public void AsynchronousCancels()
{
var socket = new MockSessionSocket();
var mockMarketUid = new Uid(317002);
var mockContractUid = new Uid(608008);
var mockOrder = new NewOrder {
Type = OrderCreateType.Limit,
Market = mockMarketUid,
Contract = mockContractUid,
Side = Side.Buy,
Quantity = new Quantity(QuantityType.PayoffCurrency, 60000),
Price = new Price(PriceType.PercentOdds, 5714)
};
socket.Expect(Payloads.Sequenced(Payloads.Login("mockuser", "mockpassword"), 1));
socket.Next(Payloads.Sequenced(Payloads.LoginResponse("00000000-0000-0000-0000-000000658a8", 2), 1));
socket.Expect(Payloads.Sequenced(Payloads.OrderCreate(mockOrder), 2));
socket.Next(Payloads.Sequenced(Payloads.OrderAccepted(new Uid(82892989397900053), 2), 2));
socket.Next(Payloads.Sequenced(Payloads.OrderCancelled(new Uid(82892989397900053)), 3));
socket.Expect(Payloads.Sequenced(Payloads.Logout(), 3));
socket.Next(Payloads.Sequenced(Payloads.LogoutConfirmation(), 4));
var session = new SeqSession(socket, SessionSettings);
IClientSettings mockSettings = new ClientSettings(SocketSettings, SessionSettings);
using (var client = SmarketsClient.Create(mockSettings, session))
{
client.Login();
var mockOrderResponse1 = client.CreateOrder(mockOrder);
Assert.True(mockOrderResponse1.WaitOne(DataWait));
Assert.NotNull(mockOrderResponse1.Data);
client.Logout();
Assert.Equal(mockOrderResponse1.Data.State.Status, OrderStatus.Cancelled);
}
}
public static Payload OrderCreate(NewOrder order)
{
return new Payload {
Type = PayloadType.PAYLOADORDERCREATE,
OrderCreate = order.ToOrderCreate()
};
}
public void HandleQuotes()
{
var socket = new MockSessionSocket();
var mockMarketUid = new Uid(317002);
var mockContractUid = new Uid(608008);
var mockOrder = new NewOrder {
Type = OrderCreateType.Limit,
Market = mockMarketUid,
Contract = mockContractUid,
Side = Side.Buy,
Quantity = new Quantity(QuantityType.PayoffCurrency, 60000),
Price = new Price(PriceType.PercentOdds, 5714)
};
var builder = new EventQueryBuilder();
builder.SetCategory("sport");
builder.SetSport("football");
builder.SetDateTime(new DateTime(2012,2,21));
socket.Expect(Payloads.Sequenced(Payloads.Login("mockuser", "mockpassword"), 1));
socket.Next(Payloads.Sequenced(Payloads.LoginResponse("00000000-0000-0000-0000-000000658a8", 2), 1));
socket.Expect(Payloads.Sequenced(Payloads.EventsRequest(builder.GetResult()), 2));
socket.Next(Payloads.Sequenced(Payloads.HttpFound("http://mock/api/events/sport/football/20120221/2.pb", 2), 2));
socket.Expect(Payloads.Sequenced(Payloads.MarketSubscribe(new Uid(317002)), 3));
socket.Next(Payloads.Sequenced(Payloads.MarketQuotes(new Uid(317002)), 3));
socket.Expect(Payloads.Sequenced(Payloads.OrderCreate(mockOrder), 4));
socket.Next(
Payloads.Sequenced(
Payloads.ContractQuotes(
new Uid(608008),
new List<Seto.Quote> { new Seto.Quote { Price = 5714, Quantity = 60000 } },
Enumerable.Empty<Seto.Quote>()), 4));
socket.Next(Payloads.Sequenced(Payloads.OrderAccepted(new Uid(82892989397900053), 4), 5));
socket.Expect(Payloads.Sequenced(Payloads.Logout(), 5));
socket.Next(Payloads.Sequenced(Payloads.LogoutConfirmation(), 6));
var session = new SeqSession(socket, SessionSettings);
IClientSettings mockSettings = new ClientSettings(SocketSettings, SessionSettings);
var mockHttpHandler = new MockHttpFoundHandler<Seto.Events>();
mockHttpHandler.AddDocument(MockUrls.Football20120221);
using (var client = SmarketsClient.Create(mockSettings, session, mockHttpHandler))
{
mockHttpHandler.SetClient(client);
client.Login();
var mockEventUid = new Uid(247001);
var mockMapResponse = client.GetEvents(builder.GetResult());
Assert.True(mockMapResponse.WaitOne(DataWait));
var mockMap = mockMapResponse.Data;
Assert.True(mockMap.ContainsKey(mockEventUid));
var mockMarket = client.MarketMap[mockMarketUid];
var mockContract = client.ContractMap[mockContractUid];
mockMarket.SubscribeQuotes(client);
var marketUpdatedEvent = new ManualResetEvent(false);
var contractUpdatedEvent = new ManualResetEvent(false);
MarketQuotes mockQuotes = null;
mockMarket.MarketQuotesUpdated += (sender, args) => {
mockQuotes = args.Quotes;
marketUpdatedEvent.Set();
};
mockContract.ContractQuotesUpdated += (sender, args) => contractUpdatedEvent.Set();
var createResponse = client.CreateOrder(mockOrder);
Assert.True(createResponse.WaitOne(DataWait));
Assert.NotNull(createResponse.Data);
Assert.True(marketUpdatedEvent.WaitOne(1000));
Assert.Equal(mockQuotes.QuantityType, QuantityType.PayoffCurrency);
Assert.Equal(mockQuotes.PriceType, PriceType.PercentOdds);
Assert.Equal(mockQuotes.Uid, mockMarketUid);
Assert.True(contractUpdatedEvent.WaitOne(1000));
Assert.True(mockQuotes.ContractQuotes.ContainsKey(mockContractUid));
var mockContractQuotes = mockQuotes.ContractQuotes[mockContractUid];
Assert.Equal(mockContractQuotes.Bids.Count(), 1);
var mockBid = mockContractQuotes.Bids.First();
Assert.Equal<uint>(mockBid.Price.Raw, 5714);
Assert.Equal<uint>(mockBid.Quantity.Raw, 60000);
Assert.Equal(mockContractQuotes.Offers.Count(), 0);
Assert.Equal(mockContractQuotes.Executions.Count(), 0);
Assert.Equal(mockContractQuotes.QuantityType, QuantityType.PayoffCurrency);
Assert.Equal(mockContractQuotes.PriceType, PriceType.PercentOdds);
Assert.Equal(mockContractQuotes.Uid, mockContractUid);
client.Logout();
}
}
public void PollingOrderCancelTest()
{
var socket = new MockSessionSocket();
var mockMarketUid = new Uid(1);
var mockContractUid = new Uid(1);
var mockOrderUid = new Uid(1);
var mockNewOrder = new NewOrder {
Type = OrderCreateType.Limit,
Market = mockMarketUid,
Contract = mockContractUid,
Side = Side.Buy,
Quantity = new Quantity(QuantityType.PayoffCurrency, 10M),
Price = new Price(PriceType.PercentOdds, 2000)
};
var mockOrder = new Order(
mockNewOrder.Price,
new OrderState(
mockOrderUid,
OrderCreateType.Limit,
OrderStatus.Live,
mockNewOrder.Quantity,
1337694040417086,
new Quantity(QuantityType.PayoffCurrency, 0)),
mockNewOrder.Market,
mockNewOrder.Contract,
mockNewOrder.Side);
socket.Expect(Payloads.Sequenced(Payloads.Login("mockuser", "mockpassword"), 1));
socket.Next(Payloads.Sequenced(Payloads.LoginResponse("00000000-0000-0000-0000-00000000000", 2), 1));
socket.Expect(Payloads.Sequenced(Payloads.OrderCreate(mockNewOrder), 2));
socket.Next(Payloads.Sequenced(Payloads.OrderAccepted(mockOrderUid, 2), 2));
socket.Expect(Payloads.Sequenced(Payloads.OrdersForAccountRequest(), 3));
socket.Next(Payloads.Sequenced(Payloads.OrdersForAccount(new List<Order> { mockOrder }), 3));
socket.Expect(Payloads.Sequenced(Payloads.OrderCancel(mockOrderUid), 4));
socket.Next(Payloads.Sequenced(Payloads.OrderCancelled(mockOrderUid), 4));
socket.Expect(Payloads.Sequenced(Payloads.Logout(), 5));
socket.Next(Payloads.Sequenced(Payloads.LogoutConfirmation(), 5));
var session = new SeqSession(socket, SessionSettings);
IClientSettings mockSettings = new ClientSettings(SocketSettings, SessionSettings);
using (var client = SmarketsClient.Create(mockSettings, session))
{
client.Login();
var mockOrderResponse1 = client.CreateOrder(mockNewOrder);
Assert.True(mockOrderResponse1.WaitOne());
var original = mockOrderResponse1.Data;
Assert.NotNull(original);
var orders = client.GetOrders();
orders.WaitOne();
var newOrder = orders.Data[original.Uid];
client.CancelOrder(newOrder);
var i = 0;
// Wait up to 500 ms
while (i++ < 10 && newOrder.State.Status == OrderStatus.Live)
{
Thread.Sleep(50);
}
client.Logout();
Assert.Equal(OrderStatus.Cancelled, original.State.Status);
Assert.Equal(OrderStatus.Cancelled, newOrder.State.Status);
}
}
