Margin trading core API. Broker to pass margin and liquidation events from message queue to storage. Below is the API description.
- Pull "mt-trading-core" docker image with a corresponding tag.
- Configure environment variables according to "Environment variables" section.
- Put secrets.json with endpoint data including the certificate:
"Kestrel": {
"EndPoints": {
"HttpsInlineCertFile": {
"Url": "https://*:5130",
"Certificate": {
"Path": "<path to .pfx file>",
"Password": "<certificate password>"
}
}
}- Initialize all dependencies.
- Run.
- Clone repo to some directory.
- In MarginTrading.Backend root create a appsettings.dev.json with settings.
- Add environment variable "SettingsUrl": "appsettings.dev.json".
- VPN to a corresponding env must be connected and all dependencies must be initialized.
- Run.
- Standard ASP.NET middlewares are initialised.
- Settings are loaded.
- Health checks are ran:
- StartupDeduplicationService checks a "TradingEngine:DeduplicationTimestamp" in Redis and if DeduplicationTimestamp > (now - DeduplicationCheckPeriod) exception is thrown saying: "Trading Engine failed to start due to deduplication validation failure".
- StartupQueuesCheckerService checks that OrderHistory and PositionHistory broker related queues are empty. Queue names are set in settings StartupQueuesChecker section with OrderHistoryQueueName and PositionHistoryQueueName.
- IoC container is built, all caches are warmed up.
- Scheduled jobs are initialised.
TBD
Kestrel configuration may be passed through appsettings.json, secrets or environment. All variables and value constraints are default. For instance, to set host URL the following env variable may be set:
{
"Kestrel__EndPoints__Http__Url": "http://*:5030"
}- RESTART_ATTEMPTS_NUMBER - number of restart attempts. If not set int.MaxValue is used.
- RESTART_ATTEMPTS_INTERVAL_MS - interval between restarts in milliseconds. If not set 10000 is used.
- SettingsUrl - defines URL of remote settings or path for local settings.
Settings schema is:
{
"AccountsManagementServiceClient": {
"ServiceUrl": "http://mt-account-management.mt.svc.cluster.local"
},
"Jobs": {
"NotificationsHubName": "",
"NotificationsHubConnectionString": ""
},
"MtBackend": {
"ApiKey": "MT Core backend api key",
"MtRabbitMqConnString": "amqp://login:password@rabbit-mt.mt.svc.cluster.local:5672",
"Db": {
"StorageMode": "SqlServer",
"LogsConnString": "logs connection string",
"MarginTradingConnString": "date connection string",
"StateConnString": "state connection string",
"SqlConnectionString": "sql connection string",
"OrdersHistorySqlConnectionString": "sql connection string",
"OrdersHistoryTableName": "OrdersHistory",
"PositionsHistorySqlConnectionString": "sql connection string",
"PositionsHistoryTableName": "PositionsHistory"
},
"RabbitMqQueues": {
"OrderHistory": {
"ExchangeName": "lykke.mt.orderhistory"
},
"OrderRejected": {
"ExchangeName": "lykke.mt.orderrejected"
},
"OrderbookPrices": {
"ExchangeName": "lykke.mt.pricefeed"
},
"AccountStopout": {
"ExchangeName": "lykke.mt.account.stopout"
},
"AccountMarginEvents": {
"ExchangeName": "lykke.mt.account.marginevents"
},
"AccountStats": {
"ExchangeName": "lykke.mt.account.stats"
},
"Trades": {
"ExchangeName": "lykke.mt.trades"
},
"PositionHistory": {
"ExchangeName": "lykke.mt.position.history"
},
"ExternalOrder": {
"ExchangeName": "lykke.stpexchangeconnector.trades"
},
"MarginTradingEnabledChanged": {
"ExchangeName": "lykke.mt.enabled.changed"
},
"SettingsChanged": {
"ExchangeName": "MtCoreSettingsChanged"
}
},
"FxRateRabbitMqSettings": {
"ConnectionString": "amqp://login:pwd@rabbit-mt.mt.svc.cluster.local:5672",
"ExchangeName": "lykke.stpexchangeconnector.fxRates"
},
"StpAggregatorRabbitMqSettings": {
"ConnectionString": "amqp://login:pwd@rabbit-mt.mt.svc.cluster.local:5672",
"ExchangeName": "lykke.exchangeconnector.orderbooks",
"ConsumerCount": 10
},
"BlobPersistence": {
"QuotesDumpPeriodMilliseconds": 3400000,
"FxRatesDumpPeriodMilliseconds": 3500000,
"OrderbooksDumpPeriodMilliseconds": 3600000,
"OrdersDumpPeriodMilliseconds": 600000
},
"RequestLoggerSettings": {
"Enabled": false,
"MaxPartSize": 2048
},
"Telemetry": {
"LockMetricThreshold": 10
},
"ReportingEquivalentPricesSettings": [
{
"LegalEntity": "Default",
"EquivalentAsset": "EUR"
},
{
"LegalEntity": "UNKNOWN",
"EquivalentAsset": "USD"
}
],
"UseAzureIdentityGenerator": false,
"WriteOperationLog": true,
"UseSerilog": false,
"ExchangeConnector": "FakeExchangeConnector",
"MaxMarketMakerLimitOrderAge": 3000000,
"Cqrs": {
"ConnectionString": "amqp://login:pwd@rabbit-mt.mt.svc.cluster.local:5672",
"RetryDelay": "00:00:02",
"EnvironmentName": "env name"
},
"SpecialLiquidation": {
"Enabled": true,
"FakePrice": 5,
"PriceRequestTimeoutSec": 600,
"RetryTimeout": "00:01:00",
"VolumeThreshold": 1000,
"VolumeThresholdCurrency": "EUR"
},
"ChaosKitty": {
"StateOfChaos": 0
},
"Throttling": {
"MarginCallThrottlingPeriodMin": 30,
"StopOutThrottlingPeriodMin": 1
},
"OvernightMargin": {
"ScheduleMarketId": "PlatformScheduleMarketId",
"OvernightMarginParameter": 100,
"WarnPeriodMinutes": 10,
"ActivationPeriodMinutes": 10
},
"PendingOrderRetriesThreshold": 100,
"RedisSettings": {
"Configuration": "redis conn str"
},
"DeduplicationTimestampPeriod": "00:00:01",
"DeduplicationCheckPeriod": "00:00:02",
"StartupQueuesChecker": {
"ConnectionString": "amqp://login:pwd@rabbit-mt.mt.svc.cluster.local:5672",
"OrderHistoryQueueName": "lykke.mt.orderhistory.MarginTrading.TradingHistory.OrderHistoryBroker.DefaultEnv",
"PositionHistoryQueueName": "lykke.mt.position.history.MarginTrading.TradingHistory.PositionHistoryBroker.DefaultEnv.PositionsHistory"
}
},
"MtStpExchangeConnectorClient": {
"ServiceUrl": "http://gavel.mt.svc.cluster.local:5019",
"ApiKey": "key"
},
"OrderBookServiceClient": {
"ServiceUrl": "http://mt-orderbook-service.mt.svc.cluster.local"
},
"SettingsServiceClient": {
"ServiceUrl": "http://mt-settings-service.mt.svc.cluster.local"
}
}