public void StoreTrade(TradeDto trade)
{
lock (_trades)
{
_trades.Enqueue(trade);
}
}
public void StoreTrade(TradeDto trade)
{
lock (_allTrades)
{
_allTrades.Add(trade);
}
}
public Task Publish(TradeDto trade)
{
if (_contextHolder.BlotterHubClients == null) return Task.FromResult(false);
Log.InfoFormat("Broadcast new trade to blotters: {0}", trade);
return _contextHolder.BlotterHubClients.Group(BlotterHub.BlotterGroupName).OnNewTrade(new []{trade});
}
public void StoreTrade(TradeDto trade)
{
lock (_trades)
{
_trades.Enqueue(trade);
if (_trades.Count > MaxTrades)
{
_trades.Dequeue();
}
}
}
public ITrade Create(TradeDto trade)
{
return new Trade(
trade.CurrencyPair,
trade.Direction == DirectionDto.Buy ? Direction.BUY : Direction.SELL,
trade.Notional,
trade.DealtCurrency,
trade.SpotRate,
trade.Status == TradeStatusDto.Done ? TradeStatus.Done : TradeStatus.Rejected,
trade.TradeDate,
trade.TradeId,
trade.TraderName,
trade.ValueDate);
}
public void OnTrade(TradeDto trade)
{
_eventLoopScheduler.Schedule(() =>
{
CurrencyPairTracker currencyPairTracker;
var currencyPair = trade.CurrencyPair;
currencyPairTracker = GetTrackerFor(currencyPair);
currencyPairTracker.OnTrade(trade, _priceCache);
PublishPositionReport();
});
}
public async Task<TradeDto> Execute(TradeRequestDto tradeRequest, string user)
{
var status = TradeStatusDto.Done;
switch (tradeRequest.Symbol)
{
case "EURJPY":
await Task.Delay(TimeSpan.FromSeconds(5));
break;
case "GBPUSD":
await Task.Delay(TimeSpan.FromSeconds(1.5));
break;
default:
await Task.Delay(TimeSpan.FromSeconds(.5));
break;
}
if (tradeRequest.Symbol == "GBPJPY")
{
status = TradeStatusDto.Rejected;
}
var trade = new TradeDto
{
CurrencyPair = tradeRequest.Symbol,
Direction = tradeRequest.Direction,
Notional = tradeRequest.Notional,
SpotRate = tradeRequest.SpotRate,
Status = status,
TradeDate = DateTime.UtcNow,
ValueDate = tradeRequest.ValueDate,
TradeId = Interlocked.Increment(ref _tradeId),
TraderName = user,
DealtCurrency = tradeRequest.DealtCurrency
};
_tradeRepository.StoreTrade(trade);
_analyticsService.OnTrade(trade);
// publish trade asynchronously
await _blotterPublisher.Publish(trade);
return trade;
}
public void OnTrade(TradeDto trade, IDictionary<string, PriceDto> priceCache)
{
if (trade.Status != TradeStatusDto.Done)
return;
if (trade.Direction == DirectionDto.Buy)
{
_baseTradedAmount += trade.Notional;
_counterTradedAmount += (trade.Notional*trade.SpotRate);
}
else
{
_baseTradedAmount -= trade.Notional;
_counterTradedAmount -= (trade.Notional * trade.SpotRate);
}
_tradeCount++;
OnPrice(priceCache, true);
}