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TT brokerage model: Fix StopLimit price validation #9142

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Merged
Martin-Molinero merged 1 commit into from
Dec 19, 2025
Merged

TT brokerage model: Fix StopLimit price validation #9142

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2 changes: 1 addition & 1 deletion Common/Brokerages/TradingTechnologiesBrokerageModel.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -140,7 +140,7 @@ public override bool CanSubmitOrder(Security security, Order order, out Brokerag
var stopLimit = order as StopLimitOrder;
if (stopLimit != null)
{
return IsValidOrderPrices(security, OrderType.StopMarket, stopLimit.Direction, stopLimit.StopPrice, stopLimit.LimitPrice, ref message);
return IsValidOrderPrices(security, OrderType.StopLimit, stopLimit.Direction, stopLimit.StopPrice, stopLimit.LimitPrice, ref message);
}

return true;
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63 changes: 42 additions & 21 deletions Tests/Common/Brokerages/BrokerageModelTests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -276,10 +276,10 @@ def GetFillModel(self, security):
Assert.AreEqual(typeof(ImmediateFillModel), fillModel.GetType());
var order = new Mock<MarketOrder>();
var subscriptionDataConfigProvider = new Mock<ISubscriptionDataConfigProvider>();
var securitiesForOrders = new Dictionary<Order, Security>() { { order.Object, security} };
var securitiesForOrders = new Dictionary<Order, Security>() { { order.Object, security } };
var fillModelParameters = new FillModelParameters(security, order.Object, subscriptionDataConfigProvider.Object, TimeSpan.Zero, securitiesForOrders);
var result = fillModel.Fill(fillModelParameters);
foreach( var entry in result)
foreach (var entry in result)
{
Assert.AreEqual(OrderStatus.Filled, entry.Status);
}
Expand Down Expand Up @@ -664,6 +664,27 @@ def GetMarginInterestRateModel(self, security):
}
}

[Test]
public void TradingTechnologiesBrokerageModelValidatesStopLimitOrders()
{
var model = new TradingTechnologiesBrokerageModel();
var symbol = Symbols.Future_CLF19_Jan2019;
var security = GetSecurity(symbol);
security.SetMarketPrice(new Tick(DateTime.UtcNow, symbol, 4500m, 4500m));

var invalidStopLimit = new StopLimitOrder
{
Symbol = symbol,
Quantity = 1,
StopPrice = 4510m,
LimitPrice = 4505m
};

var canSubmit = model.CanSubmitOrder(security, invalidStopLimit, out var message);
Assert.IsFalse(canSubmit);
StringAssert.Contains("StopLimit Buy limit price must be greater than or equal to stop price", message.Message);
}

[TestCase(BrokerageName.Alpaca, OrderType.MarketOnOpen, 10, -15, false)]
[TestCase(BrokerageName.Alpaca, OrderType.MarketOnOpen, 10, -10, true)]
[TestCase(BrokerageName.Alpaca, OrderType.MarketOnClose, 10, -15, false)]
Expand Down Expand Up @@ -847,25 +868,25 @@ private static TestCaseData[] GetBrokerageNameTestCases()
};
}

private class CustomInteractiveBrokersBrokerageModel : InteractiveBrokersBrokerageModel {}
private class CustomTradierBrokerageModel : TradierBrokerageModel {}
private class CustomOandaBrokerageModel : OandaBrokerageModel {}
private class CustomFxcmBrokerageModel : FxcmBrokerageModel {}
private class CustomBitfinexBrokerageModel : BitfinexBrokerageModel {}
private class CustomBinanceUSBrokerageModel : BinanceUSBrokerageModel {}
private class CustomBinanceBrokerageModel : BinanceBrokerageModel {}
private class CustomCoinbaseBrokerageModel : CoinbaseBrokerageModel {}
private class CustomAlphaStreamsBrokerageModel : AlphaStreamsBrokerageModel {}
private class CustomZerodhaBrokerageModel : ZerodhaBrokerageModel {}
private class CustomAxosBrokerageModel : AxosClearingBrokerageModel {}
private class CustomTradingTechnologiesBrokerageModel : TradingTechnologiesBrokerageModel {}
private class CustomSamcoBrokerageModel : SamcoBrokerageModel {}
private class CustomKrakenBrokerageModel : KrakenBrokerageModel {}
private class CustomExanteBrokerageModel : ExanteBrokerageModel {}
private class CustomFTXUSBrokerageModel : FTXUSBrokerageModel {}
private class CustomFTXBrokerageModel : FTXBrokerageModel {}
private class CustomBybitBrokerageModel : BybitBrokerageModel { }
private class CustomDefaultBrokerageModel : DefaultBrokerageModel {}
private class CustomInteractiveBrokersBrokerageModel : InteractiveBrokersBrokerageModel { }
private class CustomTradierBrokerageModel : TradierBrokerageModel { }
private class CustomOandaBrokerageModel : OandaBrokerageModel { }
private class CustomFxcmBrokerageModel : FxcmBrokerageModel { }
private class CustomBitfinexBrokerageModel : BitfinexBrokerageModel { }
private class CustomBinanceUSBrokerageModel : BinanceUSBrokerageModel { }
private class CustomBinanceBrokerageModel : BinanceBrokerageModel { }
private class CustomCoinbaseBrokerageModel : CoinbaseBrokerageModel { }
private class CustomAlphaStreamsBrokerageModel : AlphaStreamsBrokerageModel { }
private class CustomZerodhaBrokerageModel : ZerodhaBrokerageModel { }
private class CustomAxosBrokerageModel : AxosClearingBrokerageModel { }
private class CustomTradingTechnologiesBrokerageModel : TradingTechnologiesBrokerageModel { }
private class CustomSamcoBrokerageModel : SamcoBrokerageModel { }
private class CustomKrakenBrokerageModel : KrakenBrokerageModel { }
private class CustomExanteBrokerageModel : ExanteBrokerageModel { }
private class CustomFTXUSBrokerageModel : FTXUSBrokerageModel { }
private class CustomFTXBrokerageModel : FTXBrokerageModel { }
private class CustomBybitBrokerageModel : BybitBrokerageModel { }
private class CustomDefaultBrokerageModel : DefaultBrokerageModel { }

private static TestCaseData[] GetCustomBrokerageNameTestCases()
{
Expand Down
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