private string ToOrderHistoryColumn(OrderBlotterSortingColumn sortingColumn)
{
switch (sortingColumn)
{
case OrderBlotterSortingColumn.Price:
return(nameof(IOrderHistoryForOrderBlotter.ExecutionPrice));
case OrderBlotterSortingColumn.Quantity:
return(nameof(IOrderHistoryForOrderBlotter.Volume));
case OrderBlotterSortingColumn.Validity:
return(nameof(IOrderHistoryForOrderBlotter.ValidityTime));
case OrderBlotterSortingColumn.CreatedOn:
return(nameof(IOrderHistoryForOrderBlotter.CreatedTimestamp));
case OrderBlotterSortingColumn.ExchangeRate:
return(nameof(IOrderHistoryForOrderBlotter.FxRate));
case OrderBlotterSortingColumn.ModifiedOn:
return(nameof(IOrderHistoryForOrderBlotter.ModifiedTimestamp));
default: throw new NotImplementedException();
}
}
public Task <PaginatedResponse <IOrderHistoryForOrderBlotterWithAdditionalData> > GetOrderBlotterAsync(DateTime relevanceTimestamp, string accountIdOrName, string assetName, string createdBy,
List <OrderStatus> statuses, List <OrderType> orderTypes, List <OriginatorType> originatorTypes, DateTime?createdOnFrom, DateTime?createdOnTo,
DateTime?modifiedOnFrom, DateTime?modifiedOnTo, int skip, int take, OrderBlotterSortingColumn sortingColumn, SortingOrder sortingOrder)
{
throw new NotImplementedException();
}
public async Task <PaginatedResponse <IOrderHistoryForOrderBlotterWithAdditionalData> > GetOrderBlotterAsync(
DateTime relevanceTimestamp,
string accountIdOrName,
string assetName,
string createdBy,
List <OrderStatus> statuses,
List <OrderType> orderTypes,
List <OriginatorType> originatorTypes,
DateTime?createdOnFrom,
DateTime?createdOnTo,
DateTime?modifiedOnFrom,
DateTime?modifiedOnTo,
int skip,
int take,
OrderBlotterSortingColumn sortingColumn,
SortingOrder sortingOrder)
{
using (var conn = new SqlConnection(_connectionString))
{
var assetPairId = (string)null;
if (!string.IsNullOrWhiteSpace(assetName))
{
assetPairId = await conn.QueryFirstOrDefaultAsync <string>(_getAssetIdByNameScript, new { assetName });
if (assetPairId == null)
{
return(new PaginatedResponse <IOrderHistoryForOrderBlotterWithAdditionalData>(
contents: new List <IOrderHistoryForOrderBlotterWithAdditionalData>(),
start: skip,
size: 0,
totalSize: 0
));
}
}
var accountIds = new List <string>();
if (!string.IsNullOrWhiteSpace(accountIdOrName))
{
accountIds.Add(accountIdOrName);
var accountId = await conn.QueryFirstOrDefaultAsync <string>(_getAccountIdByNameScript, new
{
accountName = accountIdOrName
});
if (!string.IsNullOrWhiteSpace(accountId))
{
accountIds.Add(accountId);
}
}
var whereClause = $@"WHERE oh.ModifiedTimestamp <= @relevanceTimestamp
{(!accountIds.Any() ? "" : " AND oh.AccountId IN @accountIds")}
{(string.IsNullOrEmpty(assetPairId) ? "" : " AND oh.AssetPairId = @assetPairId")}
{(string.IsNullOrEmpty(createdBy) ? "" : " AND oh.CreatedBy = @createdBy")}
{(!(statuses?.Any() ?? false) ? "" : " AND oh.Status IN @statuses")}
{(!(orderTypes?.Any() ?? false) ? "" : " AND oh.Type IN @orderTypes")}
{(!(originatorTypes?.Any() ?? false) ? "" : " AND oh.Originator IN @originatorTypes")}
{(!createdOnFrom.HasValue ? "" : " AND oh.CreatedTimestamp >= @createdOnFrom")}
{(!createdOnTo.HasValue ? "" : " AND oh.CreatedTimestamp < @createdOnTo")}
{(!modifiedOnFrom.HasValue ? "" : " AND oh.ModifiedTimestamp >= @modifiedOnFrom")}
{(!modifiedOnTo.HasValue ? "" : " AND oh.ModifiedTimestamp < @modifiedOnTo")}";
var paginationClause = $"ORDER BY {ToOrderHistoryColumn(sortingColumn)} {(sortingOrder == SortingOrder.ASC ? "ASC" : "DESC")} OFFSET @skip ROWS FETCH NEXT @take ROWS ONLY";
var gridReader = await conn.QueryMultipleAsync(
GetOrderBlotterScript(whereClause, paginationClause),
new
{
relevanceTimestamp,
accountIds,
assetPairId,
createdBy,
statuses = statuses?.Select(x => x.ToString()).ToArray(),
orderTypes = orderTypes?.Select(x => x.ToString()).ToArray(),
originatorTypes = originatorTypes?.Select(x => x.ToString()).ToArray(),
createdOnFrom,
createdOnTo,
modifiedOnFrom,
modifiedOnTo,
skip,
take
},
commandTimeout : (int)_orderBlotterExecutionTimeout?.TotalSeconds);
var orderHistoryEntities = (await gridReader.ReadAsync <OrderHistoryForOrderBlotterEntity>()).ToList();
var totalCount = await gridReader.ReadSingleAsync <int>();
await PopulateAdditionalDataAsync(conn, orderHistoryEntities);
return(new PaginatedResponse <IOrderHistoryForOrderBlotterWithAdditionalData>(
contents: orderHistoryEntities,
start: skip,
size: orderHistoryEntities.Count,
totalSize: totalCount
));
}
}
