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 PartialFill() { // 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, 200, 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(200, ot.Sent(id - 1), "not sent buy"); Assert.AreEqual(100, ot.Filled(id - 1), "incorrect fill size buy"); Assert.IsFalse(ot.isCompleted(id - 1), "wrongly completed"); Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled"); Assert.IsTrue(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, 200, 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(-200, ot.Sent(id - 1), "not sent sell"); Assert.IsFalse(ot.isCompleted(id - 1), "wrongly completed"); Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled"); Assert.IsTrue(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"); }
protected void cancelorders(string click) { // get models var mods = getselectedmods(); if (mods.Count == 0) { status("Select an account activity to cancel."); return; } List <long> cancel = new List <long>(); // process any that are pending orders for (int i = 0; i < mods.Count; i++) { var mod = mods[i]; var id = mod.id; if (ord.isPending(id)) { cancel.Add(id); } else { v(mod.symbol + " can no longer cancel: " + id); } } if (cancel.Count == 0) { return; } // confirm if (System.Windows.Forms.MessageBox.Show("Cancel " + cancel.Count + " pending orders?", "Confirm Order Cancel", System.Windows.Forms.MessageBoxButtons.YesNoCancel) != System.Windows.Forms.DialogResult.Yes) { return; } }