public void FixSentOnUnknown()
{
// reset everything
id = 1;
o = new OrderImpl();
ot = new OrderTracker();
ot.SendDebugEvent += new DebugDelegate(ot_SendDebugEvent);
ot.VerboseDebugging = true;
ot.FixSentSizeOnUnknown = true;
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// prepare a buy order
o = new BuyLimit(sym, 100, 100, id++);
// fill it
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 100, 100)), "order did not fill");
ot.GotFill((Trade)o);
// order will be invalid since it was sent previously (or unknown)
Assert.False(ot.SentOrder(id - 1).isValid, "valid order was found, none was sent though");
// verify size/pending/cancel
Assert.AreEqual(100, ot.Sent(id - 1), "not sent buy");
Assert.AreEqual(100, ot.Filled(id - 1), "incorrect fill size buy");
Assert.IsTrue(ot.isCompleted(id - 1), "wrongly not filled");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsFalse(ot.isPending(id - 1), "wrongly pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
}
public void Fill()
{
// reset everything
id = 1;
o = new OrderImpl();
ot = new OrderTracker();
ot.SendDebugEvent += new DebugDelegate(ot_SendDebugEvent);
ot.VerboseDebugging = true;
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// send a buy order
o = new BuyLimit(sym, 100, 100, id++);
ot.GotOrder(o);
// fill it
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym,100,100)),"order did not fill");
ot.GotFill((Trade)o);
// verify order is there
Assert.IsTrue(ot.SentOrder(id - 1).isValid, "no valid order");
// verify size/pending/cancel
Assert.AreEqual(100, ot.Sent(id - 1), "not sent buy");
Assert.AreEqual(100, ot.Filled(id - 1), "incorrect fill size buy");
Assert.IsTrue(ot.isCompleted(id - 1), "wrongly not filled");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsFalse(ot.isPending(id - 1), "wrongly pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
// do sell order
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// send sell order
o = new SellLimit(sym, 100, 100, id++);
ot.GotOrder(o);
// fill it
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 100, 100)), "order did not fill");
ot.GotFill((Trade)o);
// verify order is there
Assert.IsTrue(ot.SentOrder(id - 1).isValid, "no valid order");
// verify size/pending/cancel
Assert.AreEqual(-100, ot.Filled(id - 1), "incorrect fill size sell");
Assert.AreEqual(-100, ot.Sent(id - 1), "not sent sell");
Assert.IsTrue(ot.isCompleted(id - 1), "wrongly not filled");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsFalse(ot.isPending(id - 1), "wrongly pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
}
public void Sent()
{
// reset everything
id = 1;
o = new OrderImpl();
ot = new OrderTracker();
ot.SendDebugEvent += new DebugDelegate(ot_SendDebugEvent);
ot.VerboseDebugging = true;
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id),"sent but not sent");
Assert.IsFalse(ot.isCompleted(id),"completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// send a buy order
ot.GotOrder(new BuyLimit(sym, 100, 100, id++));
// verify order is there
Assert.IsTrue(ot.SentOrder(id - 1).isValid, "no valid order");
// verify size/pending/cancel
Assert.AreEqual(100, ot.Sent(id-1), "not sent");
Assert.AreEqual(0, ot.Filled(id - 1), "incorrect fill size");
Assert.IsFalse(ot.isCompleted(id - 1), "completed but not filled");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsTrue(ot.isPending(id - 1), "not pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
Assert.IsTrue(ot.GetOrderId(0) == 1, "no id at idx");
// do sell order
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// send a sell order
ot.GotOrder(new SellLimit(sym, 100, 100, id++));
// verify order is there
Assert.IsTrue(ot.SentOrder(id - 1).isValid, "no valid order");
// verify size/pending/cancel
Assert.AreEqual(-100, ot.Sent(id - 1), "not sent");
Assert.AreEqual(0, ot.Filled(id - 1), "incorrect fill size");
Assert.IsFalse(ot.isCompleted(id - 1), "completed but not filled");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsTrue(ot.isPending(id - 1), "not pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
}