public static OrderPartiallyFilled OrderPartiallyFilledEvent(
Order order,
Quantity filledQuantity,
Quantity leavesQuantity,
Price?averagePrice = null)
{
if (averagePrice is null)
{
averagePrice = Price.Create(1.00000m);
}
return(new OrderPartiallyFilled(
AccountId.FromString("FXCM-02851908-DEMO"),
order.Id,
new ExecutionId("None"),
new PositionIdBroker("None"),
order.Symbol,
order.OrderSide,
filledQuantity,
leavesQuantity,
averagePrice,
Currency.USD,
StubZonedDateTime.UnixEpoch() + Period.FromMinutes(1).ToDuration(),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch()));
}
public static OrderSubmitted OrderSubmittedEvent(Order order)
{
return(new OrderSubmitted(
AccountId.FromString("FXCM-02851908-DEMO"),
order.Id,
StubZonedDateTime.UnixEpoch(),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch()));
}
public static Bar Build()
{
return(new Bar(
Price.Create(0.80000m),
Price.Create(0.80025m),
Price.Create(0.79980m),
Price.Create(0.80008m),
Quantity.Create(1000),
StubZonedDateTime.UnixEpoch()));
}
public static OrderAccepted OrderAcceptedEvent(Order order)
{
return(new OrderAccepted(
AccountId.FromString("FXCM-02851908-DEMO"),
order.Id,
new OrderIdBroker("B" + order.Id.Value),
StubZonedDateTime.UnixEpoch(),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch()));
}
public static Bar Create(Duration offset)
{
return(new Bar(
Price.Create(1.00000m),
Price.Create(1.00000m),
Price.Create(1.00000m),
Price.Create(1.00000m),
Quantity.Create(1000000),
StubZonedDateTime.UnixEpoch() + offset));
}
public static Bar Create(int offsetMinutes = 0)
{
return(new Bar(
Price.Create(1.00000m),
Price.Create(1.00000m),
Price.Create(1.00000m),
Price.Create(1.00000m),
Quantity.Create(1000000),
StubZonedDateTime.UnixEpoch() + Duration.FromMinutes(offsetMinutes)));
}
public static OrderCancelReject OrderCancelRejectEvent(Order order)
{
return(new OrderCancelReject(
AccountId.FromString("FXCM-02851908-DEMO"),
order.Id,
StubZonedDateTime.UnixEpoch(),
"None",
"TEST",
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch()));
}
public StubOrderBuilder EntryOrder(string orderId)
{
this.Symbol = new Symbol("AUD/USD", new Venue("FXCM"));
this.OrderId = new OrderId(orderId);
this.OrderSide = OrderSide.Buy;
this.Quantity = Quantity.Create(100000);
this.Price = Price.Create(0.80000m, 5);
this.TimeInForce = TimeInForce.GTD;
this.ExpireTime = StubZonedDateTime.UnixEpoch() + Duration.FromMinutes(5);
return(this);
}
public static OrderModified OrderModifiedEvent(Order order, Price newPrice)
{
return(new OrderModified(
AccountId.FromString("FXCM-02851908-DEMO"),
order.Id,
new OrderIdBroker("B" + order.Id.Value),
order.Quantity,
newPrice,
StubZonedDateTime.UnixEpoch(),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch()));
}
public static AccountStateEvent AccountStateEvent(string accountId = "FXCM-123456789-SIMULATED")
{
return(new AccountStateEvent(
AccountId.FromString(accountId),
Currency.USD,
Money.Create(100000, Currency.USD),
Money.Create(100000, Currency.USD),
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
decimal.Zero,
string.Empty,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch()));
}
public static Account ZeroCash()
{
var @event = new AccountStateEvent(
new AccountId("IB", "123456789", "SIMULATED"),
Currency.USD,
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
decimal.Zero,
string.Empty,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
return(new Account(@event));
}
public static ForexInstrument USDJPY()
{
var instrument = new ForexInstrument(
new Symbol("USD/JPY", new Venue("FXCM")),
3,
0,
0,
0,
0,
0,
Price.Create(0.001m, 3),
Quantity.Create(1000m),
Quantity.Create(1m),
Quantity.Create(50000000m),
1,
1,
StubZonedDateTime.UnixEpoch());
return(instrument);
}
public static ForexInstrument EURUSD()
{
var instrument = new ForexInstrument(
new Symbol("EUR/USD", new Venue("FXCM")),
5,
0,
0,
0,
0,
0,
Price.Create(0.00001m, 5),
Quantity.Create(1000m),
Quantity.Create(1m),
Quantity.Create(50000000m),
1,
1,
StubZonedDateTime.UnixEpoch());
return(instrument);
}
public static OrderWorking OrderWorkingEvent(Order order, Price?workingPrice = null)
{
if (workingPrice is null)
{
workingPrice = Price.Create(1.00000m);
}
return(new OrderWorking(
AccountId.FromString("FXCM-02851908-DEMO"),
order.Id,
new OrderIdBroker("B" + order.Id.Value),
order.Symbol,
order.OrderSide,
order.OrderType,
order.Quantity,
workingPrice,
order.TimeInForce,
StubZonedDateTime.UnixEpoch() + Period.FromMinutes(5).ToDuration(),
StubZonedDateTime.UnixEpoch(),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch()));
}
public static IList <Bar> BuildList()
{
return(new List <Bar>
{
new Bar(Price.Create(0.80000m), Price.Create(0.80010m), Price.Create(0.80000m), Price.Create(0.80008m), Quantity.Create(1000), StubZonedDateTime.UnixEpoch() - Period.FromMinutes(45).ToDuration()),
new Bar(Price.Create(0.80008m), Price.Create(0.80020m), Price.Create(0.80005m), Price.Create(0.80015m), Quantity.Create(1000), StubZonedDateTime.UnixEpoch() - Period.FromMinutes(40).ToDuration()),
new Bar(Price.Create(0.80015m), Price.Create(0.80030m), Price.Create(0.80010m), Price.Create(0.80020m), Quantity.Create(1000), StubZonedDateTime.UnixEpoch() - Period.FromMinutes(35).ToDuration()),
new Bar(Price.Create(0.80020m), Price.Create(0.80030m), Price.Create(0.80000m), Price.Create(0.80010m), Quantity.Create(1000), StubZonedDateTime.UnixEpoch() - Period.FromMinutes(30).ToDuration()),
new Bar(Price.Create(0.80010m), Price.Create(0.80015m), Price.Create(0.79990m), Price.Create(0.79995m), Quantity.Create(1000), StubZonedDateTime.UnixEpoch() - Period.FromMinutes(25).ToDuration()),
new Bar(Price.Create(0.79995m), Price.Create(0.80000m), Price.Create(0.79980m), Price.Create(0.79985m), Quantity.Create(1000), StubZonedDateTime.UnixEpoch() - Period.FromMinutes(20).ToDuration()),
new Bar(Price.Create(0.80000m), Price.Create(0.80010m), Price.Create(0.80000m), Price.Create(0.80008m), Quantity.Create(1000), StubZonedDateTime.UnixEpoch() - Period.FromMinutes(15).ToDuration()),
new Bar(Price.Create(0.80000m), Price.Create(0.80010m), Price.Create(0.80000m), Price.Create(0.80008m), Quantity.Create(1000), StubZonedDateTime.UnixEpoch() - Period.FromMinutes(10).ToDuration()),
new Bar(Price.Create(0.80000m), Price.Create(0.80010m), Price.Create(0.80000m), Price.Create(0.80008m), Quantity.Create(1000), StubZonedDateTime.UnixEpoch() - Period.FromMinutes(05).ToDuration()),
new Bar(Price.Create(0.80000m), Price.Create(0.80015m), Price.Create(0.79990m), Price.Create(0.80005m), Quantity.Create(1000), StubZonedDateTime.UnixEpoch()),
});
}
