public void NewExecution_SendExecutionToServer_ExecutionReceivedByServer()
{
Thread.Sleep(5000);
bool executionReceived = false;
var executionManualResetEvent = new ManualResetEvent(false);
// Create Order Object
Order order = new Order(OrderExecutionProvider.Simulated)
{
Security = new Security()
{
Symbol = "GOOG"
}
};
// Create Fill Object
Fill fill = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fill.ExecutionId = "1";
fill.ExecutionSide = OrderSide.BUY;
fill.ExecutionSize = 40;
// Create Execution Object
Execution execution = new Execution(fill, order);
_tradeManagerMqServer.NewExecutionReceivedEvent += delegate(Execution executionObject)
{
executionReceived = true;
executionManualResetEvent.Set();
};
byte[] message = Encoding.UTF8.GetBytes(execution.DataToPublish());
string corrId = Guid.NewGuid().ToString();
IBasicProperties replyProps = _rabbitMqChannel.CreateBasicProperties();
replyProps.CorrelationId = corrId;
// Publish Execution to MQ Exchange
_rabbitMqChannel.BasicPublish("trademanager_exchange", "trademanager.execution.message", replyProps, message);
executionManualResetEvent.WaitOne(10000, false);
Assert.AreEqual(true, executionReceived, "Execution Received");
}
/// <summary>
/// Forwards Execution messages to Client to be sent to Server
/// </summary>
/// <param name="execution">Contains Order Execution information</param>
public void SendExecution(Execution execution)
{
try
{
// Process request only if the Client is working
if (_tradeManagerClient.IsConnected())
{
if (Logger.IsDebugEnabled)
{
Logger.Debug("Execution received: " + execution, _type.FullName, "SendExecution");
}
// Send Execution to Disruptor
_messagePublisher.PublishEvent((messageQueueObject, sequenceNo) =>
{
byte[] messageBytes = Encoding.UTF8.GetBytes(execution.DataToPublish());
// Initialize Parameter
messageQueueObject.Message = new byte[messageBytes.Length];
// Copy information
messageBytes.CopyTo(messageQueueObject.Message, 0);
// Return updated object
return(messageQueueObject);
});
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Execution not sent as Client is not connected", _type.FullName, "SendExecution");
}
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "SendExecution");
}
}
public void NewExecution_SendInformationToTradeManagerServer_ExecutionReceivedByServer()
{
Thread.Sleep(2000);
bool executionReceived = false;
var executionManualResetEvent = new ManualResetEvent(false);
// Create Order Object
Order order = new Order(OrderExecutionProvider.Simulated)
{
OrderID = "1",
OrderSide = OrderSide.BUY,
Security = new Security()
{
Symbol = "GOOG"
}
};
// Create Fill Object
Fill fill = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fill.ExecutionId = "1";
fill.ExecutionSide = OrderSide.BUY;
fill.ExecutionSize = 40;
fill.ExecutionDateTime = new DateTime(2014, 01, 22, 18, 20, 57);
// Create Execution Object
Execution execution = new Execution(fill, order);
Execution executionReceivedObject = null;
_tradeManagerMqServer.NewExecutionReceivedEvent += delegate(Execution executionObject)
{
executionReceivedObject = executionObject;
executionReceived = true;
executionManualResetEvent.Set();
};
byte[] message = Encoding.UTF8.GetBytes(execution.DataToPublish());
var requestMessage = new MessageQueueObject();
requestMessage.Message = message;
// Publish Execution to MQ Exchange
_tradeManagerClient.SendExecution(requestMessage);
executionManualResetEvent.WaitOne(10000, false);
Assert.AreEqual(true, executionReceived, "Execution Received");
Assert.AreEqual(execution.Order.OrderExecutionProvider, executionReceivedObject.Order.OrderExecutionProvider, "Order Execution Provider");
Assert.AreEqual(execution.Order.OrderID, executionReceivedObject.Order.OrderID, "Order ID");
Assert.AreEqual(execution.Order.Security.Symbol, executionReceivedObject.Order.Security.Symbol, "Order Symbol");
Assert.AreEqual(execution.Order.OrderSide, executionReceivedObject.Order.OrderSide, "Order Side");
Assert.AreEqual(execution.Fill.Security.Symbol, executionReceivedObject.Fill.Security.Symbol, "Fill Symbol");
Assert.AreEqual(execution.Fill.OrderExecutionProvider, executionReceivedObject.Fill.OrderExecutionProvider, "Fill Execution Provider");
Assert.AreEqual(execution.Fill.ExecutionId, executionReceivedObject.Fill.ExecutionId, "Execution ID");
Assert.AreEqual(execution.Fill.OrderId, executionReceivedObject.Fill.OrderId, "Order ID in Fill");
Assert.AreEqual(execution.Fill.ExecutionSide, executionReceivedObject.Fill.ExecutionSide, "Execution Side");
Assert.AreEqual(execution.Fill.ExecutionSize, executionReceivedObject.Fill.ExecutionSize, "Execution Size");
}
public void MultipleExecutions_SendInformationToTradeManagerServer_ExecutionReceivedByServerTradeCompleted()
{
Thread.Sleep(2000);
int executionCount = 0;
bool executionReceived = false;
var executionManualResetEvent = new ManualResetEvent(false);
Execution executionOne = null;
Execution executionTwo = null;
MessageQueueObject requestMessage;
{
// Create Order Object
Order order = new Order(OrderExecutionProvider.Simulated)
{
OrderID = "1",
OrderSide = OrderSide.BUY,
Security = new Security()
{
Symbol = "GOOG"
}
};
// Create Fill Object
Fill fill = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fill.ExecutionId = "1";
fill.ExecutionSide = OrderSide.BUY;
fill.ExecutionSize = 40;
fill.ExecutionDateTime = new DateTime(2014, 01, 22, 18, 20, 57);
// Create Execution Object
executionOne = new Execution(fill, order);
byte[] message = Encoding.UTF8.GetBytes(executionOne.DataToPublish());
requestMessage = new MessageQueueObject();
requestMessage.Message = message;
}
Execution executionReceivedObjectOne = null;
Execution executionReceivedObjectTwo = null;
_tradeManagerMqServer.NewExecutionReceivedEvent += delegate(Execution executionObject)
{
executionCount++;
if (executionCount == 1)
{
executionReceivedObjectOne = executionObject;
// Create Order Object
Order order = new Order(OrderExecutionProvider.Simulated)
{
OrderID = "2",
OrderSide = OrderSide.BUY,
Security = new Security()
{
Symbol = "GOOG"
}
};
// Create Fill Object
Fill fill = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "2");
fill.ExecutionId = "2";
fill.ExecutionSide = OrderSide.SELL;
fill.ExecutionSize = 40;
fill.ExecutionDateTime = new DateTime(2014, 01, 22, 18, 20, 59);
// Create Execution Object
executionTwo = new Execution(fill, order);
byte[] message = Encoding.UTF8.GetBytes(executionTwo.DataToPublish());
requestMessage = new MessageQueueObject();
requestMessage.Message = message;
// Publish Execution to MQ Exchange
_tradeManagerClient.SendExecution(requestMessage);
}
if (executionCount == 2)
{
executionReceived = true;
executionReceivedObjectTwo = executionObject;
//Give Repo time to save data
Thread.Sleep(2000);
executionManualResetEvent.Set();
}
};
// Publish Execution to MQ Exchange
_tradeManagerClient.SendExecution(requestMessage);
executionManualResetEvent.WaitOne(10000, false);
Assert.AreEqual(true, executionReceived, "Execution Received");
Assert.AreEqual(executionOne.Order.OrderExecutionProvider, executionReceivedObjectOne.Order.OrderExecutionProvider, "Order Execution Provider - ONE");
Assert.AreEqual(executionOne.Order.OrderID, executionReceivedObjectOne.Order.OrderID, "Order ID - ONE");
Assert.AreEqual(executionOne.Order.Security.Symbol, executionReceivedObjectOne.Order.Security.Symbol, "Order Symbol - ONE");
Assert.AreEqual(executionOne.Order.OrderSide, executionReceivedObjectOne.Order.OrderSide, "Order Side - ONE");
Assert.AreEqual(executionOne.Fill.Security.Symbol, executionReceivedObjectOne.Fill.Security.Symbol, "Fill Symbol - ONE");
Assert.AreEqual(executionOne.Fill.OrderExecutionProvider, executionReceivedObjectOne.Fill.OrderExecutionProvider, "Fill Execution Provider - ONE");
Assert.AreEqual(executionOne.Fill.ExecutionId, executionReceivedObjectOne.Fill.ExecutionId, "Execution ID - ONE");
Assert.AreEqual(executionOne.Fill.OrderId, executionReceivedObjectOne.Fill.OrderId, "Order ID in Fill - ONE");
Assert.AreEqual(executionOne.Fill.ExecutionSide, executionReceivedObjectOne.Fill.ExecutionSide, "Execution Side - ONE");
Assert.AreEqual(executionOne.Fill.ExecutionSize, executionReceivedObjectOne.Fill.ExecutionSize, "Execution Size - ONE");
Assert.AreEqual(executionTwo.Order.OrderExecutionProvider, executionReceivedObjectTwo.Order.OrderExecutionProvider, "Order Execution Provider - TWO");
Assert.AreEqual(executionTwo.Order.OrderID, executionReceivedObjectTwo.Order.OrderID, "Order ID - TWO");
Assert.AreEqual(executionTwo.Order.Security.Symbol, executionReceivedObjectTwo.Order.Security.Symbol, "Order Symbol - TWO");
Assert.AreEqual(executionTwo.Order.OrderSide, executionReceivedObjectTwo.Order.OrderSide, "Order Side - TWO");
Assert.AreEqual(executionTwo.Fill.Security.Symbol, executionReceivedObjectTwo.Fill.Security.Symbol, "Fill Symbol - TWO");
Assert.AreEqual(executionTwo.Fill.OrderExecutionProvider, executionReceivedObjectTwo.Fill.OrderExecutionProvider, "Fill Execution Provider - TWO");
Assert.AreEqual(executionTwo.Fill.ExecutionId, executionReceivedObjectTwo.Fill.ExecutionId, "Execution ID - TWO");
Assert.AreEqual(executionTwo.Fill.OrderId, executionReceivedObjectTwo.Fill.OrderId, "Order ID in Fill - TWO");
Assert.AreEqual(executionTwo.Fill.ExecutionSide, executionReceivedObjectTwo.Fill.ExecutionSide, "Execution Side - TWO");
Assert.AreEqual(executionTwo.Fill.ExecutionSize, executionReceivedObjectTwo.Fill.ExecutionSize, "Execution Size - TWO");
}