コード例 #1
0
        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();
        }
コード例 #2
0
        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();
        }