public void SetMarketSellOrderTest()
{
var orderId = Guid.NewGuid().ToString("N");
var marketOrder = FixHelpers.CreateNewOrder(orderId, isBuy: false);
fixClient.Send(marketOrder);
var response = fixClient.GetResponse <Message>();
Assert.That(response, Is.Not.Null);
Assert.That(response, Is.TypeOf <ExecutionReport>());
var ex = (ExecutionReport)response;
Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.PENDING_NEW));
Assert.That(ex.ExecType.Obj, Is.EqualTo(ExecType.PENDING_NEW));
response = fixClient.GetResponse <Message>();
Assert.That(response, Is.Not.Null);
Assert.That(response, Is.TypeOf <ExecutionReport>());
ex = (ExecutionReport)response;
Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.FILLED));
Assert.That(ex.ExecType.Obj, Is.EqualTo(ExecType.TRADE));
Assert.That(ex.LastQty.Obj, Is.EqualTo(marketOrder.OrderQty.Obj));
Assert.That(ex.LastPx.Obj, Is.GreaterThan(0));
}
public void LimitOrderVolumeLessThenMinAssetVolumeTest()
{
var assetPairs = privateApi.Assets.GetAssetPairs().GetResponseObject().FindAll(a => a.IsDisabled == false);
var validAssets = privateApi.Assets.GetAssets(false).GetResponseObject().
FindAll(a => a.IsDisabled == false).FindAll(a => a.IsTradable == true);
assetPairs = assetPairs.FindAll(a =>
a.IsDisabled == false
).FindAll(a =>
validAssets.Any(va => va.Id == a.BaseAssetId)
).FindAll(a =>
validAssets.Any(va => va.Id == a.QuotingAssetId)
);
var assetPair = assetPairs.Find(a => a.MinVolume > 0);
var orderId = Guid.NewGuid().ToString();
var price = 0.01m;
var quantity = 0.01m;
var marketOrder = FixHelpers.CreateNewOrder(orderId, isMarket: false, isBuy: true, qty: (decimal)(assetPair.MinVolume / 2), price: price, assetPairId: assetPair.Id);
fixClient.Send(marketOrder);
var response = fixClient.GetResponse <Message>();
Assert.That(response, Is.Not.Null, $"unexpected response: {response.ToString().Replace("\u0001", "|")}");
Assert.That(response, Is.TypeOf <ExecutionReport>(), $"unexpected response type response: {response.ToString().Replace("\u0001", "|")}");
var ex = (ExecutionReport)response;
Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.REJECTED));
Assert.That(ex.ExecType.Obj, Is.EqualTo(ExecType.REJECTED));
}
public void WrongCredentialsTest()
{
Environment.SetEnvironmentVariable("FIXWrongPassword", TestData.GenerateString(6));
var fixClient2 = new FixClient("LYKKE_T", "SENDER_T", Init.LocalConfig()["TestClient"]["ServiceUrl"].ToString(), 12357);
fixClient2.Init();
var orderId = Guid.NewGuid().ToString();
var price = 0.01m;
var quantity = 0.01m;
var marketOrder = FixHelpers.CreateNewOrder(orderId, isMarket: false, isBuy: true, qty: quantity, price: price);
try
{
fixClient2.Send(marketOrder);
Assert.Fail("First instance on FIXClient has not been disconnected after second has been created");
}
catch (Exception)
{
fixClient2.GetResponse <Message>();
}
finally
{
Environment.SetEnvironmentVariable("FIXWrongPassword", null);
}
}
public void AllMEssagesStoredInAzureTest()
{
var price = 0.01m;
var quantity = 0.01m;
var marketOrder = FixHelpers.CreateNewOrder(orderId, isMarket: false, isBuy: true, qty: quantity, price: price);
fixClient.Send(marketOrder);
var jss = marketOrder.ToString();
var messageStringRepresentation = jss.Replace("\u0001", "|");
var response = fixClient.GetResponse <Message>();
Assert.That(response, Is.Not.Null);
Assert.That(response, Is.TypeOf <ExecutionReport>(), $" response: {JsonRepresentation(response)}");
//because message has timestamp and seems to be uniq - use First.
var azureMessage = GetValueFromAzure(messageStringRepresentation);
int timer = 60;
while (timer > 0)
{
if (azureMessage.Count == 0)
{
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(2));
azureMessage = GetValueFromAzure(messageStringRepresentation);
}
else
{
timer = 60;
break;
}
}
Assert.That(azureMessage.Count, Is.GreaterThan(0), $"Unexpected azure message count. Expected azure message '{messageStringRepresentation}'");
Assert.That(azureMessage.First().StringValue, Is.EqualTo(messageStringRepresentation), "Unexpected Azure value");
var responseStringRepresentation = response.ToString().Replace("\u0001", "|");
var responseFromAzure = GetValueFromAzure(responseStringRepresentation);
while (timer > 0)
{
if (responseFromAzure.Count == 0)
{
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(2));
responseFromAzure = GetValueFromAzure(responseStringRepresentation);
}
else
{
timer = 60;
break;
}
}
Assert.That(responseFromAzure.Count, Is.GreaterThan(0), $"Unexpected azure message count. Expected azure message '{responseStringRepresentation}'");
Assert.That(responseFromAzure.First().StringValue, Is.EqualTo(responseStringRepresentation), "Unexpected Azure value");
}
public void SetMarketSellOrderWrongAssetPairTest()
{
var orderId = Guid.NewGuid().ToString("N");
var marketOrder = FixHelpers.CreateNewOrder(orderId, isBuy: false, assetPairId: "FakeAssetId");
fixClient.Send(marketOrder);
var response = fixClient.GetResponse <Message>();
Assert.That(response, Is.Not.Null);
Assert.That(response, Is.TypeOf <ExecutionReport>());
var ex = (ExecutionReport)response;
Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.REJECTED));
}
public void LimitOrderPriceLessThenMinAssetPriceTest()
{
Environment.SetEnvironmentVariable("WalletApiUrl", "https://api-dev.lykkex.net/api");
var assetPairs = privateApi.Assets.GetAssetPairs().GetResponseObject().FindAll(a => a.IsDisabled == false);
var validAssets = privateApi.Assets.GetAssets(false).GetResponseObject().
FindAll(a => a.IsDisabled == false).FindAll(a => a.IsTradable == true);
assetPairs = assetPairs.FindAll(a =>
a.IsDisabled == false
).FindAll(a =>
validAssets.Any(va => va.Id == a.BaseAssetId)
).FindAll(a =>
validAssets.Any(va => va.Id == a.QuotingAssetId)
);
var assetPair = assetPairs.Find(a => a.MinVolume > 0);
var orderId = Guid.NewGuid().ToString();
var marketOrder = FixHelpers.CreateNewOrder(orderId, isMarket: false, isBuy: false, qty: (decimal)(assetPair.MinVolume), price: (decimal)(assetPair.MinVolume / (2 * Math.Pow(10, assetPair.Accuracy))), assetPairId: assetPair.Id);
fixClient.Send(marketOrder);
var response = fixClient.GetResponse <Message>();
Assert.That(response, Is.Not.Null, $"unexpected response: {response.ToString().Replace("\u0001", "|")}");
Assert.That(response, Is.TypeOf <ExecutionReport>(), $"unexpected response type response: {response.ToString().Replace("\u0001", "|")}");
var ex = (ExecutionReport)response;
// Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.REJECTED));
// Assert.That(ex.ExecType.Obj, Is.EqualTo(ExecType.REJECTED));
AuthenticateModel auth = new AuthenticateModel()
{
ClientInfo = "<android>;Model:<LENOVO S860>;Os:<android>;Screen:<720x1184>",
Email = Init.LocalConfig()["User"].ToString(),
Password = Init.LocalConfig()["Pass"].ToString()
};
var authResponse = walletApi.Auth.PostAuthResponse(auth);
var obook = walletApi.LimitOrders.GetOffchainLimitList(authResponse.GetResponseObject().Result.Token, assetPair.Id).GetResponseObject().Result.Orders.ToList().Find(o => o.Id == ex.OrderID.ToString());
}
public void LimitOrderWrongPriceTest(object p)
{
var orderId = Guid.NewGuid().ToString();
var price = Decimal.Parse(p.ToString());
var quantity = 0.01m;
var marketOrder = FixHelpers.CreateNewOrder(orderId, isMarket: false, isBuy: true, qty: quantity, price: price);
fixClient.Send(marketOrder);
var response = fixClient.GetResponse <Message>();
Assert.That(response, Is.Not.Null, $"unexpected response: {response.ToString().Replace("\u0001", "|")}");
Assert.That(response, Is.TypeOf <ExecutionReport>(), $"unexpected response type response: {response.ToString().Replace("\u0001", "|")}");
var ex = (ExecutionReport)response;
Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.REJECTED));
Assert.That(ex.ExecType.Obj, Is.EqualTo(ExecType.REJECTED));
}
public void LimitOrderWrongAssetPairTest(string assetPair)
{
var orderId = Guid.NewGuid().ToString();
var price = 0.01m;
var quantity = 0.01m;
var marketOrder = FixHelpers.CreateNewOrder(orderId, isMarket: false, isBuy: true, qty: quantity, price: price, assetPairId: assetPair);
fixClient.Send(marketOrder);
var response = fixClient.GetResponse <Message>();
Assert.That(response, Is.Not.Null, $"unexpected response: {JsonRepresentation(response)}");
Assert.That(response, Is.TypeOf <ExecutionReport>(), $"unexpected response type. response: {JsonRepresentation(response)}");
var ex = (ExecutionReport)response;
Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.REJECTED));
Assert.That(ex.ExecType.Obj, Is.EqualTo(ExecType.REJECTED));
}
public void CancelLimitSellTest()
{
var orderId = Guid.NewGuid().ToString();
var price = 0.01m;
var quantity = 0.01m;
var marketOrder = FixHelpers.CreateNewOrder(orderId, isMarket: false, isBuy: false, qty: quantity, price: price);
fixClient.Send(marketOrder);
var response = fixClient.GetResponse <Message>();
Assert.That(response, Is.Not.Null);
Assert.That(response, Is.TypeOf <ExecutionReport>());
var ex = (ExecutionReport)response;
Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.PENDING_NEW));
Assert.That(ex.ExecType.Obj, Is.EqualTo(ExecType.PENDING_NEW));
var cancelRequest = new OrderCancelRequest
{
ClOrdID = new ClOrdID(Guid.NewGuid().ToString()),
OrigClOrdID = new OrigClOrdID(orderId),
TransactTime = new TransactTime(DateTime.UtcNow)
};
fixClient.Send(cancelRequest);
response = fixClient.GetResponse <Message>();
Assert.That(response, Is.Not.Null, $"unexpected response: {JsonRepresentation(response)}");
Assert.That(response, Is.TypeOf <ExecutionReport>());
ex = (ExecutionReport)response;
if (ex.OrdStatus.Obj != OrdStatus.CANCELED)
{
response = fixClient.GetResponse <Message>();
}
ex = (ExecutionReport)response;
Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.CANCELED), "Unexpected order status");
Assert.That(ex.ExecType.Obj, Is.EqualTo(ExecType.CANCELED), "Unexpected exectype status");
}
public void SetLimitOrderBuyTest()
{
var price = 0.01m;
var quantity = 0.01m;
var limitOrder = FixHelpers.CreateNewOrder(orderId, isMarket: false, isBuy: true, qty: quantity, price: price);
fixClient.Send(limitOrder);
var response = fixClient.GetResponse <Message>();
Assert.That(response, Is.Not.Null);
Assert.That(response, Is.TypeOf <ExecutionReport>(), $" response: {JsonRepresentation(response)}");
var ex = (ExecutionReport)response;
Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.PENDING_NEW));
Assert.That(ex.ExecType.Obj, Is.EqualTo(ExecType.PENDING_NEW));
Assert.That(ex.AvgPx.Obj, Is.EqualTo(0m), "Price should be 0 in case of Pending status");
Assert.That(ex.OrdType.Obj, Is.EqualTo('2'), "Should be 2, this is Limit order");
Assert.That(ex.OrderQty.Obj, Is.EqualTo(quantity), "unexpected quantity");
}
void CreateLimitOrderWithAssetPair(string assetPair, decimal volume)
{
try
{
var orderId = Guid.NewGuid().ToString();
var price = 0.01m;
var quantity = volume + 0.5m;
var marketOrder = FixHelpers.CreateNewOrder(orderId, isMarket: false, isBuy: true, qty: quantity, price: price, assetPairId: assetPair);
fixClient.Send(marketOrder);
var response = fixClient.GetResponse <Message>();
int aa = 60;
while (aa-- > 0)
{
if (((ExecutionReport)response).ClOrdID.Obj.ToString() == orderId)
{
break;
}
response = fixClient.GetResponse <Message>();
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(1));
}
Assert.That(response, Is.Not.Null);
Assert.That(response, Is.TypeOf <ExecutionReport>());
var ex = (ExecutionReport)response;
Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.PENDING_NEW), $"unexpected response status for assetPair {assetPair}. response: {response.ToString().Replace("\u0001", "|")}");
Assert.That(ex.ExecType.Obj, Is.EqualTo(ExecType.PENDING_NEW), $"unexpected response type for assetPair {assetPair}. response: {response.ToString().Replace("\u0001", "|")}");
// clean myself
var cancelRequest = new OrderCancelRequest
{
ClOrdID = new ClOrdID(Guid.NewGuid().ToString()),
OrigClOrdID = new OrigClOrdID(orderId),
TransactTime = new TransactTime(DateTime.UtcNow)
};
fixClient.Send(cancelRequest);
response = fixClient.GetResponse <Message>();
int a = 60;
while (a-- > 0)
{
if (((ExecutionReport)response).ClOrdID.Obj.ToString() == cancelRequest.ClOrdID.Obj.ToString())
{
break;
}
response = fixClient.GetResponse <Message>();
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(1));
}
Assert.That(response, Is.Not.Null);
Assert.That(response, Is.TypeOf <ExecutionReport>(), $"unexpected response type for assetPair {assetPair}. response: {response.ToString().Replace("\u0001", "|")}");
ex = (ExecutionReport)response;
//Assert.That(ex.OrdStatus.Obj, Is.EqualTo(OrdStatus.PENDING_CANCEL), $"unexpected response status for assetPair {assetPair}. response: {response.ToString().Replace("\u0001", "|")}");
//Assert.That(ex.ExecType.Obj, Is.EqualTo(ExecType.PENDING_CANCEL), $"unexpected response type for assetPair {assetPair}. response: {response.ToString().Replace("\u0001", "|")}");
int time = 120;
while (time-- > 0)
{
if (ex.OrdStatus.Obj != OrdStatus.CANCELED)
{
response = fixClient.GetResponse <Message>();
ex = (ExecutionReport)response;
System.Threading.Thread.Sleep(TimeSpan.FromSeconds(1));
}
else
{
break;
}
}
}
catch (Exception)
{
//Assert.Fail($"An error occured with assetPair {assetPair}. Number of Exceptions {i++}");
}
}
