public async Task Should_LiquidateShortPosition()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsOpenOrdersController twsOpenOrdersController = new TwsOpenOrdersController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderCancelationController orderCancellationController = new TwsOrderCancelationController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsPortfolioOrderCancellationController twsPortfolioOrderCancellationController = new TwsPortfolioOrderCancellationController(connectionController, twsOpenOrdersController, orderCancellationController);
TwsPositionsController positionsController = new TwsPositionsController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsPositionLiquidationController positionLiquidationController = new TwsPositionLiquidationController(
connectionController,
positionsController,
nextOrderIdController,
orderPlacementController,
twsPortfolioOrderCancellationController);
await connectionController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
Order order = new Order
{
Action = TwsOrderActions.Sell,
OrderType = "MKT",
TotalQuantity = 1,
};
// Place a couple of orders
int orderId = await nextOrderIdController.GetNextValidIdAsync();
await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Liquidate the position
bool success = await positionLiquidationController.LiquidatePosition("MSFT", TwsExchange.Smart);
success.Should().BeTrue();
}
public async Task PositionsController_Should_ReturnAListOfPositions()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsPositionsController positionsController = new TwsPositionsController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
await connectionController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1
};
int orderId = await nextOrderIdController.GetNextValidIdAsync();
bool successfullyPlaced = await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Call
List <PositionStatusEventArgs> positionStatusEvents = await positionsController.RequestPositions();
// Assert
positionStatusEvents.Count.Should().BeGreaterOrEqualTo(0);
PositionStatusEventArgs daxPositions = positionStatusEvents.Where(eventArgs => eventArgs.Contract.Symbol == contract.Symbol).FirstOrDefault();
daxPositions.Position.Should().BeGreaterOrEqualTo(order.TotalQuantity);
// Tear down
await connectionController.DisconnectAsync();
}
