public IMatchingEngineRoute FindRoute(string clientId, string tradingConditionId, string instrumentId, OrderDirection orderType)
{
var routes = _routesCacheService.GetRoutes();
var instrument = string.IsNullOrEmpty(instrumentId)
? null
: _assetPairsCache.GetAssetPairById(instrumentId);
var topRankRoutes = routes
.Where(r => EqualsOrAny(r.ClientId, clientId) &&
EqualsOrAny(r.TradingConditionId, tradingConditionId) &&
EqualsOrAny(r.Instrument, instrumentId) &&
(!r.Type.HasValue || IsAny(r.Instrument) || r.Type.Value == orderType) &&
IsAssetMatches(r.Asset, r.Type, instrument, orderType))
.GroupBy(r => r.Rank)
.OrderBy(gr => gr.Key)
.FirstOrDefault()?
.Select(gr => gr)
.ToArray();
if (topRankRoutes == null)
{
return(null);
}
if (topRankRoutes.Length == 1)
{
return(topRankRoutes[0]);
}
var mostSpecificRoutes = topRankRoutes
.GroupBy(GetSpecificationLevel)
.OrderByDescending(gr => gr.Key)
.First()
.Select(gr => gr)
.ToArray();
if (mostSpecificRoutes.Length == 1)
{
return(mostSpecificRoutes[0]);
}
var highestPriorityRoutes = mostSpecificRoutes
.GroupBy(GetSpecificationPriority)
.OrderByDescending(gr => gr.Key)
.First()
.Select(gr => gr)
.ToArray();
if (highestPriorityRoutes.Length >= 1 &&
highestPriorityRoutes.Select(r => r.MatchingEngineId).Distinct().Count() == 1)
{
return(highestPriorityRoutes[0]);
}
return(null);
}
public IEnumerable <IMatchingEngineRoute> GetRoutes()
{
return(_routesCacheService.GetRoutes().Select(ToViewModel));
}