/// <summary>
/// Initialize the result handler with this result packet.
/// </summary>
/// <param name="job">Algorithm job packet for this result handler</param>
/// <param name="messagingHandler">The handler responsible for communicating messages to listeners</param>
/// <param name="api">The api instance used for handling logs</param>
/// <param name="transactionHandler">The transaction handler used to get the algorithms <see cref="Order"/> information</param>
public virtual void Initialize(AlgorithmNodePacket job, IMessagingHandler messagingHandler, IApi api, ITransactionHandler transactionHandler)
{
MessagingHandler = messagingHandler;
TransactionHandler = transactionHandler;
CompileId = job.CompileId;
AlgorithmId = job.AlgorithmId;
ProjectId = job.ProjectId;
OrderEventJsonConverter = new OrderEventJsonConverter(AlgorithmId);
_updateRunner = new Thread(Run, 0)
{
IsBackground = true, Name = "Result Thread"
};
_updateRunner.Start();
}
public void NonNullOrderFee()
{
var order = new MarketOrder(Symbols.BTCUSD, 0.123m, DateTime.UtcNow);
var orderEvent = new OrderEvent(order, DateTime.UtcNow, new OrderFee(new CashAmount(88, Currencies.USD)));
var converter = new OrderEventJsonConverter("id");
var serializeObject = JsonConvert.SerializeObject(orderEvent, converter);
var deserializeObject = JsonConvert.DeserializeObject <OrderEvent>(serializeObject, converter);
Assert.IsTrue(serializeObject.Contains("order-fee-amount"));
Assert.IsTrue(serializeObject.Contains("order-fee-currency"));
Assert.AreEqual(orderEvent.OrderFee.Value.Amount, deserializeObject.OrderFee.Value.Amount);
Assert.AreEqual(orderEvent.OrderFee.Value.Currency, deserializeObject.OrderFee.Value.Currency);
}
/// <summary>
/// Initialize the result handler with this result packet.
/// </summary>
/// <param name="job">Algorithm job packet for this result handler</param>
/// <param name="messagingHandler">The handler responsible for communicating messages to listeners</param>
/// <param name="api">The api instance used for handling logs</param>
/// <param name="transactionHandler">The transaction handler used to get the algorithms <see cref="Order"/> information</param>
public virtual void Initialize(AlgorithmNodePacket job, IMessagingHandler messagingHandler, IApi api, ITransactionHandler transactionHandler)
{
_hostName = job.HostName ?? Environment.MachineName;
MessagingHandler = messagingHandler;
TransactionHandler = transactionHandler;
CompileId = job.CompileId;
AlgorithmId = job.AlgorithmId;
ProjectId = job.ProjectId;
RamAllocation = job.RamAllocation.ToStringInvariant();
OrderEventJsonConverter = new OrderEventJsonConverter(AlgorithmId);
_updateRunner = new Thread(Run, 0)
{
IsBackground = true, Name = "Result Thread"
};
_updateRunner.Start();
}
public void RoundTripSerialization()
{
var order = new MarketOrder(Symbols.BTCUSD, 0.123m, DateTime.UtcNow);
var orderEvent = new OrderEvent(order, DateTime.UtcNow, OrderFee.Zero)
{
Message = "Pepe",
Status = OrderStatus.PartiallyFilled,
StopPrice = 1,
LimitPrice = 2,
FillPrice = 11,
FillQuantity = 12,
FillPriceCurrency = "USD",
Id = 55,
Quantity = 16
};
var converter = new OrderEventJsonConverter("id");
var serializeObject = JsonConvert.SerializeObject(orderEvent, converter);
// OrderFee zero uses null currency and should be ignored when serializing
Assert.IsFalse(serializeObject.Contains(Currencies.NullCurrency));
Assert.IsFalse(serializeObject.Contains("order-fee-amount"));
Assert.IsFalse(serializeObject.Contains("order-fee-currency"));
var deserializeObject = JsonConvert.DeserializeObject <OrderEvent>(serializeObject, converter);
Assert.AreEqual(orderEvent.Symbol, deserializeObject.Symbol);
Assert.AreEqual(orderEvent.StopPrice, deserializeObject.StopPrice);
// there is a small loss of precision because we use double
Assert.AreEqual(orderEvent.UtcTime.Ticks, deserializeObject.UtcTime.Ticks, 5);
Assert.AreEqual(orderEvent.OrderId, deserializeObject.OrderId);
Assert.AreEqual(orderEvent.AbsoluteFillQuantity, deserializeObject.AbsoluteFillQuantity);
Assert.AreEqual(orderEvent.Direction, deserializeObject.Direction);
Assert.AreEqual(orderEvent.FillPrice, deserializeObject.FillPrice);
Assert.AreEqual(orderEvent.FillPriceCurrency, deserializeObject.FillPriceCurrency);
Assert.AreEqual(orderEvent.FillQuantity, deserializeObject.FillQuantity);
Assert.AreEqual(orderEvent.Id, deserializeObject.Id);
Assert.AreEqual(orderEvent.IsAssignment, deserializeObject.IsAssignment);
Assert.AreEqual(orderEvent.LimitPrice, deserializeObject.LimitPrice);
Assert.AreEqual(orderEvent.Message, deserializeObject.Message);
Assert.AreEqual(orderEvent.Quantity, deserializeObject.Quantity);
Assert.AreEqual(orderEvent.Status, deserializeObject.Status);
Assert.AreEqual(orderEvent.OrderFee.Value.Amount, deserializeObject.OrderFee.Value.Amount);
Assert.AreEqual(orderEvent.OrderFee.Value.Currency, deserializeObject.OrderFee.Value.Currency);
}
public void RoundTripSerialization()
{
var order = new MarketOrder(Symbols.BTCUSD, 0.123m, DateTime.UtcNow);
var orderEvent = new OrderEvent(order, DateTime.UtcNow, OrderFee.Zero)
{
OrderFee = new OrderFee(new CashAmount(99, "EUR")),
Message = "Pepe",
Status = OrderStatus.PartiallyFilled,
StopPrice = 1,
LimitPrice = 2,
FillPrice = 11,
FillQuantity = 12,
FillPriceCurrency = "USD",
Id = 55,
Quantity = 16
};
var converter = new OrderEventJsonConverter("id");
var serializeObject = JsonConvert.SerializeObject(orderEvent, converter);
var deserializeObject = JsonConvert.DeserializeObject <OrderEvent>(serializeObject, converter);
Assert.AreEqual(orderEvent.Symbol, deserializeObject.Symbol);
Assert.AreEqual(orderEvent.StopPrice, deserializeObject.StopPrice);
// there is a small loss of precision because we use double
Assert.AreEqual(orderEvent.UtcTime.Ticks, deserializeObject.UtcTime.Ticks, 5);
Assert.AreEqual(orderEvent.OrderId, deserializeObject.OrderId);
Assert.AreEqual(orderEvent.AbsoluteFillQuantity, deserializeObject.AbsoluteFillQuantity);
Assert.AreEqual(orderEvent.Direction, deserializeObject.Direction);
Assert.AreEqual(orderEvent.FillPrice, deserializeObject.FillPrice);
Assert.AreEqual(orderEvent.FillPriceCurrency, deserializeObject.FillPriceCurrency);
Assert.AreEqual(orderEvent.FillQuantity, deserializeObject.FillQuantity);
Assert.AreEqual(orderEvent.Id, deserializeObject.Id);
Assert.AreEqual(orderEvent.IsAssignment, deserializeObject.IsAssignment);
Assert.AreEqual(orderEvent.LimitPrice, deserializeObject.LimitPrice);
Assert.AreEqual(orderEvent.Message, deserializeObject.Message);
Assert.AreEqual(orderEvent.Quantity, deserializeObject.Quantity);
Assert.AreEqual(orderEvent.Status, deserializeObject.Status);
Assert.AreEqual(orderEvent.OrderFee.Value.Amount, deserializeObject.OrderFee.Value.Amount);
Assert.AreEqual(orderEvent.OrderFee.Value.Currency, deserializeObject.OrderFee.Value.Currency);
}
/// <summary>
/// Set the user communication channel
/// </summary>
/// <param name="job"></param>
public void SetAuthentication(AlgorithmNodePacket job)
{
_job = job;
_orderEventJsonConverter = new OrderEventJsonConverter(job.AlgorithmId);
Transmit(_job);
}
