/// <summary>
/// The save fixed income high volume judgement.
/// </summary>
/// <param name="highVolume">
/// The high volume.
/// </param>
/// <returns>
/// The <see cref="Task"/>.
/// </returns>
public async Task SaveAsync(IFixedIncomeHighVolumeJudgement highVolume)
{
this.logger?.LogInformation($"Fixed Income High Volume judgement saving for rule run {highVolume.RuleRunId}");
if (highVolume == null)
{
this.logger?.LogError("Fixed Income High Volume judgement was null");
return;
}
var dto = new HighVolumeJudgementDto(highVolume);
try
{
using (var databaseConnection = this.databaseConnectionFactory.BuildConn())
{
var result = await databaseConnection.ExecuteAsync(SaveHighVolume, dto);
}
}
catch (Exception e)
{
this.logger?.LogError(e, $"Error in save insert for high volume");
}
}
/// <summary>
/// Initializes a new instance of the <see cref="FixedIncomeHighVolumeJudgementContext"/> class.
/// </summary>
/// <param name="judgement">
/// The judgement.
/// </param>
/// <param name="raiseRuleViolation">
/// The project to alert.
/// </param>
/// <param name="tradePosition">
/// The trade position.
/// </param>
/// <param name="venue">
/// The venue.
/// </param>
public FixedIncomeHighVolumeJudgementContext(
IFixedIncomeHighVolumeJudgement judgement,
bool raiseRuleViolation,
ITradePosition tradePosition,
Market venue)
{
this.Judgement = judgement ?? throw new ArgumentNullException(nameof(judgement));
this.RaiseRuleViolation = raiseRuleViolation;
this.TradePosition = tradePosition ?? throw new ArgumentNullException(nameof(tradePosition));
this.Venue = venue;
}
/// <summary>
/// Initializes a new instance of the <see cref="HighVolumeJudgementDto"/> class.
/// </summary>
/// <param name="judgement">
/// The judgement.
/// </param>
public HighVolumeJudgementDto(IFixedIncomeHighVolumeJudgement judgement)
: base(
!judgement?.NoAnalysis ?? false,
judgement?.ClientOrderId,
judgement?.OrderId,
judgement?.Parameters,
judgement?.RuleRunCorrelationId,
judgement?.RuleRunId)
{
this.WindowVolumeThresholdAmount = judgement.WindowAnalysisAnalysis?.VolumeThresholdAmount;
this.WindowVolumeThresholdPercentage = judgement.WindowAnalysisAnalysis?.VolumeThresholdPercentage;
this.WindowVolumeTradedAmount = judgement.WindowAnalysisAnalysis?.VolumeTradedAmount;
this.WindowVolumeTradedPercentage = judgement.WindowAnalysisAnalysis?.VolumeTradedPercentage;
this.WindowVolumeBreach = judgement?.WindowAnalysisAnalysis?.VolumeBreach ?? false;
this.DailyVolumeThresholdAmount = judgement.DailyAnalysisAnalysis?.VolumeThresholdAmount;
this.DailyVolumeThresholdPercentage = judgement.DailyAnalysisAnalysis?.VolumeThresholdPercentage;
this.DailyVolumeTradedAmount = judgement.DailyAnalysisAnalysis?.VolumeTradedAmount;
this.DailyVolumeTradedPercentage = judgement.DailyAnalysisAnalysis?.VolumeTradedPercentage;
this.DailyVolumeBreach = judgement?.DailyAnalysisAnalysis?.VolumeBreach ?? false;
}
/// <summary>
/// Initializes a new instance of the <see cref="FixedIncomeHighVolumeJudgementContext"/> class.
/// </summary>
/// <param name="judgement">
/// The judgement.
/// </param>
/// <param name="raiseRuleViolation">
/// The raise rule violation.
/// </param>
/// <param name="ruleBreachContext">
/// The rule breach context.
/// </param>
/// <param name="fixedIncomeParameters">
/// The fixed income parameters.
/// </param>
/// <param name="totalOrdersTradedInWindow">
/// The total orders traded in window.
/// </param>
/// <param name="security">
/// The security.
/// </param>
/// <param name="isIssuanceBreach">
/// The is issuance breach.
/// </param>
/// <param name="tradePosition">
/// The trade Position.
/// </param>
/// <param name="venue">
/// The venue.
/// </param>
public FixedIncomeHighVolumeJudgementContext(
IFixedIncomeHighVolumeJudgement judgement,
bool raiseRuleViolation,
IRuleBreachContext ruleBreachContext,
IHighVolumeIssuanceRuleFixedIncomeParameters fixedIncomeParameters,
decimal totalOrdersTradedInWindow,
FinancialInstrument security,
bool isIssuanceBreach,
TradePosition tradePosition,
Market venue)
{
this.Judgement = judgement;
this.RaiseRuleViolation = raiseRuleViolation;
this.RuleBreachContext = ruleBreachContext;
this.FixedIncomeParameters = fixedIncomeParameters;
this.TotalOrdersTradedInWindow = totalOrdersTradedInWindow;
this.Security = security;
this.IsIssuanceBreach = isIssuanceBreach;
this.TradePosition = tradePosition;
this.Venue = venue;
}
public void Setup()
{
this.tradePosition = A.Fake <ITradePosition>();
this.judgement = A.Fake <IFixedIncomeHighVolumeJudgement>();
this.market = new Market("id-1", "XLON", "London Stock Exchange", MarketTypes.STOCKEXCHANGE);
}
