public async Task Should_LiquidateShortPosition()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsOpenOrdersController twsOpenOrdersController = new TwsOpenOrdersController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderCancelationController orderCancellationController = new TwsOrderCancelationController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsPortfolioOrderCancellationController twsPortfolioOrderCancellationController = new TwsPortfolioOrderCancellationController(connectionController, twsOpenOrdersController, orderCancellationController);
TwsPositionsController positionsController = new TwsPositionsController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsPositionLiquidationController positionLiquidationController = new TwsPositionLiquidationController(
connectionController,
positionsController,
nextOrderIdController,
orderPlacementController,
twsPortfolioOrderCancellationController);
await connectionController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
Order order = new Order
{
Action = TwsOrderActions.Sell,
OrderType = "MKT",
TotalQuantity = 1,
};
// Place a couple of orders
int orderId = await nextOrderIdController.GetNextValidIdAsync();
await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Liquidate the position
bool success = await positionLiquidationController.LiquidatePosition("MSFT", TwsExchange.Smart);
success.Should().BeTrue();
}
public async Task Should_CancelOrders()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsOpenOrdersController twsOpenOrdersController = new TwsOpenOrdersController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderCancelationController orderCancellationController = new TwsOrderCancelationController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsPortfolioOrderCancellationController twsPortfolioOrderCancellationController = new TwsPortfolioOrderCancellationController(connectionController, twsOpenOrdersController, orderCancellationController);
await connectionController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Stock;
contract.Symbol = "MSFT";
contract.Exchange = TwsExchange.Smart;
contract.Currency = TwsCurrency.Usd;
contract.PrimaryExch = TwsExchange.Island;
Order order = new Order
{
Action = "BUY",
OrderType = "LMT",
TotalQuantity = 1,
LmtPrice = 1,
};
// Placea couple of orders
int orderId = await nextOrderIdController.GetNextValidIdAsync();
await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
orderId = await nextOrderIdController.GetNextValidIdAsync();
await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Cancel them all
var success = await twsPortfolioOrderCancellationController.CancelOrders("MSFT");
success.Should().BeTrue();
}
public async Task CancelOrder_Should_CancelOrder()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
// This should be fixed a bit to be injectable
// It's a bit dirty because you need to run ConfigureTws before you have access to the client socket and callback handler
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderCancelationController orderCancelationController = new TwsOrderCancelationController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
await connectionController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
// Initialize the order
Order order = new Order
{
Action = "BUY",
OrderType = "LMT",
TotalQuantity = 1,
LmtPrice = 1,
};
// Place an order
int orderId = await nextOrderIdController.GetNextValidIdAsync();
bool orderAcknowledged = await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
orderAcknowledged.Should().BeTrue();
// Call the API
bool cancelationAcknowledged = await orderCancelationController.CancelOrderAsync(orderId);
// Assert
cancelationAcknowledged.Should().BeTrue();
}
