internal void FreeEquity_MessageCorrect_ReturnsTrue()
{
// Arrange
var account = StubAccountProvider.Create();
var message = new AccountStateEvent(
new AccountId("FXCM", "123456789", "SIMULATED"),
Currency.USD,
Money.Create(150000m, Currency.AUD),
Money.Create(150000m, Currency.AUD),
Money.Zero(Currency.AUD),
Money.Zero(Currency.AUD),
Money.Create(2000m, Currency.AUD),
decimal.Zero,
string.Empty,
Guid.NewGuid(),
this.clock.TimeNow());
// Act
account.Apply(message);
var result = account.FreeEquity;
// Assert
Assert.Equal(150000m - 2000m, result.Value);
}
internal void CanSerializeAndDeserialize_AccountStateEvent()
{
// Arrange
var accountEvent = new AccountStateEvent(
new AccountId("FXCM", "D123456", "SIMULATED"),
Currency.USD,
Money.Create(100000, Currency.USD),
Money.Create(100000, Currency.USD),
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
0m,
"N",
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var packed = this.serializer.Serialize(accountEvent);
var unpacked = (AccountStateEvent)this.serializer.Deserialize(packed);
// Assert
Assert.Equal("FXCM-D123456-SIMULATED", accountEvent.AccountId.Value);
Assert.Equal(accountEvent, unpacked);
this.Output.WriteLine(Convert.ToBase64String(packed));
}
internal void Update_MessageCorrect_EqualsUpdatedStatusValues()
{
// Arrange
var account = StubAccountProvider.Create();
var message = new AccountStateEvent(
new AccountId("FXCM", "123456789", "SIMULATED"),
Currency.AUD,
Money.Create(150000m, Currency.AUD),
Money.Create(150000m, Currency.AUD),
Money.Zero(Currency.AUD),
Money.Zero(Currency.AUD),
Money.Zero(Currency.AUD),
decimal.Zero,
string.Empty,
Guid.NewGuid(),
this.clock.TimeNow());
// Act
account.Apply(message);
// Assert
Assert.Equal(150000m, account.CashBalance.Value);
Assert.Equal(150000m, account.CashStartDay.Value);
Assert.Equal(0m, account.CashActivityDay.Value);
Assert.Equal(0m, account.MarginRatio);
Assert.Equal(0m, account.MarginUsedMaintenance.Value);
Assert.Equal(0m, account.MarginUsedLiquidation.Value);
Assert.Equal(string.Empty, account.MarginCallStatus);
}
internal void UpdateAccount_WhenAccountExists_CorrectlyUpdatesAccount()
{
// Arrange
var account = StubAccountProvider.Create();
this.database.UpdateAccount(account);
var message = new AccountStateEvent(
new AccountId("FXCM", "123456789", "SIMULATED"),
Currency.AUD,
Money.Create(150000m, Currency.AUD),
Money.Create(150000m, Currency.AUD),
Money.Zero(Currency.AUD),
Money.Zero(Currency.AUD),
Money.Zero(Currency.AUD),
decimal.Zero,
string.Empty,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
account.Apply(message);
// Act
this.database.UpdateAccount(account);
// Assert
Assert.True(true); // Does not throw
}
public void OnMessage(CollateralReport message)
{
Debug.NotNull(this.tradingGateway, nameof(this.tradingGateway));
var inquiryId = message.GetField(Tags.CollRptID);
var accountNumber = message.GetField(Tags.Account);
this.Logger.LogDebug($"{Received}{Fix} {nameof(CollateralReport)}(InquiryId={inquiryId}, AccountNumber={accountNumber}).");
var cashBalance = message.GetDecimal(Tags.CashOutstanding);
var cashStartDay = message.GetDecimal(Tags.StartCash);
var cashDaily = message.GetDecimal(FxcmTags.CashDaily);
var marginUsedMaintenance = message.GetDecimal(FxcmTags.UsedMarginMaintenance);
var marginUsedLiq = message.GetDecimal(FxcmTags.UsedMarginLiquidation);
var marginRatio = message.GetDecimal(Tags.MarginRatio);
var marginCallStatus = message.GetField(FxcmTags.MarginCall);
var accountEvent = new AccountStateEvent(
this.accountId,
this.accountCurrency,
Money.Create(cashBalance, this.accountCurrency),
Money.Create(cashStartDay, this.accountCurrency),
Money.Create(cashDaily, this.accountCurrency),
Money.Create(marginUsedLiq, this.accountCurrency),
Money.Create(marginUsedMaintenance, this.accountCurrency),
marginRatio,
marginCallStatus,
this.NewGuid(),
this.TimeNow());
this.tradingGateway?.Send(accountEvent);
}
internal void LoadAccountsCache_WhenAccountInDatabase_CorrectlyCachesAccount()
{
// Arrange
var account = StubAccountProvider.Create();
this.database.UpdateAccount(account);
var message = new AccountStateEvent(
new AccountId("FXCM", "123456789", "SIMULATED"),
Currency.AUD,
Money.Create(150000m, Currency.AUD),
Money.Create(150000m, Currency.AUD),
Money.Zero(Currency.AUD),
Money.Zero(Currency.AUD),
Money.Zero(Currency.AUD),
decimal.Zero,
string.Empty,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
account.Apply(message);
this.database.UpdateAccount(account);
this.database.ClearCaches();
// Act
this.database.LoadAccountsCache();
// Assert
Assert.Equal(account.Id, this.database.GetAccountIds().FirstOrDefault());
}
private void OnSessionAccountStateUpdated(AccountStateEvent accountState)
{
SendOutMessage(
this
.CreatePortfolioChangeMessage(accountState.AccountId.To <string>())
.Add(PositionChangeTypes.CurrentPrice, accountState.Balance)
.Add(PositionChangeTypes.VariationMargin, accountState.Margin)
.Add(PositionChangeTypes.UnrealizedPnL, accountState.UnrealisedProfitAndLoss));
}
/// <summary>
/// обновились портфели
/// </summary>
private void ClientOnUpdatePortfolios(AccountStateEvent accountState)
{
var portfolioInfo = new List <Portfolio>();
foreach (var accountStateWallet in accountState.Wallets)
{
portfolioInfo.Add(new Portfolio()
{
Number = accountStateWallet.Key,
ValueCurrent = accountStateWallet.Value,
});
}
PortfolioEvent?.Invoke(portfolioInfo);
}
private void OnAccountStateUpdated(AccountStateEvent accountState)
{
if (_session == null)
{
return;
}
AccountInfo.Currency = _session.AccountDetails.Currency;
AccountInfo.UserName = _session.AccountDetails.Username;
AccountInfo.ID = _session.AccountDetails.AccountId.ToString();
AccountInfo.Balance = accountState.Balance;
AccountInfo.Margin = accountState.Margin;
AccountInfo.Profit = accountState.UnrealisedProfitAndLoss;
AccountInfo.Equity = AccountInfo.Balance + AccountInfo.Profit;
OnAccountStateChanged();
}
public static Account ZeroCash()
{
var @event = new AccountStateEvent(
new AccountId("IB", "123456789", "SIMULATED"),
Currency.USD,
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
Money.Zero(Currency.USD),
decimal.Zero,
string.Empty,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
return(new Account(@event));
}
private void OnMessage(AccountStateEvent @event)
{
this.EventCount++;
this.Logger.LogInformation(LogId.Trading, $"{Received}{Event} {@event}.");
var account = this.database.GetAccount(@event.AccountId);
if (account is null)
{
account = new Account(@event);
this.database.AddAccount(account);
}
else
{
account.Apply(@event);
this.database.UpdateAccount(account);
}
this.SendToEventPublisher(@event);
}
private void OnSessionAccountStateUpdated(AccountStateEvent accountState)
{
SendOutMessage(
this
.CreatePortfolioChangeMessage(accountState.AccountId.To<string>())
.Add(PositionChangeTypes.CurrentPrice, accountState.Balance)
.Add(PositionChangeTypes.VariationMargin, accountState.Margin)
.Add(PositionChangeTypes.UnrealizedPnL, accountState.UnrealisedProfitAndLoss));
}
/// <summary>
/// обновились портфели
/// </summary>
public void OnAccountStateEvent(AccountStateEvent accountStateEvent)
{
UpdatePortfolios?.Invoke(accountStateEvent);
}
private void OnEvent(AccountStateEvent @event)
{
this.Publish($"{nameof(Event)}:{Account}:{@event.AccountId.Value}", @event);
}
private void OnMessage(AccountStateEvent @event)
{
this.ReceivedObjects.Add(@event);
}
private void OnMessage(AccountStateEvent @event)
{
this.SendToBus(@event);
}
