/// <summary>
/// Receives trade when events are raised
/// </summary>
/// <param name="trade"></param>
void OnTradeArrived(Trade trade)
{
_persistanceRepository.SaveOrUpdate(ReadModelAdapter.GetTradeReadModel(trade));
_ohlcCalculation.CalculateAndPersistOhlc(trade);
_tickerInfoCalculation.CalculateTickerInfo(trade);
Tuple <string, string> currencies = CurrencySplitterService.SplitCurrencyPair(trade.CurrencyPair);
// Update the balance on hte Funds BC
_balanceValidationService.TradeExecuted(currencies.Item1, currencies.Item2, trade.ExecutedVolume.Value,
trade.ExecutionPrice.Value, trade.ExecutionTime, trade.TradeId.Id, trade.BuyOrder.TraderId.Id,
trade.SellOrder.TraderId.Id, trade.BuyOrder.OrderId.Id, trade.SellOrder.OrderId.Id);
}
public void SaveTradeReadModel_IfSaveOrUpdateMethodIsCalled_ItShouldGetSavedInTheDatabase()
{
Order buyOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "buy", 5, 0,
new StubbedOrderIdGenerator());
Order sellOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "sell", 5, 0,
new StubbedOrderIdGenerator());
//Trade trade=new Trade("XBTUSD",new Price(100),new Volume(10),DateTime.Now,buyOrder,sellOrder);
Trade trade = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
TradeReadModel model = ReadModelAdapter.GetTradeReadModel(trade);
_persistanceRepository.SaveOrUpdate(model);
TradeReadModel getSavedModel = _tradeRepository.GetById(trade.TradeId.Id.ToString());
Assert.NotNull(getSavedModel);
AssertAreEqual(getSavedModel, model);
}
public void GetRecentTrades_IfRecentTradesRequestArrives_ItShouldReturnRecentTrades()
{
Order buyOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "buy", 5, 0,
new StubbedOrderIdGenerator());
Order sellOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "sell", 5, 0,
new StubbedOrderIdGenerator());
//Trade trade=new Trade("XBTUSD",new Price(100),new Volume(10),DateTime.Now,buyOrder,sellOrder);
Trade trade = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
TradeReadModel model = ReadModelAdapter.GetTradeReadModel(trade);
_persistanceRepository.SaveOrUpdate(model);
IList <object> getTrades = _tradeRepository.GetRecentTrades("", "XBTUSD");
Assert.NotNull(getTrades);
Assert.AreEqual(getTrades.Count, 1);
object[] received = getTrades[0] as object[];
Assert.AreEqual(received[1], 100);
Assert.AreEqual(received[2], 10);
}
public void GetTradesOfTrader_IfTraderIdIsProvided_AllTradesOfTraderShouldReturn()
{
Order buyOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "buy", 5, 0,
new StubbedOrderIdGenerator());
Order sellOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "sell", 5, 0,
new StubbedOrderIdGenerator());
//Trade trade=new Trade("XBTUSD",new Price(100),new Volume(10),DateTime.Now,buyOrder,sellOrder);
Trade trade = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
TradeReadModel model = ReadModelAdapter.GetTradeReadModel(trade);
_persistanceRepository.SaveOrUpdate(model);
//model.TradeId = DateTime.Now.Millisecond.ToString();
var getTrades = _tradeRepository.GetTraderTradeHistory("1234");
Assert.NotNull(getTrades);
Assert.AreEqual(getTrades.Count, 1);
object[] received = getTrades[0] as object[];
Assert.AreEqual(received[2], 100);
Assert.AreEqual(received[3], 10);
Assert.AreEqual(received[4], "XBTUSD");
}
public void GetTradesOfTrader_IfTraderIdIsProvided_AllTradesOfTraderShouldBeDateTimeSortedDesc()
{
Order buyOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "buy", 5, 0,
new StubbedOrderIdGenerator());
Order sellOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "sell", 5, 0,
new StubbedOrderIdGenerator());
ManualResetEvent resetEvent = new ManualResetEvent(false);
//Trade trade=new Trade("XBTUSD",new Price(100),new Volume(10),DateTime.Now,buyOrder,sellOrder);
Trade trade = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
resetEvent.WaitOne(2000);
resetEvent.Reset();
Trade trade1 = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
resetEvent.WaitOne(2000);
resetEvent.Reset();
Trade trade2 = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
resetEvent.WaitOne(2000);
resetEvent.Reset();
TradeReadModel model = ReadModelAdapter.GetTradeReadModel(trade);
_persistanceRepository.SaveOrUpdate(model);
TradeReadModel model1 = ReadModelAdapter.GetTradeReadModel(trade1);
_persistanceRepository.SaveOrUpdate(model1);
TradeReadModel model2 = ReadModelAdapter.GetTradeReadModel(trade2);
_persistanceRepository.SaveOrUpdate(model2);
IList <object> getTrades = _tradeRepository.GetTraderTradeHistory("1234");
Assert.NotNull(getTrades);
Assert.AreEqual(getTrades.Count, 3);
object[] received = getTrades[0] as object[];
object[] received1 = getTrades[1] as object[];
object[] received2 = getTrades[2] as object[];
Assert.True(Convert.ToDateTime(received[1]) > Convert.ToDateTime(received1[1]));
Assert.True(Convert.ToDateTime(received1[1]) > Convert.ToDateTime(received2[1]));
}