public void RequestTSSetDataTest()
{
// reset the message cllection
_messages = null;
_driver = new KTASimulator.KTASimulator();
_driver.Message += new KaiTrade.Interfaces.Message(OnMessage);
_driver.Start("");
K2DataObjects.TSDataSetData[] tsSet;
string jsonData = System.IO.File.ReadAllText(@"TestData/TSGrpJSON.txt");
tsSet = JsonConvert.DeserializeObject<K2DataObjects.TSDataSetData[]>(jsonData);
Assert.AreEqual(11, tsSet.Length);
_driver.RequestTSData(tsSet);
}
public void SubmitOrderBadAccountReject()
{
// reset the message cllection
_messages = null;
// HPQ will just fill over time an order of 5 will fill 2,1,2
_driver = new KTASimulator.KTASimulator();
_driver.Message += new KaiTrade.Interfaces.Message(OnMessage);
_driver.Start("");
K2DataObjects.SubmitRequest nos = new K2DataObjects.SubmitRequest();
nos.Account = "TestBadAccount";
nos.ClOrdID = DriverBase.Identities.Instance.getNextOrderID();
nos.Mnemonic = "HPQ";
nos.OrderQty = 5;
nos.OrdType = KaiTrade.Interfaces.OrderType.LIMIT;
nos.Price = 11.99M;
nos.Side = KaiTrade.Interfaces.Side.BUY;
K2DataObjects.Message msg = new K2DataObjects.Message();
msg.Label = "D";
msg.Data = JsonConvert.SerializeObject(nos);
_driver.OnMessage(msg);
System.Threading.Thread.Sleep(10000);
if (_messages.Count > 0)
{
Assert.AreEqual(_messages["8"].Count, 1);
Fill fillNew = JsonConvert.DeserializeObject<Fill>(_messages["8"][0].Data);
Assert.AreEqual(fillNew.OrderStatus, OrderStatus.REJECTED);
Assert.AreEqual(fillNew.ClOrdID, nos.ClOrdID);
}
}
public void SubmitOrderSimAutoFill()
{
// reset the message cllection
_messages = null;
// HPQ will just fill over time an order of 5 will fill 2,1,2
_driver = new KTASimulator.KTASimulator();
_driver.Message += new KaiTrade.Interfaces.Message(OnMessage);
_driver.Start("");
K2DataObjects.SubmitRequest nos = new K2DataObjects.SubmitRequest();
nos.Account = "TEST";
nos.ClOrdID = DriverBase.Identities.Instance.getNextOrderID();
nos.Mnemonic = "HPQ";
nos.OrderQty = 5;
nos.OrdType = KaiTrade.Interfaces.OrderType.LIMIT;
nos.Price = 11.99M;
nos.Side = KaiTrade.Interfaces.Side.BUY;
K2DataObjects.Message msg = new K2DataObjects.Message();
msg.Label = "D";
msg.Data = JsonConvert.SerializeObject(nos);
_driver.OnMessage(msg);
System.Threading.Thread.Sleep(50000);
if (_messages.Count > 0)
{
Assert.AreEqual(4, _messages["8"].Count);
Fill fillNew = JsonConvert.DeserializeObject<Fill>(_messages["8"][0].Data);
Fill fillPF1 = JsonConvert.DeserializeObject<Fill>(_messages["8"][1].Data);
Fill fillPF2 = JsonConvert.DeserializeObject<Fill>(_messages["8"][2].Data);
Fill fillFilled = JsonConvert.DeserializeObject<Fill>(_messages["8"][3].Data);
Assert.AreEqual(fillNew.ClOrdID, nos.ClOrdID);
Assert.AreEqual(fillNew.OrderStatus, OrderStatus.NEW);
Assert.AreEqual(fillNew.ExecType, ExecType.ORDER_STATUS);
Assert.AreEqual(fillPF1.ClOrdID, nos.ClOrdID);
Assert.AreEqual(fillPF1.OrderStatus, OrderStatus.PARTIALLY_FILLED);
Assert.AreEqual(fillPF1.ExecType, ExecType.PARTIAL_FILL);
Assert.AreEqual(fillPF1.LeavesQty, 3);
Assert.AreEqual(fillPF1.FillQty, 2);
Assert.AreEqual(fillPF1.CumQty, 2);
Assert.AreEqual(fillPF2.ClOrdID, nos.ClOrdID);
Assert.AreEqual(fillPF2.OrderStatus, OrderStatus.PARTIALLY_FILLED);
Assert.AreEqual(fillPF2.ExecType, ExecType.PARTIAL_FILL);
Assert.AreEqual(fillPF2.LeavesQty, 2);
Assert.AreEqual(fillPF2.FillQty, 1);
Assert.AreEqual(fillPF2.CumQty, 3);
Assert.AreEqual(fillFilled.ClOrdID, nos.ClOrdID);
Assert.AreEqual(fillFilled.OrderStatus, OrderStatus.FILLED);
Assert.AreEqual(fillFilled.ExecType, ExecType.FILL);
Assert.AreEqual(fillFilled.CumQty, 5);
}
}
public void SubmitOrderSimMarket()
{
// reset the message cllection
_messages = null;
// AAB will just be put into the simulators internal book
_driver = new KTASimulator.KTASimulator();
_priceHandler = new L1PriceSupport.MemoryPriceHandler();
_driver.Facade.PriceHandler = _priceHandler;
// Wire up a message hander for the executin messages
_driver.Message += new KaiTrade.Interfaces.Message(OnMessage);
(_driver as DriverBase.DriverBase).PriceUpdate += new K2ServiceInterface.PriceUpdate(this.PriceUpdate);
_driver.Start("");
// Load a file of products to the simulator
_driver.AddProductDirect(@"Data\SimProduct.txt");
List<IProduct> products = _driver.Facade.GetProductManager().GetProducts("KTASIM", "", "");
// test that these are available as products
Assert.AreEqual(products.Count, 3);
// Create and register a price publisher for each product
KaiTrade.Interfaces.IProduct aabProduct = null;
foreach (IProduct product in products)
{
if (product.Mnemonic == "AAB")
{
aabProduct = product;
_driver.Facade.PriceHandler.CreatePxPub(product);
_driver.OpenPrices(product,0,DateTime.Now.Ticks.ToString());
}
}
// Wait for prices in the publisher
System.Threading.Thread.Sleep(20000);
// test that some prices are there
K2ServiceInterface.IL1PX pxPub = _driver.Facade.PriceHandler.GetPXPublisher(aabProduct) as K2ServiceInterface.IL1PX;
Assert.IsNotNull(pxPub);
Assert.IsNotNull(pxPub.BidPrice);
// Test orders in the market - these are filled when the price is
// matched and there is enough volume
K2DataObjects.SubmitRequest nos = new K2DataObjects.SubmitRequest();
nos.Account = "TEST";
nos.ClOrdID = DriverBase.Identities.Instance.getNextOrderID();
nos.Mnemonic = "AAB";
nos.SecurityID = "AAB";
nos.OrderQty = 5;
nos.OrdType = KaiTrade.Interfaces.OrderType.LIMIT;
nos.Price = 11.99M;
nos.Side = KaiTrade.Interfaces.Side.BUY;
K2DataObjects.Message msg = new K2DataObjects.Message();
msg.Label = "D";
msg.Data = JsonConvert.SerializeObject(nos);
_driver.OnMessage(msg);
System.Threading.Thread.Sleep(5000);
K2DataObjects.SubmitRequest nos1 = new K2DataObjects.SubmitRequest();
nos1.Account = "TEST";
nos1.ClOrdID = DriverBase.Identities.Instance.getNextOrderID();
nos1.Mnemonic = "AAB";
nos1.SecurityID = "AAB";
nos1.OrderQty = 5;
nos1.OrdType = KaiTrade.Interfaces.OrderType.LIMIT;
nos1.Price = 11.99M;
nos1.Side = KaiTrade.Interfaces.Side.SELL;
msg = new K2DataObjects.Message();
msg.Label = "D";
msg.Data = JsonConvert.SerializeObject(nos1);
_driver.OnMessage(msg);
// wait for the orders to fill - test that the right fills
// were received
System.Threading.Thread.Sleep(180000);
if (_messages.Count > 0)
{
Assert.IsTrue(_messages["8"].Count >= 4);
ReceivedfillStates ord1States = new ReceivedfillStates();
ord1States.osNew = false;
ord1States.osPartFill = false;
ord1States.odFilled = false;
ReceivedfillStates ord2States;
ord2States.osNew = false;
ord2States.osPartFill = false;
ord2States.odFilled = false;
// Both orders should be fully filled 3 reports each
// New, Partial, Fill
foreach (IMessage recvMsg in _messages["8"])
{
Fill fill = JsonConvert.DeserializeObject<Fill>(recvMsg.Data);
if (fill.ClOrdID == nos.ClOrdID)
{
// check we have new, partfill, filled
switch (fill.OrderStatus)
{
case OrderStatus.NEW:
ord1States.osNew = true;
break;
case OrderStatus.PARTIALLY_FILLED:
ord1States.osPartFill = true;
break;
case OrderStatus.FILLED:
ord1States.odFilled = true;
break;
}
}
if (fill.ClOrdID == nos1.ClOrdID)
{
// check we have new, partfill, filled
switch (fill.OrderStatus)
{
case OrderStatus.NEW:
ord2States.osNew = true;
break;
case OrderStatus.PARTIALLY_FILLED:
ord2States.osPartFill = true;
break;
case OrderStatus.FILLED:
ord2States.odFilled = true;
break;
}
}
}
Assert.IsTrue(ord1States.osNew && ord1States.osPartFill && ord1States.odFilled);
Assert.IsTrue(ord2States.osNew && ord2States.osPartFill && ord2States.odFilled);
}
}
public void SubmitOrderSimInBook()
{
// reset the message cllection
_messages = null;
// EAS will just go into the simulators order book - you can
// Delete or modify it
_driver = new KTASimulator.KTASimulator();
_driver.Message += new KaiTrade.Interfaces.Message(OnMessage);
_driver.Start("");
K2DataObjects.SubmitRequest nos = new K2DataObjects.SubmitRequest();
nos.Account = "TEST";
nos.ClOrdID = DriverBase.Identities.Instance.getNextOrderID();
nos.Mnemonic = "EAS";
nos.OrderQty = 100;
nos.OrdType = KaiTrade.Interfaces.OrderType.LIMIT;
nos.Price = 11.99M;
nos.Side = KaiTrade.Interfaces.Side.BUY;
K2DataObjects.Message msg = new K2DataObjects.Message();
msg.Label = "D";
msg.Data = JsonConvert.SerializeObject(nos);
_driver.OnMessage(msg);
// Try to modify the order
ModifyOrderRequest mod = new ModifyOrderRequest();
mod.OrigClOrdID = nos.ClOrdID;
mod.ClOrdID = DriverBase.Identities.Instance.getNextOrderID();
mod.Mnemonic = nos.Mnemonic;
msg = new K2DataObjects.Message();
msg.Label = "G";
msg.Data = JsonConvert.SerializeObject(mod);
_driver.OnMessage(msg);
// Try to cancel the order
K2DataObjects.CancelOrderRequest cancel = new K2DataObjects.CancelOrderRequest();
cancel.OrigClOrdID = mod.ClOrdID;
cancel.ClOrdID = DriverBase.Identities.Instance.getNextOrderID();
cancel.Mnemonic = nos.Mnemonic;
msg = new K2DataObjects.Message();
msg.Label = "F";
msg.Data = JsonConvert.SerializeObject(cancel);
_driver.OnMessage(msg);
System.Threading.Thread.Sleep(10000);
if (_messages.Count > 0)
{
Assert.AreEqual(_messages["8"].Count, 3);
Fill f1 = JsonConvert.DeserializeObject<Fill>(_messages["8"][0].Data);
Fill fillCancel = JsonConvert.DeserializeObject<Fill>(_messages["8"][2].Data);
Fill fillMod = JsonConvert.DeserializeObject<Fill>(_messages["8"][1].Data);
Assert.AreEqual(f1.ClOrdID,nos.ClOrdID);
Assert.AreEqual(f1.OrderStatus, OrderStatus.NEW);
Assert.AreEqual(f1.ExecType, ExecType.ORDER_STATUS);
Assert.AreEqual(fillMod.OrigClOrdID, nos.ClOrdID);
Assert.AreEqual(fillMod.ClOrdID, mod.ClOrdID);
Assert.AreEqual(fillMod.OrderStatus, OrderStatus.REPLACED);
Assert.AreEqual(fillMod.ExecType, ExecType.ORDER_STATUS);
Assert.AreEqual(fillCancel.ClOrdID, cancel.ClOrdID);
Assert.AreEqual(fillCancel.OrigClOrdID, mod.ClOrdID);
Assert.AreEqual(fillCancel.OrderStatus, OrderStatus.CANCELED);
Assert.AreEqual(fillCancel.ExecType, ExecType.ORDER_STATUS);
}
}
public void TestPriceFileStartDriverInit()
{
// HPQ will just fill over time an order of 5 will fill 2,1,2
_driver = new KTASimulator.KTASimulator();
string path = System.Reflection.Assembly.GetExecutingAssembly().Location;
path = System.IO.Path.GetDirectoryName(path);
_driver.Facade.AppPath = path;
_priceHandler = new L1PriceSupport.MemoryPriceHandler();
_driver.Facade.PriceHandler = _priceHandler;
// Gets driver messages (fills, Accounts etc)
_driver.Message += new KaiTrade.Interfaces.Message(OnMessage);
(_driver as DriverBase.DriverBase).PriceUpdate += new K2ServiceInterface.PriceUpdate(this.PriceUpdate);
_driver.Start("");
// Test that S.DELL is set up as expected
IProduct product = _driver.Facade.GetProductManager().GetProductMnemonic("S.DELL");
_priceHandler.GetPXPublisher(product);
_driver.OpenPrices(product, 0, DateTime.Now.Ticks.ToString());
System.Threading.Thread.Sleep(110000);
List<KaiTrade.Interfaces.IProduct> products = _driver.Facade.GetProductManager().GetProducts("KTSIM", "", "");
Assert.AreEqual(13, products.Count);
var pub = _priceHandler.GetPXPublisher(product);
}