public async Task <ExecuteTradeResponseDto> ExecuteAsync(ExecuteTradeRequestDto request, string user)
{
var id = await _tradeIdProvider.GetNextId();
var tradeDate = DateTimeOffset.UtcNow.Date;
DateTimeOffset valueDate;
if (!DateTimeOffset.TryParse(request.ValueDate, out valueDate))
{
valueDate = DateTimeOffset.UtcNow.AddWeekDays(2);
}
var trade = new Trade(id,
user,
request.CurrencyPair,
request.SpotRate,
tradeDate,
valueDate,
request.Direction,
request.Notional,
request.DealtCurrency);
await _repository.SaveAsync(trade);
await ExecuteImpl(trade);
// We do the saving in two phases here as this gives us the created event emitted when the first save happens, then
// the completed/rejected event emitted after the actual execution happens, which will be after a slight delay.
// This gives us a sequence of events that is more like a real world application
// rather than both events being received on the client almost simultaneously
await _repository.SaveAsync(trade);
return(new ExecuteTradeResponseDto
{
Trade = new TradeDto
{
CurrencyPair = trade.CurrencyPair,
Direction = trade.Direction,
Notional = trade.Notional,
SpotRate = trade.SpotRate,
Status = trade.State,
TradeDate = tradeDate,
ValueDate = valueDate,
TradeId = id,
TraderName = user,
DealtCurrency = trade.DealtCurrency
}
});
}
public IObservable <IStale <ITrade> > ExecuteRequest(IExecutablePrice executablePrice, long notional, string dealtCurrency)
{
return(Observable.Defer(() =>
{
var price = executablePrice.Parent;
var request = new ExecuteTradeRequestDto
{
Direction = executablePrice.Direction == Direction.BUY ? DirectionDto.Buy : DirectionDto.Sell,
Notional = notional,
SpotRate = executablePrice.Rate,
CurrencyPair = price.CurrencyPair.Symbol,
ValueDate = price.ValueDate.ToString("u"),
DealtCurrency = dealtCurrency
};
return _executionServiceClient.ExecuteRequest(request)
.Select(_tradeFactory.Create)
.DetectStale(TimeSpan.FromSeconds(2), _concurrencyService.TaskPool);
}));
}
public Task <ExecuteTradeResponseDto> ExecuteTrade(IRequestContext context, ExecuteTradeRequestDto request)
{
Log.Debug("[REQ. RESPONSE] Executing Trade: ({username})", context.UserSession.Username);
return(_executionEngine.ExecuteAsync(request, context.UserSession.Username));
}
public Task<ExecuteTradeResponseDto> ExecuteTrade(IRequestContext context, ExecuteTradeRequestDto request)
{
Log.Debug("[REQ. RESPONSE] Executing Trade: ({username})", context.UserSession.Username);
return _executionEngine.ExecuteAsync(request, context.UserSession.Username);
}
public IObservable <TradeDto> ExecuteRequest(ExecuteTradeRequestDto executeTradeRequest)
{
return(_serviceClient.CreateRequestResponseOperation <ExecuteTradeRequestDto, ExecuteTradeResponseDto>("executeTrade", executeTradeRequest)
.Select(x => x.Trade)
.Where(x => x.Status != TradeStatusDto.Pending));
}
