/// <summary>
/// Send Order requests to OEE as Byte Streams
/// </summary>
/// <param name="rabbitMqMessage">Contains Order Byte Stream</param>
public void SendOrderRequests(RabbitMqRequestMessage rabbitMqMessage)
{
try
{
// Convert AppID into Bytes
byte[] appIdBytes = Encoding.UTF8.GetBytes(_appId + ",");
// Create a new byte array to hold complete info
byte[] completeByteMessage = new byte[rabbitMqMessage.Message.Length + appIdBytes.Length];
// Add AppID Bytes to new byte array
appIdBytes.CopyTo(completeByteMessage, 0);
// Add order request bytes to new byte array
rabbitMqMessage.Message.CopyTo(completeByteMessage, appIdBytes.Length);
// Swap values
rabbitMqMessage.Message = completeByteMessage;
// Forward requests to Client MQ Server
_mqServer.SendOrderRequests(rabbitMqMessage);
}
catch (Exception exception)
{
_asyncClassLogger.Error(exception, _type.FullName, "SendOrderRequests");
}
}
/// <summary>
/// Forwards Execution message to Communicator to be sent to Server
/// </summary>
/// <param name="requestMessage">Contains Execution information to be sent</param>
public void SendExecution(MessageQueueObject requestMessage)
{
try
{
// Create New Object
var tempRequestMessage = new RabbitMqRequestMessage();
// Copy value
tempRequestMessage.Message = requestMessage.Message;
// Forward information to Communicator
_communicator.SendExecution(tempRequestMessage);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "SendExecution");
}
}
public void MarketOrderTestCase()
{
MarketOrder marketOrder = new MarketOrder(TradeHubConstants.OrderExecutionProvider.Simulated)
{
OrderID = "A00",
Security = new Security {
Symbol = "AAPL"
},
OrderSide = TradeHubConstants.OrderSide.SELL,
OrderSize = 100
};
Execution execution = null;
bool logonArrived = false;
bool logoutArrived = false;
bool connected = false;
bool newArrived = false;
bool executionArrived = false;
ManualResetEvent manualLogonEvent = new ManualResetEvent(false);
ManualResetEvent manualLogoutEvent = new ManualResetEvent(false);
ManualResetEvent manualConnectedEvent = new ManualResetEvent(false);
ManualResetEvent manualNewEvent = new ManualResetEvent(false);
ManualResetEvent manualExecutionEvent = new ManualResetEvent(false);
_executionEngineClient.ServerConnected += delegate()
{
connected = true;
_executionEngineClient.SendLoginRequest(new Login()
{
OrderExecutionProvider = TradeHubConstants.OrderExecutionProvider.Simulated
});
manualConnectedEvent.Set();
};
_executionEngineClient.LogonArrived +=
delegate(string obj)
{
logonArrived = true;
//_executionEngineClient.SendMarketOrderRequest(marketOrder);
RabbitMqRequestMessage entryMessage = new RabbitMqRequestMessage();
var messageBytes = Encoding.UTF8.GetBytes(marketOrder.DataToPublish());
// Initialize property
entryMessage.Message = new byte[messageBytes.Length];
// Update object values
messageBytes.CopyTo(entryMessage.Message, 0);
_executionEngineClient.SendOrderRequests(entryMessage);
manualLogonEvent.Set();
};
_executionEngineClient.NewArrived +=
delegate(Order obj)
{
newArrived = true;
manualNewEvent.Set();
};
_executionEngineClient.ExecutionArrived +=
delegate(Execution obj)
{
if (obj.Fill.LeavesQuantity.Equals(0))
{
executionArrived = true;
execution = obj;
_executionEngineClient.SendLogoutRequest(new Logout {
OrderExecutionProvider = TradeHubConstants.OrderExecutionProvider.Simulated
});
manualExecutionEvent.Set();
}
};
_executionEngineClient.LogoutArrived +=
delegate(string obj)
{
logoutArrived = true;
manualLogoutEvent.Set();
};
_executionEngineClient.Start();
manualConnectedEvent.WaitOne(30000, false);
manualLogonEvent.WaitOne(30000, false);
manualNewEvent.WaitOne(30000, false);
manualExecutionEvent.WaitOne(30000, false);
manualLogoutEvent.WaitOne(30000, false);
Thread.Sleep(1000);
Assert.AreEqual(true, logonArrived, "Logon Arrived");
Assert.AreEqual(true, newArrived, "New Arrived");
Assert.AreEqual(true, executionArrived, "Execution Arrived");
Assert.AreEqual(true, execution.Fill.ExecutionSide.Equals(TradeHubConstants.OrderSide.SELL), "Execution Side");
Assert.AreEqual(true, logoutArrived, "Logout Arrived");
}
