예제 #1
0
        public void MakePreTradeValidation(Order order, bool shouldOpenNewPosition, IMatchingEngineBase matchingEngine)
        {
            GetAssetPairIfAvailableForTrading(order.AssetPairId, order.OrderType, shouldOpenNewPosition, true);

            ValidateTradeLimits(order.AssetPairId, order.TradingConditionId, order.AccountId, order.Volume, shouldOpenNewPosition);

            if (shouldOpenNewPosition)
            {
                _accountUpdateService.CheckIsEnoughBalance(order, matchingEngine);
            }
        }
예제 #2
0
        public void Check_IsEnoughBalance()
        {
            //account have 1000

            var me = new FakeMatchingEngine(10);

            var order1 = TestObjectsFactory.CreateNewOrder(OrderType.Market, "EURUSD", Accounts[0],
                                                           MarginTradingTestsUtils.TradingConditionId, 96000);

            Assert.DoesNotThrow(() => _accountUpdateService.CheckIsEnoughBalance(order1, me, 0));

            var order2 = TestObjectsFactory.CreateNewOrder(OrderType.Market, "EURUSD", Accounts[0],
                                                           MarginTradingTestsUtils.TradingConditionId, 97000);

            Assert.Throws <ValidateOrderException>(() =>
                                                   _accountUpdateService.CheckIsEnoughBalance(order2, me, 0));

            var meWithSpread = new FakeMatchingEngine(10, closePrice: 1);

            var order3 = TestObjectsFactory.CreateNewOrder(OrderType.Market, "EURUSD", Accounts[0],
                                                           MarginTradingTestsUtils.TradingConditionId, 96000);

            Assert.Throws <ValidateOrderException>(
                () => _accountUpdateService.CheckIsEnoughBalance(order3, meWithSpread, 0));

            var meForLimitOk = new FakeMatchingEngine(999);

            var limitOrderOk = TestObjectsFactory.CreateNewOrder(OrderType.Limit, "EURUSD", Accounts[0],
                                                                 MarginTradingTestsUtils.TradingConditionId, 960, price: 1000);

            Assert.DoesNotThrow(() => _accountUpdateService.CheckIsEnoughBalance(limitOrderOk, meForLimitOk, 0));

            var limitOrderErr = TestObjectsFactory.CreateNewOrder(OrderType.Limit, "EURUSD", Accounts[0],
                                                                  MarginTradingTestsUtils.TradingConditionId, 960, price: 1000);

            var meWithHighPrice = new FakeMatchingEngine(1000, 10);
            var ex = Assert.Throws <ValidateOrderException>(() =>
                                                            _accountUpdateService.CheckIsEnoughBalance(limitOrderErr, meWithHighPrice, 0));

            Console.WriteLine(ex.Comment);
        }