public void Update(ClientToServerMessage other)
{
ClientId = other.ClientId;
MessageType = other.MessageType;
LimitOrder.Update(other.LimitOrder);
MarketOrder.Update(other.MarketOrder);
StopLimitOrder.Update(other.StopLimitOrder);
DuoLimitOrder.Update(other.DuoLimitOrder);
}
public void Update(ClientToServerMessage other)
{
ClientId = other.ClientId;
MessageType = other.MessageType;
LimitOrder.Update(other.LimitOrder);
MarketOrder.Update(other.MarketOrder);
StopLimitOrder.Update(other.StopLimitOrder);
DuoLimitOrder.Update(other.DuoLimitOrder);
}
public void ServerInputQueueShouldReceiveClientMessage()
{
var newMessage = new ClientToServerMessage
{
ClientId = 90,
MessageType = ClientToServerMessageTypeEnum.NotSet
};
clientMessageConnection.SendMessage(newMessage);
Thread.Sleep(150);
incomingMessageQueueMock.AssertWasCalled(a => a.Enqueue(Arg<byte[]>.Is.Anything),
options => options.Repeat.Once());
}
public void ShouldUpdateData()
{
var original = new ClientToServerMessage();
original.ClientId = 99;
original.MessageType = ClientToServerMessageTypeEnum.CancelLimitOrder;
var newMessage = new ClientToServerMessage();
newMessage.ClientId = 50;
newMessage.MessageType = ClientToServerMessageTypeEnum.RequestOpenLimitOrders;
original.Update(newMessage);
Assert.AreEqual(original.ClientId, newMessage.ClientId);
Assert.AreEqual(original.MessageType, newMessage.MessageType);
}
public void SendMessage(ClientToServerMessage message)
{
if (message == null)
return;
if (ctx == null || pushSocket == null)
return;
try
{
pushSocket.Send(serializer.Serialize(message));
}
catch (Exception ex)
{
logger.Error(ex, "Exception while sending message to server.");
}
}
public void Update(ClientToServerMessage otherMessage)
{
Message.Update(otherMessage);
}
public ClientToServerMessageQueueItem()
{
Message = new ClientToServerMessage();
}
public void OnNext(RingbufferByteArray data, long sequence, bool endOfBatch)
{
data.StartProcessTime = dateService.UtcNow();
data.GetContent(ref queueBuffer);
deserializedMessage = serializer.Deserialize<ClientToServerMessage>(queueBuffer, data.ContentLength);
if (deserializedMessage == null)
return;
switch (deserializedMessage.MessageType)
{
case ClientToServerMessageTypeEnum.ModifyStopLimitOrder:
if (deserializedMessage.ClientId <= 0)
break;
var stopLimitOrderToModify = ordeRepository.TryGetStopLimitOrder(deserializedMessage.StopLimitOrder.ExchangeOrderId);
if (stopLimitOrderToModify == null)
return;
stopLimitOrderToModify.Modify(deserializedMessage.StopLimitOrder.TriggerPrice, deserializedMessage.StopLimitOrder.LimitPrice, deserializedMessage.StopLimitOrder.Quantity);
outgoingQueue.EnqueueUpdatedStopLimitOrder(stopLimitOrderToModify);
break;
case ClientToServerMessageTypeEnum.RequestOpenStopLimitOrders:
if (deserializedMessage.ClientId <= 0)
break;
var orders = ordeRepository.GetClientStopLimitOrders(deserializedMessage.ClientId);
if (orders.Count == 0)
return;
outgoingQueue.EnqueueStopLimitOrderSnapshot(deserializedMessage.ClientId, orders);
break;
case ClientToServerMessageTypeEnum.CancelStopLimitOrder:
var stopOrderToCancel = ordeRepository.TryGetStopLimitOrder(deserializedMessage.StopLimitOrder.ExchangeOrderId);
if (stopOrderToCancel != null)
{
stopOrderToCancel.Delete();
outgoingQueue.EnqueueDeletedStopLimitOrder(stopOrderToCancel);
}
break;
case ClientToServerMessageTypeEnum.PlaceStopLimitOrder:
if (!deserializedMessage.StopLimitOrder.ValidateForAdd())
return;
var newStopLimitOrder = ordeRepository.NewStopLimitOrder(deserializedMessage.StopLimitOrder);
dispatcher.HandleAddStopLimitOrder(newStopLimitOrder);
break;
case ClientToServerMessageTypeEnum.PlaceMarketOrder:
if (!deserializedMessage.MarketOrder.ValidateForExecute())
return;
var newMarketOrder = ordeRepository.NewMarketOrder(deserializedMessage.MarketOrder);
dispatcher.HandleMarketOrder(newMarketOrder);
break;
case ClientToServerMessageTypeEnum.PlaceLimitOrder:
if (!deserializedMessage.LimitOrder.ValidatesForAdd())
{
outgoingQueue.EnqueueMessage(deserializedMessage.ClientId, "Error: Limit order was rejected.");
break;
}
var newLimitOrder = ordeRepository.NewLimitOrder(deserializedMessage.LimitOrder);
newLimitOrder.RegisterDeleteNotificationHandler(outgoingQueue.EnqueueDeletedLimitOrder);
newLimitOrder.RegisterModifyNotificationHandler(outgoingQueue.EnqueueUpdatedLimitOrder);
newLimitOrder.RegisterFilledNotification(outgoingQueue.EnqueueDeletedLimitOrder);
newLimitOrder.RegisterFilledNotification((order) => order.Delete());
dispatcher.HandleAddLimitOrder(newLimitOrder);
break;
case ClientToServerMessageTypeEnum.CancelLimitOrder:
if (!deserializedMessage.LimitOrder.ValidateForDelete())
{
outgoingQueue.EnqueueMessage(deserializedMessage.ClientId, "Error: Cancellation of limit order was rejected.");
break;
}
var orderToDelete = ordeRepository.TryGetLimitOrder(deserializedMessage.LimitOrder.ExchangeOrderId);
if (orderToDelete != null)
{
orderToDelete.Delete();
outgoingQueue.EnqueueDeletedLimitOrder(orderToDelete);
}
break;
case ClientToServerMessageTypeEnum.ModifyLimitOrder:
if (!deserializedMessage.LimitOrder.ValidatesForModify())
{
outgoingQueue.EnqueueMessage(deserializedMessage.ClientId, "Error: Modification of limit order was rejected.");
break;
}
var orderToModify = ordeRepository.TryGetLimitOrder(deserializedMessage.LimitOrder.ExchangeOrderId);
if (orderToModify != null)
orderToModify.Modify(deserializedMessage.LimitOrder.Quantity, deserializedMessage.LimitOrder.Price);
break;
case ClientToServerMessageTypeEnum.RequestOpenLimitOrders:
if (deserializedMessage.ClientId <= 0)
break;
var orderList = ordeRepository.GetClientStopLimitOrders(deserializedMessage.ClientId);
outgoingQueue.EnqueueStopLimitOrderSnapshot(deserializedMessage.ClientId, orderList);
break;
case ClientToServerMessageTypeEnum.DuoLimitOrderUpdate:
var order1ToModify = ordeRepository.TryGetLimitOrder(deserializedMessage.DuoLimitOrder.LimitOrder1.ExchangeOrderId);
var order2ToModify = ordeRepository.TryGetLimitOrder(deserializedMessage.DuoLimitOrder.LimitOrder2.ExchangeOrderId);
if (order1ToModify == null || order2ToModify == null)
return;
if (order1ToModify.Symbol != order2ToModify.Symbol)
return;
dispatcher.HandDuoLimitOrderUpdate(
order1ToModify,
deserializedMessage.DuoLimitOrder.LimitOrder1.Price,
deserializedMessage.DuoLimitOrder.LimitOrder1.Quantity,
order2ToModify,
deserializedMessage.DuoLimitOrder.LimitOrder2.Price,
deserializedMessage.DuoLimitOrder.LimitOrder2.Quantity);
break;
}
deserializedMessage.Reset();
}