/// <summary>
/// Gets a List of closed orders represented as ReadModel
/// </summary>
/// <param name="traderId"></param>
/// <param name="includeTrades"></param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <returns></returns>
public object GetClosedOrders(TraderId traderId, bool includeTrades = false, string startTime = "", string endTime = "")
{
List <OrderReadModel> orders;
if (startTime == "" || endTime == "")
{
orders = _orderRepository.GetClosedOrders(traderId.Id.ToString(CultureInfo.InvariantCulture));
}
else
{
orders = _orderRepository.GetClosedOrders(traderId.Id.ToString(), Convert.ToDateTime(startTime),
Convert.ToDateTime(endTime));
}
for (int i = 0; i < orders.Count; i++)
{
IList <object> trades = _tradeRepository.GetTradesByorderId(orders[i].OrderId);
Tuple <decimal, DateTime?> data = CalculateAveragePrice(trades);
orders[i].AveragePrice = data.Item1;
if (orders[i].Status == OrderState.Complete.ToString())
{
orders[i].ClosingDateTime = data.Item2;
}
if (includeTrades)
{
orders[i].Trades = trades;
}
}
return(orders);
}
internal void AddOrder_WithNoOrdersInDatabase_CorrectlyAddsOrderWithIndexes()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
// Act
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
// Assert
Assert.Equal(order, this.database.GetOrder(order.Id));
Assert.Equal(positionId, this.database.GetPositionId(order.Id));
Assert.Equal(traderId, this.database.GetTraderId(order.Id));
Assert.Single(this.database.GetOrders());
Assert.Single(this.database.GetOrders(traderId));
Assert.Single(this.database.GetOrders(traderId, strategyId));
Assert.Contains(order.Id, this.database.GetOrders());
Assert.Contains(order.Id, this.database.GetOrders(traderId));
Assert.Contains(order.Id, this.database.GetOrders(traderId, strategyId));
Assert.Contains(traderId, this.database.GetTraderIds());
Assert.Contains(accountId, this.database.GetAccountIds());
Assert.Contains(strategyId, this.database.GetStrategyIds(traderId));
}
internal void AddBracketOrder_WithNoTakeProfit_CorrectlyAddsOrdersWithIndexes()
{
// Arrange
var bracketOrder = StubBracketOrderProvider.Create(false);
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
// Act
this.database.AddBracketOrder(bracketOrder, traderId, accountId, strategyId, positionId);
// Assert
Assert.Equal(bracketOrder.Entry, this.database.GetOrder(bracketOrder.Entry.Id));
Assert.Equal(bracketOrder.StopLoss, this.database.GetOrder(bracketOrder.StopLoss.Id));
Assert.Equal(positionId, this.database.GetPositionId(bracketOrder.Entry.Id));
Assert.Equal(positionId, this.database.GetPositionId(bracketOrder.StopLoss.Id));
Assert.Equal(traderId, this.database.GetTraderId(bracketOrder.Entry.Id));
Assert.Equal(traderId, this.database.GetTraderId(bracketOrder.StopLoss.Id));
Assert.Equal(2, this.database.GetOrders().Count);
Assert.Equal(2, this.database.GetOrders(traderId).Count);
Assert.Equal(2, this.database.GetOrders(traderId, strategyId).Count);
Assert.Contains(bracketOrder.Entry.Id, this.database.GetOrderIds());
Assert.Contains(bracketOrder.Entry.Id, this.database.GetOrders());
Assert.Contains(bracketOrder.Entry.Id, this.database.GetOrders(traderId));
Assert.Contains(bracketOrder.Entry.Id, this.database.GetOrders(traderId, strategyId));
Assert.DoesNotContain(bracketOrder.Entry.Id, this.database.GetOrderWorkingIds());
Assert.DoesNotContain(bracketOrder.Entry.Id, this.database.GetOrderCompletedIds());
Assert.DoesNotContain(bracketOrder.Entry.Id, this.database.GetOrdersWorking());
Assert.DoesNotContain(bracketOrder.Entry.Id, this.database.GetOrdersCompleted());
Assert.Contains(bracketOrder.StopLoss.Id, this.database.GetOrderIds());
Assert.Contains(bracketOrder.StopLoss.Id, this.database.GetOrders());
Assert.Contains(bracketOrder.StopLoss.Id, this.database.GetOrders(traderId));
Assert.Contains(bracketOrder.StopLoss.Id, this.database.GetOrders(traderId, strategyId));
}
internal void GetOrdersCompleted_WhenDoesNotExistInCache_ReturnsEmptyDictionary()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
order.Apply(StubEventMessageProvider.OrderSubmittedEvent(order));
this.database.UpdateOrder(order);
order.Apply(StubEventMessageProvider.OrderRejectedEvent(order));
this.database.UpdateOrder(order);
// Act
this.database.ClearCaches();
// Assert
Assert.Empty(this.database.GetOrders());
Assert.Empty(this.database.GetOrders(traderId));
Assert.Empty(this.database.GetOrders(traderId, strategyId));
Assert.Empty(this.database.GetOrdersWorking());
Assert.Empty(this.database.GetOrdersWorking(traderId));
Assert.Empty(this.database.GetOrdersWorking(traderId, strategyId));
Assert.Empty(this.database.GetOrdersCompleted());
Assert.Empty(this.database.GetOrdersCompleted(traderId));
Assert.Empty(this.database.GetOrdersCompleted(traderId, strategyId));
}
internal void OnOrderFilledEvent_WithNoPosition_OpensPosition()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
var submitOrder = new SubmitOrder(
traderId,
accountId,
strategyId,
positionId,
order,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(submitOrder).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderSubmittedEvent(order)).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderAcceptedEvent(order)).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderFilledEvent(order)).Wait();
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Single(this.database.GetPositions());
}
internal void OnSubmitOrderCommand_WhenCommandValid_OperatesDatabaseAndSendsToGateway()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
var command = new SubmitOrder(
traderId,
accountId,
strategyId,
positionId,
order,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(command).Wait();
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Null(this.engine.UnhandledMessages.FirstOrDefault());
Assert.Equal(2, this.engine.ProcessedCount);
Assert.Equal(1, this.engine.CommandCount);
Assert.Single(this.tradingGateway.CalledMethods);
Assert.Single(this.tradingGateway.ReceivedObjects);
Assert.Equal("SubmitOrder", this.tradingGateway.CalledMethods[0]);
Assert.Equal(order, this.tradingGateway.ReceivedObjects[0]);
}
internal void GetPositionsOpen_WhenNotPositionsInCache_ReturnsEmptyDictionary()
{
// Arrange
var order = new StubOrderBuilder().BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var strategyId = new StrategyId("SCALPER", "001");
var positionId = new PositionId("P-123456");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
var position = new Position(positionId, StubEventMessageProvider.OrderPartiallyFilledEvent(
order,
Quantity.Create(50000),
Quantity.Create(50000)));
this.database.AddPosition(position);
position.Apply(StubEventMessageProvider.OrderFilledEvent(order));
this.database.UpdatePosition(position);
// Act
this.database.ClearCaches();
// Assert
Assert.Empty(this.database.GetPositionsOpen());
Assert.Empty(this.database.GetPositionsOpen(traderId));
Assert.Empty(this.database.GetPositionsOpen(traderId, strategyId));
}
internal void OnOrderPartiallyFilledEvent_UpdatesOrderSendsToPublisher()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
var submitOrder = new SubmitOrder(
traderId,
accountId,
strategyId,
positionId,
order,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(submitOrder).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderAcceptedEvent(order)).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderPartiallyFilledEvent(
order,
Quantity.Create(50000),
Quantity.Create(50000))).Wait();
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Null(this.engine.UnhandledMessages.FirstOrDefault());
Assert.Equal(4, this.engine.ProcessedCount);
Assert.Equal(1, this.engine.CommandCount);
Assert.Equal(2, this.engine.EventCount);
Assert.Equal(3, this.receiver.Messages.Count);
Assert.Equal(OrderState.PartiallyFilled, order.State);
}
internal void GetPositionsClosed_WhenNotPositionsInCache_ReturnsEmptyDictionary()
{
// Arrange
var order1 = new StubOrderBuilder()
.WithOrderId("O-123456-1")
.BuildMarketOrder();
var order2 = new StubOrderBuilder()
.WithOrderId("O-123456-2")
.WithOrderSide(OrderSide.Sell)
.BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var strategyId = new StrategyId("SCALPER", "001");
var positionId = new PositionId("P-123456");
this.database.AddOrder(order1, traderId, accountId, strategyId, positionId);
this.database.AddOrder(order2, traderId, accountId, strategyId, positionId);
var position = new Position(positionId, StubEventMessageProvider.OrderFilledEvent(order1));
this.database.AddPosition(position);
position.Apply(StubEventMessageProvider.OrderFilledEvent(order2));
this.database.UpdatePosition(position);
// Act
this.database.ClearCaches();
// Assert
Assert.Empty(this.database.GetPositionsClosed());
Assert.Empty(this.database.GetPositionsClosed(traderId));
Assert.Empty(this.database.GetPositionsClosed(traderId, strategyId));
}
internal void OnModifyOrderCommand_WhenNoOrderExists_DoesNotSendToGateway()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var modify = new ModifyOrder(
traderId,
accountId,
order.Id,
order.Quantity,
Price.Create(1.00010m, 5),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(modify);
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Null(this.engine.UnhandledMessages.FirstOrDefault());
Assert.Equal(2, this.engine.ProcessedCount);
Assert.Equal(1, this.engine.CommandCount);
Assert.Equal(0, this.engine.EventCount);
Assert.Empty(this.tradingGateway.CalledMethods);
Assert.Empty(this.tradingGateway.ReceivedObjects);
Assert.Empty(this.receiver.Messages);
}
internal void UpdateOrder_WhenOrderCompleted_CorrectlyUpdatesIndexes()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
order.Apply(StubEventMessageProvider.OrderSubmittedEvent(order));
this.database.UpdateOrder(order);
order.Apply(StubEventMessageProvider.OrderRejectedEvent(order));
// Act
this.database.UpdateOrder(order);
// Assert
Assert.Contains(order.Id, this.database.GetOrderIds());
Assert.Contains(order.Id, this.database.GetOrderIds(traderId));
Assert.Contains(order.Id, this.database.GetOrderIds(traderId, strategyId));
Assert.Contains(order.Id, this.database.GetOrderCompletedIds());
Assert.Contains(order.Id, this.database.GetOrderCompletedIds(traderId));
Assert.Contains(order.Id, this.database.GetOrderCompletedIds(traderId, strategyId));
Assert.DoesNotContain(order.Id, this.database.GetOrderWorkingIds());
Assert.Contains(order.Id, this.database.GetOrders(traderId));
Assert.Contains(order.Id, this.database.GetOrders(traderId, strategyId));
Assert.Contains(order.Id, this.database.GetOrdersCompleted(traderId));
Assert.Contains(order.Id, this.database.GetOrdersCompleted(traderId, strategyId));
}
internal void UpdatePosition_WhenPositionOpen_CorrectlyUpdatesIndexes()
{
// Arrange
var order = new StubOrderBuilder().BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var strategyId = new StrategyId("SCALPER", "001");
var positionId = new PositionId("P-123456");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
var position = new Position(positionId, StubEventMessageProvider.OrderPartiallyFilledEvent(
order,
Quantity.Create(50000),
Quantity.Create(50000)));
this.database.AddPosition(position);
// Act
position.Apply(StubEventMessageProvider.OrderFilledEvent(order));
this.database.UpdatePosition(position);
// Assert
Assert.Equal(position, this.database.GetPosition(positionId));
Assert.Contains(position.Id, this.database.GetPositions());
Assert.Contains(position.Id, this.database.GetPositions(traderId));
Assert.Contains(position.Id, this.database.GetPositions(traderId, strategyId));
Assert.Contains(position.Id, this.database.GetPositionsOpen());
Assert.Contains(position.Id, this.database.GetPositionsOpen(traderId));
Assert.Contains(position.Id, this.database.GetPositionsOpen(traderId, strategyId));
Assert.Contains(position.Id, this.database.GetPositionIds());
Assert.Contains(position.Id, this.database.GetPositionOpenIds());
Assert.DoesNotContain(position.Id, this.database.GetPositionClosedIds());
}
public CancelOrderCommand(OrderId orderId, TraderId traderId)
{
AssertionConcern.AssertArgumentNotNull(orderId, "OrderId not provided or it is invalid");
AssertionConcern.AssertArgumentNotNull(traderId, "TraderId not provided or it is invalid");
OrderId = orderId;
TraderId = traderId;
}
/// <summary>
/// Gets the list for the Open orders
/// </summary>
/// <returns></returns>
public object GetOpenOrders(TraderId traderId, bool includeTrades = false)
{
List <OrderRepresentation> orderList = new List <OrderRepresentation>();
orderList.Add(new OrderRepresentation()
{
TxId = "EEER342",
UserRefId = "WREDF342",
Pair = "XBTUSD",
Status = OrderState.Accepted,
OpenTime = DateTime.Now.AddHours(-2),
ExpireTime = DateTime.Now.AddHours(3),
Volume = 3000,
Cost = 0,
Fee = (decimal?)0.25,
Price = (decimal)491.23,
StopPrice = 0,
OFlags = "DUMMY",
Trades = "23453,1764,1554,2134",
Opened = "045643.23"
});
orderList.Add(new OrderRepresentation()
{
TxId = "EEER342",
UserRefId = "YIO468S",
Pair = "XBTEURS",
Status = OrderState.Accepted,
OpenTime = DateTime.Now.AddHours(-2),
ExpireTime = DateTime.Now.AddHours(3),
Volume = 3000,
Cost = 0,
Fee = (decimal?)0.25,
Price = (decimal)491.23,
StopPrice = 0,
OFlags = "DUMMY",
Trades = "23453,1764,1554,2134",
Opened = "045643.23"
});
orderList.Add(new OrderRepresentation()
{
TxId = "EEER342",
UserRefId = "GTII5769",
Pair = "LTCUSD",
Status = OrderState.Accepted,
OpenTime = DateTime.Now.AddHours(-2),
ExpireTime = DateTime.Now.AddHours(3),
Volume = 3000,
Cost = 0,
Fee = (decimal?)0.25,
Price = (decimal)491.23,
StopPrice = 0,
OFlags = "DUMMY",
Trades = "23453,1764,1554,2134",
Opened = "045643.23"
});
return(orderList);
}
/// <summary>
/// Initializes a new instance of the <see cref="TradeEvent"/> class.
/// </summary>
/// <param name="traderId">The trade event trader identifier.</param>
/// <param name="orderEvent">The trade event order event.</param>
public TradeEvent(TraderId traderId, OrderEvent orderEvent)
: base(
EventType,
orderEvent.Id,
orderEvent.Timestamp)
{
this.TraderId = traderId;
this.Event = orderEvent;
}
public object GetTradesHistory(TraderId traderId, string start = "", string end = "")
{
if (start == "" || end == "")
{
return(_tradeRepository.GetTraderTradeHistory(traderId.Id.ToString()));
}
return(_tradeRepository.GetTraderTradeHistory(traderId.Id.ToString(), Convert.ToDateTime(start),
Convert.ToDateTime(end)));
}
public OrderReadModel GetOrderById(TraderId traderId, OrderId orderId)
{
OrderReadModel model = CurrentSession.Get <OrderReadModel>(orderId.Id);
if (model.TraderId.Equals(traderId.Id, StringComparison.InvariantCultureIgnoreCase))
{
return(model);
}
return(null);
}
internal void OnModifyOrderCommand_WhenOrderAlreadyBeingModified_DoesNotSendToGateway()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildStopMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
var submit = new SubmitOrder(
traderId,
accountId,
strategyId,
positionId,
order,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
var modify1 = new ModifyOrder(
traderId,
accountId,
order.Id,
order.Quantity,
Price.Create(1.00010m, 5),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
var modify2 = new ModifyOrder(
traderId,
accountId,
order.Id,
order.Quantity,
Price.Create(1.00010m, 5),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
this.engine.Endpoint.SendAsync(submit).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderAcceptedEvent(order)).Wait();
this.engine.Endpoint.SendAsync(StubEventMessageProvider.OrderWorkingEvent(order)).Wait();
this.engine.Endpoint.SendAsync(modify1).Wait();
this.engine.Endpoint.SendAsync(modify2).Wait();
Task.Delay(100).Wait(); // Buffer to avoid intermittent tests
// Assert
Assert.Null(this.engine.UnhandledMessages.FirstOrDefault());
Assert.Equal(6, this.engine.ProcessedCount);
Assert.Equal(3, this.engine.CommandCount);
Assert.Equal(2, this.engine.EventCount);
Assert.Equal(2, this.tradingGateway.CalledMethods.Count);
Assert.Equal(2, this.tradingGateway.ReceivedObjects.Count);
Assert.Equal("SubmitOrder", this.tradingGateway.CalledMethods[0]);
Assert.Equal("ModifyOrder", this.tradingGateway.CalledMethods[1]);
Assert.Equal(3, this.receiver.Messages.Count);
}
public object GetOrderById(TraderId traderId, OrderId orderId)
{
OrderReadModel order = _orderRepository.GetOrderById(traderId, orderId);
Tuple <decimal, DateTime?> data = CalculateAveragePrice(_tradeRepository.GetTradesByorderId(orderId.Id));
order.AveragePrice = data.Item1;
if (order.Status == OrderState.Complete.ToString())
{
order.ClosingDateTime = data.Item2;
}
return(order);
}
/// <summary>
/// Factory Constructor for market order
/// </summary>
/// <param name="orderId"> </param>
/// <param name="currencyPair"></param>
/// <param name="orderSide"></param>
/// <param name="orderType"></param>
/// <param name="volume"></param>
/// <param name="traderId"></param>
public Order(OrderId orderId, string currencyPair, OrderSide orderSide, OrderType orderType, Volume volume, TraderId traderId)
{
OrderId = orderId;
CurrencyPair = currencyPair;
OrderSide = orderSide;
OrderType = orderType;
Volume = volume;
Price = new Price(0);
TraderId = traderId;
this.DateTime = DateTime.Now;
FilledQuantity = new Volume(0);
FilledCost = new Price(0);
OpenQuantity = Volume;
}
public IEnumerable <ValidationResult> Validate(ValidationContext validationContext)
{
if (Channel == PrepayChannel.WxJs && TraderId.IsNullOrWhiteSpace())
{
// jsapi必须传openid
yield return(new ValidationResult("参数错误"));
}
//if ((Channel == Enums.PrePayChannel.WxApp || Channel == Enums.PrePayChannel.AliPayH5) && ClientIp.IsNullOrWhiteSpace())
// yield return new ValidationResult("参数错误");
if (Channel == PrepayChannel.WxH5 &&
(!ClientIp.IsMatch(Consts.Regexs.Ipv4) || RedirectUrl.IsNullOrWhiteSpace()))
{
yield return(new ValidationResult("参数错误"));
}
}
public void CreateChangePasswordRequest(System.Windows.Controls.PasswordBox oPasswordBox, ref ChangePasswordRequest objChangePasswordRequest)
{
if (objChangePasswordRequest != null)
{
objChangePasswordRequest.TraderID = Convert.ToUInt32(TraderId.Trim());
objChangePasswordRequest.NewPassword = oPasswordBox.Password;
objChangePasswordRequest.Exchange = 1; //1- BSE, 2-BOW, 3-NSE
objChangePasswordRequest.Filler_c = "";
objChangePasswordRequest.Market = 1; //1 - Equity, 2- Derv., 3. Curr
objChangePasswordRequest.MemberID = UtilityLoginDetails.GETInstance.MemberId;
//objChangePasswordRequest.MessageTag = MemoryManager.GetMesageTag();
objChangePasswordRequest.Password = oPasswordBox.Password;
UtilityLoginDetails.GETInstance.RequestTraderId = Convert.ToUInt16(objChangePasswordRequest.TraderID);
}
}
/// <summary>
/// Initializes a new instance of the <see cref="AccountInquiry"/> class.
/// </summary>
/// <param name="traderId">The trader identifier.</param>
/// <param name="accountId">The account identifier for the inquiry.</param>
/// <param name="commandId">The command identifier.</param>
/// <param name="commandTimestamp">The command timestamp.</param>
public AccountInquiry(
TraderId traderId,
AccountId accountId,
Guid commandId,
ZonedDateTime commandTimestamp)
: base(
CommandType,
commandId,
commandTimestamp)
{
Debug.NotDefault(commandId, nameof(commandId));
Debug.NotDefault(commandTimestamp, nameof(commandTimestamp));
this.TraderId = traderId;
this.AccountId = accountId;
}
public IHttpActionResult QueryClosedOrders([FromBody] QueryClosedOrdersParams closedOrdersParams)
{
if (log.IsDebugEnabled)
{
log.Debug("Query Closed Orders Call: " + closedOrdersParams);
}
try
{
//get api key from header
var headers = Request.Headers;
string apikey = "";
IEnumerable <string> headerParams;
if (headers.TryGetValues("Auth", out headerParams))
{
string[] auth = headerParams.ToList()[0].Split(',');
apikey = auth[0];
}
if (log.IsDebugEnabled)
{
log.Debug("Query Closed Orders Call: ApiKey=" + apikey);
}
TraderId traderId = new TraderId(_apiKeyInfoAccess.GetUserIdFromApiKey(apikey).ToString());
object orders = _orderQueryService.GetClosedOrders(traderId,
closedOrdersParams.IncludeTrades, closedOrdersParams.StartTime,
closedOrdersParams.EndTime);
if (orders is List <OrderRepresentation> )
{
List <OrderRepresentation> openOrderList = (List <OrderRepresentation>)orders;
return(Ok <List <OrderRepresentation> >(openOrderList));
}
else if (orders is List <OrderReadModel> )
{
List <OrderReadModel> openOrderList = (List <OrderReadModel>)orders;
return(Ok <List <OrderReadModel> >(openOrderList));
}
return(BadRequest());
}
catch (Exception exception)
{
if (log.IsErrorEnabled)
{
log.Error("Query Closed Orders Call Error", exception);
}
return(InternalServerError(exception));
}
}
internal void AddBracketOrder_WhenStopLossOrderAlreadyExists_ReturnsFailureResult()
{
// Arrange
var bracketOrder = StubBracketOrderProvider.Create();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
this.database.AddOrder(bracketOrder.StopLoss, traderId, accountId, strategyId, positionId);
// Act
var result = this.database.AddBracketOrder(bracketOrder, traderId, accountId, strategyId, positionId);
// Assert
Assert.True(result.IsFailure);
}
internal void ClearCaches_WithOrderInCaches_CorrectlyClearsCache()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
// Act
this.database.ClearCaches();
// Assert
Assert.Null(this.database.GetOrder(order.Id));
}
internal void AddOrder_WhenOrderAlreadyExists_ReturnsFailureResult()
{
// Arrange
var order = new StubOrderBuilder().EntryOrder("O-123456").BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var positionId = new PositionId("P-123456");
var strategyId = new StrategyId("SCALPER", "001");
this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
// Act
var result = this.database.AddOrder(order, traderId, accountId, strategyId, positionId);
// Assert
Assert.True(result.IsFailure);
}
internal void Test_can_publish_events()
{
// Arrange
const string testAddress = "tcp://127.0.0.1:56601";
var publisher = new EventPublisher(
this.container,
new MsgPackEventSerializer(),
new BypassCompressor(),
EncryptionSettings.None(),
new Label("test-publisher"),
new Port(56601));
publisher.Start().Wait();
var subscriber = new SubscriberSocket(testAddress);
subscriber.Connect(testAddress);
subscriber.Subscribe("Event:Trade:TESTER-001");
Task.Delay(100).Wait(); // Allow socket to subscribe
var serializer = new MsgPackEventSerializer();
var order = new StubOrderBuilder().BuildMarketOrder();
var rejected = StubEventMessageProvider.OrderRejectedEvent(order);
var tradeEvent = new TradeEvent(TraderId.FromString("TESTER-001"), rejected);
// Act
publisher.Endpoint.Send(tradeEvent);
this.Output.WriteLine("Waiting for published events...");
var topic = subscriber.ReceiveFrameBytes();
var message = subscriber.ReceiveFrameBytes();
var @event = serializer.Deserialize(message);
// Assert
Assert.Equal("Event:Trade:TESTER-001", Encoding.UTF8.GetString(topic));
Assert.Equal(typeof(OrderRejected), @event.GetType());
// Tear Down
subscriber.Disconnect(testAddress);
subscriber.Dispose();
publisher.Stop().Wait();
publisher.Dispose();
}
internal void CanSerializeAndDeserialize_AccountInquiryCommands()
{
// Arrange
var command = new AccountInquiry(
TraderId.FromString("TESTER-000"),
new AccountId("FXCM", "028999999", "SIMULATED"),
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var packed = this.serializer.Serialize(command);
var unpacked = (AccountInquiry)this.serializer.Deserialize(packed);
// Assert
Assert.Equal(command, unpacked);
this.Output.WriteLine(Convert.ToBase64String(packed));
this.Output.WriteLine(Encoding.UTF8.GetString(packed));
}
internal void UpdatePosition_WhenMultipleOrdersForPositionLeavingPositionOpen_CorrectlyUpdatesIndexes()
{
// Arrange
var order1 = new StubOrderBuilder()
.WithOrderId("O-123456-1")
.BuildMarketOrder();
var order2 = new StubOrderBuilder()
.WithOrderId("O-123456-2")
.BuildMarketOrder();
var order3 = new StubOrderBuilder()
.WithOrderId("O-123456-3")
.BuildMarketOrder();
var traderId = TraderId.FromString("TESTER-000");
var accountId = AccountId.FromString("NAUTILUS-000-SIMULATED");
var strategyId = new StrategyId("SCALPER", "001");
var positionId = new PositionId("P-123456");
this.database.AddOrder(order1, traderId, accountId, strategyId, positionId);
this.database.AddOrder(order2, traderId, accountId, strategyId, positionId);
this.database.AddOrder(order3, traderId, accountId, strategyId, positionId);
var position = new Position(positionId, StubEventMessageProvider.OrderFilledEvent(order1));
this.database.AddPosition(position);
position.Apply(StubEventMessageProvider.OrderFilledEvent(order2));
this.database.UpdatePosition(position);
// Act
position.Apply(StubEventMessageProvider.OrderFilledEvent(order3));
this.database.UpdatePosition(position);
// Assert
Assert.Equal(position, this.database.GetPosition(positionId));
Assert.Contains(position.Id, this.database.GetPositionsOpen());
Assert.Contains(position.Id, this.database.GetPositionsOpen(traderId));
Assert.Contains(position.Id, this.database.GetPositionsOpen(traderId, strategyId));
Assert.Contains(position.Id, this.database.GetPositionIds());
Assert.Contains(position.Id, this.database.GetPositionOpenIds());
Assert.DoesNotContain(position.Id, this.database.GetPositionClosedIds());
}
