public async Task <IActionResult> AddRoute([FromBody] NewMatchingEngineRouteRequest request)
{
var newRoute = DomainObjectsFactory.CreateRoute(request);
await _routesManager.AddOrReplaceRouteAsync(newRoute);
return(Ok(newRoute));
}
public void OneTimeSetUp()
{
RegisterDependencies();
_accountsCacheService = Container.Resolve <IAccountsCacheService>();
_tradingConditionsManager = Container.Resolve <TradingConditionsManager>();
_matchingEngineRoutesManager = Container.Resolve <MatchingEngineRoutesManager>();
if (_matchingEngineRoutesManager == null)
{
throw new Exception("Unable to resolve MatchingEngineRoutesCacheService");
}
// Add user accounts
var account1 = new MarginTradingAccount()
{
ClientId = "CLIENT001"
};
var account2 = new MarginTradingAccount()
{
ClientId = "CLIENT002"
};
var account3 = new MarginTradingAccount()
{
ClientId = "CLIENT003"
};
var account4 = new MarginTradingAccount()
{
ClientId = "CLIENT004"
};
_accountsCacheService.UpdateAccountsCache(account1.ClientId, new[] { account1 });
_accountsCacheService.UpdateAccountsCache(account2.ClientId, new[] { account2 });
_accountsCacheService.UpdateAccountsCache(account3.ClientId, new[] { account3 });
_accountsCacheService.UpdateAccountsCache(account4.ClientId, new[] { account4 });
// Add trading conditions
System.Threading.Tasks.Task.Run(async() =>
{
await _tradingConditionsManager.AddOrReplaceTradingConditionAsync(new TradingCondition()
{
Id = "TCID001", Name = "MarginTradingCondition 1", IsDefault = true
});
await _tradingConditionsManager.AddOrReplaceTradingConditionAsync(new TradingCondition()
{
Id = "TCID003", Name = "MarginTradingCondition 3", IsDefault = false
});
await _tradingConditionsManager.AddOrReplaceTradingConditionAsync(new TradingCondition()
{
Id = "TCID004", Name = "MarginTradingCondition 4", IsDefault = false
});
await _tradingConditionsManager.AddOrReplaceTradingConditionAsync(new TradingCondition()
{
Id = "TCID005", Name = "MarginTradingCondition 5", IsDefault = false
});
}).Wait();
System.Threading.Tasks.Task.Run(async() =>
{
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "1", Rank = 10, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "2", Rank = 5, Instrument = "BTCUSD", MatchingEngineId = "ICM"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "3", Rank = 4, TradingConditionId = "TCID001", Instrument = "EURCHF", Type = OrderDirection.Buy, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "4", Rank = 3, TradingConditionId = "TCID001", ClientId = "CLIENT001", Instrument = "EURCHF", Type = OrderDirection.Buy, MatchingEngineId = "ICM"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "5", Rank = 4, TradingConditionId = "TCID001", ClientId = "CLIENT002", Instrument = "EURCHF", Type = OrderDirection.Buy, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "6", Rank = 4, Instrument = "EURCHF", Type = OrderDirection.Buy, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "7", Rank = 4, Instrument = "EURCHF", MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "8", Rank = 5, ClientId = "CLIENT003", Instrument = "EURCHF", MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "9", Rank = 6, TradingConditionId = "TCID003", ClientId = "CLIENT002", Instrument = "EURCHF", Type = OrderDirection.Sell, MatchingEngineId = "ICM"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "10", Rank = 4, TradingConditionId = "TCID004", ClientId = "CLIENT004", Instrument = "EURJPY", MatchingEngineId = "ICM"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "11", Rank = 4, TradingConditionId = "TCID004", Instrument = "EURJPY", Type = OrderDirection.Buy, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "12", Rank = 4, TradingConditionId = "TCID005", Instrument = "EURUSD", Type = OrderDirection.Buy, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "13", Rank = 4, TradingConditionId = "TCID005", Instrument = "EURUSD", Type = OrderDirection.Buy, MatchingEngineId = "ICM"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "14", Rank = 9, Instrument = "BTCEUR", MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "15", Rank = 7, Type = OrderDirection.Buy, MatchingEngineId = "ICM", Asset = "EUR"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteAsync(new MatchingEngineRoute()
{
Id = "16", Rank = 8, Type = OrderDirection.Sell, MatchingEngineId = "ICM", Asset = "EUR"
});
}).Wait();
/* TABLE PROTOTYPE
* Id Rank tradingConditionId clientId instrument type matchingEngineId asset
*
* 1 10 * * * * LYKKE
* 2 5 * * BTCUSD * ICM
* 3 4 TCID001 * EURCHF Buy LYKKE
* 4 3 TCID001 CLIENT001 EURCHF Buy ICM
* 5 4 TCID001 CLIENT002 EURCHF Buy LYKKE
* 6 4 * * EURCHF Buy LYKKE
* 7 4 * * EURCHF * LYKKE
* 8 5 * CLIENT003 EURCHF * LYKKE
* 9 6 TCID003 CLIENT002 EURCHF Sell ICM
* 10 4 TCID004 CLIENT004 EURJPY * ICM
* 11 4 TCID004 * EURJPY Buy LYKKE
* 12 4 TCID005 * EURUSD Buy LYKKE
* 13 4 TCID005 * EURUSD Buy ICM
* 14 9 * * BTCEUR * LYKKE
* 15 7 * * Buy ICM EUR
* 16 8 * * Buy LYKKE EUR
*
*
*/
}