public void ShouldExecuteInstructionWhenThereIsEnoughLiquidityOnOneMarket()
{
// Given market A: 150 @ $100, market B: 55 @ $101
// When Investor wants to buy 125 stocks @ $100 Then SOR can execute at the requested price
var marketA = new Market
{
SellQuantity = 150,
SellPrice = 100M
};
var marketB = new Market
{
SellQuantity = 55,
SellPrice = 101M
};
var marketsInvolved = new[] { marketA, marketB };
ICanRouteOrders canRouteOrders = null;//new OrderRoutingService(marketsInvolved);
ICanReceiveMarketData canReceiveMarketData = new MarketDataProvider(marketsInvolved);
IProvideMarkets provideMarkets = new MarketProvider(marketsInvolved);
var sor = new SmartOrderRoutingEngine(provideMarkets, canRouteOrders, canReceiveMarketData);
var investorInstructionDto = new InvestorInstructionDto(new InvestorInstructionIdentifierDto(), Way.Buy, quantity: 125, price: 100M);
OrderExecutedEventArgs orderExecutedEventArgs = null;
sor.Subscribe(investorInstructionDto.UniqueIdentifier, (args) => { orderExecutedEventArgs = args; }, null);
//investorInstruction.Executed += (sender, args) => { orderExecutedEventArgs = args; };
// orderRequest.Route(); ?
sor.Route(investorInstructionDto);
// TODO :introduce autoreset event instead
Check.That(orderExecutedEventArgs).HasFieldsWithSameValues(new { Way = Way.Buy, Quantity = 125, Price = 100M });
}
/// <summary>
/// Acts like a composition root for the SOR Hexagonal Architecture.
/// </summary>
/// <param name="marketGateways">The list of ApiMarketGateway the SOR must interact with.</param>
/// <returns>The adapter we must use as Investors in order to give investment instructions.</returns>
public static InvestorInstructionsAdapter ComposeTheHexagon(params ApiMarketGateway[] marketGateways)
{
// Step1: instantiates the adapter(s) the (SOR) domain will need to work with through the Dependency Inversion principle.
var marketGatewaysAdapter = new MarketsAdapter(marketGateways);
// Step2: instantiates the SOR domain entry point.
var sor = new SmartOrderRoutingEngine(marketGatewaysAdapter, marketGatewaysAdapter, marketGatewaysAdapter);
// Step3: instantiates the adapters we will use to interact with our domain.
var investorInstructionAdapter = new InvestorInstructionsAdapter(sor);
return(investorInstructionAdapter);
}
private static SmartOrderRoutingEngine CreateSmartOrderRoutingEngine(Market[] markets)
{
var routingEngine = new SmartOrderRoutingEngine(new MarketProvider(markets), null, new MarketDataProvider(markets));
return routingEngine;
}
