public void DefaultBuyOrder()
{
UnitTestContext context = new UnitTestContext();
context.Login();
OrderViewModel vm = new OrderViewModel(context.App, new FIXApplication.NullFixStrategy());
vm.SendBuyCommand.Execute(null);
// messaging of sent order
Assert.AreEqual(1, context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType].Count);
QuickFix.FIX42.NewOrderSingle msg = context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType][0] as QuickFix.FIX42.NewOrderSingle;
Assert.AreEqual("IBM", msg.Symbol.Obj);
Assert.AreEqual(5, msg.OrderQty.Obj);
Assert.AreEqual(QuickFix.Fields.OrdType.MARKET, msg.OrdType.Obj);
Assert.AreEqual(QuickFix.Fields.Side.BUY, msg.Side.Obj);
// what's in the grid
Assert.AreEqual(1, vm.Orders.Count);
OrderRecord o = vm.Orders.First();
Assert.AreEqual("IBM", o.Symbol);
Assert.AreEqual(-1, o.Price);
Assert.AreEqual("Market", o.OrdType);
Assert.AreEqual("Buy", o.Side);
}
public void MarketSell()
{
UnitTestContext context = new UnitTestContext();
context.Login();
OrderViewModel vm = new OrderViewModel(context.App, new FIXApplication.NullFixStrategy());
vm.Symbol = "pants";
vm.OrderQtyString = "999";
vm.SendSellCommand.Execute(null);
// messaging of sent order
Assert.AreEqual(1, context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType].Count);
QuickFix.FIX42.NewOrderSingle msg = context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType][0] as QuickFix.FIX42.NewOrderSingle;
Assert.AreEqual("pants", msg.Symbol.Obj);
Assert.AreEqual(999, msg.OrderQty.Obj);
Assert.AreEqual(QuickFix.Fields.Side.SELL, msg.Side.Obj);
// what's in the grid
Assert.AreEqual(1, vm.Orders.Count);
OrderRecord o = vm.Orders.First();
Assert.AreEqual("pants", o.Symbol);
Assert.AreEqual(-1, o.Price);
Assert.AreEqual("Market", o.OrdType);
Assert.AreEqual("Sell", o.Side);
}
public void OrderUpdate()
{
UnitTestContext context = new UnitTestContext();
context.Login();
OrderViewModel vm = new OrderViewModel(context.App, new FIXApplication.NullFixStrategy());
// send an order with default arguments
vm.SendBuyCommand.Execute(null);
Assert.AreEqual(1, context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType].Count);
QuickFix.FIX42.NewOrderSingle msg = context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType][0] as QuickFix.FIX42.NewOrderSingle;
// verify grid content (redundant with earlier tests, but whatever)
Assert.AreEqual(1, vm.Orders.Count);
OrderRecord or = vm.Orders.First();
Assert.AreEqual("IBM", or.Symbol);
Assert.AreEqual(-1, or.Price);
Assert.AreEqual("Market", or.OrdType);
Assert.AreEqual("Buy", or.Side);
Assert.AreEqual("New", or.Status);
// send an execution report that will update the grid
QuickFix.FIX42.ExecutionReport r = CreateExReport(
or.ClOrdID, "foo", QuickFix.Fields.ExecTransType.NEW, QuickFix.Fields.ExecType.FILL,
QuickFix.Fields.OrdStatus.FILLED, "IBM", QuickFix.Fields.Side.BUY, 0, 0, 0);
r.LastPx = new QuickFix.Fields.LastPx(999m);
r.ClOrdID = new QuickFix.Fields.ClOrdID(msg.ClOrdID.Obj);
context.App.FromApp(r, context.Session.SessionID);
// check that it got changed
Assert.AreEqual(1, vm.Orders.Count);
Assert.AreEqual(999, or.Price);
Assert.AreEqual("Filled", or.Status);
}
public void LimitBuy()
{
UnitTestContext context = new UnitTestContext();
context.Login();
OrderViewModel vm = new OrderViewModel(context.App, new FIXApplication.NullFixStrategy());
vm.OrderType = FIXApplication.Enums.OrderType.Limit;
vm.Symbol = "LIM";
vm.OrderQtyString = "9";
vm.LimitPriceString = "3.45";
vm.SendBuyCommand.Execute(null);
// messaging of sent order
Assert.AreEqual(1, context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType].Count);
QuickFix.FIX42.NewOrderSingle msg = context.Session.MsgLookup[QuickFix.FIX42.NewOrderSingle.MsgType][0] as QuickFix.FIX42.NewOrderSingle;
Assert.AreEqual("LIM", msg.Symbol.Obj);
Assert.AreEqual(9, msg.OrderQty.Obj);
Assert.AreEqual(3.45m, msg.Price.Obj);
Assert.AreEqual(QuickFix.Fields.OrdType.LIMIT, msg.OrdType.Obj);
Assert.AreEqual(QuickFix.Fields.Side.BUY, msg.Side.Obj);
// what's in the grid
Assert.AreEqual(1, vm.Orders.Count);
OrderRecord o = vm.Orders.First();
Assert.AreEqual("LIM", o.Symbol);
Assert.AreEqual(3.45m, o.Price);
Assert.AreEqual("Limit", o.OrdType);
Assert.AreEqual("Buy", o.Side);
}
