internal void OnSubmitBracketOrderCommand_WhenDuplicatedCommand_OperatesDatabaseAndSendsToGateway()
{
// Arrange
var bracketOrder = StubBracketOrderProvider.Create();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
var command = new SubmitBracketOrder(
traderId,
accountId,
strategyId,
positionId,
bracketOrder,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(command).Wait();
this.engine.Endpoint.SendAsync(command).Wait();
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Null(this.engine.UnhandledMessages.FirstOrDefault());
Assert.Equal(3, this.engine.ProcessedCount);
Assert.Equal(2, this.engine.CommandCount);
Assert.Single(this.tradingGateway.CalledMethods);
Assert.Single(this.tradingGateway.ReceivedObjects);
Assert.Equal("SubmitOrder", this.tradingGateway.CalledMethods[0]);
Assert.Equal(bracketOrder, this.tradingGateway.ReceivedObjects[0]);
}
internal void CanSerializeAndDeserialize_SubmitBracketOrderCommands_WithNoTakeProfit()
{
// Arrange
var entry = new StubOrderBuilder().BuildMarketOrder();
var stopLoss = new StubOrderBuilder().BuildStopMarketOrder();
var bracketOrder = new BracketOrder(entry, stopLoss);
var command = new SubmitBracketOrder(
new TraderId("TESTER", "000"),
new AccountId("FXCM", "028999999", "SIMULATED"),
new StrategyId("EMACross", "001"),
new PositionId("P-123456"),
bracketOrder,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var packed = this.serializer.Serialize(command);
var unpacked = (SubmitBracketOrder)this.serializer.Deserialize(packed);
// Assert
Assert.Equal(command, unpacked);
Assert.Equal(bracketOrder, unpacked.BracketOrder);
this.Output.WriteLine(Convert.ToBase64String(packed));
this.Output.WriteLine(Encoding.UTF8.GetString(packed));
}
private void OnMessage(SubmitBracketOrder command)
{
this.CommandCount++;
this.Logger.LogInformation(LogId.Trading, $"{Received}{Command} {command}.");
var result = this.database.AddBracketOrder(
command.BracketOrder,
command.TraderId,
command.AccountId,
command.StrategyId,
command.PositionId);
if (result.IsSuccess)
{
this.gateway.SubmitOrder(command.BracketOrder);
var submitted1 = new OrderSubmitted(
command.AccountId,
command.BracketOrder.Entry.Id,
this.TimeNow(),
this.NewGuid(),
this.TimeNow());
var submitted2 = new OrderSubmitted(
command.AccountId,
command.BracketOrder.StopLoss.Id,
this.TimeNow(),
this.NewGuid(),
this.TimeNow());
command.BracketOrder.Entry.Apply(submitted1);
command.BracketOrder.StopLoss.Apply(submitted2);
this.database.UpdateOrder(command.BracketOrder.Entry);
this.database.UpdateOrder(command.BracketOrder.StopLoss);
this.SendToEventPublisher(submitted1);
this.SendToEventPublisher(submitted2);
if (command.BracketOrder.TakeProfit != null)
{
var submitted3 = new OrderSubmitted(
command.AccountId,
command.BracketOrder.TakeProfit.Id,
this.TimeNow(),
this.NewGuid(),
this.TimeNow());
command.BracketOrder.TakeProfit.Apply(submitted3);
this.database.UpdateOrder(command.BracketOrder.TakeProfit);
this.SendToEventPublisher(submitted3);
}
}
else
{
this.Logger.LogError(LogId.Database, $"Cannot execute command {command} {result.Message}");
}
}
private void OnMessage(SubmitBracketOrder command)
{
this.orderThrottler.Endpoint.Send(command);
this.SendReceived(command);
}
