Tests

Indemos · Dec 16, 2024 · 190902f · 190902f
1 parent 9b747e5
commit 190902f
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Showing 3 changed files with 7 additions and 53 deletions.
diff --git a/Core/Domains/Gateway.cs b/Core/Domains/Gateway.cs
@@ -254,7 +254,8 @@ OrderModel merge(OrderModel subOrder, OrderModel group)
         var groupOrders = group
           ?.Orders
           ?.Where(o => o.Instruction is InstructionEnum.Brace)
-          ?.Where(o => Equals(o.Name, nextOrder.Name)) ?? [];
+          ?.Where(o => Equals(o.Name, nextOrder.Name))
+          ?.Select(o => { o.Descriptor = group.Descriptor; return o; }) ?? [];
 
         nextOrder.Price ??= nextOrder.GetOpenEstimate();
         nextOrder.Type ??= group.Type ?? OrderTypeEnum.Market;
@@ -264,14 +265,14 @@ OrderModel merge(OrderModel subOrder, OrderModel group)
         nextOrder.Transaction.Time ??= DateTime.Now;
         nextOrder.Transaction.CurrentVolume = nextOrder.Transaction.Volume;
         nextOrder.Descriptor = group.Descriptor;
-        nextOrder.Orders = [.. nextOrder.Orders, .. groupOrders];
+        nextOrder.Orders = [.. groupOrders];
 
         return nextOrder;
       }
 
       var nextOrders = order
         .Orders
-        .Where(o => o.Instruction is InstructionEnum.Side)
+        .Where(o => o.Instruction is InstructionEnum.Side or null)
         .Select(o => merge(o, order))
         .ToList();
 
@@ -280,8 +281,6 @@ OrderModel merge(OrderModel subOrder, OrderModel group)
         nextOrders.Add(merge(order, order));
       }
 
-      order.Orders.Clear();
-
       return nextOrders;
     }
   }

diff --git a/Gateway/Simulation/Libs/Adapter.cs b/Gateway/Simulation/Libs/Adapter.cs
@@ -212,6 +212,7 @@ public override Task<ResponseModel<IList<OrderModel>>> CreateOrders(params Order
             case OrderTypeEnum.Market: SendOrder(nextOrder); break;
           }
 
+          nextOrder.Orders.ForEach(o => SendPendingOrder(o));
           response.Data.Add(nextOrder);
         }
       }
@@ -266,6 +267,7 @@ protected virtual OrderModel SendPendingOrder(OrderModel order)
     protected virtual OrderModel SendOrder(OrderModel order)
     {
       order.Transaction.Id = order.Id;
+      order.Transaction.Status = OrderStatusEnum.Filled;
 
       if (Account.Positions.TryGetValue(order.Name, out var currentOrder))
       {
@@ -292,51 +294,6 @@ protected virtual OrderModel SendOrder(OrderModel order)
       return order;
     }
 
-    /// <summary>
-    /// Create position when there are no other positions
-    /// </summary>
-    /// <param name="order"></param>
-    /// <returns></returns>
-    protected virtual IList<OrderModel> ComposeOrders(OrderModel order)
-    {
-      OrderModel merge(OrderModel o, OrderModel group)
-      {
-        var nextOrder = o.Clone() as OrderModel;
-
-        nextOrder.Price ??= nextOrder.GetOpenEstimate();
-        nextOrder.Type ??= group.Type ?? OrderTypeEnum.Market;
-        nextOrder.TimeSpan ??= group.TimeSpan ?? OrderTimeSpanEnum.Gtc;
-        nextOrder.Instruction ??= InstructionEnum.Side;
-        nextOrder.Transaction.Time ??= DateTime.Now;
-        nextOrder.Transaction.Price ??= nextOrder.Price;
-        nextOrder.Transaction.Status = OrderStatusEnum.Filled;
-        nextOrder.Transaction.CurrentVolume = nextOrder.Transaction.Volume;
-        nextOrder.Descriptor = group.Descriptor;
-
-        return nextOrder;
-      }
-
-      var nextOrders = order
-        .Orders
-        .Where(o => o.Instruction is InstructionEnum.Side)
-        .Select(o => merge(o, order))
-        .ToList();
-
-      order
-        .Orders
-        .Where(o => o.Instruction is InstructionEnum.Brace)
-        .ForEach(o => SendPendingOrder(o));
-
-      if (order.Transaction is not null)
-      {
-        nextOrders.Add(merge(order, order));
-      }
-
-      order.Orders.Clear();
-
-      return nextOrders;
-    }
-
     /// <summary>
     /// Compute aggregated position price
     /// </summary>

diff --git a/Gateway/Simulation/Tests/Positions.cs b/Gateway/Simulation/Tests/Positions.cs
@@ -56,8 +56,6 @@ public void CreatePendingOrder(
         }
       };
 
-      var openPrice = order.Side is OrderSideEnum.Buy ? point.Bid : point.Ask;
-
       base.CreateOrders(order);
 
       Assert.Empty(Account.Deals);
@@ -67,7 +65,7 @@ public void CreatePendingOrder(
       var outOrder = Account.Orders[order.Id];
 
       Assert.Equal(outOrder.Type, orderType);
-      Assert.Equal(outOrder.Price, openPrice);
+      Assert.Equal(outOrder.Price, orderPrice);
       Assert.Equal(outOrder.TimeSpan, OrderTimeSpanEnum.Gtc);
       Assert.NotEmpty(outOrder.Transaction.Id);
       Assert.Equal(outOrder.Transaction.Id, order.Id);