public void OrderCancellationRequest_ToString_test()
{
Order order = new Order(1,
BrokerDateTime.Make(DateTime.Now),
"BP12345-RF-01",
"RTS-12.13_FT",
TradeAction.Buy,
OrderType.Limit,
1,
150000,
0);
OrderCancellationRequest request = new OrderCancellationRequest(order, "Лучшая цена предложения ушла от цены заявки на 100 пунктов.");
string result = String.Format("Запрос на отмену заявки Id: {0}, DateTime: {1}, Description: {2}, OrderId: {3}", request.Id, request.DateTime, request.Description, request.OrderId);
Assert.AreEqual(result, request.ToString());
}
public override void OnQuotesUpdate(string symbol)
{
if (!this.strategyHeader.Symbol.Equals(symbol))
{
return;
}
if (this.tradingData.GetAmount(this.strategyHeader) != 0)
{
return;
}
Order lastUnfilledOrder = GetLastUnfilledOrder();
if (lastUnfilledOrder == null)
{
return;
}
if (!lastUnfilledOrder.IsDelivered)
{
return;
}
if (!BestQuotePriceGoneOverTheLimit(lastUnfilledOrder))
{
return;
}
if (OrderCancellationRequstExists(lastUnfilledOrder))
{
return;
}
this.request = null;
this.request = MakeOrderCancellationRequest(lastUnfilledOrder);
this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, запрос на снятие заявки {2}", DateTime.Now, this.GetType().Name, request.ToString()));
this.tradingData.Get <ObservableHashSet <OrderCancellationRequest> >().Add(request);
}