private AccountsProjection AssertEnv(string accountId = null, string failMessage = null)
{
_accountBalanceChangedEventChannelMock = new Mock <IEventChannel <AccountBalanceChangedEventArgs> >();
_accountUpdateServiceMock = new Mock <IAccountUpdateService>();
_accountUpdateServiceMock.Setup(s => s.UnfreezeWithdrawalMargin(It.Is <string>(x => x == accountId), "test"))
.Returns(Task.CompletedTask);
_operationExecutionInfoRepositoryMock = new Mock <IOperationExecutionInfoRepository>();
_operationExecutionInfoRepositoryMock.Setup(s => s.GetOrAddAsync(It.Is <string>(x => x == "AccountsProjection"),
It.IsAny <string>(), It.IsAny <Func <IOperationExecutionInfo <OperationData> > >()))
.ReturnsAsync(() => new OperationExecutionInfo <OperationData>(
operationName: "AccountsProjection",
id: Guid.NewGuid().ToString(),
lastModified: DateService.Now(),
data: new OperationData {
State = OperationState.Initiated
}
));
_logMock = new Mock <ILog>();
if (failMessage != null)
{
_logCounter = 0;
_logMock.Setup(s => s.WriteInfoAsync(It.IsAny <string>(), It.IsAny <string>(),
It.Is <string>(x => x == failMessage), It.IsAny <DateTime?>()))
.Callback(() => _logCounter++).Returns(Task.CompletedTask);
_logMock.Setup(s => s.WriteWarningAsync(It.IsAny <string>(), It.IsAny <string>(),
It.Is <string>(x => x == failMessage), It.IsAny <DateTime?>()))
.Callback(() => _logCounter++).Returns(Task.CompletedTask);
}
_accountsCacheService = new AccountsCacheService(DateService, _logMock.Object);
_accountsCacheService.TryAddNew(Convert(Accounts[0]));
MtServiceLocator.AccountsCacheService = _accountsCacheService;
_ordersCache = new OrdersCache();
_fakePosition = new Mock <Position>();
_fakePosition.SetupProperty(s => s.Id, "test");
_fakePosition.SetupProperty(s => s.AccountId, Accounts[0].Id);
_fakePosition.SetupProperty(s => s.AssetPairId, "test");
_fakePosition.SetupProperty(s => s.FxAssetPairId, "test");
_fakePosition.SetupProperty(s => s.ChargePnlOperations, new HashSet <string>());
_fakePosition.Setup(s => s.ChargePnL(It.Is <string>(x => x == "test"), It.IsAny <decimal>()));
_ordersCache.Positions.Add(_fakePosition.Object);
return(new AccountsProjection(_accountsCacheService,
_accountBalanceChangedEventChannelMock.Object, ConvertService, _accountUpdateServiceMock.Object,
DateService, _operationExecutionInfoRepositoryMock.Object, Mock.Of <IChaosKitty>(),
_ordersCache, _logMock.Object));
}
public async Task Handle(AccountChangedEvent e)
{
var executionInfo = await _operationExecutionInfoRepository.GetOrAddAsync(
operationName : OperationName,
operationId : e.OperationId,
factory : () => new OperationExecutionInfo <OperationData>(
operationName: OperationName,
id: e.OperationId,
lastModified: _dateService.Now(),
data: new OperationData {
State = OperationState.Initiated
}
));
if (executionInfo.Data.SwitchState(OperationState.Initiated, OperationState.Finished))
{
var updatedAccount = Convert(e.Account);
switch (e.EventType)
{
case AccountChangedEventTypeContract.Created:
_accountsCacheService.TryAddNew(MarginTradingAccount.Create(updatedAccount));
break;
case AccountChangedEventTypeContract.Updated:
{
var account = _accountsCacheService.TryGet(e.Account.Id);
if (await ValidateAccount(account, e) &&
await _accountsCacheService.UpdateAccountChanges(updatedAccount.Id,
updatedAccount.TradingConditionId, updatedAccount.WithdrawTransferLimit,
updatedAccount.IsDisabled, updatedAccount.IsWithdrawalDisabled, e.ChangeTimestamp))
{
_accountUpdateService.RemoveLiquidationStateIfNeeded(e.Account.Id,
"Trading conditions changed");
}
break;
}
case AccountChangedEventTypeContract.BalanceUpdated:
{
if (e.BalanceChange != null)
{
var account = _accountsCacheService.TryGet(e.Account.Id);
if (await ValidateAccount(account, e))
{
switch (e.BalanceChange.ReasonType)
{
case AccountBalanceChangeReasonTypeContract.Withdraw:
await _accountUpdateService.UnfreezeWithdrawalMargin(updatedAccount.Id,
e.BalanceChange.Id);
break;
case AccountBalanceChangeReasonTypeContract.UnrealizedDailyPnL:
if (_ordersCache.Positions.TryGetPositionById(e.BalanceChange.EventSourceId,
out var position))
{
position.ChargePnL(e.BalanceChange.Id, e.BalanceChange.ChangeAmount);
}
else
{
_log.WriteWarning("AccountChangedEvent Handler", e.ToJson(),
$"Position [{e.BalanceChange.EventSourceId} was not found]");
}
break;
case AccountBalanceChangeReasonTypeContract.RealizedPnL:
await _accountUpdateService.UnfreezeUnconfirmedMargin(e.Account.Id,
e.BalanceChange.EventSourceId);
break;
}
if (await _accountsCacheService.UpdateAccountBalance(updatedAccount.Id,
e.BalanceChange.Balance, e.ChangeTimestamp))
{
_accountUpdateService.RemoveLiquidationStateIfNeeded(e.Account.Id,
"Balance updated");
_accountBalanceChangedEventChannel.SendEvent(this,
new AccountBalanceChangedEventArgs(updatedAccount));
}
}
}
else
{
_log.WriteWarning("AccountChangedEvent Handler", e.ToJson(), "BalanceChange info is empty");
}
break;
}
case AccountChangedEventTypeContract.Deleted:
//account deletion from cache is double-handled by CQRS flow
_accountsCacheService.Remove(e.Account.Id);
break;
default:
await _log.WriteErrorAsync(nameof(AccountsProjection), nameof(AccountChangedEvent),
e.ToJson(), new Exception("AccountChangedEventTypeContract was in incorrect state"));
break;
}
_chaosKitty.Meow(e.OperationId);
await _operationExecutionInfoRepository.Save(executionInfo);
}
}
public void OneTimeSetUp()
{
RegisterDependencies();
_accountsCacheService = Container.Resolve <IAccountsCacheService>();
_matchingEngineRoutesManager = Container.Resolve <MatchingEngineRoutesManager>();
if (_matchingEngineRoutesManager == null)
{
throw new Exception("Unable to resolve MatchingEngineRoutesCacheService");
}
// Add user accounts
_accountsCacheService.TryAddNew(new MarginTradingAccount {
Id = "CLIENT001"
});
_accountsCacheService.TryAddNew(new MarginTradingAccount {
Id = "CLIENT002"
});
_accountsCacheService.TryAddNew(new MarginTradingAccount {
Id = "CLIENT003"
});
_accountsCacheService.TryAddNew(new MarginTradingAccount {
Id = "CLIENT004"
});
// Add trading conditions
//_tradingConditionsCache.AddOrUpdateTradingCondition(new TradingCondition() { Id = "TCID001", Name= "MarginTradingCondition 1", IsDefault = true });
//_tradingConditionsCache.AddOrUpdateTradingCondition(new TradingCondition() { Id = "TCID003", Name = "MarginTradingCondition 3", IsDefault = false});
//_tradingConditionsCache.AddOrUpdateTradingCondition(new TradingCondition() { Id = "TCID004", Name = "MarginTradingCondition 4", IsDefault = false });
//_tradingConditionsCache.AddOrUpdateTradingCondition(new TradingCondition() { Id = "TCID005", Name = "MarginTradingCondition 5", IsDefault = false });
System.Threading.Tasks.Task.Run(async() =>
{
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "1", Rank = 10, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "2", Rank = 5, Instrument = "BTCUSD", MatchingEngineId = "ICM"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "3", Rank = 4, TradingConditionId = "TCID001", Instrument = "EURCHF", Type = OrderDirection.Buy, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "4", Rank = 3, TradingConditionId = "TCID001", ClientId = "CLIENT001", Instrument = "EURCHF", Type = OrderDirection.Buy, MatchingEngineId = "ICM"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "5", Rank = 4, TradingConditionId = "TCID001", ClientId = "CLIENT002", Instrument = "EURCHF", Type = OrderDirection.Buy, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "6", Rank = 4, Instrument = "EURCHF", Type = OrderDirection.Buy, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "7", Rank = 4, Instrument = "EURCHF", MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "8", Rank = 5, ClientId = "CLIENT003", Instrument = "EURCHF", MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "9", Rank = 6, TradingConditionId = "TCID003", ClientId = "CLIENT002", Instrument = "EURCHF", Type = OrderDirection.Sell, MatchingEngineId = "ICM"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "10", Rank = 4, TradingConditionId = "TCID004", ClientId = "CLIENT004", Instrument = "EURJPY", MatchingEngineId = "ICM"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "11", Rank = 4, TradingConditionId = "TCID004", Instrument = "EURJPY", Type = OrderDirection.Buy, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "12", Rank = 4, TradingConditionId = "TCID005", Instrument = "EURUSD", Type = OrderDirection.Buy, MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "13", Rank = 4, TradingConditionId = "TCID005", Instrument = "EURUSD", Type = OrderDirection.Buy, MatchingEngineId = "ICM"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "14", Rank = 9, Instrument = "BTCEUR", MatchingEngineId = "LYKKE"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(new MatchingEngineRoute()
{
Id = "15", Rank = 7, Type = OrderDirection.Buy, MatchingEngineId = "ICM", Asset = "EUR"
});
await _matchingEngineRoutesManager.AddOrReplaceRouteInCacheAsync(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
*
*
*/
}
