internal void CanSerializeAndDeserialize_OrderPartiallyFilledEvents()
{
// Arrange
var order = new StubOrderBuilder()
.WithQuantity(Quantity.Create(100000))
.BuildStopLimitOrder();
var partiallyFilled = new OrderPartiallyFilled(
AccountId.FromString("FXCM-02851908-DEMO"),
order.Id,
new ExecutionId("E123456"),
new PositionIdBroker("P123456"),
order.Symbol,
order.OrderSide,
Quantity.Create(order.Quantity / 2),
Quantity.Create(order.Quantity / 2),
Price.Create(2m, 1),
Currency.USD,
StubZonedDateTime.UnixEpoch(),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var packed = this.serializer.Serialize(partiallyFilled);
var unpacked = (OrderPartiallyFilled)this.serializer.Deserialize(packed);
// Assert
Assert.Equal(partiallyFilled, unpacked);
this.Output.WriteLine(Convert.ToBase64String(packed));
}
private void When(OrderPartiallyFilled @event)
{
this.executionIds.Add(@event.ExecutionId);
this.PositionIdBroker = @event.PositionIdBroker;
this.FilledQuantity = @event.FilledQuantity;
this.AveragePrice = @event.AveragePrice;
this.Slippage = this.CalculateSlippage();
}
private void OnMessage(OrderPartiallyFilled @event)
{
this.EventCount++;
this.Logger.LogWarning(LogId.Trading, $"{Received}{Event} {@event}.");
this.ProcessOrderEvent(@event);
this.HandleOrderFillEvent(@event);
this.SendToEventPublisher(@event);
}
private void OnMessage(OrderPartiallyFilled @event)
{
this.ReceivedObjects.Add(@event);
}
private void OnMessage(OrderPartiallyFilled @event)
{
this.SendToBus(@event);
}
