public void ExecuteQuoteSuccessTest()
{
var getQuoteRequest = new GetQuoteRequest()
{
FromAsset = "BTC",
ToAsset = "USD",
FromAssetVolume = 0.1,
ToAssetVolume = 0,
IsFromFixed = true,
BrokerId = "broker",
AccountId = "Acc",
WalletId = "wallet"
};
var response = Service.GetQuoteAsync(getQuoteRequest).Result;
Assert.IsTrue(response.IsSuccess, "Unable to calculate quote");
var quote = response.Data;
var executeQuoteRequest = new ExecuteQuoteRequest()
{
FromAsset = quote.FromAsset,
ToAsset = quote.ToAsset,
FromAssetVolume = quote.FromAssetVolume,
ToAssetVolume = quote.ToAssetVolume,
IsFromFixed = quote.IsFromFixed,
BrokerId = quote.BrokerId,
AccountId = quote.AccountId,
WalletId = quote.WalletId,
OperationId = quote.OperationId,
Price = quote.Price
};
var executeQuoteResponse = Service.ExecuteQuoteAsync(executeQuoteRequest);
Assert.IsTrue(executeQuoteResponse.Result.QuoteExecutionResult == QuoteExecutionResult.Success);
}
public static bool IsQuoteEquals(ConvertQuote entity, ExecuteQuoteRequest quote)
{
return(entity.FromAsset.Equals(quote.FromAsset) &&
entity.ToAsset.Equals(quote.ToAsset) &&
entity.FromAssetVolume.Equals(quote.FromAssetVolume) &&
entity.ToAssetVolume.Equals(quote.ToAssetVolume) &&
entity.IsFromFixed.Equals(quote.IsFromFixed) &&
entity.BrokerId.Equals(quote.BrokerId) &&
entity.AccountId.Equals(quote.AccountId) &&
entity.WalletId.Equals(quote.WalletId) &&
entity.OperationId.Equals(quote.OperationId) &&
entity.Price.Equals(quote.Price));
}
public void ExecuteQuoteReQuoteTest()
{
this._liquidityConverterSettingsAccessor.Data["broker"].ClientExpirationInSeconds = 0;
var getQuoteRequest = new GetQuoteRequest()
{
FromAsset = "BTC",
ToAsset = "USD",
FromAssetVolume = 0.1,
ToAssetVolume = 0,
IsFromFixed = true,
BrokerId = "broker",
AccountId = "Acc",
WalletId = "wallet"
};
var response = Service.GetQuoteAsync(getQuoteRequest).Result;
Assert.IsTrue(response.IsSuccess, "Unable to calculate quote");
var quote = response.Data;
var executeQuoteRequest = new ExecuteQuoteRequest()
{
FromAsset = quote.FromAsset,
ToAsset = quote.ToAsset,
FromAssetVolume = quote.FromAssetVolume,
ToAssetVolume = quote.ToAssetVolume,
IsFromFixed = quote.IsFromFixed,
BrokerId = quote.BrokerId,
AccountId = quote.AccountId,
WalletId = quote.WalletId,
OperationId = quote.OperationId,
Price = quote.Price
};
var executeQuoteResponseResult = Service.ExecuteQuoteAsync(executeQuoteRequest).Result;
Assert.IsTrue(executeQuoteResponseResult.QuoteExecutionResult == QuoteExecutionResult.ReQuote);
this._liquidityConverterSettingsAccessor.Data["broker"].ClientExpirationInSeconds = 8;
}
public void ExecuteQuoteValidationTest()
{
var storageQuote = new ConvertQuote()
{
FromAsset = "BTC",
ToAsset = "USD",
FromAssetVolume = 0.1,
ToAssetVolume = 150,
IsFromFixed = true,
BrokerId = "broker",
AccountId = "Acc",
WalletId = "wallet",
Price = 323,
ExpireDate = DateTime.MaxValue,
OperationId = "someId",
OpenDate = DateTime.UtcNow,
ClosedDate = DateTime.MinValue,
State = QuoteState.Active
};
ConvertQuoteStorageMock.SaveAsync(storageQuote);
var executeQuoteRequestCase1 = new ExecuteQuoteRequest()
{
FromAsset = storageQuote.FromAsset,
ToAsset = storageQuote.ToAsset,
FromAssetVolume = storageQuote.FromAssetVolume,
ToAssetVolume = storageQuote.ToAssetVolume,
IsFromFixed = storageQuote.IsFromFixed,
BrokerId = storageQuote.BrokerId,
AccountId = storageQuote.AccountId,
WalletId = "something else",
OperationId = storageQuote.OperationId,
Price = storageQuote.Price
};
var response = Service.ExecuteQuoteAsync(executeQuoteRequestCase1);
Assert.IsTrue(response.Result.QuoteExecutionResult == QuoteExecutionResult.Error);
var executeQuoteRequestCase2 = new ExecuteQuoteRequest()
{
FromAsset = storageQuote.FromAsset,
ToAsset = storageQuote.ToAsset,
FromAssetVolume = storageQuote.FromAssetVolume,
ToAssetVolume = 11,
IsFromFixed = storageQuote.IsFromFixed,
BrokerId = storageQuote.BrokerId,
AccountId = storageQuote.AccountId,
WalletId = storageQuote.WalletId,
OperationId = storageQuote.OperationId,
Price = storageQuote.Price
};
var response2 = Service.ExecuteQuoteAsync(executeQuoteRequestCase2);
Assert.IsTrue(response2.Result.QuoteExecutionResult == QuoteExecutionResult.Error);
var executeQuoteRequestCase3 = new ExecuteQuoteRequest()
{
FromAsset = storageQuote.FromAsset,
ToAsset = "new asset",
FromAssetVolume = storageQuote.FromAssetVolume,
ToAssetVolume = storageQuote.ToAssetVolume,
IsFromFixed = storageQuote.IsFromFixed,
BrokerId = storageQuote.BrokerId,
AccountId = storageQuote.AccountId,
WalletId = storageQuote.WalletId,
OperationId = storageQuote.OperationId,
Price = storageQuote.Price
};
var response3 = Service.ExecuteQuoteAsync(executeQuoteRequestCase3);
Assert.IsTrue(response3.Result.QuoteExecutionResult == QuoteExecutionResult.Error);
}
public async Task <QuoteExecutionResponse> ExecuteQuoteAsync(ExecuteQuoteRequest request)
{
_logger.LogInformation("Receive ExecuteQuote request: {JsonText}", JsonConvert.SerializeObject(request));
var quote = await _convertQuoteStorage.GetQuoteAsync(request.OperationId);
if (quote == null)
{
return(ErrorQuoteExecutionReport("Quote not found"));
}
if (quote.State == QuoteState.Executed)
{
_logger.LogInformation("Quote is Executed. Quote: {JsonOperationId}", JsonConvert.SerializeObject(request));
return(QuoteExecutionResponse.Success(quote));
}
if (quote.ExpireDate < DateTime.UtcNow)
{
_logger.LogInformation("Quote expired and ReQuote will be started. Quote {JsonOperationId}", JsonConvert.SerializeObject(request));
quote.State = QuoteState.Expired;
await _convertQuoteStorage.SaveAsync(quote);
return(await GenerateReQuote(quote));
}
var settings = _liquidityConverterSettingsAccessor.GetLiquidityConverterSettings(request.BrokerId);
if (settings == null)
{
return(ErrorQuoteExecutionReport("Liquidity Converter is not configured for broker"));
}
if (!QuoteValidator.IsQuoteEquals(quote, request))
{
_logger.LogWarning("Request quote not equals to execute quote. Request quote: {RequestQuoteJson}. Execute quote {ExecuteQuoteJson}",
JsonConvert.SerializeObject(quote), JsonConvert.SerializeObject(request));
return(ErrorQuoteExecutionReport("Request quote not equals to execute quote"));
}
quote.State = QuoteState.Executed;
await _convertQuoteStorage.SaveAsync(quote);
return(QuoteExecutionResponse.Success(quote));
// var instrument = _spotInstrumentDictionaryClient.GetSpotInstrumentById(new SpotInstrumentIdentity()
// {BrokerId = quote.BrokerId, Symbol = quote.InstrumentSymbol});
// if (instrument == null)
// return ErrorQuoteExecutionReport("Unknown instrument");
//
// quote.ClientReserveOperationId = Guid.NewGuid().ToString("N");
// if (!await ctx.UpdateQuoteStatusAndClientReserveId(quote.QuoteEntityId, QuoteStatus.Processing,
// QuoteStatus.Created, quote.ClientReserveOperationId))
// return ErrorQuoteExecutionReport("Invalid quote status");
//
// //reserve client's funds in ME
// var clientFundsReserveResponse = await _cashServiceClient.ReservedCashInOutAsync(
// new ReservedCashInOutOperation()
// {
// BrokerId = quote.BrokerId,
// AccountId = quote.AccountId,
// WalletId = quote.WalletId,
// Id = quote.ClientReserveOperationId,
// MessageId = quote.ClientReserveOperationId,
// AssetId = (quote.OrderSide == OrderSide.Buy && quote.AssetSymbol == instrument.QuoteAsset) ||
// (quote.OrderSide == OrderSide.Sell && quote.AssetSymbol == instrument.BaseAsset)
// ? instrument.BaseAsset
// : instrument.QuoteAsset,
// Description = "Reserve funds for swap",
// Timestamp = Timestamp.FromDateTime(now),
// ReservedForSwapVolume =
// quote.OrderSide == OrderSide.Sell
// ? quote.Volume.ToString("N")
// : quote.OppositeVolume.ToString("N")
// });
// if (clientFundsReserveResponse.Status == Status.Duplicate)
// {
// //stop processing as quote is being processing by another instance
// return QuoteExecutionResponse<Quote>.Error("Processing by another instance");
// }
//
// if (clientFundsReserveResponse.Status != Status.Ok)
// {
// await ctx.UpdateQuoteStatusAndReason(quote.QuoteEntityId, QuoteStatus.Error, QuoteStatus.Processing,
// "Unable to reserve client's funds");
// }
//
// quote.MarketOrderId = Guid.NewGuid().ToString("N");
// if (!await ctx.UpdateQuoteStatusAndMarketOrderId(quote.QuoteEntityId, QuoteStatus.ClientFundsReserved,
// QuoteStatus.Processing, quote.MarketOrderId))
// return ErrorQuoteExecutionReport("Invalid quote status");
//
// //execute market order on behalf of broker
// var marketOrderResponse = await _tradingServiceClient.MarketOrderAsync(new MarketOrder()
// {
// Id = quote.MarketOrderId,
// MessageId = quote.MarketOrderId,
// BrokerId = settings.BrokerId,
// AccountId = settings.BrokerAccountId,
// WalletId = settings.BrokerWalletId,
// Timestamp = Timestamp.FromDateTime(now),
// AssetPairId = quote.InstrumentSymbol,
// Volume = quote.OrderSide == OrderSide.Buy
// ? quote.Volume.ToString("N")
// : quote.OppositeVolume.ToString("N"),
// Straight = (quote.OrderSide == OrderSide.Buy && quote.AssetSymbol == instrument.BaseAsset) ||
// (quote.OrderSide == OrderSide.Sell && quote.AssetSymbol == instrument.QuoteAsset),
// ReservedLimitVolume = quote.OrderSide == OrderSide.Buy
// ? quote.OppositeVolume.ToString("N")
// : quote.Volume.ToString("N")
// });
//
// if (marketOrderResponse.Status == Status.Duplicate)
// {
// //stop processing as quote is being processing by another instance
// return QuoteExecutionResponse<Quote>.Error("Processing by another instance");
// }
//
// if (marketOrderResponse.Status != Status.Ok)
// {
// await ctx.UpdateQuoteStatusAndReason(quote.QuoteEntityId, QuoteStatus.Error,
// QuoteStatus.ClientFundsReserved, "Unable to execute market order");
// return await GenerateReQuote(ctx, quote);
// }
//
// quote.BrokerReserveOperationId = Guid.NewGuid().ToString("N");
// if (!await ctx.UpdateQuoteStatusAndBrokerReserveId(quote.QuoteEntityId, QuoteStatus.MarketOrderExecuted,
// QuoteStatus.ClientFundsReserved, quote.BrokerReserveOperationId))
// return ErrorQuoteExecutionReport("Invalid quote status");
//
// //reserve broker's funds in ME
// var brokerFundsReserveResponse = await _cashServiceClient.ReservedCashInOutAsync(
// new ReservedCashInOutOperation()
// {
// BrokerId = settings.BrokerId,
// AccountId = settings.BrokerAccountId,
// WalletId = settings.BrokerWalletId,
// Id = quote.BrokerReserveOperationId,
// MessageId = quote.BrokerReserveOperationId,
// AssetId = (quote.OrderSide == OrderSide.Buy && quote.AssetSymbol == instrument.QuoteAsset) ||
// (quote.OrderSide == OrderSide.Sell && quote.AssetSymbol == instrument.BaseAsset)
// ? instrument.QuoteAsset
// : instrument.BaseAsset,
// Description = "Reserve funds for swap",
// Timestamp = Timestamp.FromDateTime(now),
// ReservedForSwapVolume = quote.OrderSide == OrderSide.Sell
// ? quote.OppositeVolume.ToString("N")
// : quote.Volume.ToString("N")
// });
//
// if (brokerFundsReserveResponse.Status == Status.Duplicate)
// {
// //stop processing as quote is being processing by another instance
// return QuoteExecutionResponse<Quote>.Error("Processing by another instance");
// }
//
// if (brokerFundsReserveResponse.Status != Status.Ok)
// {
// await ctx.UpdateQuoteStatusAndReason(quote.QuoteEntityId, QuoteStatus.Error,
// QuoteStatus.MarketOrderExecuted,
// "Unable to execute market order");
// }
//
// quote.SwapOperationId = Guid.NewGuid().ToString("N");
// if (!await ctx.UpdateQuoteStatusAndClientReserveId(quote.QuoteEntityId, QuoteStatus.BrokerFundsReserved,
// QuoteStatus.MarketOrderExecuted, quote.SwapOperationId))
// return ErrorQuoteExecutionReport("Invalid quote status");
//
// //execute swap in ME
// var swapResponse = await _cashServiceClient.CashSwapAsync(
// new CashSwapOperation()
// {
// BrokerId = settings.BrokerId,
// Id = quote.SwapOperationId,
// MessageId = quote.SwapOperationId,
// AccountId1 = quote.AccountId,
// WalletId1 = quote.WalletId,
// AssetId1 = (quote.OrderSide == OrderSide.Buy && quote.AssetSymbol == instrument.QuoteAsset) ||
// (quote.OrderSide == OrderSide.Sell && quote.AssetSymbol == instrument.BaseAsset)
// ? instrument.BaseAsset
// : instrument.QuoteAsset,
// Volume1 = quote.OrderSide == OrderSide.Sell
// ? quote.Volume.ToString("N")
// : quote.OppositeVolume.ToString("N"),
// AccountId2 = settings.BrokerAccountId,
// WalletId2 = settings.BrokerWalletId,
// AssetId2 = (quote.OrderSide == OrderSide.Buy && quote.AssetSymbol == instrument.QuoteAsset) ||
// (quote.OrderSide == OrderSide.Sell && quote.AssetSymbol == instrument.BaseAsset)
// ? instrument.QuoteAsset
// : instrument.BaseAsset,
// Volume2 = quote.OrderSide == OrderSide.Sell
// ? quote.OppositeVolume.ToString("N")
// : quote.Volume.ToString("N"),
// Timestamp = Timestamp.FromDateTime(now),
// });
//
// if (swapResponse.Status == Status.Duplicate)
// {
// //stop processing as quote is being processing by another instance
// return QuoteExecutionResponse<Quote>.Error("Processing by another instance");
// }
//
// if (swapResponse.Status != Status.Ok)
// {
// await ctx.UpdateQuoteStatusAndReason(quote.QuoteEntityId, QuoteStatus.Error,
// QuoteStatus.BrokerFundsReserved,
// "Unable to execute market order");
// }
//
// if (!await ctx.UpdateQuoteStatus(quote.QuoteEntityId, QuoteStatus.Executed,
// QuoteStatus.BrokerFundsReserved))
// return ErrorQuoteExecutionReport("Invalid quote status");
//
// return QuoteExecutionResponse<Quote>.Success(new Quote()
// {
// BrokerId = quote.BrokerId,
// AccountId = quote.AccountId,
// WalletId = quote.WalletId,
// InstrumentSymbol = quote.InstrumentSymbol,
// AssetSymbol = quote.AssetSymbol,
// OrderSide = quote.OrderSide,
// Volume = quote.Volume,
// OperationId = quote.OperationId,
// Price = quote.FinalPrice,
// ExpireTime = quote.ClientExpireTime
// });
}
