private void Reset(long _)
{
_analyticsService.Reset();
_tradeRepository.Reset();
// make 3 trades
// eurusd
// gbpusd
// nzdusd
foreach (var ccyPair in new [] { "EURUSD", "GBPUSD", "NZDUSD"})
{
try
{
var price = _priceLastValueCache.GetLastValue(ccyPair);
var trade = new TradeRequestDto()
{
DealtCurrency = "EUR",
Direction = DirectionDto.Buy,
Notional = 500000,
SpotRate = price.Bid,
Symbol = ccyPair,
ValueDate = DateTime.Now.ToNextWeekday(2)
};
_executionService.Execute(trade, "CPU-007").Wait(TimeSpan.FromSeconds(10));
}
catch
{
// swallow exception
}
}
}
public Task<TradeDto> Execute(TradeRequestDto tradeRequest)
{
var user = ContextUtil.GetUserName(Context);
Log.InfoFormat("Received trade request {0} from user {1}", tradeRequest, user);
var trade = _executionService.Execute(tradeRequest, user);
Log.InfoFormat("Trade executed: {0}", trade);
return trade;
}
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 IObservable<IStale<ITrade>> ExecuteRequest(IExecutablePrice executablePrice, long notional, string dealtCurrency)
{
var price = executablePrice.Parent;
var request = new TradeRequestDto
{
Direction = executablePrice.Direction == Direction.BUY ? DirectionDto.Buy : DirectionDto.Sell,
Notional = notional,
SpotRate = executablePrice.Rate,
Symbol = price.CurrencyPair.Symbol,
ValueDate = price.ValueDate,
DealtCurrency = dealtCurrency
};
return _executionServiceClient.ExecuteRequest(request)
.Select(_tradeFactory.Create)
.DetectStale(TimeSpan.FromSeconds(2), _concurrencyService.TaskPool);
}
private static IObservable<TradeDto> ExecuteForConnection(IHubProxy executionHubProxy, TradeRequestDto tradeRequestDto)
{
return Observable.FromAsync(
() => executionHubProxy.Invoke<TradeDto>(ServiceConstants.Server.Execute, tradeRequestDto));
}
public IObservable<TradeDto> ExecuteRequest(TradeRequestDto tradeRequest)
{
return RequestUponConnection(connection => ExecuteForConnection(connection.ExecutionHubProxy, tradeRequest), TimeSpan.FromMilliseconds(500));
}
