alpaca-cpp/tests/order_request_tests.cpp at main · SlickQuant/alpaca-cpp · GitHub

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// SPDX-License-Identifier: MIT

// https://github.com/SlickQuant/alpaca-cpp

// Offline tests for order request serialisation. Alpaca requires every numeric field as a

// decimal string and rejects scientific notation, so these assert the exact wire payload.

#include <gtest/gtest.h>

#include <alpaca/trading/locate.hpp>

#include <alpaca/trading/order.hpp>

#include <alpaca/trading/position.hpp>

#include <alpaca/trading/watchlist.hpp>

namespace alpaca::tests {

TEST(OrderRequest, MarketOrder) {

const auto j = order_request::market("AAPL", 10, order_side::buy).to_json();

EXPECT_EQ(j["symbol"], "AAPL");

EXPECT_EQ(j["side"], "buy");

EXPECT_EQ(j["type"], "market");

EXPECT_EQ(j["time_in_force"], "day");

EXPECT_EQ(j["qty"], "10");

EXPECT_FALSE(j.contains("limit_price"));

EXPECT_FALSE(j.contains("notional"));

}

TEST(OrderRequest, NotionalMarketOrder) {

const auto j = order_request::market_notional("AAPL", 500.25, order_side::buy).to_json();

EXPECT_EQ(j["notional"], "500.25");

EXPECT_FALSE(j.contains("qty"));

EXPECT_EQ(j["time_in_force"], "day");

}

TEST(OrderRequest, LimitOrderWithGtc) {

const auto j = order_request::limit("MSFT", 5, order_side::sell, 412.5,

time_in_force::gtc).to_json();

EXPECT_EQ(j["type"], "limit");

EXPECT_EQ(j["side"], "sell");

EXPECT_EQ(j["limit_price"], "412.5");

EXPECT_EQ(j["time_in_force"], "gtc");

}

TEST(OrderRequest, StopAndStopLimit) {

const auto stop = order_request::stop("AAPL", 1, order_side::sell, 90).to_json();

EXPECT_EQ(stop["type"], "stop");

EXPECT_EQ(stop["stop_price"], "90");

EXPECT_FALSE(stop.contains("limit_price"));

const auto stop_limit = order_request::stop_limit("AAPL", 1, order_side::sell, 90, 89.5).to_json();

EXPECT_EQ(stop_limit["type"], "stop_limit");

EXPECT_EQ(stop_limit["stop_price"], "90");

EXPECT_EQ(stop_limit["limit_price"], "89.5");

}

TEST(OrderRequest, TrailingStopByPriceAndPercent) {

const auto by_price = order_request::trailing_stop_price("AAPL", 1, order_side::sell, 2.5).to_json();

EXPECT_EQ(by_price["type"], "trailing_stop");

EXPECT_EQ(by_price["trail_price"], "2.5");

EXPECT_FALSE(by_price.contains("trail_percent"));

const auto by_pct = order_request::trailing_stop_percent("AAPL", 1, order_side::sell, 1.5).to_json();

EXPECT_EQ(by_pct["trail_percent"], "1.5");

EXPECT_FALSE(by_pct.contains("trail_price"));

}

TEST(OrderRequest, FractionalQuantitiesKeepTheirPrecision) {

// Fractional share quantities must survive as decimals, not become 0 or 1e-09.

const auto j = order_request::market("AAPL", 0.001, order_side::buy).to_json();

EXPECT_EQ(j["qty"], "0.001");

const auto tiny = order_request::market("BTC/USD", 0.000000001, order_side::buy).to_json();

EXPECT_EQ(tiny["qty"], "0.000000001");

}

TEST(OrderRequest, BracketOrderCarriesBothChildLegs) {

const auto j = order_request::bracket(

order_request::limit("AAPL", 10, order_side::buy, 100, time_in_force::gtc),

110.0, // take profit

90.0 // stop loss

).to_json();

EXPECT_EQ(j["order_class"], "bracket");

EXPECT_EQ(j["limit_price"], "100");

ASSERT_TRUE(j.contains("take_profit"));

EXPECT_EQ(j["take_profit"]["limit_price"], "110");

ASSERT_TRUE(j.contains("stop_loss"));

EXPECT_EQ(j["stop_loss"]["stop_price"], "90");

EXPECT_FALSE(j["stop_loss"].contains("limit_price"));

}

TEST(OrderRequest, BracketWithStopLimitChild) {

const auto j = order_request::bracket(

order_request::limit("AAPL", 10, order_side::buy, 100), 110.0, 90.0, 89.0).to_json();

EXPECT_EQ(j["stop_loss"]["stop_price"], "90");

EXPECT_EQ(j["stop_loss"]["limit_price"], "89");

}

TEST(OrderRequest, MultiLegOmitsTopLevelSymbolAndSide) {

// mleg orders carry symbol/side per leg; sending a top-level symbol makes Alpaca reject them.

const auto j = order_request::multi_leg({

{"AAPL240628C00200000", 1, order_side::buy, position_intent::buy_to_open},

{"AAPL240628C00210000", 1, order_side::sell, position_intent::sell_to_open},

}, 1).to_json();

EXPECT_EQ(j["order_class"], "mleg");

EXPECT_FALSE(j.contains("symbol"));

EXPECT_FALSE(j.contains("side"));

EXPECT_EQ(j["qty"], "1");

ASSERT_TRUE(j.contains("legs"));

ASSERT_EQ(j["legs"].size(), 2u);

EXPECT_EQ(j["legs"][0]["symbol"], "AAPL240628C00200000");

EXPECT_EQ(j["legs"][0]["ratio_qty"], "1");

EXPECT_EQ(j["legs"][0]["side"], "buy");

EXPECT_EQ(j["legs"][0]["position_intent"], "buy_to_open");

EXPECT_EQ(j["legs"][1]["side"], "sell");

}

TEST(OrderRequest, OptionalFlagsOnlyAppearWhenSet) {

order_request r = order_request::limit("AAPL", 1, order_side::buy, 100);

EXPECT_FALSE(r.to_json().contains("extended_hours"));

EXPECT_FALSE(r.to_json().contains("client_order_id"));

EXPECT_FALSE(r.to_json().contains("position_intent"));

r.extended_hours = true;

r.client_order_id = "my-id-123";

r.position_intent = position_intent::buy_to_open;

const auto j = r.to_json();

EXPECT_EQ(j["extended_hours"], true);

EXPECT_EQ(j["client_order_id"], "my-id-123");

EXPECT_EQ(j["position_intent"], "buy_to_open");

}

TEST(ReplaceOrderRequest, SerialisesOnlySetFields) {

replace_order_request r;

EXPECT_TRUE(r.to_json().empty());

r.qty = 5;

r.limit_price = 101.25;

const auto j = r.to_json();

EXPECT_EQ(j.size(), 2u);

EXPECT_EQ(j["qty"], "5");

EXPECT_EQ(j["limit_price"], "101.25");

EXPECT_FALSE(j.contains("stop_price"));

}

TEST(OrderQuery, BuildsFilters) {

order_query q;

q.status = order_status_filter::open;

q.limit = 100;

q.direction = sort_direction::desc;

q.nested = true;

q.symbols = {"AAPL", "MSFT"};

EXPECT_EQ(q.build().str(),

"?status=open&limit=100&direction=desc&nested=true&symbols=AAPL%2CMSFT");

}

TEST(OrderQuery, DefaultQueryIsEmpty) {

EXPECT_TRUE(order_query{}.build().empty());

}

TEST(ClosePositionRequest, BuildsQuantitySelector) {

close_position_request r;

EXPECT_TRUE(r.build().empty());

r.qty = 5;

EXPECT_EQ(r.build().str(), "?qty=5");

close_position_request pct;

pct.percentage = 50;

EXPECT_EQ(pct.build().str(), "?percentage=50");

}

TEST(WatchlistRequest, Serialises) {

const watchlist_request r{"My List", {"AAPL", "MSFT"}};

const auto j = r.to_json();

EXPECT_EQ(j["name"], "My List");

ASSERT_EQ(j["symbols"].size(), 2u);

EXPECT_EQ(j["symbols"][0], "AAPL");

}

TEST(LocateRequest, Serialises) {

locate_request r;

r.symbol = "GME";

r.requested_qty = 100;

r.limit_price = 0.25;

const auto j = r.to_json();

EXPECT_EQ(j["symbol"], "GME");

EXPECT_EQ(j["requested_qty"], 100);

EXPECT_EQ(j["limit_price"], "0.25");

EXPECT_FALSE(j.contains("all_or_none"));

}

} // namespace alpaca::tests

alpaca-cpp/tests/order_request_tests.cpp at main · SlickQuant/alpaca-cpp · GitHub

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