public void Should_Notify_LimitOrder_execution()
{
var marketGateway = new ApiMarketGateway(marketName: "euronext", sellQuantity: 50, sellPrice: 100M);
var executed = false;
var order = marketGateway.CreateLimitOrder(ApiMarketWay.Buy, price: 100M, quantity: 10, allowPartial: false);
marketGateway.OrderExecuted += (s, a) => executed = true;
marketGateway.Send(order);
Check.That(executed).IsTrue();
Check.That(marketGateway.SellQuantity).IsEqualTo(40);
}
public void Should_support_partial_execution_for_LimitOrder()
{
var marketGateway = new ApiMarketGateway(marketName: "euronext", sellQuantity: 50, sellPrice: 100M);
var executed = false;
var order = marketGateway.CreateLimitOrder(ApiMarketWay.Buy, price: 100M, quantity: 110, allowPartial: true);
var execQuantity = 0;
marketGateway.OrderExecuted += (s, a) =>
{
executed = true;
execQuantity = a.Quantity;
};
marketGateway.Send(order);
Check.That(execQuantity).IsEqualTo(50);
Check.That(executed).IsTrue();
Check.That(marketGateway.SellQuantity).IsEqualTo(0);
}
public void Should_not_execute_LimitOrder_when_price_is_too_high()
{
var marketGateway = new ApiMarketGateway(marketName: "euronext", sellQuantity: 50, sellPrice: 100M);
var executed = false;
bool failed = false;
string failureReason = null;
var order = marketGateway.CreateLimitOrder(ApiMarketWay.Buy, price: 101M, quantity: 10, allowPartial: false);
marketGateway.OrderExecuted += (s, a) => executed = true;
marketGateway.OrderFailed += (s, failedEventArgs) =>
{
failed = true;
failureReason = failedEventArgs.FailureCause;
};
marketGateway.Send(order);
Check.That(executed).IsFalse();
Check.That(failed).IsTrue();
Check.That(failureReason).IsEqualTo("Invalid price");
Check.That(marketGateway.SellQuantity).IsEqualTo(50);
}