public void GetOpenOrders_IfTraderIdIsProvided_RetrievedOrdersShouldBeDateTimeSortedAsDescending()
{
ManualResetEvent resetEvent = new ManualResetEvent(false);
Order order = OrderFactory.CreateOrder("100", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
resetEvent.WaitOne(2000);
resetEvent.Reset();
Order order1 = OrderFactory.CreateOrder("100", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
resetEvent.WaitOne(2000);
resetEvent.Reset();
Order order2 = OrderFactory.CreateOrder("100", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
resetEvent.WaitOne(2000);
resetEvent.Reset();
OrderReadModel model = ReadModelAdapter.GetOrderReadModel(order);
_persistanceRepository.SaveOrUpdate(model);
OrderReadModel model1 = ReadModelAdapter.GetOrderReadModel(order1);
_persistanceRepository.SaveOrUpdate(model1);
OrderReadModel model2 = ReadModelAdapter.GetOrderReadModel(order2);
_persistanceRepository.SaveOrUpdate(model2);
IList <OrderReadModel> getReadModel = _orderRepository.GetOpenOrders("100");
Assert.NotNull(getReadModel);
Assert.AreEqual(getReadModel.Count, 3);
Assert.True(getReadModel[0].DateTime > getReadModel[1].DateTime);
Assert.True(getReadModel[1].DateTime > getReadModel[2].DateTime);
}
public void ValidateCancelOrderCommand_IfOrderIdAndTraderIdIsValidAndOrderStatusIsNotCompleteOrCancelled_CommandWillBeValidated()
{
Order order = OrderFactory.CreateOrder("1234", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
OrderReadModel model = ReadModelAdapter.GetOrderReadModel(order);
_persistanceRepository.SaveOrUpdate(model);
CancelOrderCommand command = new CancelOrderCommand(order.OrderId, order.TraderId);
ICancelOrderCommandValidation validation = new CancelOrderCommandValidation(_orderRepository);
Assert.True(validation.ValidateCancelOrderCommand(command));
}
/// <summary>
/// Receives trade when events are raised
/// </summary>
/// <param name="trade"></param>
void OnTradeArrived(Trade trade)
{
_persistanceRepository.SaveOrUpdate(ReadModelAdapter.GetTradeReadModel(trade));
_ohlcCalculation.CalculateAndPersistOhlc(trade);
_tickerInfoCalculation.CalculateTickerInfo(trade);
Tuple <string, string> currencies = CurrencySplitterService.SplitCurrencyPair(trade.CurrencyPair);
// Update the balance on hte Funds BC
_balanceValidationService.TradeExecuted(currencies.Item1, currencies.Item2, trade.ExecutedVolume.Value,
trade.ExecutionPrice.Value, trade.ExecutionTime, trade.TradeId.Id, trade.BuyOrder.TraderId.Id,
trade.SellOrder.TraderId.Id, trade.BuyOrder.OrderId.Id, trade.SellOrder.OrderId.Id);
}
public void ValidateCancelOrderCommand_IfOrderIdAndTraderIdIsValidAndOrderStatusIsCancelled_InvalidOperationException()
{
Order order = OrderFactory.CreateOrder("1234", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
order.OrderState = OrderState.Cancelled;
OrderReadModel model = ReadModelAdapter.GetOrderReadModel(order);
_persistanceRepository.SaveOrUpdate(model);
CancelOrderCommand command = new CancelOrderCommand(order.OrderId, order.TraderId);
ICancelOrderCommandValidation validation = new CancelOrderCommandValidation(_orderRepository);
validation.ValidateCancelOrderCommand(command);
}
public void SaveOrderReadModel_IfStateIsAccepted_ClosingTimeShouldBeNull()
{
Order order = OrderFactory.CreateOrder("1234", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
string id = DateTime.Now.ToString();
order.OrderState = OrderState.Accepted;
OrderReadModel model = ReadModelAdapter.GetOrderReadModel(order);
_persistanceRepository.SaveOrUpdate(model);
OrderReadModel getReadModel = _orderRepository.GetOrderById(order.OrderId.Id.ToString());
Assert.NotNull(getReadModel);
AssertAreEqual(getReadModel, model);
Assert.Null(getReadModel.ClosingDateTime);
}
public void SaveOrderReadModel_IfSaveOrUpdateMethodIsCalled_ItShouldGetSavedInTheDatabase()
{
Order order = OrderFactory.CreateOrder("1234", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
string id = DateTime.Now.ToString();
order.OrderState = OrderState.Complete;
OrderReadModel model = ReadModelAdapter.GetOrderReadModel(order);
_persistanceRepository.SaveOrUpdate(model);
OrderReadModel getReadModel = _orderRepository.GetOrderById(order.OrderId.Id.ToString());
Assert.NotNull(getReadModel);
AssertAreEqual(getReadModel, model);
Assert.NotNull(getReadModel.ClosingDateTime);
}
public void GetClosedOrders_IfTraderIdIsProvided_ItShouldRetireveAllClosedOrdersOfTrader()
{
Order order = OrderFactory.CreateOrder("999", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
order.OrderState = OrderState.Complete;
string id = DateTime.Now.ToString();
OrderReadModel model = ReadModelAdapter.GetOrderReadModel(order);
_persistanceRepository.SaveOrUpdate(model);
IList <OrderReadModel> getReadModel = _orderRepository.GetClosedOrders("999");
Assert.NotNull(getReadModel);
Assert.AreEqual(getReadModel.Count, 1);
AssertAreEqual(getReadModel[0], model);
}
public void SaveTradeReadModel_IfSaveOrUpdateMethodIsCalled_ItShouldGetSavedInTheDatabase()
{
Order buyOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "buy", 5, 0,
new StubbedOrderIdGenerator());
Order sellOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "sell", 5, 0,
new StubbedOrderIdGenerator());
//Trade trade=new Trade("XBTUSD",new Price(100),new Volume(10),DateTime.Now,buyOrder,sellOrder);
Trade trade = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
TradeReadModel model = ReadModelAdapter.GetTradeReadModel(trade);
_persistanceRepository.SaveOrUpdate(model);
TradeReadModel getSavedModel = _tradeRepository.GetById(trade.TradeId.Id.ToString());
Assert.NotNull(getSavedModel);
AssertAreEqual(getSavedModel, model);
}
public void GetRecentTrades_IfRecentTradesRequestArrives_ItShouldReturnRecentTrades()
{
Order buyOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "buy", 5, 0,
new StubbedOrderIdGenerator());
Order sellOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "sell", 5, 0,
new StubbedOrderIdGenerator());
//Trade trade=new Trade("XBTUSD",new Price(100),new Volume(10),DateTime.Now,buyOrder,sellOrder);
Trade trade = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
TradeReadModel model = ReadModelAdapter.GetTradeReadModel(trade);
_persistanceRepository.SaveOrUpdate(model);
IList <object> getTrades = _tradeRepository.GetRecentTrades("", "XBTUSD");
Assert.NotNull(getTrades);
Assert.AreEqual(getTrades.Count, 1);
object[] received = getTrades[0] as object[];
Assert.AreEqual(received[1], 100);
Assert.AreEqual(received[2], 10);
}
/// <summary>
/// Handles the event of change in orders
/// </summary>
/// <param name="order"></param>
void OnOrderStatusChanged(Order order)
{
_persistanceRepository.SaveOrUpdate(ReadModelAdapter.GetOrderReadModel(order));
// If the order has been cancelled, send the info to Funds BC so that the funds can be updated
if (order.OrderState == OrderState.Cancelled)
{
// First split the curreny pair into base and quote currency
Tuple <string, string> splittedCurrencyPair =
CurrencySplitterService.SplitCurrencyPair(order.CurrencyPair);
if (!string.IsNullOrEmpty(splittedCurrencyPair.Item1) &&
!string.IsNullOrEmpty(splittedCurrencyPair.Item2))
{
// Send to the Infrastructure service which will communicate cross Bounded Context
_balanceValidationService.OrderCancelled(splittedCurrencyPair.Item1, splittedCurrencyPair.Item2,
order.TraderId.Id, order.OrderSide.ToString(),
order.OrderId.Id,
order.OpenQuantity.Value, order.Price.Value);
}
}
}
public void GetTradesOfTrader_IfTraderIdIsProvided_AllTradesOfTraderShouldReturn()
{
Order buyOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "buy", 5, 0,
new StubbedOrderIdGenerator());
Order sellOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "sell", 5, 0,
new StubbedOrderIdGenerator());
//Trade trade=new Trade("XBTUSD",new Price(100),new Volume(10),DateTime.Now,buyOrder,sellOrder);
Trade trade = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
TradeReadModel model = ReadModelAdapter.GetTradeReadModel(trade);
_persistanceRepository.SaveOrUpdate(model);
//model.TradeId = DateTime.Now.Millisecond.ToString();
var getTrades = _tradeRepository.GetTraderTradeHistory("1234");
Assert.NotNull(getTrades);
Assert.AreEqual(getTrades.Count, 1);
object[] received = getTrades[0] as object[];
Assert.AreEqual(received[2], 100);
Assert.AreEqual(received[3], 10);
Assert.AreEqual(received[4], "XBTUSD");
}
public void GetTradesOfTrader_IfTraderIdIsProvided_AllTradesOfTraderShouldBeDateTimeSortedDesc()
{
Order buyOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "buy", 5, 0,
new StubbedOrderIdGenerator());
Order sellOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "sell", 5, 0,
new StubbedOrderIdGenerator());
ManualResetEvent resetEvent = new ManualResetEvent(false);
//Trade trade=new Trade("XBTUSD",new Price(100),new Volume(10),DateTime.Now,buyOrder,sellOrder);
Trade trade = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
resetEvent.WaitOne(2000);
resetEvent.Reset();
Trade trade1 = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
resetEvent.WaitOne(2000);
resetEvent.Reset();
Trade trade2 = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
resetEvent.WaitOne(2000);
resetEvent.Reset();
TradeReadModel model = ReadModelAdapter.GetTradeReadModel(trade);
_persistanceRepository.SaveOrUpdate(model);
TradeReadModel model1 = ReadModelAdapter.GetTradeReadModel(trade1);
_persistanceRepository.SaveOrUpdate(model1);
TradeReadModel model2 = ReadModelAdapter.GetTradeReadModel(trade2);
_persistanceRepository.SaveOrUpdate(model2);
IList <object> getTrades = _tradeRepository.GetTraderTradeHistory("1234");
Assert.NotNull(getTrades);
Assert.AreEqual(getTrades.Count, 3);
object[] received = getTrades[0] as object[];
object[] received1 = getTrades[1] as object[];
object[] received2 = getTrades[2] as object[];
Assert.True(Convert.ToDateTime(received[1]) > Convert.ToDateTime(received1[1]));
Assert.True(Convert.ToDateTime(received1[1]) > Convert.ToDateTime(received2[1]));
}
