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");
}
void tl_gotOrder(Order o)
{
ord.GotOrder(o);
if (orderidx(o.id) == -1) // if we don't have this order, add it
{
ordergrid.Rows.Add(new object[] { o.id, o.symbol, (o.side ? "BUY" : "SELL"), o.UnsignedSize, (o.price == 0 ? "Market" : o.price.ToString(_dispdecpointformat)), (o.stopp == 0 ? "" : o.stopp.ToString(_dispdecpointformat)), o.Account });
}
}
private void ClientGotOrder(Order o)
{
int pos = OrderTable.Select(row => row.OrderId).ToList().IndexOf(o.Id);
System.Windows.Application.Current.Dispatcher.Invoke(() =>
{
if (pos == -1) // not found
{
OnDebug("Order id " + o.Id.ToString() + " is not found in order table; possibly new order.");
// it must be previous open order, or placed by tws
// add to _ordertracker
_ordertracker.GotOrder(o);
// update status
OrderTable.Add(new OrderEntry(o.Id, o.Account, o.FullSymbol, o.OrderType, o.Price, o.OrderSize, o.OrderTime, EnumDescConverter.GetEnumDescription(o.OrderStatus)));
}
else
{
OrderTable[pos].Status = EnumDescConverter.GetEnumDescription(o.OrderStatus);
}
});
}
public void GotOrder(Order o)
{
ord.GotOrder(o);
ShowItems(AccountActivity.NewOrder(o));
}