def event_order_rejected(order) -> OrderRejected:
return OrderRejected(
TestStubs.account_id(),
order.cl_ord_id,
UNIX_EPOCH,
"ORDER_REJECTED",
uuid4(),
UNIX_EPOCH,
)
def event_order_rejected(order) -> OrderRejected:
return OrderRejected(
TestStubs.account_id(),
order.client_order_id,
0,
"ORDER_REJECTED",
uuid4(),
0,
)
def event_order_rejected(order) -> OrderRejected:
return OrderRejected(
account_id=TestStubs.account_id(),
client_order_id=order.client_order_id,
reason="ORDER_REJECTED",
ts_rejected_ns=0,
event_id=uuid4(),
timestamp_ns=0,
)
def test_can_apply_order_rejected_event_to_order(self):
# Arrange
order = self.order_factory.market(AUDUSD_FXCM, OrderSide.BUY,
Quantity(100000))
event = OrderRejected(self.account_id, order.id, UNIX_EPOCH,
ValidString('ORDER ID INVALID'),
GUID(uuid.uuid4()), UNIX_EPOCH)
# Act
order.apply(event)
# Assert
self.assertEqual(OrderState.REJECTED, order.state)
self.assertTrue(order.is_completed)
def test_order_rejected(self):
# Arrange
uuid = uuid4()
event = OrderRejected(
account_id=AccountId("SIM", "000"),
cl_ord_id=ClientOrderId("O-2020872378423"),
rejected_time=UNIX_EPOCH,
reason="INSUFFICIENT_MARGIN",
event_id=uuid,
event_timestamp=UNIX_EPOCH,
)
# Act
assert f"OrderRejected(account_id=SIM-000, cl_ord_id=O-2020872378423, reason='INSUFFICIENT_MARGIN', event_id={uuid})", str(
event) # noqa
assert f"OrderRejected(account_id=SIM-000, cl_ord_id=O-2020872378423, reason='INSUFFICIENT_MARGIN', event_id={uuid})", repr(
event) # noqa
def test_serialize_and_deserialize_order_rejected_events(self):
# Arrange
event = OrderRejected(
self.account_id,
ClientOrderId("O-123456"),
"ORDER_ID_INVALID",
0,
uuid4(),
0,
)
# Act
serialized = self.serializer.serialize(event)
deserialized = self.serializer.deserialize(serialized)
# Assert
assert deserialized == event