public LightweightExternalOrderbookService( IEventChannel <BestPriceChangeEventArgs> bestPriceChangeEventChannel, IOrderBookProviderApi orderBookProviderApi, IDateService dateService, IConvertService convertService, IScheduleSettingsCacheService scheduleSettingsCache, IAssetPairDayOffService assetPairDayOffService, IAssetPairsCache assetPairsCache, ICqrsSender cqrsSender, IIdentityGenerator identityGenerator, ILog log, MarginTradingSettings marginTradingSettings) { _bestPriceChangeEventChannel = bestPriceChangeEventChannel; _orderBookProviderApi = orderBookProviderApi; _dateService = dateService; _convertService = convertService; _scheduleSettingsCache = scheduleSettingsCache; _assetPairDayOffService = assetPairDayOffService; _assetPairsCache = assetPairsCache; _cqrsSender = cqrsSender; _identityGenerator = identityGenerator; _log = log; _defaultExternalExchangeId = string.IsNullOrEmpty(marginTradingSettings.DefaultExternalExchangeId) ? "Default" : marginTradingSettings.DefaultExternalExchangeId; _orderbookValidation = marginTradingSettings.OrderbookValidation; }
public Application( MarketMakerService marketMakerService, ILog logger, MarginTradingSettings marginSettings, IMaintenanceModeService maintenanceModeService, IRabbitMqService rabbitMqService, MatchingEngineRoutesManager matchingEngineRoutesManager, IMigrationService migrationService, IConvertService convertService, IFxRateCacheService fxRateCacheService, IExternalOrderbookService externalOrderbookService, BrokerSettingsChangedHandler brokerSettingsChangedHandler) { _marketMakerService = marketMakerService; _logger = logger; _marginSettings = marginSettings; _maintenanceModeService = maintenanceModeService; _rabbitMqService = rabbitMqService; _matchingEngineRoutesManager = matchingEngineRoutesManager; _migrationService = migrationService; _convertService = convertService; _fxRateCacheService = fxRateCacheService; _externalOrderbookService = externalOrderbookService; _brokerSettingsChangedHandler = brokerSettingsChangedHandler; }
public AccountUpdateService( IFplService fplService, OrdersCache ordersCache, ILog log, ICfdCalculatorService cfdCalculatorService, IQuoteCacheService quoteCacheService, MarginTradingSettings marginTradingSettings, IClientProfileSettingsCache clientProfileSettingsCache, IAssetPairsCache assetPairsCache, IPositionsProvider positionsProvider, IOrdersProvider ordersProvider, IAccountsProvider accountsProvider, ITradingInstrumentsCacheService tradingInstrumentsCache) { _fplService = fplService; _log = log; _cfdCalculatorService = cfdCalculatorService; _quoteCacheService = quoteCacheService; _marginTradingSettings = marginTradingSettings; _clientProfileSettingsCache = clientProfileSettingsCache; _assetPairsCache = assetPairsCache; _positionsProvider = positionsProvider; _ordersProvider = ordersProvider; _accountsProvider = accountsProvider; _tradingInstrumentsCache = tradingInstrumentsCache; }
public void SetUp() { _clientAccountsService = Mock.Of <IClientAccountService>(r => r.GetMarginEnabledAsync("id of client") == Task.FromResult(new MarginEnabledSettingsModel())); var publisher = Mock.Of <IMessageProducer <MarginTradingEnabledChangedMessage> >(); Mock.Get(publisher) .Setup(s => s.ProduceAsync(It.IsNotNull <MarginTradingEnabledChangedMessage>())) .Returns(Task.CompletedTask).Callback <MarginTradingEnabledChangedMessage>(m => _sentMessage = m); var expectedRabbitMqSettings = new RabbitMqSettings { ConnectionString = "conn str", ExchangeName = "exchange name" }; var rabbitMqService = Mock.Of <IRabbitMqService>(s => s.GetProducer(expectedRabbitMqSettings.Equivalent(), true, s.GetJsonSerializer <MarginTradingEnabledChangedMessage>()) == publisher); _marginSettings = new MarginTradingSettings { MtRabbitMqConnString = "conn str", RabbitMqQueues = new RabbitMqQueues { MarginTradingEnabledChanged = new RabbitMqQueueInfo { ExchangeName = "exchange name" } } }; _marginTradingSettingsCacheService = Mock.Of <IMarginTradingSettingsCacheService>(); _sut = new MarginTradingEnablingService(_clientAccountsService, rabbitMqService, _marginSettings, _marginTradingSettingsCacheService); _sut.Start(); }
public CqrsModule(CqrsSettings settings, ILog log, MarginTradingSettings marginTradingSettings) { _settings = settings; _marginTradingSettings = marginTradingSettings; _log = log; _defaultRetryDelayMs = (long)_settings.RetryDelay.TotalMilliseconds; }
public AccountManager( AccountsCacheService accountsCacheService, MarginTradingSettings marginSettings, IRabbitMqNotifyService rabbitMqNotifyService, ILog log, OrdersCache ordersCache, ITradingEngine tradingEngine, IAccountsApi accountsApi, IAccountBalanceHistoryApi accountBalanceHistoryApi, IConvertService convertService, IDateService dateService, ISystemClock systemClock, IAccountMarginFreezingRepository accountMarginFreezingRepository, IAccountMarginUnconfirmedRepository accountMarginUnconfirmedRepository) : base(nameof(AccountManager), 60000, log) { _accountsCacheService = accountsCacheService; _marginSettings = marginSettings; _rabbitMqNotifyService = rabbitMqNotifyService; _log = log; _ordersCache = ordersCache; _tradingEngine = tradingEngine; _accountsApi = accountsApi; _accountBalanceHistoryApi = accountBalanceHistoryApi; _convertService = convertService; _dateService = dateService; _systemClock = systemClock; _accountMarginFreezingRepository = accountMarginFreezingRepository; _accountMarginUnconfirmedRepository = accountMarginUnconfirmedRepository; }
public ExternalOrderbookService( IEventChannel <BestPriceChangeEventArgs> bestPriceChangeEventChannel, IOrderBookProviderApi orderBookProviderApi, IDateService dateService, IConvertService convertService, IAssetPairDayOffService assetPairDayOffService, IScheduleSettingsCacheService scheduleSettingsCache, IAssetPairsCache assetPairsCache, ICqrsSender cqrsSender, IIdentityGenerator identityGenerator, ILog log, MarginTradingSettings marginTradingSettings) { _bestPriceChangeEventChannel = bestPriceChangeEventChannel; _orderBookProviderApi = orderBookProviderApi; _dateService = dateService; _convertService = convertService; _assetPairDayOffService = assetPairDayOffService; _scheduleSettingsCache = scheduleSettingsCache; _assetPairsCache = assetPairsCache; _cqrsSender = cqrsSender; _identityGenerator = identityGenerator; _log = log; _marginTradingSettings = marginTradingSettings; }
public AccountUpdateService( IFplService fplService, ITradingConditionsCacheService tradingConditionsCache, IAccountsCacheService accountsCacheService, OrdersCache ordersCache, IAssetsCache assetsCache, IAccountMarginFreezingRepository accountMarginFreezingRepository, IAccountMarginUnconfirmedRepository accountMarginUnconfirmedRepository, ILog log, MarginTradingSettings marginTradingSettings, ICfdCalculatorService cfdCalculatorService, IQuoteCacheService quoteCacheService) { _fplService = fplService; _tradingConditionsCache = tradingConditionsCache; _accountsCacheService = accountsCacheService; _ordersCache = ordersCache; _assetsCache = assetsCache; _accountMarginFreezingRepository = accountMarginFreezingRepository; _accountMarginUnconfirmedRepository = accountMarginUnconfirmedRepository; _log = log; _marginTradingSettings = marginTradingSettings; _cfdCalculatorService = cfdCalculatorService; _quoteCacheService = quoteCacheService; }
public ValidateOrderService( IQuoteCacheService quoteCashService, IAccountUpdateService accountUpdateService, IAccountsCacheService accountsCacheService, ITradingInstrumentsCacheService accountAssetsCacheService, IAssetPairsCache assetPairsCache, OrdersCache ordersCache, IAssetPairDayOffService assetDayOffService, IIdentityGenerator identityGenerator, IDateService dateService, MarginTradingSettings marginSettings, ICfdCalculatorService cfdCalculatorService, IFeatureManager featureManager, CorrelationContextAccessor correlationContextAccessor) { _quoteCashService = quoteCashService; _accountUpdateService = accountUpdateService; _accountsCacheService = accountsCacheService; _tradingInstrumentsCache = accountAssetsCacheService; _assetPairsCache = assetPairsCache; _ordersCache = ordersCache; _assetDayOffService = assetDayOffService; _identityGenerator = identityGenerator; _dateService = dateService; _marginSettings = marginSettings; _cfdCalculatorService = cfdCalculatorService; _featureManager = featureManager; _correlationContextAccessor = correlationContextAccessor; }
public BackendMaintenanceModeService( ISlackNotificationsSender slackNotificationsSender, MarginTradingSettings settings) { _slackNotificationsSender = slackNotificationsSender; _settings = settings; }
public SpecialLiquidationCommandsHandler( ITradingEngine tradingEngine, IDateService dateService, IOrderReader orderReader, IChaosKitty chaosKitty, IOperationExecutionInfoRepository operationExecutionInfoRepository, ILog log, MarginTradingSettings marginTradingSettings, IAssetPairsCache assetPairsCache, IAssetPairDayOffService assetPairDayOffService, IExchangeConnectorService exchangeConnectorService, IIdentityGenerator identityGenerator, IAccountsCacheService accountsCacheService) { _tradingEngine = tradingEngine; _dateService = dateService; _orderReader = orderReader; _chaosKitty = chaosKitty; _operationExecutionInfoRepository = operationExecutionInfoRepository; _log = log; _marginTradingSettings = marginTradingSettings; _assetPairsCache = assetPairsCache; _assetPairDayOffService = assetPairDayOffService; _exchangeConnectorService = exchangeConnectorService; _identityGenerator = identityGenerator; _accountsCacheService = accountsCacheService; }
public BackendServicesModule(MtBackendSettings mtSettings, MarginTradingSettings settings, IHostingEnvironment environment, ILog log) { _mtSettings = mtSettings; _settings = settings; _environment = environment; _log = log; }
public SpecialLiquidationSaga( IDateService dateService, IChaosKitty chaosKitty, IOperationExecutionInfoRepository operationExecutionInfoRepository, IRfqService specialLiquidationService, MarginTradingSettings marginTradingSettings, CqrsContextNamesSettings cqrsContextNamesSettings, LiquidationHelper liquidationHelper, OrdersCache ordersCache, IRfqPauseService rfqPauseService, ILog log, IAssetPairsCache assetPairsCache) { _dateService = dateService; _chaosKitty = chaosKitty; _operationExecutionInfoRepository = operationExecutionInfoRepository; _specialLiquidationService = specialLiquidationService; _marginTradingSettings = marginTradingSettings; _cqrsContextNamesSettings = cqrsContextNamesSettings; _liquidationHelper = liquidationHelper; _ordersCache = ordersCache; _rfqPauseService = rfqPauseService; _log = log; _assetPairsCache = assetPairsCache; }
public ValidateOrderService( IQuoteCacheService quoteCashService, IAccountUpdateService accountUpdateService, IAccountsCacheService accountsCacheService, ITradingInstrumentsCacheService accountAssetsCacheService, IAssetPairsCache assetPairsCache, OrdersCache ordersCache, IAssetPairDayOffService assetDayOffService, IIdentityGenerator identityGenerator, IDateService dateService, MarginTradingSettings marginSettings, ICfdCalculatorService cfdCalculatorService) { _quoteCashService = quoteCashService; _accountUpdateService = accountUpdateService; _accountsCacheService = accountsCacheService; _tradingInstrumentsCache = accountAssetsCacheService; _assetPairsCache = assetPairsCache; _ordersCache = ordersCache; _assetDayOffService = assetDayOffService; _identityGenerator = identityGenerator; _dateService = dateService; _marginSettings = marginSettings; _cfdCalculatorService = cfdCalculatorService; }
public IsAliveController( MarginTradingSettings settings, IDateService dateService) { _settings = settings; _dateService = dateService; }
public TestingController(IFakeSnapshotService fakeSnapshotService, MarginTradingSettings settings, IRfqService rfqService) { _fakeSnapshotService = fakeSnapshotService; _rfqService = rfqService; _protectionKey = settings.TestSettings?.ProtectionKey; }
public RabbitMqNotifyService(IDateService dateService, MarginTradingSettings settings, IIndex <string, IMessageProducer <string> > publishers, ILog log, IOrderReader orderReader) { _dateService = dateService; _settings = settings; _publishers = publishers; _log = log; _orderReader = orderReader; }
public StartupDeduplicationService( IHostingEnvironment hostingEnvironment, ILog log, MarginTradingSettings marginTradingSettings) { _hostingEnvironment = hostingEnvironment; _log = log; _marginTradingSettings = marginTradingSettings; }
public MarginTradingEnablingService(IClientAccountService clientAccountService, IRabbitMqService rabbitMqService, MarginTradingSettings settings, IMarginTradingSettingsCacheService marginTradingSettingsCacheService) { _marginSettings = settings; _rabbitMqService = rabbitMqService; _clientAccountService = clientAccountService; _marginTradingSettingsCacheService = marginTradingSettingsCacheService; }
public RfqExecutionInfoRepositoryDecorator(IOperationExecutionInfoRepository decoratee, ILog log, IRabbitMqNotifyService notifyService, MarginTradingSettings settings) { _decoratee = decoratee; _log = log; _notifyService = notifyService; _brokerId = settings.BrokerId; }
public BrokerSettingsChangedHandler( MarginTradingSettings settings, IScheduleSettingsCacheService scheduleSettingsCache, IOvernightMarginService overnightMarginService, IScheduleControlService scheduleControlService) { _settings = settings; _scheduleSettingsCache = scheduleSettingsCache; _overnightMarginService = overnightMarginService; _scheduleControlService = scheduleControlService; }
public FplService( ICfdCalculatorService cfdCalculatorService, IAssetPairsCache assetPairsCache, IAccountsCacheService accountsCacheService, ITradingInstrumentsCacheService tradingInstrumentsCache, MarginTradingSettings marginTradingSettings) { _cfdCalculatorService = cfdCalculatorService; _accountsCacheService = accountsCacheService; _tradingInstrumentsCache = tradingInstrumentsCache; _marginTradingSettings = marginTradingSettings; }
public QuoteCacheService(ILog log, IMarginTradingBlobRepository blobRepository, IExternalOrderbookService externalOrderbookService, MarginTradingSettings marginTradingSettings) : base(nameof(QuoteCacheService), marginTradingSettings.BlobPersistence.QuotesDumpPeriodMilliseconds, log) { _log = log; _blobRepository = blobRepository; _externalOrderbookService = externalOrderbookService; }
private StartupDeduplicationService RunHealthChecks(MarginTradingSettings marginTradingSettings) { var deduplicationService = new StartupDeduplicationService(Environment, LogLocator.CommonLog, marginTradingSettings); deduplicationService .HoldLock(); new StartupQueuesCheckerService(marginTradingSettings) .Check(); return(deduplicationService); }
public StopOutConsumer(IThreadSwitcher threadSwitcher, IOperationsLogService operationsLogService, IRabbitMqNotifyService rabbitMqNotifyService, IDateService dateService, MarginTradingSettings settings) { _threadSwitcher = threadSwitcher; _operationsLogService = operationsLogService; _rabbitMqNotifyService = rabbitMqNotifyService; _dateService = dateService; _settings = settings; }
public FxRateCacheService(ILog log, IMarginTradingBlobRepository blobRepository, IEventChannel <FxBestPriceChangeEventArgs> fxBestPriceChangeEventChannel, MarginTradingSettings marginTradingSettings, IAssetPairDayOffService assetPairDayOffService) : base(nameof(FxRateCacheService), marginTradingSettings.BlobPersistence.FxRatesDumpPeriodMilliseconds, log) { _log = log; _blobRepository = blobRepository; _fxBestPriceChangeEventChannel = fxBestPriceChangeEventChannel; _assetPairDayOffService = assetPairDayOffService; _quotes = new Dictionary <string, InstrumentBidAskPair>(); }
public OrderBookSaveService( IMarginTradingBlobRepository blobRepository, OrderBookList orderBookList, MarginTradingSettings marginTradingSettings, ILog log, IContextFactory contextFactory) : base(nameof(OrderBookSaveService), marginTradingSettings.BlobPersistence.OrderbooksDumpPeriodMilliseconds, log) { _blobRepository = blobRepository; _orderBookList = orderBookList; _log = log; _contextFactory = contextFactory; }
public OrderCacheManager(OrdersCache orderCache, IMarginTradingBlobRepository blobRepository, IOrdersHistoryRepository ordersHistoryRepository, IPositionsHistoryRepository positionsHistoryRepository, MarginTradingSettings marginTradingSettings, ILog log) : base(nameof(OrderCacheManager), marginTradingSettings.BlobPersistence.OrdersDumpPeriodMilliseconds, log) { _orderCache = orderCache; _blobRepository = blobRepository; _ordersHistoryRepository = ordersHistoryRepository; _positionsHistoryRepository = positionsHistoryRepository; _log = log; }
public RabbitMqNotifyService(IDateService dateService, MarginTradingSettings settings, ILog log, IOrderReader orderReader, IRabbitMqService rabbitMqService) { _dateService = dateService; _settings = settings; _log = log; _orderReader = orderReader; _publishers = new Dictionary <string, Lykke.RabbitMqBroker.Publisher.IMessageProducer <string> >(); RegisterPublishers(rabbitMqService); }
public TradingEngine( IEventChannel <MarginCallEventArgs> marginCallEventChannel, IEventChannel <OrderPlacedEventArgs> orderPlacedEventChannel, IEventChannel <OrderExecutedEventArgs> orderClosedEventChannel, IEventChannel <OrderCancelledEventArgs> orderCancelledEventChannel, IEventChannel <OrderChangedEventArgs> orderChangedEventChannel, IEventChannel <OrderExecutionStartedEventArgs> orderExecutionStartedEventChannel, IEventChannel <OrderActivatedEventArgs> orderActivatedEventChannel, IEventChannel <OrderRejectedEventArgs> orderRejectedEventChannel, IValidateOrderService validateOrderService, IAccountsCacheService accountsCacheService, OrdersCache ordersCache, IMatchingEngineRouter meRouter, IThreadSwitcher threadSwitcher, IAssetPairDayOffService assetPairDayOffService, ILog log, IDateService dateService, ICfdCalculatorService cfdCalculatorService, IIdentityGenerator identityGenerator, IAssetPairsCache assetPairsCache, ICqrsSender cqrsSender, IEventChannel <StopOutEventArgs> stopOutEventChannel, IQuoteCacheService quoteCacheService, MarginTradingSettings marginTradingSettings) { _marginCallEventChannel = marginCallEventChannel; _orderPlacedEventChannel = orderPlacedEventChannel; _orderExecutedEventChannel = orderClosedEventChannel; _orderCancelledEventChannel = orderCancelledEventChannel; _orderActivatedEventChannel = orderActivatedEventChannel; _orderExecutionStartedEvenChannel = orderExecutionStartedEventChannel; _orderChangedEventChannel = orderChangedEventChannel; _orderRejectedEventChannel = orderRejectedEventChannel; _validateOrderService = validateOrderService; _accountsCacheService = accountsCacheService; _ordersCache = ordersCache; _meRouter = meRouter; _threadSwitcher = threadSwitcher; _assetPairDayOffService = assetPairDayOffService; _log = log; _dateService = dateService; _cfdCalculatorService = cfdCalculatorService; _identityGenerator = identityGenerator; _assetPairsCache = assetPairsCache; _cqrsSender = cqrsSender; _stopOutEventChannel = stopOutEventChannel; _quoteCacheService = quoteCacheService; _marginTradingSettings = marginTradingSettings; }