def test_cannot_cancel_filled_order():
instrument_id = "AAPL"
order_direction = OrderDirection.buy
quantity = 100
price = 10
limit_order = LimitOrder(instrument_id=instrument_id,
order_direction=order_direction,
quantity=quantity,
price=price)
limit_order.order_id = 1
limit_order.status = OrderStatus.filled
instrument_id = "AAPL"
order_id = 1
cancel_order = CancelOrder(instrument_id=instrument_id,
order_id=order_id,
order_direction=order_direction)
cancel_order.cancel_order(order=limit_order)
assert limit_order.status == OrderStatus.filled, "Test failed: order cancelled"
assert not cancel_order.cancel_success, "Test Failed: order cancelled"
pass
def add_cancel(self, order: CancelOrder) -> None:
""" Cancelling an existing order
Check all orders to find the first matching order_id and cancel it if possible.
"""
if order.order_direction == OrderDirection.buy and self.best_bid is not None:
best_bid = self.best_bid
bids = self.bids
if order.order_id == best_bid.order_id:
order.cancel_order(best_bid)
self.complete_orders.append(best_bid)
if bids:
self.best_bid = bids.pop(0)
self.attempt_match = True
else:
self.best_bid = None
elif bids:
matched_order = self.find_in_list(bids, order.order_id)
if matched_order:
bids.remove(matched_order)
self.complete_orders.append(matched_order)
order.cancel_order(matched_order)
elif order.order_direction == OrderDirection.sell and self.best_ask is not None:
best_ask = self.best_ask
asks = self.asks
if order.order_id == best_ask.order_id:
order.cancel_order(best_ask)
self.complete_orders.append(best_ask)
if self.asks:
self.best_ask = self.asks.pop(0)
self.attempt_match = True
else:
self.best_ask = None
elif asks:
matched_order = self.find_in_list(asks, order.order_id)
if matched_order:
asks.remove(matched_order)
self.complete_orders.append(matched_order)
order.cancel_order(matched_order)
return None