private void PublishOrdersAfterReplay()
{
string currencyPair = "XBTUSD";
Order order1 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "buy", 100, 406, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order1));
Order order2 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "buy", 101, 406, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order2));
Order order3 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "buy", 102, 405, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order3));
Order order4 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "sell", 100, 407, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order4));
Order order5 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "sell", 104, 409, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order5));
Order order6 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "sell", 104, 413, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order6));
ManualResetEvent resetEvent = new ManualResetEvent(false);
resetEvent.WaitOne(10000);
}
private void Scenario1()
{
string currencyPair = "XBTUSD";
Order order1 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "buy", 100, 400, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order1));
Order order2 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "buy", 101, 401, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order2));
Order order3 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "buy", 102, 402, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order3));
Order order4 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "buy", 103, 403, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order4));
Order order5 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "buy", 104, 404, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order5));
Order order6 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "buy", 105, 405, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order6));
Order order7 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "buy", 106, 406, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order7));
Order order8 = OrderFactory.CreateOrder("4444", currencyPair, "limit", "sell", 100, 410, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order8));
Order order9 = OrderFactory.CreateOrder("4444", currencyPair, "limit", "sell", 101, 409, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order9));
Order order10 = OrderFactory.CreateOrder("4444", currencyPair, "limit", "sell", 102, 407, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order10));
Order order11 = OrderFactory.CreateOrder("4444", currencyPair, "limit", "sell", 103, 406, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order11));
Order order12 = OrderFactory.CreateOrder("4444", currencyPair, "limit", "sell", 104, 405, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order12));
Order order13 = OrderFactory.CreateOrder("4444", currencyPair, "limit", "sell", 105, 411, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order13));
Order order14 = OrderFactory.CreateOrder("4444", currencyPair, "limit", "sell", 106, 412, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order14));
Order order15 = OrderFactory.CreateOrder("5555", currencyPair, "limit", "buy", 107, 400, new StubbedOrderIdGenerator());
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order15));
ManualResetEvent resetEvent = new ManualResetEvent(false);
resetEvent.WaitOne(20000);
}
public void CreateAndLogOrder_GetAllTheOrdersBackFromTheEventStore_CheckIfOrderIsRetreivedProperly()
{
Order order = OrderFactory.CreateOrder("1234", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
InputPayload payload = InputPayload.CreatePayload(order);
InputDisruptorPublisher.Publish(payload);
_manualResetEvent.WaitOne(5000);
//retrieve order
Order savedOrder = _eventStore.GetEvent(order.OrderId.Id.ToString()) as Order;
Assert.NotNull(savedOrder);
Assert.AreEqual(savedOrder, order);
}
public void CreateOrder_PublishToInputDisruptor_JournalerShouldSaveTheEvent()
{
Order order = OrderFactory.CreateOrder("1234", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
InputPayload payload = InputPayload.CreatePayload(order);
InputDisruptorPublisher.Publish(payload);
_manualResetEvent.WaitOne(5000);
//retrieve order
Order savedOrder = _eventStore.GetEvent(order.OrderId.Id.ToString()) as Order;
Assert.NotNull(savedOrder);
Assert.AreEqual(savedOrder, order);
}
public NewOrderRepresentation CreateOrder(CreateOrderCommand orderCommand)
{
IOrderIdGenerator orderIdGenerator = ContextRegistry.GetContext()["OrderIdGenerator"] as IOrderIdGenerator;
Tuple <string, string> splittedCurrencyPairs = CurrencySplitterService.SplitCurrencyPair(orderCommand.Pair);
Order order = OrderFactory.CreateOrder(orderCommand.TraderId, orderCommand.Pair,
orderCommand.Type, orderCommand.Side, orderCommand.Volume, orderCommand.Price, orderIdGenerator);
if (_balanceValidationService.FundsConfirmation(order.TraderId.Id, splittedCurrencyPairs.Item1,
splittedCurrencyPairs.Item2, order.Volume.Value, order.Price.Value, order.OrderSide.ToString(),
order.OrderId.Id))
{
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(order));
return(new NewOrderRepresentation(order));
}
throw new InvalidOperationException("Not Enough Balance for Trader with ID: " + orderCommand.TraderId);
}
public CancelOrderResponse CancelOrder(CancelOrderCommand cancelOrderCommand)
{
try
{
// Verify cancel order command
if (_commandValidationService.ValidateCancelOrderCommand(cancelOrderCommand))
{
string currencyPair = _commandValidationService.GetCurrencyPair(cancelOrderCommand.OrderId);
OrderCancellation cancellation = new OrderCancellation(cancelOrderCommand.OrderId,
cancelOrderCommand.TraderId, currencyPair);
InputDisruptorPublisher.Publish(InputPayload.CreatePayload(cancellation));
return(new CancelOrderResponse(true, "Cancel Request Accepted"));
}
return(new CancelOrderResponse(false, new InvalidDataException("Invalid orderid").ToString()));
}
catch (Exception exception)
{
return(new CancelOrderResponse(false, exception.Message));
}
}
