/// <summary>
/// Updates the specified order in the brokerage until it fills or reaches a timeout
/// </summary>
/// <param name="order">The order to be modified</param>
/// <param name="parameters">The order test parameters that define how to modify the order</param>
/// <param name="secondsTimeout">Maximum amount of time to wait until the order fills</param>
protected virtual void ModifyOrderUntilFilled(Order order, OrderTestParameters parameters, double secondsTimeout = 90)
{
if (order.Status == OrderStatus.Filled)
{
return;
}
var filledResetEvent = new ManualResetEvent(false);
EventHandler <OrderEvent> brokerageOnOrderStatusChanged = (sender, args) =>
{
if (args.Status == OrderStatus.Filled)
{
filledResetEvent.Set();
}
if (args.Status == OrderStatus.Canceled || args.Status == OrderStatus.Invalid)
{
Log.Trace("ModifyOrderUntilFilled(): " + order);
Assert.Fail("Unexpected order status: " + args.Status);
}
};
Brokerage.OrderStatusChanged += brokerageOnOrderStatusChanged;
Log.Trace("");
Log.Trace("MODIFY UNTIL FILLED: " + order);
Log.Trace("");
var stopwatch = Stopwatch.StartNew();
while (!filledResetEvent.WaitOne(3000) && stopwatch.Elapsed.TotalSeconds < secondsTimeout)
{
filledResetEvent.Reset();
if (order.Status == OrderStatus.PartiallyFilled)
{
continue;
}
var marketPrice = GetAskPrice(order.Symbol);
Log.Trace("BrokerageTests.ModifyOrderUntilFilled(): Ask: " + marketPrice);
var updateOrder = parameters.ModifyOrderToFill(Brokerage, order, marketPrice);
if (updateOrder)
{
if (order.Status == OrderStatus.Filled)
{
break;
}
Log.Trace("BrokerageTests.ModifyOrderUntilFilled(): " + order);
if (!Brokerage.UpdateOrder(order))
{
Assert.Fail("Brokerage failed to update the order");
}
}
}
Brokerage.OrderStatusChanged -= brokerageOnOrderStatusChanged;
}
/// <summary>
/// Updates the specified order in the brokerage until it fills or reaches a timeout
/// </summary>
/// <param name="order">The order to be modified</param>
/// <param name="parameters">The order test parameters that define how to modify the order</param>
/// <param name="secondsTimeout">Maximum amount of time to wait until the order fills</param>
protected void ModifyOrderUntilFilled(Order order, OrderTestParameters parameters, double secondsTimeout = 90)
{
if (order.Status == OrderStatus.Filled)
{
return;
}
var filledResetEvent = new ManualResetEvent(false);
EventHandler<OrderEvent> brokerageOnOrderStatusChanged = (sender, args) =>
{
if (args.Status == OrderStatus.Filled)
{
filledResetEvent.Set();
}
if (args.Status == OrderStatus.Canceled || args.Status == OrderStatus.Invalid)
{
Log.Trace("ModifyOrderUntilFilled(): " + order);
Assert.Fail("Unexpected order status: " + args.Status);
}
};
Brokerage.OrderStatusChanged += brokerageOnOrderStatusChanged;
Log.Trace("");
Log.Trace("MODIFY UNTIL FILLED: " + order);
Log.Trace("");
var stopwatch = Stopwatch.StartNew();
while (!filledResetEvent.WaitOne(3000) && stopwatch.Elapsed.TotalSeconds < secondsTimeout)
{
filledResetEvent.Reset();
if (order.Status == OrderStatus.PartiallyFilled) continue;
var marketPrice = GetAskPrice(order.Symbol, order.SecurityType);
Log.Trace("BrokerageTests.ModifyOrderUntilFilled(): Ask: " + marketPrice);
var updateOrder = parameters.ModifyOrderToFill(Brokerage, order, marketPrice);
if (updateOrder)
{
if (order.Status == OrderStatus.Filled) break;
Log.Trace("BrokerageTests.ModifyOrderUntilFilled(): " + order);
if (!Brokerage.UpdateOrder(order))
{
Assert.Fail("Brokerage failed to update the order");
}
}
}
Brokerage.OrderStatusChanged -= brokerageOnOrderStatusChanged;
}
