private static MatchingEngineRouteContract TransformRoute(IMatchingEngineRoute route)
{
string GetEmptyIfAny(string value)
{
const string AnyValue = "*";
return(value == AnyValue ? null : value);
}
OrderDirectionContract?GetDirection(OrderDirection?direction)
{
return(direction?.ToType <OrderDirectionContract>());
}
return(new MatchingEngineRouteContract
{
Id = route.Id,
Rank = route.Rank,
MatchingEngineId = route.MatchingEngineId,
Asset = GetEmptyIfAny(route.Asset),
ClientId = GetEmptyIfAny(route.ClientId),
Instrument = GetEmptyIfAny(route.Instrument),
TradingConditionId = GetEmptyIfAny(route.TradingConditionId),
Type = GetDirection(route.Type)
});
}
public static int GetSpecificationLevel(IMatchingEngineRoute route)
{
var specLevel = 0;
specLevel += IsAny(route.Instrument) ? 0 : 1;
specLevel += !route.Type.HasValue ? 0 : 1;
specLevel += IsAny(route.TradingConditionId) ? 0 : 1;
specLevel += IsAny(route.ClientId) ? 0 : 1;
specLevel += IsAny(route.Asset) ? 0 : 1;
return(specLevel);
}
public void SaveRoute(IMatchingEngineRoute route)
{
_lockSlim.EnterWriteLock();
try
{
_routes[route.Id] = route;
}
finally
{
_lockSlim.ExitWriteLock();
}
}
private static IMatchingEngineRoute ToViewModel(IMatchingEngineRoute route)
{
return(new MatchingEngineRoute
{
Id = route.Id,
Rank = route.Rank,
MatchingEngineId = route.MatchingEngineId,
Asset = GetEmptyIfAny(route.Asset),
ClientId = GetEmptyIfAny(route.ClientId),
Instrument = GetEmptyIfAny(route.Instrument),
TradingConditionId = GetEmptyIfAny(route.TradingConditionId),
Type = route.Type
});
}
public async Task AddOrReplaceRouteAsync(IMatchingEngineRoute route)
{
// Create Editable Object
var matchingEngineRoute = MatchingEngineRoute.Create(route);
matchingEngineRoute.ClientId = GetValueOrAnyIfValid(route.ClientId, ValidateClient);
matchingEngineRoute.TradingConditionId = GetValueOrAnyIfValid(route.TradingConditionId, ValidateTradingCondition);
matchingEngineRoute.Instrument = GetValueOrAnyIfValid(route.Instrument, ValidateInstrument);
matchingEngineRoute.Asset = GetValueOrAnyIfValid(route.Asset, null);
await _repository.AddOrReplaceRouteAsync(matchingEngineRoute);
_routesCacheService.SaveRoute(matchingEngineRoute);
}
//TODO: Risk manager related stuff may be removed one time..
public Task AddOrReplaceRouteInCacheAsync(IMatchingEngineRoute route)
{
// Create Editable Object
var matchingEngineRoute = MatchingEngineRoute.Create(route);
matchingEngineRoute.ClientId = GetValueOrAnyIfValid(route.ClientId, null);
matchingEngineRoute.TradingConditionId = GetValueOrAnyIfValid(route.TradingConditionId, ValidateTradingCondition);
matchingEngineRoute.Instrument = GetValueOrAnyIfValid(route.Instrument, ValidateInstrument);
matchingEngineRoute.Asset = GetValueOrAnyIfValid(route.Asset, null);
_routesCacheService.SaveRoute(matchingEngineRoute);
return(Task.CompletedTask);
}
public static int GetSpecificationPriority(IMatchingEngineRoute route)
{
//matching field or wildcard in such priority:
//client, trading condition, type, instrument, asset type, asset.
//Flag based 1+2+4+8+16+32 >> 1 with Client(32) is higher than 1 with TradingConditionId(16), Type(8), Instrument(4), Asset Type(2), Asset(1) = 31
var priority = 0;
priority += IsAny(route.Asset) ? 0 : 1;
priority += IsAny(route.Instrument) ? 0 : 4;
priority += route.Type == null ? 0 : 8;
priority += IsAny(route.TradingConditionId) ? 0 : 16;
priority += IsAny(route.ClientId) ? 0 : 32;
return(priority);
}
public static MatchingEngineRoute Create(IMatchingEngineRoute src)
{
return(new MatchingEngineRoute
{
Id = src.Id,
Rank = src.Rank,
TradingConditionId = src.TradingConditionId,
ClientId = src.ClientId,
Instrument = src.Instrument,
Type = src.Type,
MatchingEngineId = src.MatchingEngineId,
Asset = src.Asset,
RiskSystemLimitType = src.RiskSystemLimitType,
RiskSystemMetricType = src.RiskSystemMetricType
});
}
public static MatchingEngineRouteEntity Create(IMatchingEngineRoute route)
{
return(new MatchingEngineRouteEntity
{
PartitionKey = GeneratePartitionKey(),
RowKey = GenerateRowKey(route.Id),
Id = route.Id,
Rank = route.Rank,
TradingConditionId = route.TradingConditionId,
Instrument = route.Instrument,
Type = route.Type?.ToString(),
MatchingEngineId = route.MatchingEngineId,
ClientId = route.ClientId,
Asset = route.Asset,
RiskSystemLimitType = route.RiskSystemLimitType,
RiskSystemMetricType = route.RiskSystemMetricType
});
}
private static MatchingEngineRoute TransformRoute(IMatchingEngineRoute route)
{
string GetEmptyIfAny(string value)
{
const string AnyValue = "*";
return(value == AnyValue ? null : value);
}
return(new MatchingEngineRoute
{
Id = route.Id,
Rank = route.Rank,
MatchingEngineId = route.MatchingEngineId,
Asset = GetEmptyIfAny(route.Asset),
ClientId = GetEmptyIfAny(route.ClientId),
Instrument = GetEmptyIfAny(route.Instrument),
TradingConditionId = GetEmptyIfAny(route.TradingConditionId),
Type = route.Type
});
}
public async Task AddOrReplaceRouteAsync(IMatchingEngineRoute route)
{
await _tableStorage.InsertOrReplaceAsync(MatchingEngineRouteEntity.Create(route));
}
