/// <summary>
/// Initializes a new instance of the <see cref="PositionMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
/// <param name="positionManager">The position calculation manager..</param>
public PositionMessageAdapter(IMessageAdapter innerAdapter, IPositionManager positionManager)
: base(innerAdapter)
{
_positionManager = positionManager ?? throw new ArgumentNullException(nameof(positionManager));
if (_positionManager is ILogSource source && source.Parent == null)
{
source.Parent = this;
}
}
public Uc_Strategy(IOrderMaker orderMaker, TradeSettings settings, ITimeManager timeManager, ILogger logger)
{
this._orderMaker = orderMaker;
this._tradeSettings = settings;
this._timeManager = timeManager;
this._logger = logger;
InitializeComponent();
if (!File.Exists(_tradeSettings.FileName))
{
File.Create(_tradeSettings.FileName).Close();
}
_positionFile = new PositionFile();
_positionManager = ServiceFactory.CreatePositionManager(_orderMaker, _tradeSettings, logger);
this.timer.Interval = _tradeSettings.Interval;
this.timer.Enabled = true;
#region UI
var lbl = UIHelpers.CreateLabel(_tradeSettings.Name);
lbl.Font = new System.Drawing.Font("新細明體", 11.25F);
this.tpTop.Controls.Add(lbl, 0, 0);
this.tpTop.Controls.Add(UIHelpers.CreateLabel("即時部位："), 2, 0);
lblPosition = UIHelpers.CreateLabel("");
this.tpTop.Controls.Add(lblPosition, 3, 0);
lblTime = UIHelpers.CreateLabel("");
this.tpTop.Controls.Add(lblTime, 4, 0);
for (int i = 0; i < _tradeSettings.Accounts.Count; i++)
{
var item = _tradeSettings.Accounts[i];
var uc_Account = new Uc_Account();
uc_Account.BindData(item);
this.uc_AccountList.Add(uc_Account);
fpanelAccounts.Height += uc_Account.Height;
this.fpanelAccounts.Controls.Add(uc_Account);
fpanelAccounts.Controls.SetChildIndex(uc_Account, 0);
this.Height += uc_Account.Height;
}
#endregion
}
public DefaultConsumerDispatcher(ILoggerFactory loggerFactory, IMessageSerializer messageSerializer, Handlers handlers, IPositionManager positionManager)
{
if (handlers == null)
{
throw new ArgumentNullException(nameof(handlers));
}
_loggerFactory = loggerFactory ?? throw new ArgumentNullException(nameof(loggerFactory));
_messageSerializer = messageSerializer ?? throw new ArgumentNullException(nameof(messageSerializer));
_positionManager = positionManager ?? throw new ArgumentNullException(nameof(positionManager));
_handlers = handlers.ToArray();
_logger = loggerFactory.GetLogger(typeof(DefaultConsumerDispatcher));
}
public static IEnumerable <TopicPartitionOffset> PartitionsAssigned(
ILogger logger,
IReadOnlyList <TopicPartition> partitions,
IPositionManager positionManager,
Func <ConsumerContext, IEnumerable <TopicPartition>, Task> partitionsAssignedHandler,
ConsumerContext context
)
{
if (!partitions.Any())
{
return(Enumerable.Empty <TopicPartitionOffset>());
}
var partitionsByTopic = partitions
.GroupBy(p => p.Topic)
.Select(g => new { Topic = g.Key, Partitions = g.Select(p => p.Partition.Value) })
.ToList();
logger.Info("Assignment: {@partitions}", partitionsByTopic);
if (partitionsAssignedHandler != null)
{
AsyncHelpers.RunSync(() => partitionsAssignedHandler(context, partitions));
}
return(AsyncHelpers.GetAsync(async() =>
{
var results = await partitions
.Select(async tp => new
{
TopicPartition = tp,
Position = await positionManager.Get(tp.Topic, tp.Partition.Value)
})
.ToListAsync();
return results
.Select(a =>
{
if (a.Position.IsDefault)
{
return a.TopicPartition.WithOffset(Offset.Beginning);
}
if (a.Position.IsOnlyNew)
{
return a.TopicPartition.WithOffset(Offset.End);
}
return a.Position.Advance(1).ToTopicPartitionOffset();
})
.ToList();
}));
}
public OrderManager(IOrderRepository order,
IPositionManager positionManager,
IUpdatesManager updatesManager,
ITraderInfoManager trader,
IMessageBus messageBus)
{
_order = order;
_positionManager = positionManager;
_updatesManager = updatesManager;
_trader = trader;
_messageBus = messageBus;
}
private PositionsViewModel GetVm(
IMarketDataManager marketDataManager = null,
IPositionManager positionManager = null,
IContractManager contractManager = null,
ITradeRecordingService tradeRecordingService = null)
{
var manager = marketDataManager ?? Substitute.For <IMarketDataManager>();
_accountManager = Substitute.For <IAccountManager>();
if (positionManager == null)
{
positionManager = Substitute.For <IPositionManager>();
positionManager.RequestOpenOrdersAsync().Returns(Task.FromResult(new List <OpenOrderEventArgs>()));
}
if (contractManager == null)
{
contractManager = Substitute.For <IContractManager>();
contractManager.RequestDetailsAsync(Arg.Any <Contract>()).Returns(Task.FromResult(new List <ContractDetails>()));
}
var queueProcessor = Substitute.For <IQueueProcessor>();
queueProcessor
.When(x => x.Enqueue(Arg.Any <Action>()))
.Do(x =>
{
var action = x.Arg <Action>();
action.Invoke();
});
var dispatcherHelper = Substitute.For <IDispatcherHelper>();
dispatcherHelper
.When(x => x.InvokeOnUiThread(Arg.Any <Action>()))
.Do(x =>
{
var action = x.Arg <Action>();
action.Invoke();
});
if (tradeRecordingService == null)
{
tradeRecordingService = Substitute.For <ITradeRecordingService>();
}
return(new PositionsViewModel(dispatcherHelper, manager, _accountManager, positionManager, contractManager, queueProcessor, tradeRecordingService));
}
/// <summary>
/// Создать <see cref="InnerModel"/>.
/// </summary>
/// <param name="model">Модель расчета значений "греков" по формуле Блэка-Шоулза.</param>
/// <param name="positionManager">Менеджер позиции.</param>
public InnerModel(BlackScholes model, IPositionManager positionManager)
{
if (model == null)
{
throw new ArgumentNullException("model");
}
if (positionManager == null)
{
throw new ArgumentNullException("positionManager");
}
Model = model;
PositionManager = positionManager;
}
private PositionsViewModel GetPositionForSymbolTest(
PositionItem item,
IMarketDataManager marketDataManager = null,
IPositionManager positionManager = null,
IContractManager contractManager = null)
{
var vm = GetVm(marketDataManager, positionManager, contractManager);
var positions = new List <PositionItem>
{
item
};
// Act
_accountManager.RequestPositionsAsync().Returns(positions);
return(vm);
}
public KafkaConsumerImplementation(ILoggerFactory loggerFactory, string address, IEnumerable <string> topics, string group,
IConsumerDispatcher consumerDispatcher, IPositionManager positionManager)
{
if (loggerFactory == null)
{
throw new ArgumentNullException(nameof(loggerFactory));
}
if (topics == null)
{
throw new ArgumentNullException(nameof(topics));
}
_logger = loggerFactory.GetLogger(typeof(KafkaConsumerImplementation));
_address = address ?? throw new ArgumentNullException(nameof(address));
_group = group ?? throw new ArgumentNullException(nameof(group));
_consumerDispatcher = consumerDispatcher ?? throw new ArgumentNullException(nameof(consumerDispatcher));
_topics = topics.ToArray();
_positionManager = positionManager;
_worker = new Thread(Run)
{
IsBackground = true
};
}
public PositionsViewModel(
IDispatcherHelper dispatcherHelper,
IMarketDataManager marketDataManager,
IAccountManager accountManager,
IPositionManager positionManager,
IContractManager contractManager,
IQueueProcessor queueProcessor,
ITradeRecordingService tradeRecordingService)
: base(dispatcherHelper, queueProcessor)
{
Positions = new ObservableCollectionNoReset <PositionItem>(dispatcherHelper: DispatcherHelper);
Messenger.Default.Register <ConnectionChangingMessage>(this, HandleConnectionChangingMessage);
Messenger.Default.Register <OrderStatusChangedMessage>(this, OrderStatusChangedMessage.Tokens.Positions, OnOrderStatusChangedMessage);
Messenger.Default.Register <BarPriceMessage>(this, HandleBarPriceMessage);
_marketDataManager = marketDataManager;
_accountManager = accountManager;
_positionManager = positionManager;
_contractManager = contractManager;
_queueProcessor = queueProcessor;
_tradeRecordingService = tradeRecordingService;
}
public FileSystemConsumerImplementation(string directoryPath, ILoggerFactory loggerFactory, IEnumerable <string> topics, string group, IConsumerDispatcher consumerDispatcher, IPositionManager positionManager)
{
if (topics == null)
{
throw new ArgumentNullException(nameof(topics));
}
if (loggerFactory == null)
{
throw new ArgumentNullException(nameof(loggerFactory));
}
_directoryPath = directoryPath;
_consumerDispatcher = consumerDispatcher ?? throw new ArgumentNullException(nameof(consumerDispatcher));
_positionManager = positionManager ?? throw new ArgumentNullException(nameof(positionManager));
_logger = loggerFactory.GetLogger(typeof(FileSystemConsumerImplementation));
_workers = topics
.Select(topic => new Thread(() => PumpTopic(topic))
{
Name = $"Kafkaesque worker for topic '{topic}'"
})
.ToList();
}
public static IEnumerable <TopicPartitionOffset> PartitionsAssigned <T1, T2>(ILogger logger, IConsumer <T1, T2> consumer, IEnumerable <TopicPartition> partitions, IPositionManager positionManager)
{
var partitionsList = partitions.ToList();
if (!partitionsList.Any())
{
return(Enumerable.Empty <TopicPartitionOffset>());
}
var partitionsByTopic = partitionsList
.GroupBy(p => p.Topic)
.Select(g => new { Topic = g.Key, Partitions = g.Select(p => p.Partition.Value) })
.ToList();
logger.Info("Assignment: {@partitions}", partitionsByTopic);
return(partitionsList
.Select(tp => new
{
TopicPartition = tp,
Position = AsyncHelpers.GetAsync(() => positionManager.Get(tp.Topic, tp.Partition.Value))
})
.Select(a => a.Position?.Advance(1).ToTopicPartitionOffset() // either resume from the event following the last one successfully committedf
?? a.TopicPartition.WithOffset(Offset.Beginning))); // or just resume from the beginning
}
public PositionService(IPositionManager positionManager)
{
_positionManager = positionManager;
}
public InitialPositionDecorator(IPositionManager positionManager, StartFromPosition startFromPosition)
{
_positionManager = positionManager ?? throw new ArgumentNullException(nameof(positionManager));
_startFromPosition = startFromPosition;
}
public PositionController(FitnesDbContext context, IPositionManager manager)
{
_manager = manager;
_context = context;
}
/// <inheritdoc />
public PositionChangeMessage ProcessMessage(Message message)
{
IPositionManager CreateManager(long transId, string strategyId)
{
var manager = _managersByStrategyId.SafeAdd(strategyId, key => new PositionManager(ByOrders)
{
Parent = this
});
_managersByTransId.Add(transId, Tuple.Create(manager, strategyId));
return(manager);
}
void ProcessRegOrder(OrderRegisterMessage regMsg)
{
if (regMsg.StrategyId.IsEmpty())
{
return;
}
IPositionManager manager;
lock (_sync)
manager = CreateManager(regMsg.TransactionId, regMsg.StrategyId);
manager.ProcessMessage(message);
}
switch (message.Type)
{
case MessageTypes.Reset:
{
lock (_sync)
{
_managersByStrategyId.Clear();
_managersByTransId.Clear();
}
break;
}
case MessageTypes.OrderRegister:
case MessageTypes.OrderReplace:
{
ProcessRegOrder((OrderRegisterMessage)message);
break;
}
case MessageTypes.OrderPairReplace:
{
var pairMsg = (OrderPairReplaceMessage)message;
ProcessRegOrder(pairMsg.Message1);
ProcessRegOrder(pairMsg.Message2);
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (execMsg.IsMarketData())
{
break;
}
IPositionManager manager = null;
string strategyId = null;
lock (_sync)
{
if (execMsg.TransactionId == 0)
{
if (_managersByTransId.TryGetValue(execMsg.OriginalTransactionId, out var tuple))
{
manager = tuple.Item1;
strategyId = tuple.Item2;
}
}
else
{
if (!execMsg.StrategyId.IsEmpty())
{
strategyId = execMsg.StrategyId;
manager = CreateManager(execMsg.TransactionId, strategyId);
}
}
}
if (manager == null)
{
break;
}
var change = manager.ProcessMessage(message);
if (change != null)
{
change.StrategyId = strategyId;
}
return(change);
}
}
return(null);
}
public WireTapPositionsManager(IPositionManager positionManager) => _positionManager = positionManager;
public PositionController(IPositionManager positionManager) : base()
{
_positionManager = positionManager;
}
public PositionController(IPositionManager positionManager)
{
this.positionManager = positionManager;
}
public PositionController(IPositionManager manager, IMapper mapper)
{
_manager = manager;
_mapper = mapper;
}
public PositionController()
{
_manager = IoCContainer.Resolve <IPositionManager>();
}
