public void AddChangeStopFullInstrumentConfig() { Initialize(); _testEvent.Algorithms[0].InstrumentConfigInfo = _mmRest.CreateInstrument(_testEvent.Algorithms[0].InstrumentConfigInfo); _testEvent.Algorithms[0].SetAlgoId(_testEvent.Algorithms[0].InstrumentConfigInfo.AlgoId); _testEvent.Algorithms[0].PricerConfigInfo = _mmRest.SavePricer(_testEvent.Algorithms[0].PricerConfigInfo); _testEvent.Algorithms[0].HedgerConfigInfo = _mmRest.SaveHedger(_testEvent.Algorithms[0].HedgerConfigInfo); _testEvent.Algorithms[0].RiskLimitConfigInfo = _mmRest.SaveRiskLimitsConfig(_testEvent.Algorithms[0].RiskLimitConfigInfo); Thread.Sleep(1000); // Check full config bool testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId)); _mmRest.StartInstrument(_testEvent.Algorithms[0].AlgoId); _testEvent.Algorithms[0].InstrumentConfigInfo.Running = true; _mmRest.StartPricer(_testEvent.Algorithms[0].AlgoId); _testEvent.Algorithms[0].PricerConfigInfo.Running = true; _mmRest.StartHedger(_testEvent.Algorithms[0].AlgoId); _testEvent.Algorithms[0].HedgerConfigInfo.Running = true; Thread.Sleep(1000); // Check start testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId)) && testResult; // Change pricer PricerConfigDto newPricerConfig = AlgorithmInfo.CreateConfig <PricerConfigDto>("pricer3.json", _testEvent.Algorithms[0].AlgoId); _testEvent.Algorithms[0].PricerConfigInfo = _mmRest.SavePricer(newPricerConfig); // Change hedger HedgerConfigDto newHedgerConfig = AlgorithmInfo.CreateConfig <HedgerConfigDto>("hedger2.json", _testEvent.Algorithms[0].AlgoId); _testEvent.Algorithms[0].HedgerConfigInfo = _mmRest.SaveHedger(newHedgerConfig); // Change riskLimits RiskLimitsConfigDto newRiskLimitsConfig = AlgorithmInfo.CreateConfig <RiskLimitsConfigDto>("riskLimit3.json", _testEvent.Algorithms[0].AlgoId); _testEvent.Algorithms[0].RiskLimitConfigInfo = _mmRest.SaveRiskLimitsConfig(newRiskLimitsConfig); Thread.Sleep(1000); // Check after change testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId)) && testResult; _mmRest.StopHedger(_testEvent.Algorithms[0].AlgoId); _testEvent.Algorithms[0].InstrumentConfigInfo.Running = false; _mmRest.StopPricer(_testEvent.Algorithms[0].AlgoId); _testEvent.Algorithms[0].PricerConfigInfo.Running = false; _mmRest.StopInstrument(_testEvent.Algorithms[0].AlgoId); _testEvent.Algorithms[0].HedgerConfigInfo.Running = false; Thread.Sleep(1000); // Check stop testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId)) && testResult; _mmRest.DeleteAlgorithm(_testEvent.Algorithms[0].AlgoId); Thread.Sleep(1000); // Check delete and test result Assert.AreEqual(true, _mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId) == null, "Deleted algorithm doesn't equal to null"); Assert.AreEqual(true, testResult, TestFail); }
private static void DoCreateUpdateHedger() { HedgerConfigDto p = JsonConvert.DeserializeObject <HedgerConfigDto>(ReadMultiLine()); ShowIndentedJson(mmRestService.SaveHedger(p)); }