public void Execute()
{
try
{
var order = _orderMediator.AddOrder(_sessionID,
_orderData.OrderType,
_orderData.Symbol,
_orderData.MarketSide,
_orderData.ClOrdID,
_orderData.Account,
_orderData.Quantity,
_orderData.Price);
var successCmd = _commandFactory.CreateSendAcceptNewOrder(_sessionID, order);
_commandFactory.OutgoingQueue.Enqueue(successCmd);
// Kick off matching for the contract given we have a new order
var matchOrders = _commandFactory.CreateMatchOrders(_orderData.Symbol);
_commandFactory.IncomingQueue.Enqueue(matchOrders);
}
catch (FixATServerException e)
{
var rejectMessage = "Unable to add order: " + e.Message;
var rejectCmd = _commandFactory.CreateSendRejectNewOrder(_fixMessageGenerator,
_sessionID,
_orderData,
_execID,
rejectMessage,
e.RejectionCode);
_commandFactory.OutgoingQueue.Enqueue(rejectCmd);
}
}
public void CancellingAnOrderWhenYouAreTheOwningSessionSucceeds()
{
var mockRepository = new Mock <IOrderRepository>();
var o = DefaultOrder(1);
mockRepository.Setup(r => r.AddOrder(o.ID,
o.Contract,
o.OrderType,
o.MarketSide,
o.Price,
o.Quantity,
o.ClOrdID,
o.Account))
.Returns(o);
mockRepository.Setup(r => r.DeleteOrder(o.ID)).Returns(o);
Action <OrderMatch, FixSessionID> emptyMatchCallback = (m, s) => { };
var mediator = new OrderMediator(mockRepository.Object, emptyMatchCallback);
var fakeSessionId = new FixSessionID();
var addedOrder = mediator.AddOrder(fakeSessionId,
o.OrderType,
o.Contract.Symbol,
o.MarketSide,
o.ClOrdID,
o.Account,
o.Quantity,
o.Price);
Assert.AreEqual(o.ID, addedOrder.ID);
Assert.AreEqual(o.ClOrdID, addedOrder.ClOrdID);
var cancelledOrder = mediator.CancelOrder(addedOrder.ID, fakeSessionId);
Assert.IsNotNull(cancelledOrder, "Cancelled order should not be null");
mockRepository.Verify(r => r.DeleteOrder(o.ID), Times.Once());
Assert.AreEqual(o.ID, cancelledOrder.ID);
Assert.AreEqual(o.ClOrdID, cancelledOrder.ClOrdID);
}
public void CancellingAnOrderWhenYouAreNotTheOwningSessionFails()
{
var mockRepository = new Mock <IOrderRepository>();
var o = DefaultOrder(1);
mockRepository.Setup(r => r.AddOrder(o.ID,
o.Contract,
o.OrderType,
o.MarketSide,
o.Price,
o.Quantity,
o.ClOrdID,
o.Account))
.Returns(o);
Action <OrderMatch, FixSessionID> emptyMatchCallback = (m, s) => { };
var mediator = new OrderMediator(mockRepository.Object, emptyMatchCallback);
var fakeSessionId1 = new FixSessionID();
var fakeSessionId2 = new FixSessionID();
Assert.AreNotEqual(fakeSessionId1, fakeSessionId2);
var addedOrder = mediator.AddOrder(fakeSessionId1,
o.OrderType,
o.Contract.Symbol,
o.MarketSide,
o.ClOrdID,
o.Account,
o.Quantity,
o.Price);
Assert.Throws <FixATServerException>(
() => mediator.CancelOrder(addedOrder.ID, fakeSessionId2));
mockRepository.Verify(r => r.DeleteOrder(o.ID), Times.Never());
}