private bool PlaceOrder(LimeFIXProvider target, SymbolInfo symbol, OrderType type,
int size, double price, out LogicalOrder logicalOrder, out CreateOrChangeOrderDefault priceOrder)
{
logicalOrder = Factory.Engine.LogicalOrder(symbol);
logicalOrder.TradeDirection = TradeDirection.Entry;
logicalOrder.Type = type;
logicalOrder.Price = price;
logicalOrder.Position = size;
priceOrder = new CreateOrChangeOrderDefault(OrderAction.Create, symbol, logicalOrder, OrderSide.Buy, logicalOrder.Position, logicalOrder.Price);
return(target.OnCreateBrokerOrder(priceOrder));
}
public void OrderPlaceChangeAndCancel(int changes)
{
log.Info("Starting Test OrderPlaceChangeAndCancel");
int startCount = client.OrderStore.Count();
LogicalOrder logicalOrder;
CreateOrChangeOrderDefault priceOrder;
bool ok = PlaceOrder(client, MSFT, OrderType.BuyLimit, 100, 35, out logicalOrder, out priceOrder);
if (!ok)
{
log.ErrorFormat("Test Aborted: Failed to place order {0}", priceOrder);
return;
}
if (!WaitOn(() => client.OrderStore.Count() == startCount, 30, "Order not placed"))
{
int couont = client.OrderStore.Count();
return;
}
for (int i = 0; i < changes; i++)
{
Thread.Sleep(1000);
log.InfoFormat("Start orders {0}, current Orders {1}", startCount,
client.OrderStore.Count());
var changeOrder = new CreateOrChangeOrderDefault(OrderAction.Change, MSFT, logicalOrder,
OrderSide.Buy, 100, logicalOrder.Price + 1);
changeOrder.OriginalOrder = priceOrder;
ok = client.OnChangeBrokerOrder(changeOrder);
if (!ok)
{
log.ErrorFormat("Test Aborted: Failed to change order {0}", priceOrder);
return;
}
}
Thread.Sleep(1000);
var orderList = client.OrderStore.GetOrdersList(c => c.Symbol == MSFT);
foreach (var order in orderList)
{
log.InfoFormat("Cancel Order {0}", order);
order.OriginalOrder = order;
client.OnCancelBrokerOrder(order);
}
WaitOn(() => client.OrderStore.Count() > 0, 30, "Orders not canceled");
if (client.OrderStore.Count() > 0)
{
log.Error("Failed to cancel all orders");
foreach (var order in client.OrderStore.GetOrders(c => c.Symbol == MSFT))
{
log.ErrorFormat("Cancel failed for Order {0}", order);
}
}
else
{
log.Info("All orders canceled");
}
log.Info("Completed Test OrderPlaceChangeAndCancel");
}
public void OrderPlaceAndCancel()
{
log.Info("Starting Test OrderPlaceAndCancel");
int startCount = client.OrderStore.Count();
var logicalOrder = Factory.Engine.LogicalOrder(MSFT);
logicalOrder.TradeDirection = TradeDirection.Entry;
logicalOrder.Type = OrderType.BuyLimit;
logicalOrder.Price = 35;
logicalOrder.Position = 100;
var priceOrder = new CreateOrChangeOrderDefault(OrderAction.Create, MSFT, logicalOrder, OrderSide.Buy, logicalOrder.Position, logicalOrder.Price);
bool ok = client.OnCreateBrokerOrder(priceOrder);
if (!ok)
{
log.ErrorFormat("Test Aborted: Failed to place order {0}", priceOrder);
return;
}
if (!WaitOn(() => client.OrderStore.Count() == startCount, 30, "Order not placed"))
{
return;
}
log.InfoFormat("Start orders {0}, current Orders {1}", startCount,
client.OrderStore.Count());
var orderList = client.OrderStore.GetOrdersList(c => c.Symbol == MSFT);
foreach (var order in orderList)
{
log.InfoFormat("Cancel Order {0}", order);
if (order.OriginalOrder == null)
{
order.OriginalOrder = order;
}
client.OnCancelBrokerOrder(order);
}
WaitOn(() => client.OrderStore.Count() > 0, 30, "Orders not canceled");
if (client.OrderStore.Count() > 0)
{
log.Error("Failed to cancel all orders");
foreach (var order in client.OrderStore.GetOrders(c => c.Symbol == MSFT))
{
log.ErrorFormat("Cancel failed for Order {0}", order);
}
}
else
{
log.Info("All orders canceled");
}
log.Info("Completed Test OrderPlaceAndCancel");
}