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
509
tests/NT8.Core.Tests/OMS/BasicOrderManagerTests.cs
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509
tests/NT8.Core.Tests/OMS/BasicOrderManagerTests.cs
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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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{
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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 esOrders = await _orderManager.GetOrdersBySymbolAsync("ES");
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// Assert
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Assert.IsNotNull(esOrders);
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foreach (var order in esOrders)
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{
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Assert.AreEqual("ES", order.Symbol, true); // Case insensitive comparison
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}
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}
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[TestMethod]
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public async Task GetOrdersBySymbolAsync_NullSymbol_ThrowsArgumentNullException()
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{
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// Act & Assert
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await Assert.ThrowsExceptionAsync<ArgumentNullException>(
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() => _orderManager.GetOrdersBySymbolAsync(null));
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}
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[TestMethod]
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public async Task FlattenSymbolAsync_ValidSymbol_CancelsOrders()
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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 = "ES", // Same symbol
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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 result = await _orderManager.FlattenSymbolAsync("ES");
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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 FlattenAllAsync_CancelsAllOrders()
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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 result = await _orderManager.FlattenAllAsync();
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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 void SubscribeAndUnsubscribeToOrderUpdates_WorksCorrectly()
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{
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// Arrange - First create an order so the manager knows about it
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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 = "TEST_CLIENT_ORDER"
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};
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var submitResult = _orderManager.SubmitOrderAsync(request).Result;
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Assert.IsTrue(submitResult.Success);
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string orderId = submitResult.OrderId;
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Assert.IsNotNull(orderId);
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bool callbackCalled = false;
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Action<OrderStatus> callback = delegate(OrderStatus statusParam) { callbackCalled = true; };
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// Act - subscribe
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_orderManager.SubscribeToOrderUpdates(callback);
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// Simulate an order update via the mock adapter for the known order
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var statusUpdate = new OrderStatus
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{
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OrderId = orderId, // Use the actual order ID from the created order
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Symbol = "ES",
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State = OrderState.Filled
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};
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_mockAdapter.FireOrderUpdate(statusUpdate);
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// Assert that callback was called
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Assert.IsTrue(callbackCalled, "Callback should have been called after subscription and order update");
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// Reset flag
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callbackCalled = false;
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// Act - unsubscribe
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_orderManager.UnsubscribeFromOrderUpdates(callback);
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// Simulate another order update for the same order
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var statusUpdate2 = new OrderStatus
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{
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OrderId = orderId, // Use the same order ID
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Symbol = "ES",
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State = OrderState.Cancelled
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};
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_mockAdapter.FireOrderUpdate(statusUpdate2);
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// Assert that callback was NOT called after unsubscribe
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Assert.IsFalse(callbackCalled, "Callback should NOT have been called after unsubscription");
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}
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[TestMethod]
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public void SubscribeToOrderUpdates_NullCallback_ThrowsArgumentNullException()
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{
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// Act & Assert
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Assert.ThrowsException<ArgumentNullException>(
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() => _orderManager.SubscribeToOrderUpdates(null));
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}
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[TestMethod]
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public void UnsubscribeFromOrderUpdates_NullCallback_ThrowsArgumentNullException()
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{
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// Act & Assert
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Assert.ThrowsException<ArgumentNullException>(
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() => _orderManager.UnsubscribeFromOrderUpdates(null));
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}
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[TestMethod]
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public async Task OrderStateTransition_ValidTransitions_AreAllowed()
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{
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// Arrange - create an order and submit it
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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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Assert.IsNotNull(submitResult.OrderId);
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// Act - simulate state updates through the mock adapter
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var pendingStatus = new OrderStatus
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{
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OrderId = submitResult.OrderId,
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Symbol = "ES",
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State = OrderState.Pending
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};
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var submittedStatus = new OrderStatus
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{
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OrderId = submitResult.OrderId,
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Symbol = "ES",
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State = OrderState.Submitted
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};
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var acceptedStatus = new OrderStatus
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{
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OrderId = submitResult.OrderId,
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Symbol = "ES",
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State = OrderState.Accepted
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};
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var workingStatus = new OrderStatus
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{
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OrderId = submitResult.OrderId,
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Symbol = "ES",
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State = OrderState.Working
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};
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// Simulate the state transitions
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_mockAdapter.FireOrderUpdate(pendingStatus);
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_mockAdapter.FireOrderUpdate(submittedStatus);
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_mockAdapter.FireOrderUpdate(acceptedStatus);
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_mockAdapter.FireOrderUpdate(workingStatus);
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// Assert - get the final status and verify it's in working state
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var finalStatus = await _orderManager.GetOrderStatusAsync(submitResult.OrderId);
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Assert.AreEqual(OrderState.Working, finalStatus.State);
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}
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[TestMethod]
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public async Task Dispose_DisposesResources()
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{
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// Arrange
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var orderManager = new BasicOrderManager(_mockLogger, _mockAdapter);
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// Act
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orderManager.Dispose();
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// Assert - no exception should be thrown
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// Additional assertions could check if resources were properly cleaned up
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}
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}
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}
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