public void LimitOrder()
{
var sec = new Security()
{
Id = 1, Type = SecurityType.Future, Group = "GC", Product = "GC", Contract = "GCZ6"
};
var book = new OrderBook(sec);
book.SetStatus(SecurityTradingStatus.Open);
OrderCreatedEventArgs createdArgs = null;
book.OrderCreated += (sender, e) => { createdArgs = e; };
book.CreateLimitOrder(1, TimeInForce.Day, null, Side.Buy, 100, 3);
Debug.Assert(createdArgs != null);
Debug.Assert(createdArgs.Order.Status == OrderStatus.Created);
Debug.Assert(createdArgs.Order.Id == 1);
Debug.Assert(createdArgs.Order.Price == 100);
Debug.Assert(createdArgs.Order.Quantity == 3);
Debug.Assert(createdArgs.Order.FilledQuantity == 0);
Debug.Assert(createdArgs.Order.RemainingQuantity == 3);
Debug.Assert(createdArgs.Order.Side == Side.Buy);
Debug.Assert(createdArgs.Order.Type == OrderType.Limit);
Debug.Assert(createdArgs.Order.TimeInForce == TimeInForce.Day);
Debug.Assert(createdArgs.Order.Security == sec);
OrderUpdateEventArgs updatedArgs = null;
book.OrderUpdated += (sender, e) => { updatedArgs = e; };
book.UpdateLimitOrder(1, 105, 5);
Debug.Assert(updatedArgs != null);
Debug.Assert(updatedArgs.Order.Status == OrderStatus.Updated);
Debug.Assert(updatedArgs.Order.Id == 1);
Debug.Assert(updatedArgs.Order.Price == 105);
Debug.Assert(updatedArgs.Order.Quantity == 5);
Debug.Assert(updatedArgs.Order.FilledQuantity == 0);
Debug.Assert(updatedArgs.Order.RemainingQuantity == 5);
OrderDeletedEventArgs deletedArgs = null;
book.OrderDeleted += (sender, e) => { deletedArgs = e; };
book.DeleteOrder(1);
Debug.Assert(deletedArgs != null);
Debug.Assert(deletedArgs.Order.Status == OrderStatus.Deleted);
Debug.Assert(deletedArgs.Order.Id == 1);
Debug.Assert(deletedArgs.Order.Price == 105);
Debug.Assert(updatedArgs.Order.Quantity == 5);
Debug.Assert(deletedArgs.Order.FilledQuantity == 0);
Debug.Assert(deletedArgs.Order.RemainingQuantity == 0);
Debug.Assert(deletedArgs.Reason == null);
}
/// <summary>
/// Trigger method called to raise the <see cref="OrderCreated"/> event
/// </summary>
protected virtual void OnOrderCreated(OrderDTO orderDTO, ICollection <OrderItemDTO> items)
{
//null test, without making a copy while keeping thread-safety
OrderCreatedEventArgs args = new OrderCreatedEventArgs()
{
Order = orderDTO, Items = items
};
OrderCreated?.Invoke(this, args);
}
/// <summary>
/// Method for handling order creation events
/// </summary>
protected void NewOrderCreated(object sender, OrderCreatedEventArgs args)
{
OrderDTO order = args.Order;
ICollection <OrderItemDTO> items = args.Items;
// check the inventory service to see if there is enough inventory to fill this order
// although probably not a good business practice, we are only going to process the order
// if it can be filled ENTIRELY. If not, it will be rejected.
bool reject_order = false;
foreach (OrderItemDTO item in items)
{
if (item.quantity > _inventoryService.InventoryAmount(order.store_id, item.product_id))
{
reject_order = true;
break;
}
}
if (reject_order)
{
SetOrderAsRejected(order, items);
// inform the inventory service that an order needs additional inventory
foreach (OrderItemDTO item in items)
{
_inventoryService.ProductRequired(order.store_id, item.product_id, item.quantity);
}
}
else
{
SetOrderAsProcessing(order, items);
// might have references to talk to a shipping business object to start the shipping process
// OR the shipping service might be listening for the OrderIsProcessing event
}
}
private void HandleOrderCreateAccepted(object sender, OrderCreatedEventArgs args)
{
ordersToClients[args.Order.Id].Send(new NewOrderAck(args.Order, orderInfos[args.Order.Id]));
SendBookUpdates(args.Order.Security);
}