public TradeReadModel GetByIdAndTraderId(string traderId, string tradeId)
{
TradeReadModel model = CurrentSession.Get <TradeReadModel>(tradeId);
if (model.BuyTraderId == traderId || model.SellTraderId == traderId)
{
return(model);
}
throw new InvalidOperationException("Not Authorized");
}
private void AssertAreEqual(TradeReadModel expected, TradeReadModel actual)
{
Assert.AreEqual(expected.TradeId, actual.TradeId);
Assert.AreEqual(expected.BuyTraderId, actual.BuyTraderId);
Assert.AreEqual(expected.SellTraderId, actual.SellTraderId);
Assert.AreEqual(expected.Volume, actual.Volume);
Assert.AreEqual(expected.BuyOrderId, actual.BuyOrderId);
Assert.AreEqual(expected.SellOrderId, actual.SellOrderId);
Assert.AreEqual(expected.Price, actual.Price);
//Assert.AreEqual(expected.ExecutionDateTime, actual.ExecutionDateTime);
Assert.AreEqual(expected.CurrencyPair, actual.CurrencyPair);
}
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);
}
/// <summary>
/// Trade Details
/// </summary>
/// <param name="traderId"></param>
/// <param name="tradeId"></param>
/// <returns></returns>
public TradeDetailsRepresentation GetTradeDetails(string traderId, string tradeId)
{
TradeReadModel model = _tradeRepository.GetByIdAndTraderId(traderId, tradeId);
OrderReadModel buyOrder = _orderRepository.GetOrderById(model.BuyOrderId);
OrderReadModel sellOrder = _orderRepository.GetOrderById(model.SellOrderId);
if (buyOrder.TraderId == traderId && sellOrder.TraderId == traderId)
{
OrderReadModel fillingOrder = buyOrder.DateTime > sellOrder.DateTime ? buyOrder : sellOrder;
return(new TradeDetailsRepresentation(fillingOrder, model.ExecutionDateTime, model.Price, model.Volume, model.TradeId));
}
if (buyOrder.TraderId == traderId)
{
return(new TradeDetailsRepresentation(buyOrder, model.ExecutionDateTime, model.Price, model.Volume, model.TradeId));
}
return(new TradeDetailsRepresentation(sellOrder, model.ExecutionDateTime, model.Price, model.Volume, model.TradeId));
}
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);
}
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]));
}
public void PublishTradeToOutputDisruptor_IfTradeListenerIsInitiated_ItShouldSaveInDatabase()
{
Order buyOrder = OrderFactory.CreateOrder("123", "XBTUSD", "limit", "buy", 10, 100,
new StubbedOrderIdGenerator());
Order sellOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "limit", "sell", 10, 100,
new StubbedOrderIdGenerator());
//Trade trade=new Trade("XBTUSD",new Price(100),new Volume(10),DateTime.Now,buyOrder,sellOrder);
Trade trade = TradeFactory.GenerateTrade("XBTUSD", new Price(1000), new Volume(10), buyOrder, sellOrder);
OutputDisruptor.Publish(trade);
_manualResetEvent.WaitOne(5000);
TradeReadModel model = _tradeRepository.GetById(trade.TradeId.Id.ToString());
Assert.NotNull(model);
Assert.AreEqual(model.BuyOrderId, buyOrder.OrderId.Id.ToString());
Assert.AreEqual(model.SellOrderId, sellOrder.OrderId.Id.ToString());
Assert.AreEqual(model.Price, 1000);
Assert.AreEqual(model.CurrencyPair, "XBTUSD");
Assert.AreEqual(model.BuyTraderId, "123");
Assert.AreEqual(model.SellTraderId, "1234");
Assert.AreEqual(model.Volume, 10);
}
