Use order instance converted from json to access order properties (#15)

This helps avoiding manually getting and using properties that might not be defined for some order types.

QuantConnect.OandaBrokerage.Tests/OandaBrokerageAdditionalTests.cs

@@ -0,0 +1,60 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using NUnit.Framework;
+using QuantConnect.Brokerages.Oanda;
+using QuantConnect.Configuration;
+using QuantConnect.Lean.Engine.DataFeeds;
+using Environment = QuantConnect.Brokerages.Oanda.Environment;
+
+namespace QuantConnect.Tests.Brokerages.Oanda
+{
+    [TestFixture]
+    public class OandaBrokerageAdditionalTests
+    {
+        [Test]
+        [Explicit("This test will only pass if the Practice account at least one open order all of them are of a supported type")]
+        public void GetsOpenOrders()
+        {
+            var brokerage = CreateBrokerage();
+            var openOrders = brokerage.GetOpenOrders();
+            Assert.That(openOrders, Is.Not.Null.And.Not.Empty);
+        }
+
+        [Test]
+        [Explicit("This test will only pass if the Practice account has an open order of an unsupported type, like STOP_LOSS")]
+        public void ThrowsOnUnsupportedOpenOrders()
+        {
+            var brokerage = CreateBrokerage();
+            Assert.Throws<NotSupportedException>(() => brokerage.GetOpenOrders());
+        }
+
+        private OandaBrokerage CreateBrokerage()
+        {
+            var environment = Config.Get("oanda-environment").ConvertTo<Environment>();
+            var accessToken = Config.Get("oanda-access-token");
+            var accountId = Config.Get("oanda-account-id");
+            var aggregator = new AggregationManager();
+
+            var brokerage =new OandaBrokerage(new OrderProvider(), new SecurityProvider(), aggregator, environment, accessToken, accountId);
+
+            brokerage.Connect();
+            Assert.IsTrue(brokerage.IsConnected);
+
+            return brokerage;
+        }
+    }
+}

QuantConnect.OandaBrokerage/OandaRestApiV20.cs

@@ -603,36 +603,40 @@ private string Authorization
         /// </summary>
         private Order ConvertOrder(JToken order)
         {
-            var type = order["type"].ToString();
+            Symbol getSymbol(string instrument)
+            {
+                var securityType = SymbolMapper.GetBrokerageSecurityType(instrument);
+                return SymbolMapper.GetLeanSymbol(instrument, securityType, Market.Oanda);
+            }
 
+            var type = order["type"].ToString();
             Order qcOrder;
 
-            var instrument = order["instrument"].ToString();
-            var id = order["id"].ToString();
-            var units = order["units"].ConvertInvariant<decimal>();
-            var createTime = order["createTime"].ToString();
-            var securityType = SymbolMapper.GetBrokerageSecurityType(instrument);
-            var symbol = SymbolMapper.GetLeanSymbol(instrument, securityType, Market.Oanda);
-            var time = GetTickDateTimeFromString(createTime);
-            var quantity = units;
-
             switch (type)
             {
                 case "MARKET_IF_TOUCHED":
                     var stopOrder = order.ToObject<MarketIfTouchedOrder>();
-                    qcOrder = new StopMarketOrder(symbol, quantity, stopOrder.Price.ToDecimal(), time);
+                    qcOrder = new StopMarketOrder(getSymbol(stopOrder.Instrument),
+                        stopOrder.Units.ConvertInvariant<decimal>(),
+                        stopOrder.Price.ConvertInvariant<decimal>(),
+                        GetTickDateTimeFromString(stopOrder.CreateTime));
                     break;
 
                 case "LIMIT":
                     var limitOrder = order.ToObject<OandaLimitOrder>();
-                    qcOrder = new LimitOrder(symbol, quantity, limitOrder.Price.ToDecimal(), time);
+                    qcOrder = new LimitOrder(getSymbol(limitOrder.Instrument),
+                        limitOrder.Units.ConvertInvariant<decimal>(),
+                        limitOrder.Price.ConvertInvariant<decimal>(),
+                        GetTickDateTimeFromString(limitOrder.CreateTime));
                     break;
 
                 case "STOP":
                     var stopLimitOrder = order.ToObject<StopOrder>();
-                    var price = stopLimitOrder.Price.ConvertInvariant<decimal>();
-                    var limitPrice = stopLimitOrder.PriceBound.ConvertInvariant<decimal>();
-                    qcOrder = new StopLimitOrder(symbol, quantity, price, limitPrice, time);
+                    qcOrder = new StopLimitOrder(getSymbol(stopLimitOrder.Instrument),
+                        stopLimitOrder.Units.ConvertInvariant<decimal>(),
+                        stopLimitOrder.Price.ConvertInvariant<decimal>(),
+                        stopLimitOrder.PriceBound.ConvertInvariant<decimal>(),
+                        GetTickDateTimeFromString(stopLimitOrder.CreateTime));
                     break;
 
                 case "MARKET":
@@ -645,7 +649,7 @@ private Order ConvertOrder(JToken order)
             }
 
             qcOrder.Status = OrderStatus.None;
-            qcOrder.BrokerId.Add(id);
+            qcOrder.BrokerId.Add(order["id"].ToString());
 
             var gtdTime = order["gtdTime"];
             if (gtdTime != null)