public async Task WhenPositionFilledRecordTradeExitAsync()
{
// Arrange
const double FillPrice = 10;
const ushort Quantity = 1000;
var tradeRecordingService = Substitute.For <ITradeRecordingService>();
var position = new PositionItem
{
Quantity = Quantity,
Symbol = new Symbol
{
Code = Symbol
}
};
var vm = GetVm(tradeRecordingService: tradeRecordingService);
vm.Positions.Add(position);
// Act
var msg = new OrderStatusEventArgs(1, BrokerConstants.OrderStatus.Filled, Quantity, 0, FillPrice, 0, 0, FillPrice, 0, null);
var message = new OrderStatusChangedMessage(Symbol, msg);
Messenger.Default.Send(message, OrderStatusChangedMessage.Tokens.Positions);
// Assert
await tradeRecordingService.Received().ExitTradeAsync(
Arg.Is <PositionItem>(x => x == position),
Arg.Is <OrderStatusChangedMessage>(x => x == message));
}
private bool BasicCheck(OrderStatusChangedMessage m, OrderStatusEnum status)
{
return(
m.PartnerId == partnerId &&
m.PurchaseOrderNumber == purchaseOrderNumber &&
m.Status == status
);
}
private Task CloseOpenTradeAsync(Trade trade, OrderStatusChangedMessage message)
{
trade.ExitTimeStamp = DateTime.UtcNow;
trade.ExitPrice = message.Message.AvgFillPrice;
trade.ProfitLoss = trade.CalculateProfitLoss();
return(_tradeRepository.UpdateAsync(trade));
}
public void PublishOrderStatusChangedMessage(int productId, int quantity, string topic)
{
var message = new OrderStatusChangedMessage
{
ProductId = productId, Quantity = quantity
};
bus.Publish(message, topic);
}
public void PublishOrderStatusChangedMessage(List <ProductOrder> products, string topic)
{
var message = new OrderStatusChangedMessage
{
orderLine = products
};
bus.Publish(message, topic);
}
public void PublishOrderStatusChangedMessage(int customerId, IEnumerable <Order.OrderLine> orderLines, string topic)
{
var message = new OrderStatusChangedMessage
{
CustomerID = customerId,
OrderLines = orderLines
};
bus.Publish(message, topic);
}
public void PublishOrderStatusChangedMessage(int?customerId, IList <OrderLine> orderLines, string topic)
{
var message = new OrderStatusChangedMessage
{
CustomerId = customerId,
OrderLines = orderLines
};
bus.Publish(message, topic);
}
private bool Check(OrderStatusChangedMessage m, OrderStatusEnum status)
{
return(
m.PartnerId == partnerId &&
m.PurchaseOrderNumber == purchaseOrderNumber &&
m.Status == status &&
m.OrderLines.Count == 1 &&
m.OrderLines[0].ProductId == productId &&
m.OrderLines[0].Quantity == quantity
);
}
private void HandleCustomerCreditStandingGood(OrderStatusChangedMessage message)
{
using (var scope = provider.CreateScope())
{
var services = scope.ServiceProvider;
var customerRepos = services.GetService <IRepository <Customer> >();
var localCustomer = customerRepos.Get(message.CustomerID);
localCustomer.CreditStanding = true;
customerRepos.Edit(localCustomer);
}
}
private void RemoveReservedItems(OrderStatusChangedMessage message)
{
using (var scope = provider.CreateScope())
{
var services = scope.ServiceProvider;
var productRepos = services.GetService <IRepository <Product> >();
foreach (var item in message.orderLine)
{
var product = productRepos.Get(item.ProductId);
product.ItemsReserved -= item.Quantity;
productRepos.Edit(product);
}
}
}
//Handle SHIPPED order
private void HandleOrderShipped(OrderStatusChangedMessage message)
{
using (var scope = provider.CreateScope())
{
var services = scope.ServiceProvider;
var productRepos = services.GetService <IRepository <Product> >();
foreach (var orderLine in message.OrderLines)
{
var product = productRepos.Get(orderLine.ProductId);
product.ItemsReserved -= orderLine.Quantity;
productRepos.Edit(product);
}
}
}
private void ReserveItems(OrderStatusChangedMessage message)
{
// A service scope is created to get an instance of the product repository.
// When the service scope is disposed, the product repository instance will
// also be disposed.
using (var scope = provider.CreateScope())
{
var services = scope.ServiceProvider;
var productRepos = services.GetService <IRepository <Product> >();
// Reserve items of ordered product (should be a single transaction)
// Beware that this operation is not idempotent.
var product = productRepos.Get(message.ProductId);
product.ItemsReserved += message.Quantity;
productRepos.Edit(product);
}
}
public bool IsInStock(Order order)
{
RestClient client = new RestClient("http://productapi/api/products/CheckIfInStock");
var orderLines = new OrderStatusChangedMessage {
OrderLines = order.OrderLines
};
var request = new RestRequest(Method.PUT);
request.AddJsonBody(orderLines.OrderLines);
var response = client.Execute(request);
//var response = bus.Request<OrderStatusChangedMessage, IsInSockRequest>(orderLines);
var boo = bool.Parse(response.Content);
return(boo);
}
private void HandleOrderCompleted(OrderStatusChangedMessage message)
{
// A service scope is created to get an instance of the product repository.
// When the service scope is disposed, the product repository instance will
// also be disposed.
using (var scope = provider.CreateScope())
{
var services = scope.ServiceProvider;
var productRepos = services.GetService <IRepository <Product> >();
foreach (var orderLine in message.OrderLines)
{
var product = productRepos.Get(orderLine.ProductId);
product.ItemsReserved += orderLine.Quantity;
product.ItemsInStock -= orderLine.Quantity;
productRepos.Edit(product);
}
}
}
public async Task WhenOrderStatusChangedAndNotFilledDoNotRecordTradeExitAsync()
{
// Arrange
const double FillPrice = 10;
const ushort Quantity = 1000;
var tradeRecordingService = Substitute.For <ITradeRecordingService>();
GetVm(tradeRecordingService: tradeRecordingService);
// Act
var msg = new OrderStatusEventArgs(1, BrokerConstants.OrderStatus.Cancelled, Quantity, 0, FillPrice, 0, 0, FillPrice, 0, null);
var message = new OrderStatusChangedMessage(Symbol, msg);
Messenger.Default.Send(message, OrderStatusChangedMessage.Tokens.Positions);
// Assert
await tradeRecordingService.DidNotReceive().ExitTradeAsync(
Arg.Any <PositionItem>(),
Arg.Any <OrderStatusChangedMessage>());
}
private IsInSockRequest HandleCheckIfInStock(OrderStatusChangedMessage message)
{
using (var scope = provider.CreateScope())
{
var services = scope.ServiceProvider;
var productRepos = services.GetService <IRepository <Product> >();
foreach (var orderLine in message.OrderLines)
{
var product = productRepos.Get(orderLine.ProductId);
if (product.ItemsInStock < orderLine.Quantity)
{
return(new IsInSockRequest {
isInStock = false
});
}
}
}
return(new IsInSockRequest {
isInStock = true
});
}
public async Task ExitTradeAsync(PositionItem position, OrderStatusChangedMessage message)
{
var trade = _trades.SingleOrDefault(x => x.Symbol == message.Symbol);
if (trade == null || !position.IsOpen)
{
Log.Debug("Could not find open trade or position for {0}", message.Symbol);
return;
}
var exit = new Exit {
Trade = trade
};
MapMessageDetails(exit, message);
await _tradeRepository.AddExitAsync(exit).ConfigureAwait(false);
if (!AnyRemainingShares(message))
{
await CloseOpenTradeAsync(trade, message).ConfigureAwait(false);
}
}
private bool BasicCheck(OrderStatusChangedMessage m, OrderStatusEnum status)
{
return (
m.PartnerId == partnerId &&
m.PurchaseOrderNumber == purchaseOrderNumber &&
m.Status == status
);
}
private bool Check(OrderStatusChangedMessage m, OrderStatusEnum status)
{
return (
m.PartnerId == partnerId &&
m.PurchaseOrderNumber == purchaseOrderNumber &&
m.Status == status &&
m.OrderLines.Count == 1 &&
m.OrderLines[0].ProductId == productId &&
m.OrderLines[0].Quantity == quantity
);
}
private bool AnyRemainingShares(OrderStatusChangedMessage message)
{
return(message.Message.Remaining != 0);
}
private void MapMessageDetails(Exit exit, OrderStatusChangedMessage message)
{
exit.Quantity = Convert.ToUInt16(message.Message.Filled);
exit.Price = message.Message.AvgFillPrice;
exit.TimeStamp = DateTime.UtcNow;
}
