private static void CheckAssetPairSettings(AssetPairSettingsContract actual,
AssetPairSettingsInputContract expected)
{
actual.AssetPairId.RequiredEqualsTo("BTCUSD.test", nameof(actual.AssetPairId));
actual.BasePairId.RequiredEqualsTo(expected.BasePairId, nameof(actual.BasePairId));
actual.LegalEntity.RequiredEqualsTo(expected.LegalEntity, nameof(actual.LegalEntity));
actual.MultiplierMarkupBid.RequiredEqualsTo(expected.MultiplierMarkupBid,
nameof(actual.MultiplierMarkupBid));
actual.MultiplierMarkupAsk.RequiredEqualsTo(expected.MultiplierMarkupAsk,
nameof(actual.MultiplierMarkupAsk));
actual.MatchingEngineMode.RequiredEqualsTo(expected.MatchingEngineMode,
nameof(actual.MatchingEngineMode));
}
private IAssetPairSettings Convert(string assetPairId, AssetPairSettingsInputContract settings)
{
return(_convertService.ConvertWithConstructorArgs <AssetPairSettingsInputContract, AssetPairSettings>(
settings, new { assetPairId }));
}
public async Task <AssetPairSettingsContract> Update(string assetPairId,
[FromBody] AssetPairSettingsInputContract settings)
{
return(Convert(await _assetPairsManager.UpdateAssetPairSettings(Convert(assetPairId, settings))));
}
private static async Task Run()
{
var services = new ServiceCollection();
var builder = new ContainerBuilder();
services.RegisterMtBackendClient("http://localhost:5000", "margintrading", "TestClient");
services.RegisterMtDataReaderClient("http://localhost:5008", "margintrading", "TestClient");
builder.Populate(services);
var container = builder.Build();
var client = container.Resolve <IMtBackendClient>();
await client.ScheduleSettings.ListExclusions().Dump();
var excl = await client.ScheduleSettings.CreateExclusion(new DayOffExclusionInputContract
{
AssetPairRegex = "lol",
Start = DateTime.Now.AddDays(-1),
End = DateTime.Now.Date,
IsTradeEnabled = false,
}).Dump();
var id = excl.Id;
var ex = await client.ScheduleSettings.GetExclusion(id).Dump();
ex.AssetPairRegex = "^btc";
await client.ScheduleSettings.UpdateExclusion(id, ex).Dump();
await client.ScheduleSettings.GetExclusion(id).Dump();
await client.ScheduleSettings.ListCompiledExclusions().Dump();
await client.ScheduleSettings.DeleteExclusion(id).Dump();
await client.ScheduleSettings.GetExclusion(id).Dump();
var s = await client.ScheduleSettings.GetSchedule().Dump();
s.AssetPairsWithoutDayOff.Add("BTCRABBIT");
await client.ScheduleSettings.SetSchedule(s).Dump();
s.AssetPairsWithoutDayOff.Remove("BTCRABBIT");
await client.ScheduleSettings.SetSchedule(s).Dump();
var assetPairSettingsInputContract = new AssetPairSettingsInputContract
{
BasePairId = "BTCUSD",
LegalEntity = "LYKKETEST",
MultiplierMarkupBid = 0.9m,
MultiplierMarkupAsk = 1.1m,
MatchingEngineMode = MatchingEngineModeContract.MarketMaker
};
await client.AssetPairSettingsEdit.Delete("BTCUSD.test").Dump();
var result = await client.AssetPairSettingsEdit.Insert("BTCUSD.test", assetPairSettingsInputContract).Dump();
CheckAssetPairSettings(result, assetPairSettingsInputContract);
assetPairSettingsInputContract.MatchingEngineMode = MatchingEngineModeContract.Stp;
var result2 = await client.AssetPairSettingsEdit.Update("BTCUSD.test", assetPairSettingsInputContract).Dump();
CheckAssetPairSettings(result2, assetPairSettingsInputContract);
var dataReaderClient = container.Resolve <IMtDataReaderClient>();
var list = await dataReaderClient.AssetPairSettingsRead.List().Dump();
var ours = list.First(e => e.AssetPairId == "BTCUSD.test");
CheckAssetPairSettings(ours, assetPairSettingsInputContract);
var get = await dataReaderClient.AssetPairSettingsRead.Get("BTCUSD.test").Dump();
CheckAssetPairSettings(get, assetPairSettingsInputContract);
var nonexistentGet = await dataReaderClient.AssetPairSettingsRead.Get("nonexistent").Dump();
nonexistentGet.RequiredEqualsTo(null, nameof(nonexistentGet));
var getByMode = await dataReaderClient.AssetPairSettingsRead.Get(MatchingEngineModeContract.Stp).Dump();
var ours2 = getByMode.First(e => e.AssetPairId == "BTCUSD.test");
CheckAssetPairSettings(ours2, assetPairSettingsInputContract);
var getByOtherMode = await dataReaderClient.AssetPairSettingsRead.Get(MatchingEngineModeContract.MarketMaker).Dump();
getByOtherMode.Count(e => e.AssetPairId == "BTCUSD.test").RequiredEqualsTo(0, "getByOtherMode.Count");
var result3 = await client.AssetPairSettingsEdit.Delete("BTCUSD.test").Dump();
CheckAssetPairSettings(result3, assetPairSettingsInputContract);
var nonexistentDelete = await client.AssetPairSettingsEdit.Delete("nonexistent").Dump();
nonexistentDelete.RequiredEqualsTo(null, nameof(nonexistentDelete));
#region TradeMonitoring
var assetSumary = await dataReaderClient.TradeMonitoringRead.AssetSummaryList().Dump();
var openPositions = await dataReaderClient.TradeMonitoringRead.OpenPositions().Dump();
string clientId = openPositions.First().ClientId;
var openPositionsByClient = await dataReaderClient.TradeMonitoringRead.OpenPositionsByClient(clientId).Dump();
var openPositionsByDate = await dataReaderClient.TradeMonitoringRead.OpenPositionsByDate(DateTime.UtcNow.AddDays(-30), DateTime.UtcNow).Dump();
var openPositionsByVolume = await dataReaderClient.TradeMonitoringRead.OpenPositionsByVolume(100).Dump();
var pendingOrders = await dataReaderClient.TradeMonitoringRead.PendingOrders().Dump();
var pendingOrdersByClient = await dataReaderClient.TradeMonitoringRead.PendingOrdersByClient(clientId).Dump();
var pendingOrdersByDate = await dataReaderClient.TradeMonitoringRead.PendingOrdersByDate(DateTime.UtcNow.AddDays(-30), DateTime.UtcNow).Dump();
var pendingOrdersByVolume = await dataReaderClient.TradeMonitoringRead.PendingOrdersByVolume(100).Dump();
var orderBooksByInstrument = await dataReaderClient.TradeMonitoringRead.OrderBooksByInstrument("BTCUSD");
#endregion
var accountAssetPairs = await dataReaderClient.AccountAssetPairsRead
.List()
.Dump();
var firstAccountAssetPair = accountAssetPairs.First();
var secondAccountAssetPair = await dataReaderClient.AccountAssetPairsRead
.Get(firstAccountAssetPair.TradingConditionId, firstAccountAssetPair.BaseAssetId, firstAccountAssetPair.Instrument)
.Dump();
CheckAccountAssetPairs(firstAccountAssetPair, secondAccountAssetPair);
var accountAssetPairsGetByTradingCondition = await dataReaderClient.AccountAssetPairsRead
.Get(firstAccountAssetPair.TradingConditionId, firstAccountAssetPair.BaseAssetId)
.Dump();
foreach (var accountAssetPair in accountAssetPairsGetByTradingCondition)
{
var item = accountAssetPairs
.Single(x => x.TradingConditionId == accountAssetPair.TradingConditionId &&
x.BaseAssetId == accountAssetPair.BaseAssetId &&
x.Instrument == accountAssetPair.Instrument);
CheckAccountAssetPairs(item, accountAssetPair);
}
firstAccountAssetPair.OvernightSwapLong = 0.1m;
var updatedAccountAssetPair = await client.TradingConditionsEdit.InsertOrUpdateAccountAsset(firstAccountAssetPair)
.Dump();
CheckAccountAssetPairs(updatedAccountAssetPair.Result, firstAccountAssetPair);
var tc = await client.TradingConditionsEdit.InsertOrUpdate(new Contracts.TradingConditions.TradingConditionContract
{
Id = "LYKKETEST",
IsDefault = false,
Name = "Test Trading Condition"
})
.Dump();
tc.Result.Id.RequiredEqualsTo("LYKKETEST", "tc.Result.Id");
var ag = await client.TradingConditionsEdit.InsertOrUpdateAccountGroup(new Contracts.TradingConditions.AccountGroupContract
{
BaseAssetId = "BTC",
TradingConditionId = tc.Result.Id,
DepositTransferLimit = 0.1m,
ProfitWithdrawalLimit = 0.2m,
MarginCall = 0.3m,
StopOut = 0.4m
})
.Dump();
ag.Result.StopOut.RequiredEqualsTo(0.4m, "ag.Result.StopOut");
var aa = await client.TradingConditionsEdit.InsertOrUpdateAccountAsset(new AccountAssetPairContract
{
Instrument = "TSTLKK",
BaseAssetId = "BTC",
TradingConditionId = tc.Result.Id
})
.Dump();
aa.Result.Instrument.RequiredEqualsTo("TSTLKK", "aa.Result.Instrument");
var ai = await client.TradingConditionsEdit.AssignInstruments(new Contracts.TradingConditions.AssignInstrumentsContract
{
BaseAssetId = "BTC",
TradingConditionId = tc.Result.Id,
Instruments = new string[] { "TSTLKK" }
})
.Dump();
ai.IsOk.RequiredEqualsTo(true, "ai.IsOk");
var tclist = await dataReaderClient.TradingConditionsRead.List().Dump();
await dataReaderClient.TradingConditionsRead.Get(tclist.First().Id).Dump();
Console.WriteLine("Successfuly finished");
}
