Files
nt8-sdk/tests/NT8.Core.Tests/OMS/BasicOrderManagerTests.cs
Billy Valentine 42efd83e5d 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
2026-02-15 14:57:31 -05:00

510 lines
16 KiB
C#

using System;
using System.Collections.Generic;
using System.Threading.Tasks;
using Microsoft.Extensions.Logging;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using NT8.Core.OMS;
using NT8.Core.Tests.Mocks;
namespace NT8.Core.Tests.OMS
{
[TestClass]
public class BasicOrderManagerTests
{
private MockLogger<BasicOrderManager> _mockLogger;
private MockNT8OrderAdapter _mockAdapter;
private BasicOrderManager _orderManager;
[TestInitialize]
public void Setup()
{
_mockLogger = new MockLogger<BasicOrderManager>();
_mockAdapter = new MockNT8OrderAdapter();
_orderManager = new BasicOrderManager(_mockLogger, _mockAdapter);
}
[TestCleanup]
public void Cleanup()
{
if (_orderManager != null)
{
_orderManager.Dispose();
}
}
[TestMethod]
public async Task SubmitOrderAsync_ValidRequest_ReturnsSuccessResult()
{
// Arrange
var request = new OrderRequest
{
Symbol = "ES",
Side = OrderSide.Buy,
Type = OrderType.Market,
Quantity = 1,
ClientOrderId = "TEST123"
};
// Act
var result = await _orderManager.SubmitOrderAsync(request);
// Assert
Assert.IsTrue(result.Success);
Assert.IsNotNull(result.OrderId);
Assert.AreEqual(request, result.Request);
Assert.AreEqual("Order submitted successfully", result.Message);
}
[TestMethod]
public async Task SubmitOrderAsync_NullRequest_ThrowsArgumentNullException()
{
// Arrange
OrderRequest request = null;
// Act & Assert
await Assert.ThrowsExceptionAsync<ArgumentNullException>(
() => _orderManager.SubmitOrderAsync(request));
}
[TestMethod]
public async Task SubmitOrderAsync_InvalidRequest_ReturnsFailureResult()
{
// Arrange
var request = new OrderRequest
{
Symbol = "", // Invalid symbol
Side = OrderSide.Buy,
Type = OrderType.Market,
Quantity = 1
};
// Act
var result = await _orderManager.SubmitOrderAsync(request);
// Assert
Assert.IsFalse(result.Success);
Assert.IsNull(result.OrderId);
}
[TestMethod]
public async Task SubmitOrderAsync_Nt8SubmissionFails_ReturnsFailureResult()
{
// Arrange
_mockAdapter.ShouldSucceed = false;
_mockAdapter.ShouldFail = true;
var request = new OrderRequest
{
Symbol = "ES",
Side = OrderSide.Buy,
Type = OrderType.Market,
Quantity = 1,
ClientOrderId = "TEST123"
};
// Act
var result = await _orderManager.SubmitOrderAsync(request);
// Assert
Assert.IsFalse(result.Success);
Assert.IsNotNull(result.OrderId); // Order ID is generated before NT8 submission
Assert.AreEqual("Order submission failed at NT8 level", result.Message);
}
[TestMethod]
public async Task ModifyOrderAsync_ValidRequest_ReturnsTrue()
{
// Arrange
var request = new OrderRequest
{
Symbol = "ES",
Side = OrderSide.Buy,
Type = OrderType.Limit,
Quantity = 1,
LimitPrice = 4000m,
ClientOrderId = "TEST123"
};
var submitResult = await _orderManager.SubmitOrderAsync(request);
var modification = new OrderModification(submitResult.OrderId)
{
NewQuantity = 2
};
// Act
var result = await _orderManager.ModifyOrderAsync(modification);
// Assert
Assert.IsTrue(result);
}
[TestMethod]
public async Task ModifyOrderAsync_NullRequest_ThrowsArgumentNullException()
{
// Arrange
OrderModification modification = null;
// Act & Assert
await Assert.ThrowsExceptionAsync<ArgumentNullException>(
() => _orderManager.ModifyOrderAsync(modification));
}
[TestMethod]
public async Task CancelOrderAsync_ValidRequest_ReturnsTrue()
{
// Arrange
var request = new OrderRequest
{
Symbol = "ES",
Side = OrderSide.Buy,
Type = OrderType.Market,
Quantity = 1,
ClientOrderId = "TEST123"
};
var submitResult = await _orderManager.SubmitOrderAsync(request);
var cancellation = new OrderCancellation(submitResult.OrderId, "Test cancellation");
// Act
var result = await _orderManager.CancelOrderAsync(cancellation);
// Assert
Assert.IsTrue(result);
}
[TestMethod]
public async Task CancelOrderAsync_NullRequest_ThrowsArgumentNullException()
{
// Arrange
OrderCancellation cancellation = null;
// Act & Assert
await Assert.ThrowsExceptionAsync<ArgumentNullException>(
() => _orderManager.CancelOrderAsync(cancellation));
}
[TestMethod]
public async Task GetOrderStatusAsync_ExistingOrder_ReturnsOrderStatus()
{
// Arrange
var request = new OrderRequest
{
Symbol = "ES",
Side = OrderSide.Buy,
Type = OrderType.Market,
Quantity = 1,
ClientOrderId = "TEST123"
};
var submitResult = await _orderManager.SubmitOrderAsync(request);
// Act
var status = await _orderManager.GetOrderStatusAsync(submitResult.OrderId);
// Assert
Assert.IsNotNull(status);
Assert.AreEqual(submitResult.OrderId, status.OrderId);
Assert.AreEqual("ES", status.Symbol);
}
[TestMethod]
public async Task GetOrderStatusAsync_NonExistentOrder_ReturnsNull()
{
// Act
var status = await _orderManager.GetOrderStatusAsync("NONEXISTENT");
// Assert
Assert.IsNull(status);
}
[TestMethod]
public async Task GetOrderStatusAsync_NullOrderId_ThrowsArgumentNullException()
{
// Act & Assert
await Assert.ThrowsExceptionAsync<ArgumentNullException>(
() => _orderManager.GetOrderStatusAsync(null));
}
[TestMethod]
public async Task GetActiveOrdersAsync_HasActiveOrders_ReturnsList()
{
// 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 activeOrders = await _orderManager.GetActiveOrdersAsync();
// Assert
Assert.IsNotNull(activeOrders);
Assert.IsTrue(activeOrders.Count >= 2);
}
[TestMethod]
public async Task GetOrdersBySymbolAsync_ValidSymbol_ReturnsFilteredOrders()
{
// 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 esOrders = await _orderManager.GetOrdersBySymbolAsync("ES");
// Assert
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
}
}
}