root
45 lines
1.4 KiB
Python
45 lines
1.4 KiB
Python
from __future__ import annotations
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from cerbero_mcp.exchanges.ibkr.orders_complex import (
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OrderSpec,
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build_bracket_payload,
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build_oco_payload,
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)
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def test_bracket_three_legs_with_oca():
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payload = build_bracket_payload(
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conid=42, sec_type="STK", side="BUY", qty=10,
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entry_price=150.0, stop_loss=145.0, take_profit=160.0,
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tif="GTC", exchange="SMART",
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)
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assert "orders" in payload
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legs = payload["orders"]
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assert len(legs) == 3
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oca = legs[0].get("ocaGroup")
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assert oca and all(l.get("ocaGroup") == oca for l in legs[1:])
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assert legs[0]["orderType"] == "LMT"
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assert legs[0]["price"] == 150.0
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assert legs[0]["side"] == "BUY"
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assert legs[1]["side"] == "SELL"
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assert legs[2]["side"] == "SELL"
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assert legs[1]["orderType"] == "STP"
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assert legs[1]["auxPrice"] == 145.0
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assert legs[2]["orderType"] == "LMT"
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assert legs[2]["price"] == 160.0
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def test_oco_oca_group_and_type():
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legs = [
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OrderSpec(conid=1, sec_type="STK", side="BUY", qty=1,
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order_type="LMT", price=100),
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OrderSpec(conid=1, sec_type="STK", side="BUY", qty=1,
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order_type="LMT", price=110),
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]
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payload = build_oco_payload(legs)
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assert len(payload["orders"]) == 2
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oca = payload["orders"][0]["ocaGroup"]
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for o in payload["orders"]:
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assert o["ocaGroup"] == oca
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assert o["ocaType"] == 1
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