public void WrongInstrumentThrowsException()
{
var order = new EquityOrder(999, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Buy, 5, 10ul);
Assert.Throws <ArgumentException>(() => m_BuyOrders.Insert(order));
}
public void WrongInstrumentThrowsException()
{
var order = new EquityOrder(new Instrument("WRONG"), Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Sell, 10, 10ul);
Assert.Throws <ArgumentException>(() => m_SellOrders.Insert(order));
}
public void SubmitSellOrderTest()
{
var sellOrder = new EquityOrder(m_Instrument, Order.OrderTypes.LimitPrice, Order.BuyOrSell.Sell, 100, 100);
m_Market.SubmitOrder(sellOrder);
Assert.That(m_Market[m_Instrument].SellOrders[0], Is.EqualTo(sellOrder));
}
public void SetUp()
{
this._orderServiceMock = new Mock <IOrderService>();
this._equityOrderFactory = new EquityOrderFactory(this._orderServiceMock.Object);
this._sut = _equityOrderFactory.Create(EQUITY_CODE, 10, TRESHOLD);
}
public void TickReceivedAtOrAboveThreshold()
{
var orderServiceMoq = new Mock <IOrderService>();
var equityCode = "CODE1";
var quantity = 1;
var price = 10.23M;
var equityOrder = new EquityOrder(orderServiceMoq.Object, 10);
equityOrder.ReceiveTick(equityCode, price);
orderServiceMoq.Verify(t => t.Buy(equityCode, quantity, price), Times.Never);
}
public void BigBuyMatchesMultipleSellsTest()
{
var secondSellOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled,
Order.BuyOrSell.Sell, 95, 100);
m_SellOrders.Insert(secondSellOrder);
m_BuyOrder.Quantity = 150;
Assert.True(OrderProcessor.TryMatchOrder(m_BuyOrder, m_SellOrders, m_Trades));
Assert.That(m_TradeProcessor.Trades.Count, Is.EqualTo(2));
Assert.That(m_BuyOrder.Quantity, Is.EqualTo(0));
Assert.That(secondSellOrder.Quantity, Is.EqualTo(50));
Assert.That(m_SellOrders[0] == secondSellOrder && m_SellOrders.Count() == 1);
}
public void Init()
{
m_Instrument = new Instrument("GOOG");
m_BuyOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Buy, 100M,
100ul);
m_SellOrder = new EquityOrder(m_Instrument, Order.OrderTypes.GoodUntilCancelled, Order.BuyOrSell.Sell, 90,
100ul);
m_SellOrders = new SellOrders(m_Instrument);
m_BuyOrders = new BuyOrders(m_Instrument);
m_SellOrders.Insert(m_SellOrder);
m_BuyOrders.Insert(m_BuyOrder);
m_Trades = new Trades(m_Instrument);
m_TradeProcessor = m_Trades.TradeProcessingStrategy as Trades.InMemoryTradeProcessor;
}
public void MultipleReceiveTicksAfterSuccessAreIgnored()
{
var orderServiceMoq = new Mock <IOrderService>();
var equityCode = "CODE1";
var quantity = 1;
var price = 1.23M;
orderServiceMoq.Setup(c => c.Buy(equityCode, quantity, price));
var equityOrder = new EquityOrder(orderServiceMoq.Object, 10);
equityOrder.ReceiveTick(equityCode, price);
equityOrder.ReceiveTick(equityCode, price);
equityOrder.ReceiveTick(equityCode, price);
equityOrder.ReceiveTick(equityCode, price);
orderServiceMoq.Verify(t => t.Buy(equityCode, quantity, price), Times.Once);
}
public void MultipleReceiveTicketsAfterFailureAreIgnored()
{
var orderServiceMoq = new Mock <IOrderService>();
var equityCode = "CODE1";
var quantity = 1;
var price = 1.23M;
var equityOrder = new EquityOrder(orderServiceMoq.Object, 10);
equityOrder.OrderPlaced += e => throw new Exception("error raised");
equityOrder.ReceiveTick(equityCode, price);
equityOrder.ReceiveTick(equityCode, price);
equityOrder.ReceiveTick(equityCode, price);
equityOrder.ReceiveTick(equityCode, price);
orderServiceMoq.Verify(t => t.Buy(equityCode, quantity, price), Times.Once);
}
public void TickReceivedBelowThreshold()
{
var orderServiceMoq = new Mock <IOrderService>();
var equityCode = "CODE1";
var quantity = 1;
var price = 1.23M;
var actualEquityCode = string.Empty;
decimal?actualPrice = null;
var equityOrder = new EquityOrder(orderServiceMoq.Object, 10);
equityOrder.OrderPlaced += delegate(OrderPlacedEventArgs e)
{
actualEquityCode = e.EquityCode;
actualPrice = e.Price;
};
equityOrder.ReceiveTick(equityCode, price);
orderServiceMoq.Verify(t => t.Buy(equityCode, quantity, price), Times.Once);
Assert.AreEqual(equityCode, actualEquityCode);
Assert.AreEqual(price, actualPrice);
}
public void Setup()
{
_orderServiceMock = new Mock <IOrderService>();
_equityOrder = new EquityOrder(_orderServiceMock.Object, equityCode, orderThreshhold, quantity);
}
private async void bttnSubmit_Click(object sender, EventArgs e)
{
if (string.IsNullOrEmpty(_symbol))
{
MessageBox.Show("The symbols is empty", "Error", MessageBoxButtons.OK, MessageBoxIcon.Warning);
return;
}
if (cmbActions.SelectedItem == null ||
cmbOrderTypes.SelectedItem == null)
{
MessageBox.Show("Please select an action and order type", "Error", MessageBoxButtons.OK, MessageBoxIcon.Warning);
return;
}
string symbol = _symbol;
int quantity = (!string.IsNullOrEmpty(txtQuantity.Text)) ? Convert.ToInt32(txtQuantity.Text.Trim()) : 0;
EquityOrderActions action = (cmbActions.SelectedItem != null) ? (EquityOrderActions)cmbActions.SelectedItem : EquityOrderActions.buy;
EquityOrderTypes orderType = (cmbOrderTypes.SelectedItem != null) ? (EquityOrderTypes)cmbOrderTypes.SelectedItem : EquityOrderTypes.market;
EquityOrderExpires expire = (cmbExpires.SelectedItem != null) ? (EquityOrderExpires)cmbExpires.SelectedItem : EquityOrderExpires.day;
EquityOrderSpecialInstructions spInst = (cmbSpInstructions.SelectedItem != null) ? (EquityOrderSpecialInstructions)cmbSpInstructions.SelectedItem : EquityOrderSpecialInstructions.none;
float price = (!string.IsNullOrEmpty(txtPrice.Text)) ? Convert.ToSingle(txtPrice.Text.Trim()) : 0;
float actPrice = (!string.IsNullOrEmpty(txtActPrice.Text)) ? Convert.ToSingle(txtActPrice.Text.Trim()) : 0;
// Check if quantity is greater than 0
if (quantity == 0)
{
MessageBox.Show("Quantity must be greater than 0.", "Error", MessageBoxButtons.OK, MessageBoxIcon.Warning);
return;
}
var newOrder = new EquityOrder(symbol, quantity, action, orderType);
string orderDescription = string.Empty;
string confirmMsg = string.Empty;
switch (orderType)
{
case EquityOrderTypes.market:
newOrder.Expire = expire;
newOrder.SpInstruction = spInst;
break;
case EquityOrderTypes.limit:
newOrder.Price = price;
newOrder.Expire = expire;
newOrder.SpInstruction = spInst;
break;
case EquityOrderTypes.stop_limit:
newOrder.Price = price;
newOrder.ActPrice = actPrice;
newOrder.Expire = expire;
break;
case EquityOrderTypes.stop_market:
newOrder.ActPrice = actPrice;
newOrder.Expire = expire;
break;
case EquityOrderTypes.tstopdollar:
float dollar = Convert.ToSingle(txtTsParam.Text.Trim());
newOrder.TsParam = dollar;
newOrder.Expire = expire;
break;
case EquityOrderTypes.tstoppercent:
int percent = Convert.ToInt32(txtTsParam.Text.Trim());
newOrder.TsParam = percent;
newOrder.Expire = expire;
break;
}
string orderString = EquityOrder.AccountIdString + newOrder.GetOrderString();
if (newOrder.Validate())
{
Debug.Print(orderString);
var result = MessageBox.Show(newOrder.ConfirmMessage, "Confirm Order", MessageBoxButtons.YesNo, MessageBoxIcon.Asterisk, MessageBoxDefaultButton.Button2);
if (result == DialogResult.Yes)
{
EquityOrder.AddOrder(newOrder);
EquityOrderResponse response = await EquityOrder.SubmitOrder();
if (!string.IsNullOrEmpty(response.Error))
{
MessageBox.Show(response.Error, "Server Response", MessageBoxButtons.OK, MessageBoxIcon.Error);
return;
}
else
{
MessageBox.Show("The order submitted successfully.\r\nOrder Id: " + response.OrderId, "Success", MessageBoxButtons.OK, MessageBoxIcon.Information);
ResetBasicControls();
ResetOptionalControls();
return;
}
}
else
{
return;
}
}
else
{
MessageBox.Show(orderString, "Error", MessageBoxButtons.OK, MessageBoxIcon.Warning);
}
}
public void Setup()
{
orderServiceMock = new Mock <IOrderService>();
equityOrder = new EquityOrder(orderServiceMock.Object, relevantEquityCode, orderThreshhold, quantity);
}
public void Setup()
{
_orderService = new Mock <IOrderService>();
_instrument = new Instrument("MIC", 100, 100);
_equityOrder = new EquityOrder(_orderService.Object, _instrument);
}