public async Task Should_PlaceBracketOrderWithStopLimit()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", 7462, 1);
TwsController twsController = twsObjectFactory.TwsController;
await twsController.EnsureConnectedAsync();
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
Currency = TwsCurrency.Usd,
};
bool placed = await twsController.PlaceBracketOrder(contract, TwsOrderActions.Buy, 1, 10, 1000, 1, 0.9);
placed.Should().BeTrue();
await twsController.DisconnectAsync();
}
public void Should_PlaceSimpleBracketOrder()
{
// Setup
// Initialize the contract to trade
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Stock;
contract.Symbol = "MSFT";
contract.Exchange = TwsExchange.Smart;
contract.PrimaryExch = TwsExchange.Island;
// Initialize the expected orders to be placed
Order entryOrder = new Order()
{
Action = TwsOrderActions.Buy,
OrderType = TwsOrderType.PegToMarket,
TotalQuantity = 100,
Transmit = false,
Tif = "GTC",
PermId = 234234, // Set a random perm id unique per order, it's only for the unit test - normally TWS sets this value
};
Order takeProfit = new Order()
{
Action = TwsOrderActions.Sell,
OrderType = TwsOrderType.Limit,
TotalQuantity = 100,
LmtPrice = 190,
ParentId = 1,
Transmit = false,
Tif = "GTC",
PermId = 52345,
};
Order stopLoss = new Order()
{
Action = TwsOrderActions.Sell,
OrderType = TwsOrderType.StopLoss,
TotalQuantity = 100,
AuxPrice = 150,
ParentId = 1,
Transmit = true,
Tif = "GTC",
PermId = 615,
};
// Initialize the controllers
Mock <ITwsControllerBase> mockControllerBase = new Mock <ITwsControllerBase>();
mockControllerBase.SetupSequence(mock => mock.GetNextValidIdAsync())
.ReturnsAsync(1)
.ReturnsAsync(2)
.ReturnsAsync(3);
mockControllerBase.Setup(mock => mock.PlaceOrderAsync(1, contract, entryOrder)).ReturnsAsync(true);
mockControllerBase.Setup(mock => mock.PlaceOrderAsync(2, contract, takeProfit)).ReturnsAsync(true);
mockControllerBase.Setup(mock => mock.PlaceOrderAsync(3, contract, stopLoss)).ReturnsAsync(true);
mockControllerBase.Setup(mock => mock.EnsureConnectedAsync()).Returns(Task.CompletedTask);
// Initialize the order details
string entryAction = TwsOrderActions.Buy;
double quantity = 100;
double takePrice = 190;
double stopPrice = 150;
var twsController = new TwsController(mockControllerBase.Object);
// Call
bool orderAck = twsController.PlaceBracketOrder(contract, entryAction, quantity, takePrice, stopPrice).ConfigureAwait(false).GetAwaiter().GetResult();
// Asssert
orderAck.Should().BeTrue();
mockControllerBase.VerifyAll();
}