/// <summary>
/// Returns available order executiom providers along with there configuration information
/// </summary>
/// <returns></returns>
public async Task <List <OrderExecutionProvider> > GetAvailableOrderExecutionProviders()
{
var availableProvidersInformation = _executionProvidersManager.GetAvailableProviders();
// Safety check incase information was not populated
if (availableProvidersInformation == null)
{
return(null);
}
OrderExecutionProviders.Clear();
// Populate Individual Order Execution Provider details
foreach (var keyValuePair in availableProvidersInformation)
{
OrderExecutionProvider tempProvider = new OrderExecutionProvider(_currentDispatcher)
{
ProviderType = ProviderType.OrderExecution,
ProviderName = keyValuePair.Key,
ConnectionStatus = ConnectionStatus.Disconnected
};
tempProvider.ProviderCredentials = keyValuePair.Value;
// Add to Collection
OrderExecutionProviders.Add(tempProvider);
}
return(OrderExecutionProviders);
}
public void RequestOrderCancellation_SendNewOrderRequest_ReceiveOrderAcceptance_SendOrderCancellation_ReceiveOrderCancellation()
{
Thread.Sleep(5000);
OrderExecutionProvider provider = new OrderExecutionProvider(Dispatcher.CurrentDispatcher);
provider.ProviderType = ProviderType.OrderExecution;
provider.ConnectionStatus = ConnectionStatus.Disconnected;
provider.ProviderName = TradeHubConstants.OrderExecutionProvider.Simulated;
// Rasie event to request connection
EventSystem.Publish <OrderExecutionProvider>(provider);
Thread.Sleep(5000);
Assert.IsTrue(provider.ConnectionStatus.Equals(ConnectionStatus.Connected));
OrderDetails orderDetails = new OrderDetails(TradeHubConstants.OrderExecutionProvider.Simulated);
orderDetails.ID = "01";
orderDetails.Type = OrderType.Limit;
orderDetails.Quantity = 10;
orderDetails.Price = 45.98M;
orderDetails.Security = new Security()
{
Symbol = "AAPL"
};
orderDetails.Side = OrderSide.BUY;
orderDetails.Provider = TradeHubConstants.OrderExecutionProvider.Simulated;
{
// Create Order Request
OrderRequest orderRequest = new OrderRequest(orderDetails, OrderRequestType.New);
// Add Order Details object to Provider's Order Map
provider.OrdersCollection.Add(orderDetails);
// Rasie event to request order
EventSystem.Publish <OrderRequest>(orderRequest);
}
Thread.Sleep(5000);
Assert.IsTrue(orderDetails.Status.Equals(OrderStatus.SUBMITTED));
{
// Create Cancel Order Request
OrderRequest cancelOrderRequest = new OrderRequest(orderDetails, OrderRequestType.Cancel);
// Rasie event to request order
EventSystem.Publish <OrderRequest>(cancelOrderRequest);
}
Thread.Sleep(5000);
Assert.IsTrue(orderDetails.Status.Equals(OrderStatus.CANCELLED));
}
public void RequestNewConnection_SendRequestToServer_ReceiveLogon()
{
Thread.Sleep(9000);
OrderExecutionProvider provider = new OrderExecutionProvider(Dispatcher.CurrentDispatcher);
provider.ConnectionStatus = ConnectionStatus.Disconnected;
provider.ProviderName = TradeHubConstants.OrderExecutionProvider.Simulated;
// Rasie event to request connection
EventSystem.Publish <OrderExecutionProvider>(provider);
Thread.Sleep(9000);
Assert.IsTrue(provider.ConnectionStatus.Equals(ConnectionStatus.Connected));
}
/// <summary>
/// Called when disconnect request is received for given Order Execution Provider
/// </summary>
/// <param name="orderExecutionProvider">Contains provider details</param>
private void DisconnectOrderExecutionProvider(OrderExecutionProvider orderExecutionProvider)
{
// Check current provider status
if (orderExecutionProvider.ConnectionStatus.Equals(ConnectionStatus.Connected))
{
// Forward disconnect request
_orderExecutionManager.Disconnect(orderExecutionProvider.ProviderName);
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info(orderExecutionProvider.ProviderName + " connection status is already set to dis-connected.",
_type.FullName, "DisconnectOrderExecutionProvider");
}
}
}
public void RequestNewMarketOrderForExecution_SendRequestToServer_ReceiveOrderExecution()
{
Thread.Sleep(5000);
OrderExecutionProvider provider = new OrderExecutionProvider(Dispatcher.CurrentDispatcher);
provider.ProviderType = ProviderType.OrderExecution;
provider.ConnectionStatus = ConnectionStatus.Disconnected;
provider.ProviderName = TradeHubConstants.OrderExecutionProvider.Simulated;
// Rasie event to request connection
EventSystem.Publish <OrderExecutionProvider>(provider);
Thread.Sleep(5000);
Assert.IsTrue(provider.ConnectionStatus.Equals(ConnectionStatus.Connected));
OrderDetails orderDetails = new OrderDetails(TradeHubConstants.OrderExecutionProvider.Simulated);
orderDetails.ID = "01";
orderDetails.Type = OrderType.Market;
orderDetails.Quantity = 10;
orderDetails.Security = new Security()
{
Symbol = "AAPL"
};
orderDetails.Side = OrderSide.BUY;
orderDetails.Provider = TradeHubConstants.OrderExecutionProvider.Simulated;
// Create Order Request
OrderRequest orderRequest = new OrderRequest(orderDetails, OrderRequestType.New);
// Add Order Details object to Provider's Order Map
provider.AddOrder(orderDetails);
// Rasie event to request order
EventSystem.Publish <OrderRequest>(orderRequest);
Thread.Sleep(20000);
Assert.IsTrue(orderDetails.Status.Equals(OrderStatus.EXECUTED));
Assert.IsTrue(orderDetails.FillDetails.Count.Equals(1));
//Assert.IsTrue(provider.PositionStatisticsCollection["AAPL"].Position.Equals(10));
//Assert.IsTrue(provider.PositionStatisticsCollection["AAPL"].Pnl.Equals(-10*1.7M));
}
/// <summary>
/// Called when new Connection request is made by the user
/// </summary>
/// <param name="orderExecutionProvider"></param>
private void NewConnectionRequest(OrderExecutionProvider orderExecutionProvider)
{
// Only entertain 'Order Execution Provider' related calls
if (!orderExecutionProvider.ProviderType.Equals(ProviderType.OrderExecution))
{
return;
}
if (orderExecutionProvider.ConnectionStatus.Equals(ConnectionStatus.Disconnected))
{
// Open a new order execution connection
ConnectOrderExecutionProvider(orderExecutionProvider);
}
else if (orderExecutionProvider.ConnectionStatus.Equals(ConnectionStatus.Connected))
{
// Close existing connection
DisconnectOrderExecutionProvider(orderExecutionProvider);
}
}
/// <summary>
/// Called when connection request is received for given Order Execution Provider
/// </summary>
/// <param name="orderExecutionProvider">Contains provider details</param>
private void ConnectOrderExecutionProvider(OrderExecutionProvider orderExecutionProvider)
{
// Check if the provider already exists in the local map
if (!_providersMap.ContainsKey(orderExecutionProvider.ProviderName))
{
// Add incoming provider to local map
_providersMap.Add(orderExecutionProvider.ProviderName, orderExecutionProvider);
}
// Check current provider status
if (orderExecutionProvider.ConnectionStatus.Equals(ConnectionStatus.Disconnected))
{
// Forward connection request
_orderExecutionManager.Connect(orderExecutionProvider.ProviderName);
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info(orderExecutionProvider.ProviderName + " connection status is already set to connected.",
_type.FullName, "ConnectOrderExecutionProvider");
}
}
}
