public void OrderExpired()
{
var sec = new Security()
{
Id = 1, Type = SecurityType.Future, Group = "GC", Product = "GC", Contract = "GCZ6"
};
var book = new OrderBook(sec);
book.SetStatus(SecurityTradingStatus.Open);
OrderExpiredEventArgs args = null;
book.OrderExpired += (sender, e) => { args = e; };
book.CreateLimitOrder(2, TimeInForce.Day, null, Side.Buy, 100, 3);
book.SetStatus(SecurityTradingStatus.Close);
Debug.Assert(args != null);
Debug.Assert(args.Order.Status == OrderStatus.Expired);
Debug.Assert(args.Order.Id == 2);
Debug.Assert(args.Order.Price == 100);
Debug.Assert(args.Order.FilledQuantity == 0);
Debug.Assert(args.Order.RemainingQuantity == 0);
}
private void HandleOrderExpired(object sender, OrderExpiredEventArgs args)
{
ordersToClients[args.Order.Id].Send(new Expire(args.Order, orderInfos[args.Order.Id]));
SendBookUpdates(args.Order.Security);
}
