public ICommand CreateSendAcceptNewOrder(FixSessionID sessionID,
IOrder order)
{
return new SendAcceptNewOrder(_sessionMediator,
sessionID,
order);
}
public ICommand CreateSendAcceptNewOrder(FixSessionID sessionID,
IOrder order)
{
return(new SendAcceptNewOrder(_sessionMediator,
sessionID,
order));
}
public SendAcceptNewOrder(SessionMediator sessionMediator,
FixSessionID sessionID,
IOrder order)
{
_sessionMediator = sessionMediator;
_sessionID = sessionID;
_order = order;
}
public SendOrderFill(SessionMediator sessionMediator,
OrderMatch orderMatch,
FixSessionID sessionID)
{
_sessionMediator = sessionMediator;
_orderMatch = orderMatch;
_sessionID = sessionID;
}
public SendAcceptNewOrder(SessionMediator sessionMediator,
FixSessionID sessionID,
IOrder order)
{
_sessionMediator = sessionMediator;
_sessionID = sessionID;
_order = order;
}
public SendOrderFill(SessionMediator sessionMediator,
OrderMatch orderMatch,
FixSessionID sessionID)
{
_sessionMediator = sessionMediator;
_orderMatch = orderMatch;
_sessionID = sessionID;
}
public ICommand CreateSendAcceptOrderCancel(IFixMessageGenerator messageGenerator,
IOrder cancelledOrder,
string execID,
FixSessionID sessionID)
{
return(new SendAcceptOrderCancel(messageGenerator,
_sessionMediator,
cancelledOrder,
execID,
sessionID));
}
public SendAcceptOrderCancel(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
IOrder cancelledOrder,
string execID,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_order = cancelledOrder;
_execID = execID;
_sessionID = sessionID;
}
public ICommand CreateAddOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
OrderData orderData,
string execID)
{
return(new AddOrder(this,
fixMessageGenerator,
_orderMediator,
sessionID,
orderData,
execID));
}
public SendAcceptOrderCancel(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
IOrder cancelledOrder,
string execID,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_order = cancelledOrder;
_execID = execID;
_sessionID = sessionID;
}
public ICommand CreateAddOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
OrderData orderData,
string execID)
{
return new AddOrder(this,
fixMessageGenerator,
_orderMediator,
sessionID,
orderData,
execID);
}
public AddOrder(CommandFactory commandFactory,
IFixMessageGenerator fixMessageGenerator,
OrderMediator orderMediator,
FixSessionID sessionID,
OrderData orderData,
string execID)
{
_commandFactory = commandFactory;
_fixMessageGenerator = fixMessageGenerator;
_orderMediator = orderMediator;
_sessionID = sessionID;
_orderData = orderData;
_execID = execID;
}
public AddOrder(CommandFactory commandFactory,
IFixMessageGenerator fixMessageGenerator,
OrderMediator orderMediator,
FixSessionID sessionID,
OrderData orderData,
string execID)
{
_commandFactory = commandFactory;
_fixMessageGenerator = fixMessageGenerator;
_orderMediator = orderMediator;
_sessionID = sessionID;
_orderData = orderData;
_execID = execID;
}
public ICommand CreateSendRejectNewOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
OrderData orderData,
string execID,
string rejectionMessage,
int?rejectionCode)
{
return(new SendRejectNewOrder(fixMessageGenerator,
_sessionMediator,
orderData,
execID,
rejectionMessage,
rejectionCode,
sessionID));
}
public ICommand CreateCancelOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
long orderID,
string clOrdID,
string origClOrdID,
string execID)
{
return new CancelOrder(this,
fixMessageGenerator,
_orderMediator,
sessionID,
orderID,
clOrdID,
origClOrdID,
execID);
}
public SendRejectNewOrder(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
OrderData orderData,
string execID,
string rejectionMessage,
int?rejectionCode,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_order = orderData;
_execID = execID;
_rejectionMessage = rejectionMessage;
_rejectionCode = rejectionCode;
_sessionID = sessionID;
}
public SendRejectNewOrder(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
OrderData orderData,
string execID,
string rejectionMessage,
int? rejectionCode,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_order = orderData;
_execID = execID;
_rejectionMessage = rejectionMessage;
_rejectionCode = rejectionCode;
_sessionID = sessionID;
}
public ICommand CreateCancelOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
long orderID,
string clOrdID,
string origClOrdID,
string execID)
{
return(new CancelOrder(this,
fixMessageGenerator,
_orderMediator,
sessionID,
orderID,
clOrdID,
origClOrdID,
execID));
}
public ICommand CreateSendRejectOrderCancel(IFixMessageGenerator messageGenerator,
int rejectionReason,
string rejectionReasonText,
long orderID,
string clOrdID,
string origClOrdID,
FixSessionID sessionID)
{
return(new SendRejectOrderCancel(messageGenerator,
_sessionMediator,
rejectionReason,
rejectionReasonText,
orderID,
clOrdID,
origClOrdID,
sessionID));
}
public SendRejectOrderCancel(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
int rejectionReason,
string rejectionReasonText,
long orderID,
string clOrdID,
string origClOrdID,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_rejectionReason = rejectionReason;
_rejectionReasonText = rejectionReasonText;
_orderID = orderID;
_clOrdID = clOrdID;
_origClOrdID = origClOrdID;
_sessionID = sessionID;
}
public CancelOrder(CommandFactory commandFactory,
IFixMessageGenerator messageGenerator,
OrderMediator orderMediator,
FixSessionID sessionID,
long orderID,
string clOrdID,
string origClOrdID,
string execID)
{
_commandFactory = commandFactory;
_messageGenerator = messageGenerator;
_orderMediator = orderMediator;
_sessionID = sessionID;
_orderID = orderID;
_clOrdID = clOrdID;
_origClOrdID = origClOrdID;
_execID = execID;
}
public CancelOrder(CommandFactory commandFactory,
IFixMessageGenerator messageGenerator,
OrderMediator orderMediator,
FixSessionID sessionID,
long orderID,
string clOrdID,
string origClOrdID,
string execID)
{
_commandFactory = commandFactory;
_messageGenerator = messageGenerator;
_orderMediator = orderMediator;
_sessionID = sessionID;
_orderID = orderID;
_clOrdID = clOrdID;
_origClOrdID = origClOrdID;
_execID = execID;
}
public SendRejectOrderCancel(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
int rejectionReason,
string rejectionReasonText,
long orderID,
string clOrdID,
string origClOrdID,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_rejectionReason = rejectionReason;
_rejectionReasonText = rejectionReasonText;
_orderID = orderID;
_clOrdID = clOrdID;
_origClOrdID = origClOrdID;
_sessionID = sessionID;
}
public void CancellingAnOrderWhenYouAreTheOwningSessionSucceeds()
{
var mockRepository = new Mock <IOrderRepository>();
var o = DefaultOrder(1);
mockRepository.Setup(r => r.AddOrder(o.ID,
o.Contract,
o.OrderType,
o.MarketSide,
o.Price,
o.Quantity,
o.ClOrdID,
o.Account))
.Returns(o);
mockRepository.Setup(r => r.DeleteOrder(o.ID)).Returns(o);
Action <OrderMatch, FixSessionID> emptyMatchCallback = (m, s) => { };
var mediator = new OrderMediator(mockRepository.Object, emptyMatchCallback);
var fakeSessionId = new FixSessionID();
var addedOrder = mediator.AddOrder(fakeSessionId,
o.OrderType,
o.Contract.Symbol,
o.MarketSide,
o.ClOrdID,
o.Account,
o.Quantity,
o.Price);
Assert.AreEqual(o.ID, addedOrder.ID);
Assert.AreEqual(o.ClOrdID, addedOrder.ClOrdID);
var cancelledOrder = mediator.CancelOrder(addedOrder.ID, fakeSessionId);
Assert.IsNotNull(cancelledOrder, "Cancelled order should not be null");
mockRepository.Verify(r => r.DeleteOrder(o.ID), Times.Once());
Assert.AreEqual(o.ID, cancelledOrder.ID);
Assert.AreEqual(o.ClOrdID, cancelledOrder.ClOrdID);
}
public void CancellingAnOrderWhenYouAreNotTheOwningSessionFails()
{
var mockRepository = new Mock <IOrderRepository>();
var o = DefaultOrder(1);
mockRepository.Setup(r => r.AddOrder(o.ID,
o.Contract,
o.OrderType,
o.MarketSide,
o.Price,
o.Quantity,
o.ClOrdID,
o.Account))
.Returns(o);
Action <OrderMatch, FixSessionID> emptyMatchCallback = (m, s) => { };
var mediator = new OrderMediator(mockRepository.Object, emptyMatchCallback);
var fakeSessionId1 = new FixSessionID();
var fakeSessionId2 = new FixSessionID();
Assert.AreNotEqual(fakeSessionId1, fakeSessionId2);
var addedOrder = mediator.AddOrder(fakeSessionId1,
o.OrderType,
o.Contract.Symbol,
o.MarketSide,
o.ClOrdID,
o.Account,
o.Quantity,
o.Price);
Assert.Throws <FixATServerException>(
() => mediator.CancelOrder(addedOrder.ID, fakeSessionId2));
mockRepository.Verify(r => r.DeleteOrder(o.ID), Times.Never());
}
public ICommand CreateSendAcceptOrderCancel(IFixMessageGenerator messageGenerator,
IOrder cancelledOrder,
string execID,
FixSessionID sessionID)
{
return new SendAcceptOrderCancel(messageGenerator,
_sessionMediator,
cancelledOrder,
execID,
sessionID);
}
public ICommand CreateSendRejectNewOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
OrderData orderData,
string execID,
string rejectionMessage,
int? rejectionCode)
{
return new SendRejectNewOrder(fixMessageGenerator,
_sessionMediator,
orderData,
execID,
rejectionMessage,
rejectionCode,
sessionID);
}
public ICommand CreateSendRejectOrderCancel(IFixMessageGenerator messageGenerator,
int rejectionReason,
string rejectionReasonText,
long orderID,
string clOrdID,
string origClOrdID,
FixSessionID sessionID)
{
return new SendRejectOrderCancel(messageGenerator,
_sessionMediator,
rejectionReason,
rejectionReasonText,
orderID,
clOrdID,
origClOrdID,
sessionID);
}
public ICommand CreateSendOrderFill(OrderMatch orderMatch, FixSessionID sessionID)
{
return(new SendOrderFill(_sessionMediator, orderMatch, sessionID));
}
public ICommand CreateSendOrderFill(OrderMatch orderMatch, FixSessionID sessionID)
{
return new SendOrderFill(_sessionMediator, orderMatch, sessionID);
}