예제 #1
0
        public SystemProcessOperationDataSynchroniserRequestGraphType(
            ISystemProcessOperationRepository operationRepository,
            ISystemProcessOperationRuleRunRepository ruleRunRepository,
            IDataLoaderContextAccessor dataLoaderAccessor)
        {
            this.AuthorizeWith(PolicyManifest.AdminPolicy);

            this.Field(i => i.Id).Description("Identifier for the system process operation data synchroniser request");
            this.Field(i => i.QueueMessageId, true).Description("Queue message id");

            this.Field(i => i.RuleRunId, true).Description("Rule run identifier for the data synchroniser");
            this.Field <ListGraphType <SystemProcessOperationRuleRunGraphType> >(
                "ruleRun",
                resolve: context =>
            {
                IQueryable <ISystemProcessOperationRuleRun> IdQuery(IQueryable <ISystemProcessOperationRuleRun> i)
                {
                    return(i.Where(x => x.SystemProcessOperationId == context.Source.RuleRunId));
                }

                var loader = dataLoaderAccessor.Context.GetOrAddLoader(
                    $"GetSystemProcessOperationRuleRunById-{context.Source.RuleRunId}",
                    () => ruleRunRepository.Query(IdQuery));

                return(loader.LoadAsync());
            });

            this.Field <SystemProcessOperationGraphType>(
                "processOperation",
                resolve: context =>
            {
                var loader = dataLoaderAccessor.Context.GetOrAddLoader(
                    $"GetSystemProcessOperationById-{context.Source.Id}",
                    () => operationRepository.GetForId(context.Source.Id));

                return(loader.LoadAsync());
            });
        }
예제 #2
0
        public SurveillanceQuery(
            IRefinitivTickPriceHistoryService refinitivTickPriceHistoryService,
            IFinancialInstrumentRepository financialInstrumentRepository,
            IOrderRepository orderRepository,
            IMarketRepository marketRepository,
            IBrokerRepository brokerRepository,
            IRuleBreachRepository ruleBreachRepository,
            ISystemProcessOperationRuleRunRepository ruleRunRepository,
            ISystemProcessOperationUploadFileRepository fileUploadRepository,
            ISystemProcessOperationDataSynchroniserRepository dataSynchroniserRepository,
            ISystemProcessOperationDistributeRuleRepository distributeRuleRepository,
            IActiveRulesService ruleService,
            IDataLoaderContextAccessor dataAccessor,
            IHttpContextAccessor ctx)
        {
            this.Field <ListGraphType <FinancialInstrumentGraphType> >(
                "financialInstruments",
                "The financial instruments known to surveillance",
                new QueryArguments(new QueryArgument <IdGraphType> {
                Name = "id"
            }),
                context =>
            {
                var id = context.GetArgument <int?>("id");

                IQueryable <IFinancialInstrument> IdQuery(IQueryable <IFinancialInstrument> i)
                {
                    return(i.Where(x => id == null || x.Id == id));
                }

                return(financialInstrumentRepository.Query(IdQuery));
            });

            this.Field <ListGraphType <SystemProcessOperationRuleRunGraphType> >(
                "ruleRuns",
                "The rule runs executed by the system",
                new QueryArguments(new QueryArgument <ListGraphType <StringGraphType> > {
                Name = "correlationIds"
            }),
                context =>
            {
                var correlationIds = context.GetArgument <List <string> >("correlationIds");

                IQueryable <ISystemProcessOperationRuleRun> filter(IQueryable <ISystemProcessOperationRuleRun> i)
                {
                    return(i.Where(x => correlationIds == null || correlationIds.Contains(x.CorrelationId)));
                }

                return(ruleRunRepository.Query(filter));
            });

            this.Field <ListGraphType <SystemProcessOperationUploadFileGraphType> >(
                "uploadFiles",
                "The files uploaded by the system",
                resolve: context =>
            {
                var dataLoader = dataAccessor.Context.GetOrAddLoader(
                    "allUploadfiles",
                    fileUploadRepository.GetAllDb);

                return(dataLoader.LoadAsync());
            });

            this.Field <ListGraphType <SystemProcessOperationDataSynchroniserRequestGraphType> >(
                "dataSynchroniser",
                "The data synchroniser requests logged by the system",
                resolve: context =>
            {
                var dataLoader = dataAccessor.Context.GetOrAddLoader(
                    "allDataSynchroniser",
                    dataSynchroniserRepository.GetAllDb);

                return(dataLoader.LoadAsync());
            });

            this.Field <ListGraphType <SystemProcessOperationDistributeRuleGraphType> >(
                "distributeRule",
                "The rules distributed by the schedule disassembler",
                resolve: context =>
            {
                var dataLoader = dataAccessor.Context.GetOrAddLoader(
                    "allDistributeRule",
                    distributeRuleRepository.GetAllDb);

                return(dataLoader.LoadAsync());
            });

            this.Field <OrderLedgerGraphType>(
                "metaLedger",
                "Consolidated company portfolio incorporating all funds",
                resolve: context =>
            {
                var dataLoader = dataAccessor.Context.GetOrAddLoader(
                    "allMetaLedger",
                    orderRepository.QueryUnallocated);

                return(dataLoader.LoadAsync());
            });

            this.Field <ListGraphType <FundGraphType> >(
                "funds",
                "The list of funds under surveillance",
                new QueryArguments(new QueryArgument <StringGraphType> {
                Name = "id"
            }),
                context =>
            {
                var id = context.GetArgument <string>("id");

                IQueryable <IOrdersAllocation> IdQuery(IQueryable <IOrdersAllocation> i)
                {
                    return(i.Where(x => string.IsNullOrWhiteSpace(id) || x.Fund == id));
                }

                return(orderRepository.QueryFund(IdQuery));
            });

            this.Field <ListGraphType <StrategyGraphType> >(
                "strategies",
                "The list of strategies employed by surveilled orders",
                new QueryArguments(new QueryArgument <StringGraphType> {
                Name = "id"
            }),
                context =>
            {
                var id = context.GetArgument <string>("id");

                IQueryable <IOrdersAllocation> IdQuery(IQueryable <IOrdersAllocation> i)
                {
                    return(i.Where(x => string.IsNullOrWhiteSpace(id) || x.Strategy == id));
                }

                return(orderRepository.QueryStrategy(IdQuery));
            });

            this.Field <ListGraphType <ClientAccountGraphType> >(
                "clientAccounts",
                "The list of client accounts allocated to by surveilled orders",
                new QueryArguments(new QueryArgument <StringGraphType> {
                Name = "id"
            }),
                context =>
            {
                var id = context.GetArgument <string>("id");

                IQueryable <IOrdersAllocation> IdQuery(IQueryable <IOrdersAllocation> i)
                {
                    return(i.Where(x => string.IsNullOrWhiteSpace(id) || x.ClientAccountId == id));
                }

                return(orderRepository.QueryClientAccount(IdQuery));
            });

            this.Field <ListGraphType <MarketGraphType> >(
                "markets",
                "The list of markets that have surveilled orders have been issued against",
                new QueryArguments(new QueryArgument <StringGraphType> {
                Name = "mic"
            }),
                context =>
            {
                var id = context.GetArgument <string>("mic");

                IQueryable <IMarket> MicQuery(IQueryable <IMarket> i)
                {
                    return(i.Where(x => id == null || x.MarketId == id));
                }

                return(marketRepository.Query(MicQuery));
            });

            this.Field <ListGraphType <BrokerGraphType> >(
                "brokers",
                "The list of brokers that  orders have been placed with",
                new QueryArguments(new QueryArgument <StringGraphType> {
                Name = "id"
            }),
                context =>
            {
                var id = context.GetArgument <int?>("id");

                IQueryable <IBroker> IdQuery(IQueryable <IBroker> i)
                {
                    return(i.Where(x => id == null || x.Id == id));
                }

                return(brokerRepository.Query(IdQuery));
            });

            this.Field <ListGraphType <RuleBreachGraphType> >(
                "ruleBreaches",
                "Policy rule violations detected by the surveillance engine",
                new QueryArguments(new QueryArgument <IdGraphType> {
                Name = "id"
            }),
                context =>
            {
                var id = context.GetArgument <int?>("id");

                IQueryable <IRuleBreach> IdQuery(IQueryable <IRuleBreach> i)
                {
                    return(i.Where(x => id == null || x.Id == id));
                }

                return(ruleBreachRepository.Query(IdQuery));
            });

            this.Field <ListGraphType <TraderGraphType> >(
                "traders",
                "Traders that have been recorded in the orders file",
                new QueryArguments(new QueryArgument <IdGraphType> {
                Name = "id"
            }),
                context =>
            {
                var id = context.GetArgument <string>("id");

                IQueryable <IOrder> IdQuery(IQueryable <IOrder> i)
                {
                    return(i.Where(x => id == null || x.TraderId == id));
                }

                return(orderRepository.TradersQuery(IdQuery));
            });

            this.Field <ListGraphType <OrderGraphType> >(
                "orders",
                "Orders uploaded by client",
                new QueryArguments(
                    new QueryArgument <ListGraphType <IntGraphType> > {
                Name = "ids"
            },
                    new QueryArgument <IntGraphType> {
                Name = "take"
            },
                    new QueryArgument <ListGraphType <StringGraphType> > {
                Name = "traderIds"
            },
                    new QueryArgument <ListGraphType <StringGraphType> > {
                Name = "excludeTraderIds"
            },
                    new QueryArgument <ListGraphType <StringGraphType> > {
                Name = "reddeerIds"
            },
                    new QueryArgument <ListGraphType <IntGraphType> > {
                Name = "statuses"
            },
                    new QueryArgument <ListGraphType <IntGraphType> > {
                Name = "directions"
            },
                    new QueryArgument <ListGraphType <IntGraphType> > {
                Name = "types"
            },
                    new QueryArgument <DateTimeGraphType> {
                Name = "placedDateFrom"
            },
                    new QueryArgument <DateTimeGraphType> {
                Name = "placedDateTo"
            }),
                context =>
            {
                var options = new OrderQueryOptions
                {
                    Ids              = context.GetArgument <List <int> >("ids"),
                    Take             = context.GetArgument <int?>("take"),
                    TraderIds        = context.GetArgument <List <string> >("traderIds")?.ToHashSet(),
                    ExcludeTraderIds =
                        context.GetArgument <List <string> >("excludeTraderIds")?.ToHashSet(),
                    ReddeerIds     = context.GetArgument <List <string> >("reddeerIds"),
                    Statuses       = context.GetArgument <List <int> >("statuses"),
                    Directions     = context.GetArgument <List <int> >("directions"),
                    Types          = context.GetArgument <List <int> >("types"),
                    PlacedDateFrom = context.GetArgument <DateTime?>("placedDateFrom"),
                    PlacedDateTo   = context.GetArgument <DateTime?>("placedDateTo")
                };
                return(orderRepository.Query(options));
            });

            this.Field <ListGraphType <AggregationGraphType> >(
                "orderAggregation",
                "Aggregation of orders uploaded by client",
                new QueryArguments(
                    new QueryArgument <ListGraphType <IntGraphType> > {
                Name = "ids"
            },
                    new QueryArgument <ListGraphType <StringGraphType> > {
                Name = "traderIds"
            },
                    new QueryArgument <ListGraphType <StringGraphType> > {
                Name = "excludeTraderIds"
            },
                    new QueryArgument <ListGraphType <StringGraphType> > {
                Name = "reddeerIds"
            },
                    new QueryArgument <ListGraphType <IntGraphType> > {
                Name = "statuses"
            },
                    new QueryArgument <ListGraphType <IntGraphType> > {
                Name = "directions"
            },
                    new QueryArgument <ListGraphType <IntGraphType> > {
                Name = "types"
            },
                    new QueryArgument <DateTimeGraphType> {
                Name = "placedDateFrom"
            },
                    new QueryArgument <DateTimeGraphType> {
                Name = "placedDateTo"
            },
                    new QueryArgument <StringGraphType> {
                Name = "tzName"
            }),
                context =>
            {
                var options = new OrderQueryOptions
                {
                    Ids              = context.GetArgument <List <int> >("ids"),
                    TraderIds        = context.GetArgument <List <string> >("traderIds")?.ToHashSet(),
                    ExcludeTraderIds =
                        context.GetArgument <List <string> >("excludeTraderIds")?.ToHashSet(),
                    ReddeerIds     = context.GetArgument <List <string> >("reddeerIds"),
                    Statuses       = context.GetArgument <List <int> >("statuses"),
                    Directions     = context.GetArgument <List <int> >("directions"),
                    Types          = context.GetArgument <List <int> >("types"),
                    PlacedDateFrom = context.GetArgument <DateTime?>("placedDateFrom"),
                    PlacedDateTo   = context.GetArgument <DateTime?>("placedDateTo"),
                    TzName         = context.GetArgument <string>("tzName")
                };
                return(orderRepository.AggregationQuery(options));
            });

            this.Field <ListGraphType <RulesTypeEnumGraphType> >(
                "rules",
                "The category of the rule",
                resolve: context => ruleService.EnabledRules());

            this.Field <ListGraphType <OrganisationTypeEnumGraphType> >(
                "organisationFactors",
                "The type of organisation factors",
                resolve: context => OrganisationalFactors.None.GetEnumPermutations());

            this.Field <ListGraphType <OrderTypeGraphType> >(
                "orderTypes",
                "The type of the order given to market",
                resolve: context => OrderTypes.NONE.GetEnumPermutations());

            this.Field <ListGraphType <InstrumentTypeGraphType> >(
                "instrumentTypes",
                "A primitive perspective on the asset class. To see further details use the CFI code",
                resolve: context => InstrumentTypes.None.GetEnumPermutations());

            this.Field <ListGraphType <TickPriceHistoryTimeBarGraphType> >(
                "tickPriceHistoryTimeBars",
                "Tick Price History TimeBar",
                new QueryArguments(
                    new QueryArgument <ListGraphType <StringGraphType> > {
                Name = "rics"
            },
                    new QueryArgument <DateTimeGraphType> {
                Name = "startDateTime"
            },
                    new QueryArgument <DateTimeGraphType> {
                Name = "endDateTime"
            }),
                context =>
            {
                var rics          = context.GetArgument <List <string> >("rics");
                var startDateTime = context.GetArgument <DateTime?>("startDateTime");
                var endDateTime   = context.GetArgument <DateTime?>("endDateTime");

                return(refinitivTickPriceHistoryService.GetEndOfDayTimeBarsAsync(startDateTime, endDateTime, rics));
            });
        }