.ОсновнойБанковскийСчет.НомерСчета,
Is.EqualTo("40702810001111122222"));
Assert.That(contractFromStore.Владелец.ОсновнойБанковскийСчет.Владелец,
Is.TypeOf <Контрагенты>());
Assert.That(((Контрагенты)contractFromStore.Владелец.ОсновнойБанковскийСчет.Владелец)
.ИНН,
Is.EqualTo("0987654321"));
Assert.That(contractFromStore.ВидДоговора, Is.EqualTo(ВидыДоговоровКонтрагентов.СКомиссионеромНаЗакупку));
}
public static Credential GetCredential(Counterpart source)
{
switch (source)
{
case Counterpart.DBFX:
throw new NotImplementedException(";)");
case Counterpart.Dukascopy:
return(Credentials.FirstOrDefault(x => x.Source == source));
case Counterpart.HotSpotFX:
throw new NotImplementedException(";)");
default:
throw new NotSupportedException("?");
}
}
private int?AddCounterpart(string name)
{
var newObj = new Counterpart()
{
Name = name
};
string sql =
$"INSERT INTO Counterpart (Name,IdSource) VALUES (@name,@_sourceClipper); SELECT CAST(SCOPE_IDENTITY() as int)";
using (var connection = ConnectionFactory.GetOpenConnection())
{
newObj.Id = connection.Query <int>(sql, new { newObj.Name, _sourceClipper }).Single();
CounterpartsList.Add(newObj);
}
return(newObj.Id);
}
public void ChangeMustBeStrongerThanTracking()
{
var counterpart = new Counterpart
{
Inn = "7711223344",
Kpp = "771101001",
FullName = "Test counterparty",
Name = "Test counterparty"
};
dynamic counterpartyAccessObject = testObjectsManager.CreateCounterparty(counterpart);
var counterpartContractAccessObject = testObjectsManager.CreateCounterpartContract(counterpartyAccessObject.Ссылка,
new CounterpartyContract
{
CurrencyCode = "643",
Name = "test-contract",
Kind = CounterpartContractKind.Incoming
});
string counterpartyContractCode = counterpartContractAccessObject.Code;
var contract = dataContext.Select <ДоговорыКонтрагентов>()
.Single(x => x.Код == counterpartyContractCode);
if (contract.Владелец.ИНН == "7711223344")
{
contract.Владелец.ИНН = "7711223345";
contract.Владелец = new Контрагенты
{
ИНН = "7711223355",
Наименование = "Test counterparty 2",
НаименованиеПолное = "Test counterparty 2"
};
}
dataContext.Save(contract);
var valueTable = globalContext.Execute("ВЫБРАТЬ * ИЗ Справочник.ДоговорыКонтрагентов ГДЕ Код=&Code",
new Dictionary <string, object>
{
{ "Code", contract.Код }
}).Unload();
Assert.That(valueTable.Count, Is.EqualTo(1));
Assert.That(ComHelpers.GetProperty(valueTable[0]["Владелец"], "Наименование"), Is.EqualTo("Test counterparty 2"));
}
public void CanQueryWithSourceNameViaGenericInterface()
{
var counterpart = new Counterpart
{
Inn = "7711223344",
Kpp = "771101001",
FullName = "Test counterparty 1",
Name = "Test counterparty 2"
};
testObjectsManager.CreateCounterparty(counterpart);
var catalogItem = dataContext.Select <IGenericCatalog>("Справочник.Контрагенты")
.Where(x => x.Наименование == "Test counterparty 2")
.Cast <object>()
.Single();
Assert.That(catalogItem, Is.TypeOf <Контрагенты>());
}
public void TypeOfAndPresentation()
{
var counterpart = new Counterpart
{
Name = "test-counterpart-name",
Inn = "0987654321",
Kpp = "987654321"
};
dynamic counterpartAccessObject = testObjectsManager.CreateCounterparty(counterpart);
dynamic bankAccountAccessObject = testObjectsManager.CreateBankAccount(counterpartAccessObject.Ссылка,
new BankAccount
{
Bank = new Bank
{
Bik = Banks.AlfaBankBik
},
Number = "40702810001111122222",
CurrencyCode = "643"
});
counterpartAccessObject.ОсновнойБанковскийСчет = bankAccountAccessObject.Ссылка;
counterpartAccessObject.Write();
testObjectsManager.CreateCounterpartContract(counterpartAccessObject.Ссылка, new CounterpartyContract
{
CurrencyCode = "643",
Name = "Валюта",
Kind = CounterpartContractKind.OutgoingWithAgency
});
var contractFromStore = dataContext.Select <ДоговорыКонтрагентов>()
.Where(x => x.Владелец.ОсновнойБанковскийСчет.НомерСчета == "40702810001111122222")
.Select(x => new
{
OwnerType = x.Владелец.ОсновнойБанковскийСчет.Владелец.GetType(),
OwnerTypePresentation = Функции.Представление(x.Владелец.ОсновнойБанковскийСчет.Владелец.GetType())
})
.ToList();
Assert.That(contractFromStore.Count, Is.EqualTo(1));
Assert.That(contractFromStore[0].OwnerType, Is.EqualTo(typeof(Контрагенты)));
Assert.That(contractFromStore[0].OwnerTypePresentation, Is.EqualTo("Контрагент"));
}
void Instance_OnExecutionInfo(Counterpart counterpart, ExecutionReportAdapted executionReportAdapted)
{
switch (counterpart)
{
case Counterpart.Dukascopy:
Order order = this.OrdersBook.Values.ToList().FirstOrDefault(ord => ord.ClOrdID == executionReportAdapted.ClOrdID);
if (order != null)
{
order.DeliverExecutionReport(executionReportAdapted);
}
else
{
throw new Exception("no se encontro la orden destino del mensaje");
}
break;
default:
break;
}
}
public void RerefenceProjection()
{
var counterpart = new Counterpart
{
Name = "test-counterpart-name",
Inn = "0987654321",
Kpp = "987654321"
};
dynamic counterpartAccessObject = testObjectsManager.CreateCounterparty(counterpart);
string code = counterpartAccessObject.Код;
var counterparties = dataContext.Select <Контрагенты>()
.Where(x => x.Код == code)
.Select(x => new
{
Ссылка = x
})
.ToArray();
Assert.That(counterparties.Length, Is.EqualTo(1));
Assert.That(counterparties[0].Ссылка.Наименование, Is.EqualTo("test-counterpart-name"));
}
protected object CreateTestCounterpart()
{
var counterpart = new Counterpart
{
Name = "test-counterpart-name",
Inn = "0987654321",
Kpp = "987654321"
};
dynamic counterpartAccessObject = testObjectsManager.CreateCounterparty(counterpart);
testObjectsManager.CreateBankAccount(counterpartAccessObject.Ссылка,
new BankAccount
{
Bank = new Bank
{
Bik = Banks.AlfaBankBik
},
Number = "40702810001111122222",
CurrencyCode = "643"
});
return(counterpartAccessObject);
}
public void ComplexReferenceObjectProjection()
{
var counterpart = new Counterpart
{
Name = "test-counterpart-name",
Inn = "0987654321",
Kpp = "987654321"
};
testObjectsManager.CreateCounterparty(counterpart);
var counterparties = dataContext.Select <Контрагенты>()
.Where(x => !x.ПометкаУдаления)
.Where(x => !x.ЭтоГруппа)
.Where(x => x.Наименование == "test-counterpart-name")
.Select(x => new
{
Id = x.УникальныйИдентификатор,
Reference = x
})
.ToArray();
Assert.That(counterparties.Length, Is.EqualTo(1));
Assert.That(counterparties[0].Reference, Is.TypeOf <Контрагенты>());
}
public void AssignWith(Counterpart counterpart)
{
Emit(new ContractAssignedToCounterpart {
CounterpartId = counterpart.Id
});
}
private Order SellStopOrder(Counterpart counterpart, string clOrdID, string account, Instrument instrument, decimal qty, decimal stopPrice)
{
return(this.AddToOrdersBook(new Order(GetInternalUInt(), counterpart, clOrdID, account, instrument, stopPrice, qty, OrderSide.Sell, OrderType.Stop)));
}
public Order SellLimitOrder(Counterpart counterpart, string clOrdID, string account, Instrument instrument, decimal qty, decimal limitPrice)
{
return(this.AddToOrdersBook(new Order(GetInternalUInt(), counterpart, clOrdID, account, instrument, limitPrice, qty, OrderSide.Sell, OrderType.StopLimit)));
}
public Order SellOrder(Counterpart counterpart, string clOrdID, string account, Instrument instrument, decimal qty)
{
return(this.AddToOrdersBook(new Order(GetInternalUInt(), counterpart, clOrdID, account, instrument, 0m, qty, OrderSide.Sell, OrderType.Market)));
}
