Production hardening: kill switch, circuit breaker, trailing stops, log level, holiday calendar

tests/NT8.Core.Tests/Adapters/NT8ExecutionAdapterTests.cs

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+using System;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using NT8.Adapters.NinjaTrader;
+using NT8.Core.OMS;
+
+namespace NT8.Core.Tests.Adapters
+{
+    /// <summary>
+    /// Unit tests for NT8ExecutionAdapter.
+    /// </summary>
+    [TestClass]
+    public class NT8ExecutionAdapterTests
+    {
+        [TestMethod]
+        public void SubmitOrder_WithValidRequest_ShouldCreateTrackingInfo()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            var request = CreateRequest();
+
+            var info = adapter.SubmitOrder(request, "SDK-1");
+
+            Assert.IsNotNull(info);
+            Assert.AreEqual("SDK-1", info.SdkOrderId);
+            Assert.AreEqual(OrderState.Pending, info.CurrentState);
+            Assert.AreEqual(0, info.FilledQuantity);
+        }
+
+        [TestMethod]
+        public void SubmitOrder_WithDuplicateOrderId_ShouldThrowInvalidOperationException()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            adapter.SubmitOrder(CreateRequest(), "SDK-1");
+
+            Assert.ThrowsException<InvalidOperationException>(
+                delegate
+                {
+                    adapter.SubmitOrder(CreateRequest(), "SDK-1");
+                });
+        }
+
+        [TestMethod]
+        public void SubmitOrder_WithNullRequest_ShouldThrowArgumentNullException()
+        {
+            var adapter = new NT8ExecutionAdapter();
+
+            Assert.ThrowsException<ArgumentNullException>(
+                delegate
+                {
+                    adapter.SubmitOrder(null, "SDK-1");
+                });
+        }
+
+        [TestMethod]
+        public void ProcessOrderUpdate_WithWorkingState_ShouldUpdateState()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            adapter.SubmitOrder(CreateRequest(), "SDK-1");
+
+            adapter.ProcessOrderUpdate("NT8-1", "SDK-1", "WORKING", 0, 0.0, 0, null);
+
+            var status = adapter.GetOrderStatus("SDK-1");
+            Assert.IsNotNull(status);
+            Assert.AreEqual(OrderState.Working, status.State);
+        }
+
+        [TestMethod]
+        public void ProcessOrderUpdate_WithFilledState_ShouldMarkFilled()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            adapter.SubmitOrder(CreateRequest(2), "SDK-1");
+
+            adapter.ProcessOrderUpdate("NT8-1", "SDK-1", "FILLED", 2, 4205.25, 0, null);
+
+            var status = adapter.GetOrderStatus("SDK-1");
+            Assert.AreEqual(OrderState.Filled, status.State);
+            Assert.AreEqual(2, status.FilledQuantity);
+        }
+
+        [TestMethod]
+        public void ProcessOrderUpdate_WithRejection_ShouldSetRejectedState()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            adapter.SubmitOrder(CreateRequest(), "SDK-1");
+
+            adapter.ProcessOrderUpdate("NT8-1", "SDK-1", "WORKING", 0, 0.0, 123, "Rejected by broker");
+
+            var status = adapter.GetOrderStatus("SDK-1");
+            Assert.AreEqual(OrderState.Rejected, status.State);
+        }
+
+        [TestMethod]
+        public void ProcessExecution_WithFullFill_ShouldMarkFilled()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            adapter.SubmitOrder(CreateRequest(3), "SDK-1");
+            adapter.ProcessOrderUpdate("NT8-1", "SDK-1", "PARTFILLED", 3, 4202.0, 0, null);
+
+            adapter.ProcessExecution("NT8-1", "EX-1", 4202.0, 3, DateTime.UtcNow);
+
+            var status = adapter.GetOrderStatus("SDK-1");
+            Assert.AreEqual(OrderState.Filled, status.State);
+        }
+
+        [TestMethod]
+        public void ProcessExecution_WithPartialFill_ShouldMarkPartiallyFilled()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            adapter.SubmitOrder(CreateRequest(3), "SDK-1");
+            adapter.ProcessOrderUpdate("NT8-1", "SDK-1", "PARTFILLED", 1, 4202.0, 0, null);
+
+            adapter.ProcessExecution("NT8-1", "EX-1", 4202.0, 1, DateTime.UtcNow);
+
+            var status = adapter.GetOrderStatus("SDK-1");
+            Assert.AreEqual(OrderState.PartiallyFilled, status.State);
+        }
+
+        [TestMethod]
+        public void CancelOrder_WithWorkingOrder_ShouldReturnTrue()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            adapter.SubmitOrder(CreateRequest(), "SDK-1");
+            adapter.ProcessOrderUpdate("NT8-1", "SDK-1", "WORKING", 0, 0.0, 0, null);
+
+            var result = adapter.CancelOrder("SDK-1");
+
+            Assert.IsTrue(result);
+        }
+
+        [TestMethod]
+        public void CancelOrder_WithFilledOrder_ShouldReturnFalse()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            adapter.SubmitOrder(CreateRequest(), "SDK-1");
+            adapter.ProcessOrderUpdate("NT8-1", "SDK-1", "FILLED", 1, 4202.0, 0, null);
+
+            var result = adapter.CancelOrder("SDK-1");
+
+            Assert.IsFalse(result);
+        }
+
+        [TestMethod]
+        public void GetOrderStatus_WithExistingOrder_ShouldReturnStatus()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            adapter.SubmitOrder(CreateRequest(), "SDK-1");
+
+            var status = adapter.GetOrderStatus("SDK-1");
+
+            Assert.IsNotNull(status);
+            Assert.AreEqual("SDK-1", status.OrderId);
+            Assert.AreEqual("ES", status.Symbol);
+        }
+
+        [TestMethod]
+        public void GetOrderStatus_WithNonExistentOrder_ShouldReturnNull()
+        {
+            var adapter = new NT8ExecutionAdapter();
+
+            var status = adapter.GetOrderStatus("MISSING");
+
+            Assert.IsNull(status);
+        }
+
+        [DataTestMethod]
+        [DataRow("ACCEPTED", OrderState.Working)]
+        [DataRow("FILLED", OrderState.Filled)]
+        [DataRow("CANCELLED", OrderState.Cancelled)]
+        [DataRow("REJECTED", OrderState.Rejected)]
+        public void MapNT8OrderState_WithKnownStates_ShouldMapCorrectly(string nt8State, OrderState expected)
+        {
+            var adapter = new NT8ExecutionAdapter();
+            adapter.SubmitOrder(CreateRequest(), "SDK-1");
+
+            adapter.ProcessOrderUpdate("NT8-1", "SDK-1", nt8State, 0, 0.0, 0, null);
+
+            var status = adapter.GetOrderStatus("SDK-1");
+            Assert.AreEqual(expected, status.State);
+        }
+
+        [TestMethod]
+        public void SubmitOrder_WithConcurrentCalls_ShouldBeThreadSafe()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            var tasks = new List<Task>();
+            var count = 50;
+
+            for (var i = 0; i < count; i++)
+            {
+                var index = i;
+                tasks.Add(Task.Run(
+                    delegate
+                    {
+                        adapter.SubmitOrder(CreateRequest(), string.Format("SDK-{0}", index));
+                    }));
+            }
+
+            Task.WaitAll(tasks.ToArray());
+
+            for (var i = 0; i < count; i++)
+            {
+                var status = adapter.GetOrderStatus(string.Format("SDK-{0}", i));
+                Assert.IsNotNull(status);
+            }
+        }
+
+        [TestMethod]
+        public void ProcessExecution_WithMultipleCallsForSameOrder_ShouldAccumulate()
+        {
+            var adapter = new NT8ExecutionAdapter();
+            adapter.SubmitOrder(CreateRequest(3), "SDK-1");
+
+            adapter.ProcessOrderUpdate("NT8-1", "SDK-1", "PARTFILLED", 1, 4201.0, 0, null);
+            adapter.ProcessExecution("NT8-1", "EX-1", 4201.0, 1, DateTime.UtcNow);
+
+            var statusAfterFirst = adapter.GetOrderStatus("SDK-1");
+            Assert.AreEqual(OrderState.PartiallyFilled, statusAfterFirst.State);
+
+            adapter.ProcessOrderUpdate("NT8-1", "SDK-1", "FILLED", 3, 4202.0, 0, null);
+            adapter.ProcessExecution("NT8-1", "EX-2", 4202.0, 2, DateTime.UtcNow);
+
+            var statusAfterSecond = adapter.GetOrderStatus("SDK-1");
+            Assert.AreEqual(OrderState.Filled, statusAfterSecond.State);
+            Assert.AreEqual(3, statusAfterSecond.FilledQuantity);
+        }
+
+        private static OrderRequest CreateRequest()
+        {
+            return CreateRequest(1);
+        }
+
+        private static OrderRequest CreateRequest(int quantity)
+        {
+            var request = new OrderRequest();
+            request.Symbol = "ES";
+            request.Side = OrderSide.Buy;
+            request.Type = OrderType.Market;
+            request.Quantity = quantity;
+            request.TimeInForce = TimeInForce.Day;
+            request.ClientOrderId = Guid.NewGuid().ToString();
+            return request;
+        }
+    }
+}