public void PlaceOrderTest(string orderId, HttpStatusCode httpStatus, Orders.OrderStatus status, decimal quantity, decimal price, OrderType orderType)
{
var response = new
{
id = _brokerId,
fill_fees = "0.11"
};
SetupResponse(JsonConvert.SerializeObject(response), httpStatus);
bool?hasFilled = null;
if (orderType == OrderType.Market && httpStatus == HttpStatusCode.OK)
{
hasFilled = false;
}
ManualResetEvent raised = new ManualResetEvent(false);
_unit.OrderStatusChanged += (s, e) =>
{
if (orderType == OrderType.Market && e.Status == OrderStatus.Filled)
{
hasFilled = true;
Assert.AreEqual(0.11, e.OrderFee);
}
else
{
Assert.AreEqual(status, e.Status);
if (orderId != null)
{
Assert.AreEqual("BTCUSD", e.Symbol.Value);
Assert.That((quantity > 0 && e.Direction == Orders.OrderDirection.Buy) || (quantity < 0 && e.Direction == Orders.OrderDirection.Sell));
Assert.IsTrue(orderId == null || _unit.CachedOrderIDs.SelectMany(c => c.Value.BrokerId.Where(b => b == _brokerId)).Any());
}
raised.Set();
}
};
Order order = null;
if (orderType == OrderType.Limit)
{
order = new Orders.LimitOrder(_symbol, quantity, price, DateTime.UtcNow);
}
else if (orderType == OrderType.Market)
{
order = new Orders.MarketOrder(_symbol, quantity, DateTime.UtcNow);
}
else
{
order = new Orders.StopMarketOrder(_symbol, quantity, price, DateTime.UtcNow);
}
bool actual = _unit.PlaceOrder(order);
Assert.IsTrue(actual || (orderId == null && !actual));
Assert.IsTrue(hasFilled ?? true);
Assert.IsTrue(raised.WaitOne(1000));
}
public static void AddOrder(GDAXBrokerage unit, int id, string brokerId, decimal quantity)
{
var order = new Orders.MarketOrder {
BrokerId = new List <string> {
brokerId
}, Quantity = quantity, Id = id
};
unit.CachedOrderIDs.TryAdd(1, order);
unit.FillSplit.TryAdd(id, new GDAXFill(order));
}
public static void AddOrder(BitfinexBrokerage unit, int id, string brokerId, int quantity)
{
var order = new Orders.MarketOrder {
BrokerId = new List <string> {
brokerId
}, Quantity = quantity, Id = id, Symbol = GetSecurity().Symbol
};
unit.CachedOrderIDs.TryAdd(1, order);
unit.FillSplit.TryAdd(id, new BitfinexFill(order));
}
public static void AddOrder(GDAXBrokerage unit, int id, string brokerId, decimal quantity)
{
var order = new Orders.MarketOrder {
BrokerId = new List <string> {
brokerId
}, Symbol = Btcusd, Quantity = quantity, Id = id
};
order.PriceCurrency = Currencies.USD;
unit.CachedOrderIDs.TryAdd(1, order);
unit.FillSplit.TryAdd(id, new GDAXFill(order));
}
