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Roman Yavnikov a8b106ae3e Feat: Brokerage Cross Position Order (#8051)
* feat: TryCrossPositionOrder
feat: helper methods to CrossPosition

* refactor: get rid CrossOrder +UTests

* feat: test simulator of cross zero orders request

* remove: callback from TryCrossPositionOrder
rename: TryCrossPositionOrder -> TryCrossZeroPositionOrder
feat: handle event of CrossZeroOrder
feat: new prop in CrossZeroOrderRequest
test:feat: write working test imitate of CrossZeroOrdering and assert different params

* feat: temp collection to keep CrossZeroOrder with Lean

* refactor: flag which indicate should we place crossZero order with LeanEvent or not

* refactor: change access modifier

* fix: CrossZero tests

* refactor: property collection instead of variable

* feat: lock context of CrossZeroOrder
feat: helper method for CrossZeroCollection

* refactor: test of cross brokerage ordering

* refactor: CrossZero Brokerage

* fix: lock area

* feat: Update CrossZero Ordering
refactor: CrossZeroOrders tests

* feat: additional test case for CrossZeroOrdering

* feat: Invalid OrderStatus when FirstPart of CrossZero ordering try to place
feat: message property in CrossZeroOrderResponse
refactor: CrossBrokerageTest a little bit

* feat: PossibleUpdateCrossZeroOrder

* refactor: UpdateCrossZeroOrder

* refactor: TimeOut for resetEvent

* refactor: crossZeroOrder change DateTime UtcNow on specific time
refactor: change action scenario for Filled FirstPart of CrossZeroOrder

* refactor: change firstPartQuantityproperty to link of FirstPartOfCrossZero order completely
fix: crossZeroOrder test put orderStatus internally

* feat: additional orderType in CrossZeroOrder tests

* test:remove: not use GetOrderCrossesZero()

* refactor: extra paddings

* rename: TryGetUpdateCrossZeroOrderQuantity instead of IsPossibleUpdateCrossZeroOrder

* refactor: CrossZeroOrder process and models

* remove: interface ICrossZeroOrderRequest

* feat: TradeStation NotSupportUpdate of CrossZeroOrder quantity

* feat: add license
remove: extra validation of variable

* refactor: add validation of quantity update in TradeStationBrokerageModel

* test:feat: canUpdate of TradeStationOrder

* refactor: reuse OrderEvent when we handle FirstPartCrossZeroOrder

* remove: assignment of filled quantity of FirstPartCrossZeroOrder
2024-06-26 10:06:25 -03:00
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