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); }