public SpecialLiquidationCommandsHandler(
ITradingEngine tradingEngine,
IDateService dateService,
IOrderReader orderReader,
IChaosKitty chaosKitty,
IOperationExecutionInfoRepository operationExecutionInfoRepository,
ILog log,
MarginTradingSettings marginTradingSettings,
IAssetPairsCache assetPairsCache,
IAssetPairDayOffService assetPairDayOffService,
IExchangeConnectorService exchangeConnectorService,
IIdentityGenerator identityGenerator,
IAccountsCacheService accountsCacheService)
{
_tradingEngine = tradingEngine;
_dateService = dateService;
_orderReader = orderReader;
_chaosKitty = chaosKitty;
_operationExecutionInfoRepository = operationExecutionInfoRepository;
_log = log;
_marginTradingSettings = marginTradingSettings;
_assetPairsCache = assetPairsCache;
_assetPairDayOffService = assetPairDayOffService;
_exchangeConnectorService = exchangeConnectorService;
_identityGenerator = identityGenerator;
_accountsCacheService = accountsCacheService;
}
public SnapshotService(
IScheduleSettingsCacheService scheduleSettingsCacheService,
IAccountsCacheService accountsCacheService,
IQuoteCacheService quoteCacheService,
IFxRateCacheService fxRateCacheService,
IOrderReader orderReader,
IDateService dateService,
ITradingEngineSnapshotsRepository tradingEngineSnapshotsRepository,
ISnapshotValidationService snapshotValidationService,
IQueueValidationService queueValidationService,
IMarginTradingBlobRepository blobRepository,
ILog log,
IFinalSnapshotCalculator finalSnapshotCalculator)
{
_scheduleSettingsCacheService = scheduleSettingsCacheService;
_accountsCacheService = accountsCacheService;
_quoteCacheService = quoteCacheService;
_fxRateCacheService = fxRateCacheService;
_orderReader = orderReader;
_dateService = dateService;
_tradingEngineSnapshotsRepository = tradingEngineSnapshotsRepository;
_snapshotValidationService = snapshotValidationService;
_queueValidationService = queueValidationService;
_blobRepository = blobRepository;
_log = log;
_finalSnapshotCalculator = finalSnapshotCalculator;
}
public OvernightSwapService(
IOvernightSwapCache overnightSwapCache,
IAccountAssetsCacheService accountAssetsCacheService,
IAccountsCacheService accountsCacheService,
ICommissionService commissionService,
IOvernightSwapStateRepository overnightSwapStateRepository,
IOvernightSwapHistoryRepository overnightSwapHistoryRepository,
IOrderReader orderReader,
IThreadSwitcher threadSwitcher,
IDateService dateService,
AccountManager accountManager,
MarginSettings marginSettings,
ILog log)
{
_overnightSwapCache = overnightSwapCache;
_accountAssetsCacheService = accountAssetsCacheService;
_accountsCacheService = accountsCacheService;
_commissionService = commissionService;
_overnightSwapStateRepository = overnightSwapStateRepository;
_overnightSwapHistoryRepository = overnightSwapHistoryRepository;
_orderReader = orderReader;
_threadSwitcher = threadSwitcher;
_dateService = dateService;
_accountManager = accountManager;
_marginSettings = marginSettings;
_log = log;
}
public AccountsController(IAccountsCacheService accountsCacheService,
IOrderReader orderReader,
ICqrsSender cqrsSender)
{
_accountsCacheService = accountsCacheService;
_orderReader = orderReader;
_cqrsSender = cqrsSender;
}
public OrderController(
OrderApiConfiguration configuration,
IOrderReader orderReader,
ICommandQueueClient queueClient)
{
_configuration = configuration;
_orderReader = orderReader;
_queueClient = queueClient;
}
public PendingOrdersCleaningService(ILog log, IOrderReader orderReader, ITradingEngine tradingEngine,
IAssetPairDayOffService assetDayOffService)
: base(nameof(PendingOrdersCleaningService), 60000, log)
{
_log = log;
_orderReader = orderReader;
_tradingEngine = tradingEngine;
_assetDayOffService = assetDayOffService;
}
public ShopifyServiceBusTriggerManager(IOrderReader orderReader, IOrderFilter orderCreatedFilter, IOrderToTrelloCardMapper orderMapper, TrelloClient trelloClient, ILogger <ShopifyServiceBusTriggerManager> logger, SheetsClient sheetsClient)
{
_orderReader = orderReader;
_orderCreatedFilter = orderCreatedFilter;
_orderMapper = orderMapper;
_trelloClient = trelloClient;
_logger = logger;
_sheetsClient = sheetsClient;
}
public RabbitMqNotifyService(IDateService dateService, MarginTradingSettings settings,
IIndex <string, IMessageProducer <string> > publishers, ILog log, IOrderReader orderReader)
{
_dateService = dateService;
_settings = settings;
_publishers = publishers;
_log = log;
_orderReader = orderReader;
}
public static OpenPositionContract ConvertToContract(this Position position, IOrderReader orderReader)
{
var relatedOrders = new List <RelatedOrderInfoContract>();
foreach (var relatedOrderInfo in position.RelatedOrders)
{
if (orderReader.TryGetOrderById(relatedOrderInfo.Id, out var relatedOrder))
{
relatedOrders.Add(new RelatedOrderInfoContract
{
Id = relatedOrder.Id,
Price = relatedOrder.Price ?? 0,
Type = relatedOrder.OrderType.ToType <OrderTypeContract>(),
Status = relatedOrder.Status.ToType <OrderStatusContract>(),
ModifiedTimestamp = relatedOrder.LastModified,
TrailingDistance = relatedOrder.TrailingDistance
});
}
}
return(new OpenPositionContract
{
AccountId = position.AccountId,
AssetPairId = position.AssetPairId,
CurrentVolume = position.Volume,
Direction = position.Direction.ToType <PositionDirectionContract>(),
Id = position.Id,
OpenPrice = position.OpenPrice,
OpenFxPrice = position.OpenFxPrice,
ClosePrice = position.ClosePrice,
ExpectedOpenPrice = position.ExpectedOpenPrice,
OpenTradeId = position.OpenTradeId,
OpenOrderType = position.OpenOrderType.ToType <OrderTypeContract>(),
OpenOrderVolume = position.OpenOrderVolume,
PnL = position.GetFpl(),
UnrealizedPnl = position.GetUnrealisedFpl(),
ChargedPnl = position.ChargedPnL,
Margin = position.GetMarginMaintenance(),
FxRate = position.CloseFxPrice,
FxAssetPairId = position.FxAssetPairId,
FxToAssetPairDirection = position.FxToAssetPairDirection.ToType <FxToAssetPairDirectionContract>(),
RelatedOrders = position.RelatedOrders.Select(o => o.Id).ToList(),
RelatedOrderInfos = relatedOrders,
OpenTimestamp = position.OpenDate,
ModifiedTimestamp = position.LastModified,
TradeId = position.Id,
AdditionalInfo = position.AdditionalInfo,
Status = position.Status.ToType <PositionStatusContract>(),
ForceOpen = position.ForceOpen,
TradingConditionId = position.TradingConditionId,
SwapTotal = position.SwapTotal
});
}
public PickJob(ILog logger,
IOrderReader sourceRepository,
IOrderWriter destinationRepository,
IOmsManhattanOrderMapRepository omsManhattanOrderMapRepository,
IOrderHistoryRepository orderHistoryRepository)
{
_logger = logger;
_orderHistoryRepository = orderHistoryRepository;
DestinationRepository = destinationRepository;
_omsManhattanOrderMapRepository = omsManhattanOrderMapRepository;
SourceRepository = sourceRepository;
}
public AssetPairProjection(
ITradingEngine tradingEngine,
IAssetPairsCache assetPairsCache,
IOrderReader orderReader,
IScheduleSettingsCacheService scheduleSettingsCacheService,
ILog log)
{
_tradingEngine = tradingEngine;
_assetPairsCache = assetPairsCache;
_orderReader = orderReader;
_scheduleSettingsCacheService = scheduleSettingsCacheService;
_log = log;
}
public AccountAssetsManager(
AccountAssetsCacheService accountAssetsCacheService,
IAccountAssetPairsRepository accountAssetPairsRepository,
MarginSettings settings,
IClientNotifyService clientNotifyService,
IOrderReader orderReader)
{
_accountAssetsCacheService = accountAssetsCacheService;
_pairsRepository = accountAssetPairsRepository;
_settings = settings;
_clientNotifyService = clientNotifyService;
_orderReader = orderReader;
}
public SnapshotValidationService(
ITradingEngineSnapshotsRepository tradingEngineSnapshotsRepository,
IOrdersHistoryRepository ordersHistoryRepository,
IPositionsHistoryRepository positionsHistoryRepository,
IOrderReader orderCache,
ILog log)
{
_tradingEngineSnapshotsRepository = tradingEngineSnapshotsRepository;
_ordersHistoryRepository = ordersHistoryRepository;
_positionsHistoryRepository = positionsHistoryRepository;
_orderCache = orderCache;
_log = log;
}
public AccountsController(IAccountsCacheService accountsCacheService,
IDateService dateService,
AccountManager accountManager,
IOrderReader orderReader,
TradingConditionsCacheService tradingConditionsCache,
ICqrsSender cqrsSender)
{
_accountsCacheService = accountsCacheService;
_dateService = dateService;
_accountManager = accountManager;
_orderReader = orderReader;
_tradingConditionsCache = tradingConditionsCache;
_cqrsSender = cqrsSender;
}
public BackOfficeController(
IAccountsCacheService accountsCacheService,
AccountManager accountManager,
MatchingEngineRoutesManager routesManager,
IOrderReader ordersReader,
IMarginTradingEnablingService marginTradingEnablingService)
{
_accountsCacheService = accountsCacheService;
_accountManager = accountManager;
_routesManager = routesManager;
_ordersReader = ordersReader;
_marginTradingEnablingService = marginTradingEnablingService;
}
public static OrderContract ConvertToContract(this Order order, IOrderReader orderReader)
{
var relatedOrders = new List <Order>();
foreach (var relatedOrderInfo in order.RelatedOrders)
{
if (orderReader.TryGetOrderById(relatedOrderInfo.Id, out var relatedOrder))
{
relatedOrders.Add(relatedOrder);
}
}
return(order.ConvertToContract(relatedOrders));
}
public RabbitMqNotifyService(IDateService dateService,
MarginTradingSettings settings,
ILog log,
IOrderReader orderReader,
IRabbitMqService rabbitMqService)
{
_dateService = dateService;
_settings = settings;
_log = log;
_orderReader = orderReader;
_publishers = new Dictionary <string, Lykke.RabbitMqBroker.Publisher.IMessageProducer <string> >();
RegisterPublishers(rabbitMqService);
}
public DeleteAccountsCommandsHandler(
IOrderReader orderReader,
IDateService dateService,
IAccountsCacheService accountsCacheService,
ITradingEngine tradingEngine,
IChaosKitty chaosKitty,
IOperationExecutionInfoRepository operationExecutionInfoRepository,
ILog log)
{
_orderReader = orderReader;
_dateService = dateService;
_accountsCacheService = accountsCacheService;
_tradingEngine = tradingEngine;
_chaosKitty = chaosKitty;
_operationExecutionInfoRepository = operationExecutionInfoRepository;
_log = log;
}
public SpecialLiquidationSaga(
IDateService dateService,
IChaosKitty chaosKitty,
IOperationExecutionInfoRepository operationExecutionInfoRepository,
IOrderReader orderReader,
ISpecialLiquidationService specialLiquidationService,
MarginTradingSettings marginTradingSettings,
CqrsContextNamesSettings cqrsContextNamesSettings)
{
_dateService = dateService;
_chaosKitty = chaosKitty;
_operationExecutionInfoRepository = operationExecutionInfoRepository;
_orderReader = orderReader;
_specialLiquidationService = specialLiquidationService;
_marginTradingSettings = marginTradingSettings;
_cqrsContextNamesSettings = cqrsContextNamesSettings;
}
public SnapshotService(
IScheduleSettingsCacheService scheduleSettingsCacheService,
IAccountsCacheService accountsCacheService,
IQuoteCacheService quoteCacheService,
IFxRateCacheService fxRateCacheService,
IOrderReader orderReader,
IDateService dateService,
ITradingEngineSnapshotsRepository tradingEngineSnapshotsRepository)
{
_scheduleSettingsCacheService = scheduleSettingsCacheService;
_accountsCacheService = accountsCacheService;
_quoteCacheService = quoteCacheService;
_fxRateCacheService = fxRateCacheService;
_orderReader = orderReader;
_dateService = dateService;
_tradingEngineSnapshotsRepository = tradingEngineSnapshotsRepository;
}
public PickTicketConfirmationJob(ILog logger,
IOrderReader sourceRepository,
IOrderWriter destinationRepository,
IPickTicketProcessingRepository pickTicketProcessingRepository,
IAuroraPickTicketRepository auroraPickTicketRepository,
IOmsManhattanOrderMapRepository omsManhattanOrderMapRepository,
IOrderHistoryRepository orderHistoryRepository,
ICarrierReadRepository carrierReadRepository)
{
_logger = logger;
SourceRepository = sourceRepository;
DestinationRepository = destinationRepository;
_pickTicketProcessingRepository = pickTicketProcessingRepository;
_auroraPickTicketRepository = auroraPickTicketRepository;
_omsManhattanOrderMapRepository = omsManhattanOrderMapRepository;
_orderHistoryRepository = orderHistoryRepository;
_carrierReadRepository = carrierReadRepository;
}
public ProductChangedProjection(
ITradingEngine tradingEngine,
IAssetPairsCache assetPairsCache,
IOrderReader orderReader,
IScheduleSettingsCacheService scheduleSettingsCacheService,
ITradingInstrumentsManager tradingInstrumentsManager,
IRfqService rfqService,
IRfqPauseService rfqPauseService,
MarginTradingSettings mtSettings,
ILog log,
IQuoteCacheService quoteCache)
{
_tradingEngine = tradingEngine;
_assetPairsCache = assetPairsCache;
_orderReader = orderReader;
_scheduleSettingsCacheService = scheduleSettingsCacheService;
_tradingInstrumentsManager = tradingInstrumentsManager;
_rfqService = rfqService;
_rfqPauseService = rfqPauseService;
_mtSettings = mtSettings;
_log = log;
_quoteCache = quoteCache;
}
public async void Configure(IApplicationBuilder app, IHostingEnvironment env, IOrderReader orderReader)
{
app.UseCors("CorsPolicy");
if (env.IsDevelopment())
{
app.UseDeveloperExceptionPage();
}
else
{
app.UseHsts();
}
app.UseHttpsRedirection();
app.UseMvc();
app.AddStatusEndpoint();
app.UseSwagger();
app.UseSwaggerUI(c =>
{
c.SwaggerEndpoint("/swagger/v1/swagger.json", "Orders API V1");
});
app.UseHealthChecks("/health/live", new HealthCheckOptions
{
Predicate = r => r.Name.Contains("self")
});
app.UseHealthChecks("/health/ready", new HealthCheckOptions
{
Predicate = r => r.Name.Contains("self") || r.Tags.Contains("dependency")
});
// TODO: Remove this temporary method used to prove health checks work with k8s
app.Map("/switch", appBuilder =>
{
appBuilder.Run(async context =>
{
running = !running;
await context.Response.WriteAsync($"{Environment.MachineName} running {running}");
});
});
}
public OrderService(IOrderReader orderReader)
{
_orderReader = orderReader;
}
private static string MapToFinalJson(IList <Position> positions, IOrderReader reader) => positions.Select(p => p.ConvertToSnapshotContract(reader)).ToJson();
private static string MapToFinalJson(IList <Order> orders, IOrderReader reader) => orders.Select(o => o.ConvertToSnapshotContract(reader)).ToJson();
/// <summary>
/// Convert order to a model, supposed to be used for snapshot serialization
/// </summary>
/// <param name="order">Order domain model</param>
/// <param name="status">Snapshot status</param>
/// <param name="orderReader"></param>
/// <returns></returns>
public static object ConvertToSnapshotContract(this Order order, IOrderReader orderReader, SnapshotStatus status = SnapshotStatus.Final)
{
return(status == SnapshotStatus.Draft
? (object)order
: order.ConvertToContract(orderReader));
}
/// <summary>
/// Convert position to a model, supposed to be used for snapshot serialization
/// </summary>
/// <param name="position">Position domain model</param>
/// <param name="status">Snapshot status</param>
/// <param name="orderReader"></param>
/// <returns></returns>
public static object ConvertToSnapshotContract(this Position position, IOrderReader orderReader, SnapshotStatus status = SnapshotStatus.Final)
{
return(status == SnapshotStatus.Draft
? (object)position
: position.ConvertToContract(orderReader));
}
public OrdersController(IOrderReader reader)
{
_reader = reader ?? throw new ArgumentNullException($"{GetType().Name}.Ctor - parameter {nameof(reader)} cannot be null.");
}
