public OrderGraphType(
IFinancialInstrumentRepository instrumentsRepository,
IMarketRepository marketRepository,
IBrokerRepository brokerRepository,
IOrderRepository orderRepository,
IDataLoaderContextAccessor dataLoader)
{
this.AuthorizeWith(PolicyManifest.UserPolicy);
this.Field(i => i.Id).Description("Primary key");
this.Field <MarketGraphType>(
"market",
"Market associated with the order",
resolve: context =>
{
var loader = dataLoader.Context.GetOrAddLoader(
$"GetMarketById-{context.Source.MarketId}",
async() => await marketRepository.GetById(context.Source.MarketId));
return(loader.LoadAsync());
});
this.Field <BrokerGraphType>(
"broker",
"Broker",
resolve: context =>
{
var loader = dataLoader.Context.GetOrAddLoader(
$"GetBrokerById-{context.Source.BrokerId}",
async() => await brokerRepository.GetById(context.Source.BrokerId));
return(loader.LoadAsync());
});
this.Field(i => i.SecurityId, true).Description("Security Id");
this.Field <FinancialInstrumentGraphType>(
"financialInstrument",
"Instrument subject to trading in the order",
resolve: context =>
{
var loader = dataLoader.Context.GetOrAddLoader(
$"GetFinancialInstrumentById-{context.Source.SecurityId}",
async() => context.Source.SecurityId.HasValue
? await instrumentsRepository.GetById(context.Source.SecurityId.Value)
: null);
return(loader.LoadAsync());
});
this.Field(i => i.ClientOrderId, true).Description("Client Order Id");
this.Field(i => i.OrderVersion, true).Description("Order version");
this.Field(i => i.OrderVersionLinkId, true).Description("Order version link id");
this.Field(i => i.OrderGroupId, true).Description("Order group id");
this.Field(i => i.OrderType, true).Description("Order type");
this.Field(i => i.Direction, true).Description("Order direction");
this.Field <OrderDatesGraphType>().Name("orderDates")
.Description("Dates of key events in the order life cycle");
this.Field <OrderManagementSystemGraphType>().Name("oms").Description("Order Management System data");
this.Field <OrderTypeGraphType>().Name("orderTypes")
.Description("Order type delivered to market i.e. market/limit etc");
this.Field <OrderDirectionGraphType>().Name("orderDirection")
.Description("Order direction such as buy/sell short/cover");
this.Field(i => i.Currency, true).Description("Order currency values are denominated in");
this.Field(i => i.SettlementCurrency, true).Description("Order settlement currency");
this.Field(i => i.CleanDirty, true).Description(
"Order values quoted clean or dirty (fixed income with or without accrued interest)");
this.Field(i => i.AccumulatedInterest, true).Description("Accumulated interest");
this.Field(i => i.LimitPrice, true).Description("Order limit price (if applicable)");
this.Field(i => i.AverageFillPrice, true).Description("Order average fill price");
this.Field(i => i.OrderedVolume, true).Description("Order volume ordered");
this.Field(i => i.FilledVolume, true)
.Description("Order actual filled volume can be larger or smaller than ordered volume");
this.Field <TraderGraphType>().Name("trader").Description("Trader handling the order salient properties");
this.Field(i => i.ClearingAgent, true).Description("Clearing agent used for the trade");
this.Field(i => i.DealingInstructions, true).Description("Instructions for dealer");
this.Field(i => i.OptionStrikePrice, true).Description("The strike price of the option instrument");
this.Field(i => i.OptionExpirationDate, true).Type(new DateTimeGraphType())
.Description("The expiration date of the option instrument");
this.Field(i => i.OptionEuropeanAmerican, true).Description("The category of the option. European or American");
this.Field(i => i.CreatedDate).Type(new DateTimeGraphType())
.Description("The date the system created the order on");
this.Field(i => i.LifeCycleStatus, true).Description("The order status within the life cycle");
this.Field(i => i.Live).Description("Order is live, therefore has corresponding order allocations");
this.Field(i => i.Autoscheduled).Description("Order has been autoscheduled");
this.Field <ListGraphType <FundGraphType> >(
"fund",
"The fund the order was allocated to",
resolve: context =>
{
IQueryable <IOrdersAllocation> FundNameQuery(IQueryable <IOrdersAllocation> i)
{
return(i.Where(x => x.Fund == context.Source.Fund));
}
var loader = dataLoader.Context.GetOrAddLoader(
$"GetFundById-{context.Source.Fund}",
() => orderRepository.QueryFund(FundNameQuery));
return(loader.LoadAsync());
});
this.Field <ListGraphType <StrategyGraphType> >(
"strategy",
"The strategy the order was allocated to",
resolve: context =>
{
IQueryable <IOrdersAllocation> StrategyNameQuery(IQueryable <IOrdersAllocation> i)
{
return(i.Where(x => x.Strategy == context.Source.Strategy));
}
var loader = dataLoader.Context.GetOrAddLoader(
$"GetStrategyById-{context.Source.Strategy}",
() => orderRepository.QueryStrategy(StrategyNameQuery));
return(loader.LoadAsync());
});
this.Field <ListGraphType <ClientAccountGraphType> >(
"clientAccount",
"The client account the order was allocated to",
resolve: context =>
{
IQueryable <IOrdersAllocation> ClientAccountQuery(IQueryable <IOrdersAllocation> i)
{
return(i.Where(x => x.ClientAccountId == context.Source.ClientAccount));
}
var loader = dataLoader.Context.GetOrAddLoader(
$"GetClientAccountById-{context.Source.ClientAccount}",
() => orderRepository.QueryClientAccount(ClientAccountQuery));
return(loader.LoadAsync());
});
this.Field <ListGraphType <OrderAllocationGraphType> >(
"orderAllocations",
resolve: context =>
{
IQueryable <IOrdersAllocation> OrderAllocationsQuery(IQueryable <IOrdersAllocation> i)
{
return(i.Where(x => x.OrderId == context.Source.ClientOrderId));
}
var loader = dataLoader.Context.GetOrAddLoader(
$"GetOrderAllocationsByClientOrderId-{context.Source.ClientOrderId}",
() => orderRepository.QueryAllocations(OrderAllocationsQuery));
return(loader.LoadAsync());
});
}