private static Order DeserializeOrder <T>(string json) where T : Order
{
var converter = new OrderJsonConverter();
var reader = new JsonTextReader(new StringReader(json));
var jsonSerializer = new JsonSerializer();
jsonSerializer.Converters.Add(converter);
var actual = jsonSerializer.Deserialize <Order>(reader);
return(actual);
}
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
var token = JToken.ReadFrom(reader);
// Takes the Type field and selects the correct OrderType instance
var orderTypeValue = token["Type"].Value <string>();
int orderTypeNumber;
var orderType = Parse.TryParse(orderTypeValue, NumberStyles.Any, out orderTypeNumber) ?
orderTypeNumber :
(int)(OrderType)Enum.Parse(typeof(OrderType), orderTypeValue, true);
token["Type"] = orderType;
return(OrderJsonConverter.CreateOrderFromJObject((JObject)token));
}
public void RoundTripUsingJsonConverter(string timeInForceStr)
{
TimeInForce timeInForce = null;
switch (timeInForceStr)
{
case "Day":
timeInForce = TimeInForce.Day;
break;
case "GoodTilCanceled":
timeInForce = TimeInForce.GoodTilCanceled;
break;
case "GoodTilDate":
timeInForce = TimeInForce.GoodTilDate(DateTime.UtcNow);
break;
}
var expected = new MarketOnOpenOrder(Symbol.Create("SPY", SecurityType.Equity, Market.USA), 1m, DateTime.UtcNow)
{
Id = 1,
ContingentId = 0,
BrokerId = new List <string> {
"1"
},
Price = 321.66m,
PriceCurrency = "USD",
LastFillTime = DateTime.UtcNow,
LastUpdateTime = DateTime.UtcNow,
CanceledTime = DateTime.UtcNow,
Status = OrderStatus.Filled,
OrderSubmissionData = new OrderSubmissionData(321.47m, 321.48m, 321.49m),
Properties = { TimeInForce = timeInForce }
};
var converter = new OrderJsonConverter();
var serialized = JsonConvert.SerializeObject(expected, converter);
var actual = JsonConvert.DeserializeObject <Order>(serialized, converter);
CollectionAssert.AreEqual(expected.BrokerId, actual.BrokerId);
Assert.AreEqual(expected.ContingentId, actual.ContingentId);
Assert.AreEqual(expected.Direction, actual.Direction);
Assert.AreEqual(expected.TimeInForce.GetType(), actual.TimeInForce.GetType());
Assert.AreEqual(expected.Id, actual.Id);
Assert.AreEqual(expected.Price, actual.Price);
Assert.AreEqual(expected.PriceCurrency, actual.PriceCurrency);
Assert.AreEqual(expected.SecurityType, actual.SecurityType);
Assert.AreEqual(expected.Status, actual.Status);
Assert.AreEqual(expected.Symbol, actual.Symbol);
Assert.AreEqual(expected.Tag, actual.Tag);
Assert.AreEqual(expected.Time, actual.Time);
Assert.AreEqual(expected.CreatedTime, actual.CreatedTime);
Assert.AreEqual(expected.LastFillTime, actual.LastFillTime);
Assert.AreEqual(expected.LastUpdateTime, actual.LastUpdateTime);
Assert.AreEqual(expected.CanceledTime, actual.CanceledTime);
Assert.AreEqual(expected.Type, actual.Type);
Assert.AreEqual(expected.Value, actual.Value);
Assert.AreEqual(expected.Quantity, actual.Quantity);
Assert.AreEqual(expected.TimeInForce.GetType(), actual.TimeInForce.GetType());
Assert.AreEqual(expected.Symbol.ID.Market, actual.Symbol.ID.Market);
Assert.AreEqual(expected.OrderSubmissionData.AskPrice, actual.OrderSubmissionData.AskPrice);
Assert.AreEqual(expected.OrderSubmissionData.BidPrice, actual.OrderSubmissionData.BidPrice);
Assert.AreEqual(expected.OrderSubmissionData.LastPrice, actual.OrderSubmissionData.LastPrice);
}
