public void AllowsOneActiveOrderPerSymbol(OrderTestParameters parameters)
{
// tradier's api gets special with zero holdings crossing in that they need to fill the order
// before the next can be submitted, so we just limit this impl to only having on active order
// by symbol at a time, new orders will issue cancel commands for the existing order
bool orderFilledOrCanceled = false;
var order = parameters.CreateLongOrder(1);
EventHandler<OrderEvent> brokerageOnOrderStatusChanged = (sender, args) =>
{
// we expect all orders to be cancelled except for market orders, they may fill before the next order is submitted
if (args.OrderId == order.Id && args.Status == OrderStatus.Canceled || (order is MarketOrder && args.Status == OrderStatus.Filled))
{
orderFilledOrCanceled = true;
}
};
Brokerage.OrderStatusChanged += brokerageOnOrderStatusChanged;
// starting from zero initiate two long orders and see that the first is canceled
PlaceOrderWaitForStatus(order, OrderStatus.Submitted);
PlaceOrderWaitForStatus(parameters.CreateLongMarketOrder(1));
Brokerage.OrderStatusChanged -= brokerageOnOrderStatusChanged;
Assert.IsTrue(orderFilledOrCanceled);
}
protected override void ModifyOrderUntilFilled(Order order, OrderTestParameters parameters, double secondsTimeout = 90)
{
Assert.Pass("Order update not supported. Please cancel and re-create.");
}
public override void ShortFromLong(OrderTestParameters parameters)
{
base.ShortFromLong(parameters);
}
public override void LongFromShort(OrderTestParameters parameters)
{
base.LongFromShort(parameters);
}
public override void CloseFromShort(OrderTestParameters parameters)
{
base.CloseFromShort(parameters);
}
public override void CloseFromLong(OrderTestParameters parameters)
{
base.CloseFromLong(parameters);
}
public override void LongFromZero(OrderTestParameters parameters)
{
base.LongFromZero(parameters);
}
public override void CancelOrders(OrderTestParameters parameters)
{
base.CancelOrders(parameters);
}
public override void LongFromShort(OrderTestParameters parameters)
{
// https://github.com/alpacahq/Alpaca-API/issues/90
Assert.Ignore("Alpaca brokerage does not currently support reversing a position with a single order.");
}
