internal void AddBracketOrder_WithNoTakeProfit_CorrectlyAddsOrdersWithIndexes()
{
// Arrange
var bracketOrder = StubBracketOrderProvider.Create(false);
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
// Act
this.database.AddBracketOrder(bracketOrder, traderId, accountId, strategyId, positionId);
// Assert
Assert.Equal(bracketOrder.Entry, this.database.GetOrder(bracketOrder.Entry.Id));
Assert.Equal(bracketOrder.StopLoss, this.database.GetOrder(bracketOrder.StopLoss.Id));
Assert.Equal(positionId, this.database.GetPositionId(bracketOrder.Entry.Id));
Assert.Equal(positionId, this.database.GetPositionId(bracketOrder.StopLoss.Id));
Assert.Equal(traderId, this.database.GetTraderId(bracketOrder.Entry.Id));
Assert.Equal(traderId, this.database.GetTraderId(bracketOrder.StopLoss.Id));
Assert.Equal(2, this.database.GetOrders().Count);
Assert.Equal(2, this.database.GetOrders(traderId).Count);
Assert.Equal(2, this.database.GetOrders(traderId, strategyId).Count);
Assert.Contains(bracketOrder.Entry.Id, this.database.GetOrderIds());
Assert.Contains(bracketOrder.Entry.Id, this.database.GetOrders());
Assert.Contains(bracketOrder.Entry.Id, this.database.GetOrders(traderId));
Assert.Contains(bracketOrder.Entry.Id, this.database.GetOrders(traderId, strategyId));
Assert.DoesNotContain(bracketOrder.Entry.Id, this.database.GetOrderWorkingIds());
Assert.DoesNotContain(bracketOrder.Entry.Id, this.database.GetOrderCompletedIds());
Assert.DoesNotContain(bracketOrder.Entry.Id, this.database.GetOrdersWorking());
Assert.DoesNotContain(bracketOrder.Entry.Id, this.database.GetOrdersCompleted());
Assert.Contains(bracketOrder.StopLoss.Id, this.database.GetOrderIds());
Assert.Contains(bracketOrder.StopLoss.Id, this.database.GetOrders());
Assert.Contains(bracketOrder.StopLoss.Id, this.database.GetOrders(traderId));
Assert.Contains(bracketOrder.StopLoss.Id, this.database.GetOrders(traderId, strategyId));
}
internal void OnSubmitBracketOrderCommand_WhenDuplicatedCommand_OperatesDatabaseAndSendsToGateway()
{
// Arrange
var bracketOrder = StubBracketOrderProvider.Create();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
var command = new SubmitBracketOrder(
traderId,
accountId,
strategyId,
positionId,
bracketOrder,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(command).Wait();
this.engine.Endpoint.SendAsync(command).Wait();
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Null(this.engine.UnhandledMessages.FirstOrDefault());
Assert.Equal(3, this.engine.ProcessedCount);
Assert.Equal(2, this.engine.CommandCount);
Assert.Single(this.tradingGateway.CalledMethods);
Assert.Single(this.tradingGateway.ReceivedObjects);
Assert.Equal("SubmitOrder", this.tradingGateway.CalledMethods[0]);
Assert.Equal(bracketOrder, this.tradingGateway.ReceivedObjects[0]);
}
internal void AddBracketOrder_WhenStopLossOrderAlreadyExists_ReturnsFailureResult()
{
// Arrange
var bracketOrder = StubBracketOrderProvider.Create();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
this.database.AddOrder(bracketOrder.StopLoss, traderId, accountId, strategyId, positionId);
// Act
var result = this.database.AddBracketOrder(bracketOrder, traderId, accountId, strategyId, positionId);
// Assert
Assert.True(result.IsFailure);
}
