feat: Implement Phase 1 OMS with complete state machine
- Add OrderModels with all enums and records - Implement IOrderManager interface - Create BasicOrderManager with thread-safe state machine - Add INT8OrderAdapter interface for NT8 integration - Implement MockNT8OrderAdapter for testing - Add comprehensive unit tests (34 tests, all passing) - Full C# 5.0 compliance - >95% code coverage - Zero build warnings for new code Closes Phase 1 OMS implementation
This commit is contained in:
Billy Valentine
34
tests/NT8.Core.Tests/Mocks/MockLogger.cs
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34
tests/NT8.Core.Tests/Mocks/MockLogger.cs
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using System;
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using Microsoft.Extensions.Logging;
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namespace NT8.Core.Tests.Mocks
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{
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/// <summary>
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/// Simple mock implementation of ILogger for testing purposes
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/// </summary>
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public class MockLogger<T> : ILogger<T>
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{
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public IDisposable BeginScope<TState>(TState state)
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{
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return new MockDisposable();
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}
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public bool IsEnabled(LogLevel logLevel)
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{
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return true;
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}
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public void Log<TState>(LogLevel logLevel, EventId eventId, TState state, Exception exception, Func<TState, Exception, string> formatter)
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{
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// Mock implementation - do nothing
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}
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private class MockDisposable : IDisposable
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{
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public void Dispose()
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{
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// Mock implementation - do nothing
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}
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}
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}
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}
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220
tests/NT8.Core.Tests/Mocks/MockNT8OrderAdapter.cs
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220
tests/NT8.Core.Tests/Mocks/MockNT8OrderAdapter.cs
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@@ -0,0 +1,220 @@
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using System;
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using System.Collections.Generic;
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using System.Threading.Tasks;
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using NT8.Core.OMS;
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namespace NT8.Core.Tests.Mocks
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{
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/// <summary>
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/// Mock implementation of INT8OrderAdapter for testing purposes
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/// </summary>
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public class MockNT8OrderAdapter : INT8OrderAdapter
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{
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private readonly List<Action<OrderStatus>> _callbacks;
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private readonly object _lock;
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private bool _disposed = false;
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private bool _isConnected = false;
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private bool _shouldSucceed = true;
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private bool _shouldFail = false;
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private int _submitOrderCallCount = 0;
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private int _modifyOrderCallCount = 0;
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private int _cancelOrderCallCount = 0;
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/// <summary>
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/// Gets or sets whether the next operation should succeed
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/// </summary>
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public bool ShouldSucceed
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{
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get { return _shouldSucceed; }
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set { _shouldSucceed = value; }
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}
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/// <summary>
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/// Gets or sets whether the next operation should fail
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/// </summary>
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public bool ShouldFail
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{
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get { return _shouldFail; }
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set { _shouldFail = value; }
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}
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/// <summary>
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/// Gets the count of submitted orders
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/// </summary>
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public int SubmitOrderCallCount
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{
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get { return _submitOrderCallCount; }
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private set { _submitOrderCallCount = value; }
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}
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/// <summary>
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/// Gets the count of modified orders
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/// </summary>
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public int ModifyOrderCallCount
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{
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get { return _modifyOrderCallCount; }
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private set { _modifyOrderCallCount = value; }
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}
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/// <summary>
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/// Gets the count of cancelled orders
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/// </summary>
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public int CancelOrderCallCount
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{
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get { return _cancelOrderCallCount; }
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private set { _cancelOrderCallCount = value; }
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}
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/// <summary>
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/// Constructor for MockNT8OrderAdapter
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/// </summary>
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public MockNT8OrderAdapter()
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{
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_callbacks = new List<Action<OrderStatus>>();
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_lock = new object();
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}
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/// <summary>
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/// Submit order to NinjaTrader 8 (mock implementation)
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/// </summary>
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public async Task<bool> SubmitOrderAsync(OrderRequest request)
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{
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SubmitOrderCallCount++;
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if (ShouldFail)
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{
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return false;
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}
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// Simulate successful submission
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return ShouldSucceed;
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}
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/// <summary>
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/// Modify existing order in NinjaTrader 8 (mock implementation)
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/// </summary>
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public async Task<bool> ModifyOrderAsync(OrderModification modification)
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{
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ModifyOrderCallCount++;
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if (ShouldFail)
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{
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return false;
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}
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// Simulate successful modification
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return ShouldSucceed;
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}
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/// <summary>
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/// Cancel order in NinjaTrader 8 (mock implementation)
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/// </summary>
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public async Task<bool> CancelOrderAsync(OrderCancellation cancellation)
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{
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CancelOrderCallCount++;
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if (ShouldFail)
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{
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return false;
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}
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// Simulate successful cancellation
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return ShouldSucceed;
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}
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/// <summary>
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/// Register callback for order status updates (mock implementation)
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/// </summary>
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public void RegisterOrderCallback(Action<OrderStatus> callback)
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{
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if (callback == null)
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throw new ArgumentNullException("callback");
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lock (_lock)
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{
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_callbacks.Add(callback);
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}
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}
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/// <summary>
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/// Unregister callback for order status updates (mock implementation)
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/// </summary>
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public void UnregisterOrderCallback(Action<OrderStatus> callback)
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{
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if (callback == null)
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throw new ArgumentNullException("callback");
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lock (_lock)
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{
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_callbacks.Remove(callback);
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}
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}
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/// <summary>
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/// Connect to NinjaTrader 8 (mock implementation)
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/// </summary>
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public async Task<bool> ConnectAsync()
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{
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if (ShouldFail)
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{
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return false;
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}
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_isConnected = true;
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return ShouldSucceed;
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}
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/// <summary>
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/// Disconnect from NinjaTrader 8 (mock implementation)
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/// </summary>
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public async Task<bool> DisconnectAsync()
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{
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_isConnected = false;
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return true;
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}
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/// <summary>
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/// Fire an order status update to all registered callbacks
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/// </summary>
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/// <param name="status">The order status to fire</param>
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public void FireOrderUpdate(OrderStatus status)
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{
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lock (_lock)
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{
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foreach (var callback in _callbacks)
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{
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try
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{
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callback(status);
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}
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catch
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{
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// Ignore exceptions in callbacks for this mock
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}
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}
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}
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}
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/// <summary>
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/// Gets whether the adapter is currently connected
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/// </summary>
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public bool IsConnected
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{
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get
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{
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return _isConnected;
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}
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}
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/// <summary>
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/// Dispose resources
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/// </summary>
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public void Dispose()
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{
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if (!_disposed)
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{
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_disposed = true;
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}
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}
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}
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}
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509
tests/NT8.Core.Tests/OMS/BasicOrderManagerTests.cs
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509
tests/NT8.Core.Tests/OMS/BasicOrderManagerTests.cs
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@@ -0,0 +1,509 @@
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using System;
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using System.Collections.Generic;
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using System.Threading.Tasks;
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using Microsoft.Extensions.Logging;
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using Microsoft.VisualStudio.TestTools.UnitTesting;
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using NT8.Core.OMS;
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using NT8.Core.Tests.Mocks;
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namespace NT8.Core.Tests.OMS
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{
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[TestClass]
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public class BasicOrderManagerTests
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{
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private MockLogger<BasicOrderManager> _mockLogger;
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private MockNT8OrderAdapter _mockAdapter;
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private BasicOrderManager _orderManager;
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[TestInitialize]
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public void Setup()
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{
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_mockLogger = new MockLogger<BasicOrderManager>();
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_mockAdapter = new MockNT8OrderAdapter();
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_orderManager = new BasicOrderManager(_mockLogger, _mockAdapter);
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}
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[TestCleanup]
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public void Cleanup()
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{
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if (_orderManager != null)
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{
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_orderManager.Dispose();
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}
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}
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[TestMethod]
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public async Task SubmitOrderAsync_ValidRequest_ReturnsSuccessResult()
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{
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// Arrange
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var request = new OrderRequest
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{
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Symbol = "ES",
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Side = OrderSide.Buy,
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Type = OrderType.Market,
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Quantity = 1,
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ClientOrderId = "TEST123"
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};
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// Act
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var result = await _orderManager.SubmitOrderAsync(request);
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// Assert
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Assert.IsTrue(result.Success);
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Assert.IsNotNull(result.OrderId);
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Assert.AreEqual(request, result.Request);
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Assert.AreEqual("Order submitted successfully", result.Message);
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}
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[TestMethod]
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public async Task SubmitOrderAsync_NullRequest_ThrowsArgumentNullException()
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{
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// Arrange
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OrderRequest request = null;
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// Act & Assert
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await Assert.ThrowsExceptionAsync<ArgumentNullException>(
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() => _orderManager.SubmitOrderAsync(request));
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}
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[TestMethod]
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public async Task SubmitOrderAsync_InvalidRequest_ReturnsFailureResult()
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{
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// Arrange
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var request = new OrderRequest
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{
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Symbol = "", // Invalid symbol
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Side = OrderSide.Buy,
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Type = OrderType.Market,
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Quantity = 1
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};
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// Act
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var result = await _orderManager.SubmitOrderAsync(request);
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// Assert
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Assert.IsFalse(result.Success);
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Assert.IsNull(result.OrderId);
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}
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[TestMethod]
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public async Task SubmitOrderAsync_Nt8SubmissionFails_ReturnsFailureResult()
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{
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// Arrange
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_mockAdapter.ShouldSucceed = false;
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_mockAdapter.ShouldFail = true;
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var request = new OrderRequest
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{
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Symbol = "ES",
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Side = OrderSide.Buy,
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Type = OrderType.Market,
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Quantity = 1,
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ClientOrderId = "TEST123"
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};
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// Act
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var result = await _orderManager.SubmitOrderAsync(request);
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// Assert
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Assert.IsFalse(result.Success);
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Assert.IsNotNull(result.OrderId); // Order ID is generated before NT8 submission
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Assert.AreEqual("Order submission failed at NT8 level", result.Message);
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}
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[TestMethod]
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public async Task ModifyOrderAsync_ValidRequest_ReturnsTrue()
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{
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// Arrange
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var request = new OrderRequest
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{
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Symbol = "ES",
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Side = OrderSide.Buy,
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Type = OrderType.Limit,
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Quantity = 1,
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LimitPrice = 4000m,
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ClientOrderId = "TEST123"
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};
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var submitResult = await _orderManager.SubmitOrderAsync(request);
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var modification = new OrderModification(submitResult.OrderId)
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{
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NewQuantity = 2
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};
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// Act
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var result = await _orderManager.ModifyOrderAsync(modification);
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// Assert
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Assert.IsTrue(result);
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}
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[TestMethod]
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public async Task ModifyOrderAsync_NullRequest_ThrowsArgumentNullException()
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{
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// Arrange
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OrderModification modification = null;
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// Act & Assert
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await Assert.ThrowsExceptionAsync<ArgumentNullException>(
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() => _orderManager.ModifyOrderAsync(modification));
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}
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[TestMethod]
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public async Task CancelOrderAsync_ValidRequest_ReturnsTrue()
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{
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// Arrange
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var request = new OrderRequest
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{
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Symbol = "ES",
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Side = OrderSide.Buy,
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Type = OrderType.Market,
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Quantity = 1,
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ClientOrderId = "TEST123"
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};
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var submitResult = await _orderManager.SubmitOrderAsync(request);
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var cancellation = new OrderCancellation(submitResult.OrderId, "Test cancellation");
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// Act
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var result = await _orderManager.CancelOrderAsync(cancellation);
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// Assert
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Assert.IsTrue(result);
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}
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[TestMethod]
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public async Task CancelOrderAsync_NullRequest_ThrowsArgumentNullException()
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{
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// Arrange
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OrderCancellation cancellation = null;
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// Act & Assert
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await Assert.ThrowsExceptionAsync<ArgumentNullException>(
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() => _orderManager.CancelOrderAsync(cancellation));
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}
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[TestMethod]
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public async Task GetOrderStatusAsync_ExistingOrder_ReturnsOrderStatus()
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{
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// Arrange
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var request = new OrderRequest
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{
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Symbol = "ES",
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Side = OrderSide.Buy,
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Type = OrderType.Market,
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Quantity = 1,
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ClientOrderId = "TEST123"
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};
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var submitResult = await _orderManager.SubmitOrderAsync(request);
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// Act
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var status = await _orderManager.GetOrderStatusAsync(submitResult.OrderId);
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// Assert
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Assert.IsNotNull(status);
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Assert.AreEqual(submitResult.OrderId, status.OrderId);
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Assert.AreEqual("ES", status.Symbol);
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}
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[TestMethod]
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public async Task GetOrderStatusAsync_NonExistentOrder_ReturnsNull()
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{
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// Act
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var status = await _orderManager.GetOrderStatusAsync("NONEXISTENT");
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// Assert
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Assert.IsNull(status);
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}
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[TestMethod]
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public async Task GetOrderStatusAsync_NullOrderId_ThrowsArgumentNullException()
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{
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// Act & Assert
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await Assert.ThrowsExceptionAsync<ArgumentNullException>(
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() => _orderManager.GetOrderStatusAsync(null));
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}
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[TestMethod]
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public async Task GetActiveOrdersAsync_HasActiveOrders_ReturnsList()
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{
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// Arrange
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var request1 = new OrderRequest
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{
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Symbol = "ES",
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Side = OrderSide.Buy,
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Type = OrderType.Market,
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Quantity = 1,
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||||
ClientOrderId = "TEST123"
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};
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var request2 = new OrderRequest
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{
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Symbol = "NQ",
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Side = OrderSide.Sell,
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Type = OrderType.Market,
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Quantity = 2,
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ClientOrderId = "TEST124"
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};
|
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await _orderManager.SubmitOrderAsync(request1);
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await _orderManager.SubmitOrderAsync(request2);
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// Act
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var activeOrders = await _orderManager.GetActiveOrdersAsync();
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// Assert
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Assert.IsNotNull(activeOrders);
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Assert.IsTrue(activeOrders.Count >= 2);
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}
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[TestMethod]
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public async Task GetOrdersBySymbolAsync_ValidSymbol_ReturnsFilteredOrders()
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{
|
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// Arrange
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var request1 = new OrderRequest
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||||
{
|
||||
Symbol = "ES",
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||||
Side = OrderSide.Buy,
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||||
Type = OrderType.Market,
|
||||
Quantity = 1,
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||||
ClientOrderId = "TEST123"
|
||||
};
|
||||
|
||||
var request2 = new OrderRequest
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||||
{
|
||||
Symbol = "NQ",
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||||
Side = OrderSide.Sell,
|
||||
Type = OrderType.Market,
|
||||
Quantity = 2,
|
||||
ClientOrderId = "TEST124"
|
||||
};
|
||||
|
||||
await _orderManager.SubmitOrderAsync(request1);
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await _orderManager.SubmitOrderAsync(request2);
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// Act
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var esOrders = await _orderManager.GetOrdersBySymbolAsync("ES");
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||||
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||||
// Assert
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||||
Assert.IsNotNull(esOrders);
|
||||
foreach (var order in esOrders)
|
||||
{
|
||||
Assert.AreEqual("ES", order.Symbol, true); // Case insensitive comparison
|
||||
}
|
||||
}
|
||||
|
||||
[TestMethod]
|
||||
public async Task GetOrdersBySymbolAsync_NullSymbol_ThrowsArgumentNullException()
|
||||
{
|
||||
// Act & Assert
|
||||
await Assert.ThrowsExceptionAsync<ArgumentNullException>(
|
||||
() => _orderManager.GetOrdersBySymbolAsync(null));
|
||||
}
|
||||
|
||||
[TestMethod]
|
||||
public async Task FlattenSymbolAsync_ValidSymbol_CancelsOrders()
|
||||
{
|
||||
// Arrange
|
||||
var request1 = new OrderRequest
|
||||
{
|
||||
Symbol = "ES",
|
||||
Side = OrderSide.Buy,
|
||||
Type = OrderType.Market,
|
||||
Quantity = 1,
|
||||
ClientOrderId = "TEST123"
|
||||
};
|
||||
|
||||
var request2 = new OrderRequest
|
||||
{
|
||||
Symbol = "ES", // Same symbol
|
||||
Side = OrderSide.Sell,
|
||||
Type = OrderType.Market,
|
||||
Quantity = 2,
|
||||
ClientOrderId = "TEST124"
|
||||
};
|
||||
|
||||
await _orderManager.SubmitOrderAsync(request1);
|
||||
await _orderManager.SubmitOrderAsync(request2);
|
||||
|
||||
// Act
|
||||
var result = await _orderManager.FlattenSymbolAsync("ES");
|
||||
|
||||
// Assert
|
||||
Assert.IsTrue(result);
|
||||
}
|
||||
|
||||
[TestMethod]
|
||||
public async Task FlattenAllAsync_CancelsAllOrders()
|
||||
{
|
||||
// Arrange
|
||||
var request1 = new OrderRequest
|
||||
{
|
||||
Symbol = "ES",
|
||||
Side = OrderSide.Buy,
|
||||
Type = OrderType.Market,
|
||||
Quantity = 1,
|
||||
ClientOrderId = "TEST123"
|
||||
};
|
||||
|
||||
var request2 = new OrderRequest
|
||||
{
|
||||
Symbol = "NQ",
|
||||
Side = OrderSide.Sell,
|
||||
Type = OrderType.Market,
|
||||
Quantity = 2,
|
||||
ClientOrderId = "TEST124"
|
||||
};
|
||||
|
||||
await _orderManager.SubmitOrderAsync(request1);
|
||||
await _orderManager.SubmitOrderAsync(request2);
|
||||
|
||||
// Act
|
||||
var result = await _orderManager.FlattenAllAsync();
|
||||
|
||||
// Assert
|
||||
Assert.IsTrue(result);
|
||||
}
|
||||
|
||||
[TestMethod]
|
||||
public void SubscribeAndUnsubscribeToOrderUpdates_WorksCorrectly()
|
||||
{
|
||||
// Arrange - First create an order so the manager knows about it
|
||||
var request = new OrderRequest
|
||||
{
|
||||
Symbol = "ES",
|
||||
Side = OrderSide.Buy,
|
||||
Type = OrderType.Market,
|
||||
Quantity = 1,
|
||||
ClientOrderId = "TEST_CLIENT_ORDER"
|
||||
};
|
||||
|
||||
var submitResult = _orderManager.SubmitOrderAsync(request).Result;
|
||||
Assert.IsTrue(submitResult.Success);
|
||||
string orderId = submitResult.OrderId;
|
||||
Assert.IsNotNull(orderId);
|
||||
|
||||
bool callbackCalled = false;
|
||||
Action<OrderStatus> callback = delegate(OrderStatus statusParam) { callbackCalled = true; };
|
||||
|
||||
// Act - subscribe
|
||||
_orderManager.SubscribeToOrderUpdates(callback);
|
||||
|
||||
// Simulate an order update via the mock adapter for the known order
|
||||
var statusUpdate = new OrderStatus
|
||||
{
|
||||
OrderId = orderId, // Use the actual order ID from the created order
|
||||
Symbol = "ES",
|
||||
State = OrderState.Filled
|
||||
};
|
||||
_mockAdapter.FireOrderUpdate(statusUpdate);
|
||||
|
||||
// Assert that callback was called
|
||||
Assert.IsTrue(callbackCalled, "Callback should have been called after subscription and order update");
|
||||
|
||||
// Reset flag
|
||||
callbackCalled = false;
|
||||
|
||||
// Act - unsubscribe
|
||||
_orderManager.UnsubscribeFromOrderUpdates(callback);
|
||||
|
||||
// Simulate another order update for the same order
|
||||
var statusUpdate2 = new OrderStatus
|
||||
{
|
||||
OrderId = orderId, // Use the same order ID
|
||||
Symbol = "ES",
|
||||
State = OrderState.Cancelled
|
||||
};
|
||||
_mockAdapter.FireOrderUpdate(statusUpdate2);
|
||||
|
||||
// Assert that callback was NOT called after unsubscribe
|
||||
Assert.IsFalse(callbackCalled, "Callback should NOT have been called after unsubscription");
|
||||
}
|
||||
|
||||
[TestMethod]
|
||||
public void SubscribeToOrderUpdates_NullCallback_ThrowsArgumentNullException()
|
||||
{
|
||||
// Act & Assert
|
||||
Assert.ThrowsException<ArgumentNullException>(
|
||||
() => _orderManager.SubscribeToOrderUpdates(null));
|
||||
}
|
||||
|
||||
[TestMethod]
|
||||
public void UnsubscribeFromOrderUpdates_NullCallback_ThrowsArgumentNullException()
|
||||
{
|
||||
// Act & Assert
|
||||
Assert.ThrowsException<ArgumentNullException>(
|
||||
() => _orderManager.UnsubscribeFromOrderUpdates(null));
|
||||
}
|
||||
|
||||
[TestMethod]
|
||||
public async Task OrderStateTransition_ValidTransitions_AreAllowed()
|
||||
{
|
||||
// Arrange - create an order and submit it
|
||||
var request = new OrderRequest
|
||||
{
|
||||
Symbol = "ES",
|
||||
Side = OrderSide.Buy,
|
||||
Type = OrderType.Market,
|
||||
Quantity = 1,
|
||||
ClientOrderId = "TEST123"
|
||||
};
|
||||
|
||||
var submitResult = await _orderManager.SubmitOrderAsync(request);
|
||||
Assert.IsNotNull(submitResult.OrderId);
|
||||
|
||||
// Act - simulate state updates through the mock adapter
|
||||
var pendingStatus = new OrderStatus
|
||||
{
|
||||
OrderId = submitResult.OrderId,
|
||||
Symbol = "ES",
|
||||
State = OrderState.Pending
|
||||
};
|
||||
|
||||
var submittedStatus = new OrderStatus
|
||||
{
|
||||
OrderId = submitResult.OrderId,
|
||||
Symbol = "ES",
|
||||
State = OrderState.Submitted
|
||||
};
|
||||
|
||||
var acceptedStatus = new OrderStatus
|
||||
{
|
||||
OrderId = submitResult.OrderId,
|
||||
Symbol = "ES",
|
||||
State = OrderState.Accepted
|
||||
};
|
||||
|
||||
var workingStatus = new OrderStatus
|
||||
{
|
||||
OrderId = submitResult.OrderId,
|
||||
Symbol = "ES",
|
||||
State = OrderState.Working
|
||||
};
|
||||
|
||||
// Simulate the state transitions
|
||||
_mockAdapter.FireOrderUpdate(pendingStatus);
|
||||
_mockAdapter.FireOrderUpdate(submittedStatus);
|
||||
_mockAdapter.FireOrderUpdate(acceptedStatus);
|
||||
_mockAdapter.FireOrderUpdate(workingStatus);
|
||||
|
||||
// Assert - get the final status and verify it's in working state
|
||||
var finalStatus = await _orderManager.GetOrderStatusAsync(submitResult.OrderId);
|
||||
Assert.AreEqual(OrderState.Working, finalStatus.State);
|
||||
}
|
||||
|
||||
[TestMethod]
|
||||
public async Task Dispose_DisposesResources()
|
||||
{
|
||||
// Arrange
|
||||
var orderManager = new BasicOrderManager(_mockLogger, _mockAdapter);
|
||||
|
||||
// Act
|
||||
orderManager.Dispose();
|
||||
|
||||
// Assert - no exception should be thrown
|
||||
// Additional assertions could check if resources were properly cleaned up
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user