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 LongFromZero(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("LONG FROM ZERO");
Log.Trace("");
PlaceZerodhaOrderWaitForStatus(parameters.CreateLongOrder(GetDefaultQuantity()), parameters.ExpectedStatus);
}
public virtual void CloseFromShort(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("CLOSE FROM SHORT");
Log.Trace("");
// first go short
PlaceZerodhaOrderWaitForStatus(parameters.CreateShortMarketOrder(GetDefaultQuantity()), OrderStatus.Filled);
// now close it
PlaceZerodhaOrderWaitForStatus(parameters.CreateLongOrder(GetDefaultQuantity()), parameters.ExpectedStatus);
}
public void ReturnLongOrderTakerFees(OrderTestParameters parameters)
{
IFeeModel feeModel = new BitfinexFeeModel();
Order order = parameters.CreateLongOrder(Quantity);
var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : HighPrice;
Assert.AreEqual(
BitfinexFeeModel.TakerFee * price * Math.Abs(Quantity),
feeModel.GetOrderFee(Security, order));
}
public void ReturnLongOrderTakerFees(OrderTestParameters parameters)
{
IFeeModel feeModel = new BinanceFeeModel();
var order = parameters.CreateLongOrder(Quantity);
var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : HighPrice;
var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));
Assert.AreEqual(
BinanceFeeModel.TakerTier1Fee * price * Math.Abs(Quantity),
fee.Value.Amount);
Assert.AreEqual("USDT", fee.Value.Currency);
}
public void ReturnLongOrderCustomTakerFees(decimal mFee, decimal tFee, OrderTestParameters parameters)
{
IFeeModel feeModel = new BinanceFeeModel(mFee, tFee);
var order = parameters.CreateLongOrder(Quantity);
var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : HighPrice;
var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));
Assert.AreEqual(
tFee * Math.Abs(Quantity),
fee.Value.Amount);
Assert.AreEqual("ETH", fee.Value.Currency);
}
public void ReturnLongFiatCoinFees(OrderTestParameters parameters)
{
IFeeModel feeModel = new KrakenFeeModel();
Order order = parameters.CreateLongOrder(Quantity);
var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : HighPrice;
var fee =
feeModel.GetOrderFee(new OrderFeeParameters(FiatSecurity, order));
Assert.AreEqual(
KrakenFeeModel.Tier1FxFee * price * Math.Abs(Quantity), fee.Value.Amount);
Assert.AreEqual(Currencies.USD, fee.Value.Currency);
}
public virtual void LongFromShort(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("LONG FROM SHORT");
Log.Trace("");
// first fo short
PlaceZerodhaOrderWaitForStatus(parameters.CreateShortMarketOrder(-GetDefaultQuantity()), OrderStatus.Filled);
// now go long
var order = PlaceZerodhaOrderWaitForStatus(parameters.CreateLongOrder(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);
}
public void CancelOrders(OrderTestParameters parameters)
{
const int secondsTimeout = 20;
Log.Trace("");
Log.Trace("CANCEL ORDERS");
Log.Trace("");
var order = PlaceZerodhaOrderWaitForStatus(parameters.CreateLongOrder(GetDefaultQuantity()), parameters.ExpectedStatus);
var canceledOrderStatusEvent = new ManualResetEvent(false);
EventHandler <OrderEvent> orderStatusCallback = (sender, fill) =>
{
if (fill.Status == OrderStatus.Canceled)
{
canceledOrderStatusEvent.Set();
}
};
Brokerage.OrderStatusChanged += orderStatusCallback;
var cancelResult = false;
try
{
cancelResult = Brokerage.CancelOrder(order);
}
catch (Exception exception)
{
Log.Error(exception);
}
Assert.AreEqual(IsCancelAsync() || parameters.ExpectedCancellationResult, cancelResult);
if (parameters.ExpectedCancellationResult)
{
// We expect the OrderStatus.Canceled event
canceledOrderStatusEvent.WaitOneAssertFail(1000 * secondsTimeout, "Order timedout to cancel");
}
var openOrders = Brokerage.GetOpenOrders();
var cancelledOrder = openOrders.FirstOrDefault(x => x.Id == order.Id);
Assert.IsNull(cancelledOrder);
//canceledOrderStatusEvent.Reset();
//var cancelResultSecondTime = false;
//try
//{
// cancelResultSecondTime = Brokerage.CancelOrder(order);
//}
//catch (Exception exception)
//{
// Log.Error(exception);
//}
//Assert.AreEqual(IsCancelAsync(), cancelResultSecondTime);
//// We do NOT expect the OrderStatus.Canceled event
//Assert.IsFalse(canceledOrderStatusEvent.WaitOne(new TimeSpan(0, 0, 10)));
//Brokerage.OrderStatusChanged -= orderStatusCallback;
}
