public void RoundTrip()
{
var orderEvent = new AlphaStreamOrderEvent
{
AlgorithmId = "AlgoId",
Direction = OrderDirection.Buy,
FillPrice = 10,
FillPriceCurrency = "USD",
FillQuantity = 1,
IsAssignment = false,
Message = "Broker message",
OrderEventId = 9,
Time = Time.DateTimeToUnixTimeStamp(DateTime.UtcNow),
Symbol = "SPY",
HashId = "MyHash"
};
AssertJsonRoundTrip(orderEvent);
}
public void AssertJsonRoundTrip(AlphaStreamOrderEvent orderEvent)
{
var serialization = JsonConvert.SerializeObject(orderEvent);
var deserialization = JsonConvert.DeserializeObject <AlphaStreamOrderEvent>(serialization);
Assert.AreEqual(orderEvent.FillPrice, deserialization.FillPrice);
Assert.AreEqual(orderEvent.FillPriceCurrency, deserialization.FillPriceCurrency);
Assert.AreEqual(orderEvent.OrderEventId, deserialization.OrderEventId);
Assert.AreEqual(orderEvent.HashId, deserialization.HashId);
Assert.AreEqual(orderEvent.OrderFeeAmount, deserialization.OrderFeeAmount);
Assert.AreEqual(orderEvent.OrderFeeCurrency, deserialization.OrderFeeCurrency);
Assert.AreEqual(orderEvent.IsAssignment, deserialization.IsAssignment);
Assert.AreEqual(orderEvent.Symbol, deserialization.Symbol);
Assert.AreEqual(orderEvent.Message, deserialization.Message);
Assert.AreEqual(orderEvent.FillQuantity, deserialization.FillQuantity);
Assert.AreEqual(orderEvent.Direction, deserialization.Direction);
Assert.AreEqual(orderEvent.Status, deserialization.Status);
Assert.AreEqual(orderEvent.Id, deserialization.Id);
Assert.AreEqual(orderEvent.StopPrice, deserialization.StopPrice);
Assert.AreEqual(orderEvent.LimitPrice, deserialization.LimitPrice);
Assert.AreEqual(orderEvent.Time, deserialization.Time, 10000);
Assert.AreEqual(orderEvent.Quantity, deserialization.Quantity);
}
