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);
}
public void CloseFromLong(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("CLOSE FROM LONG");
Log.Trace("");
// first go long
PlaceZerodhaOrderWaitForStatus(parameters.CreateLongMarketOrder(GetDefaultQuantity()), OrderStatus.Filled);
// now close it
PlaceZerodhaOrderWaitForStatus(parameters.CreateShortOrder(GetDefaultQuantity()), parameters.ExpectedStatus);
}
public virtual void ShortFromLong(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("SHORT FROM LONG");
Log.Trace("");
// first go long
PlaceZerodhaOrderWaitForStatus(parameters.CreateLongMarketOrder(GetDefaultQuantity()));
// now go net short
var order = PlaceZerodhaOrderWaitForStatus(parameters.CreateShortOrder(2 * GetDefaultQuantity()), parameters.ExpectedStatus);
if (parameters.ModifyUntilFilled)
{
ModifyOrderUntilFilled(order, parameters);
}
}
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);
}
