public async Task <ActionResult> AjaxTradesData()
{
try
{
var trades = await _tradeRepository.GetAll();
if (trades != null)
{
var trs = _mapper.Map <List <TradeDto>, List <TradeVM> >(trades);
if (trs != null)
{
return(Json(new
{
maxPrice = trs.Max(t => t.Price),
error = false,
trades = JsonConvert.SerializeObject(trs.Select(p => new
{
transactionTime = p.TransactionTime,
price = p.Price,
volume = p.Volume,
sellerName = p.SellerName,
customerName = p.CustomerName
})
.OrderBy(p => p.transactionTime)
.ToArray())
}, JsonRequestBehavior.AllowGet));
}
}
}
catch (Exception e)
{
Response.StatusCode = (int)HttpStatusCode.InternalServerError;
return(Json(new { error = true, message = e.Message }, JsonRequestBehavior.AllowGet));
}
Response.StatusCode = (int)HttpStatusCode.BadRequest;
return(Json(new { error = true }, JsonRequestBehavior.AllowGet));
}
public double CalculateVolumeWeightedStockPrice(string stockSymbol, int minutes = 15)
{
double volumeWeightedStockPrice = 0,
totalTradePrice = 0,
totalQuantity = 0;
minutes *= -1;
var dt = DateTime.Now;
TimeSpan duration = TimeSpan.FromMinutes(15);
var endTime = DateTime.UtcNow;
var startTime = endTime.Subtract(duration);
try {
//var stockTrades = _tradeRepository.FindByTimeStamp(stockSymbol, DateTime.Now.AddSeconds(-1 * StockPriceDurationPeriod));
var stockTrades1 = _tradeRepository.GetAll().Where(x => x.Stock.Symbol.Equals(stockSymbol));
//List<ITrade> stockTrades = stockTrades1.Where(x => x.TimeStamp >= DateTime.Now.AddSeconds(-1 * StockPriceDurationPeriod)).ToList();
List <ITrade> stockTrades = stockTrades1.Where(x => x.TimeStamp >= startTime && x.TimeStamp <= endTime).ToList();
if (stockTrades != null)
{
stockTrades.ToList().ForEach(trade =>
{
totalTradePrice += (trade.Price * trade.QuantityOfShares);
totalQuantity += trade.QuantityOfShares;
});
if (totalQuantity > 0)
{
volumeWeightedStockPrice = totalTradePrice / totalQuantity;
}
}
return(volumeWeightedStockPrice);
}
catch (Exception)
{
throw;
}
}
TradePaging ITradeService.GetAll(int page, int size, int tradeId, int level)
{
return(_tradeRepository.GetAll(page, size, tradeId, level));
}
public TradeResource[] GetAll()
{
return(_tradeRepo.GetAll().Where(x => x.TradeId > 0).Select(x => _mapper.Map <TradeResource>(x)).ToArray());
}
public void ReplayOrderBook_IfScenario2IsExecuted_VerifyTheWholeSystemState()
{
_applicationContext = ContextRegistry.GetContext();
Scenario2();
MarketController marketController = (MarketController)_applicationContext["MarketController"];
IHttpActionResult marketDataHttpResult = marketController.GetOrderBook("XBTUSD");
OkNegotiatedContentResult <object> okResponseMessage =
(OkNegotiatedContentResult <object>)marketDataHttpResult;
OrderBookRepresentation representation = okResponseMessage.Content as OrderBookRepresentation;
Tuple <OrderRepresentationList, OrderRepresentationList> orderBooks = new Tuple <OrderRepresentationList, OrderRepresentationList>(representation.Bids, representation.Asks);
marketDataHttpResult = marketController.GetDepth("XBTUSD");
OkNegotiatedContentResult <object> okResponseMessageDepth = (OkNegotiatedContentResult <object>)marketDataHttpResult;
DepthTupleRepresentation beforeReplayDepth = okResponseMessageDepth.Content as DepthTupleRepresentation;
IOrderRepository orderRepository = (IOrderRepository)_applicationContext["OrderRepository"];
List <OrderReadModel> before = orderRepository.GetAllOrderOfTrader("5555");
before = before.Concat(orderRepository.GetAllOrderOfTrader("4444")).ToList();
ITradeRepository tradeRepository = (ITradeRepository)_applicationContext["TradeRepository"];
IList <TradeReadModel> beforeReplayTrades = tradeRepository.GetAll();
IList <object> beforeReplayEvents = outputEventStore.GetAllEvents();
marketDataHttpResult = marketController.GetBbo("XBTUSD");
OkNegotiatedContentResult <BBORepresentation> okResponseMessageBboBefore = (OkNegotiatedContentResult <BBORepresentation>)marketDataHttpResult;
//down the exchange, make new exchange and reply
CrashAndInitializeAgainWithSnapshot();
marketController = (MarketController)_applicationContext["MarketController"];
marketDataHttpResult = marketController.GetOrderBook("XBTUSD");
okResponseMessage =
(OkNegotiatedContentResult <object>)marketDataHttpResult;
representation = okResponseMessage.Content as OrderBookRepresentation;
Tuple <OrderRepresentationList, OrderRepresentationList> orderBook1 = new Tuple <OrderRepresentationList, OrderRepresentationList>(representation.Bids, representation.Asks);
//verify orderbook state
VerifyOrderBookStateAfterReplay(orderBooks, orderBook1);
List <OrderReadModel> after = orderRepository.GetAllOrderOfTrader("5555");
after = after.Concat(orderRepository.GetAllOrderOfTrader("4444")).ToList();
//verify order table in database
VerifyDatabaseStateAfterReplay(before, after);
IList <TradeReadModel> afterReplayTrades = tradeRepository.GetAll();
//verify trades table in database
VerifyDatabaseStateAfterReplay(beforeReplayTrades, afterReplayTrades);
IList <object> afterReplayEvents = outputEventStore.GetAllEvents();
//verify event store state
VerifyEventStoreStateAfterReplay(beforeReplayEvents, afterReplayEvents);
marketDataHttpResult = marketController.GetDepth("XBTUSD");
okResponseMessageDepth = (OkNegotiatedContentResult <object>)marketDataHttpResult;
DepthTupleRepresentation afterReplayDepth = okResponseMessageDepth.Content as DepthTupleRepresentation;
VerifyDepthBeforeAndAfterReplay(beforeReplayDepth, afterReplayDepth);
marketDataHttpResult = marketController.GetBbo("XBTUSD");
OkNegotiatedContentResult <BBORepresentation> okResponseMessageBboAfter = (OkNegotiatedContentResult <BBORepresentation>)marketDataHttpResult;
VerifyBboAfterReplay(okResponseMessageBboBefore.Content, okResponseMessageBboAfter.Content);
}
// find
public TradeDTO[] FindAll()
{
return(_tradeRepository.GetAll()
.Where(x => x.TradeId > 0)
.Select(x => _mapper.Map <TradeDTO>(x)).ToArray());
}
