public void IfAboveMinimumStakeToBelowMinimumInstructionsShouldBeNull(double size, double price)
{
var order = new LimitOrder(12345, Side.Lay, price, size);
Assert.Null(order.ToBelowMinimumCancelInstruction());
Assert.Null(order.ToBelowMinimumReplaceInstruction());
}
public void IfBelowMinimumStakeThenToBelowMinimumCancelInstructionShouldBeSet(double size, double price, double reduction)
{
var order = new LimitOrder(12345, Side.Lay, price, size);
var expected = $"{{\"betId\":\"{order.BetId}\",\"sizeReduction\":{reduction}}}";
Assert.Equal(expected, order.ToBelowMinimumCancelInstruction());
}
public async Task OnlyBelowMinimumLimitOrdersAreReplacedWhenMixedWithAboveMinimumOrders(string marketId, long selectionId, Side side, double size, double price)
{
var limitOrder = new LimitOrder(selectionId, side, price, size);
var aboveMinOrder = new LimitOrder(1, Side.Back, 2, 10);
await _orderService.Place(marketId, new List <LimitOrder> {
limitOrder, aboveMinOrder
});
var cancelInstruction = $"{{\"marketId\":\"{marketId}\",\"instructions\":[{limitOrder.ToBelowMinimumCancelInstruction()}]}}";
var replaceInstruction = $"{{\"marketId\":\"{marketId}\",\"instructions\":[{limitOrder.ToBelowMinimumReplaceInstruction()}]}}";
Assert.Equal(cancelInstruction, _exchange.SentParameters["cancelOrders"]);
Assert.Equal(replaceInstruction, _exchange.SentParameters["replaceOrders"]);
}
public async Task BelowMinimumLimitOrdersArePlacedWithReference(string marketId, long selectionId, Side side, double size, double price, string reference)
{
var limitOrder = new LimitOrder(selectionId, side, price, size);
await _orderService.Place(marketId, new List <LimitOrder> {
limitOrder
}, reference);
var placeInstruction = $"{{\"marketId\":\"{marketId}\",\"customerStrategyRef\":\"{reference}\",\"instructions\":[{limitOrder.ToInstruction()}]}}";
var cancelInstruction = $"{{\"marketId\":\"{marketId}\",\"instructions\":[{limitOrder.ToBelowMinimumCancelInstruction()}]}}";
var replaceInstruction = $"{{\"marketId\":\"{marketId}\",\"customerStrategyRef\":\"{reference}\",\"instructions\":[{limitOrder.ToBelowMinimumReplaceInstruction()}]}}";
Assert.Equal(placeInstruction, _exchange.SentParameters["placeOrders"]);
Assert.Equal(cancelInstruction, _exchange.SentParameters["cancelOrders"]);
Assert.Equal(replaceInstruction, _exchange.SentParameters["replaceOrders"]);
}