Пример #1
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 public LightweightExternalOrderbookService(
     IEventChannel <BestPriceChangeEventArgs> bestPriceChangeEventChannel,
     IOrderBookProviderApi orderBookProviderApi,
     IDateService dateService,
     IConvertService convertService,
     IScheduleSettingsCacheService scheduleSettingsCache,
     IAssetPairDayOffService assetPairDayOffService,
     IAssetPairsCache assetPairsCache,
     ICqrsSender cqrsSender,
     IIdentityGenerator identityGenerator,
     ILog log,
     MarginTradingSettings marginTradingSettings)
 {
     _bestPriceChangeEventChannel = bestPriceChangeEventChannel;
     _orderBookProviderApi        = orderBookProviderApi;
     _dateService            = dateService;
     _convertService         = convertService;
     _scheduleSettingsCache  = scheduleSettingsCache;
     _assetPairDayOffService = assetPairDayOffService;
     _assetPairsCache        = assetPairsCache;
     _cqrsSender             = cqrsSender;
     _identityGenerator      = identityGenerator;
     _log = log;
     _defaultExternalExchangeId = string.IsNullOrEmpty(marginTradingSettings.DefaultExternalExchangeId)
         ? "Default"
         : marginTradingSettings.DefaultExternalExchangeId;
     _orderbookValidation = marginTradingSettings.OrderbookValidation;
 }
Пример #2
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 public MtController(
     IMarginTradingAccountHistoryRepository accountsHistoryRepository,
     IMarginTradingOrdersHistoryRepository ordersHistoryRepository,
     IMicrographCacheService micrographCacheService,
     IAccountAssetsCacheService accountAssetsCacheService,
     IAssetPairsCache assetPairsCache,
     IMarketMakerMatchingEngine matchingEngine,
     ITradingEngine tradingEngine,
     IAccountsCacheService accountsCacheService,
     IMarginTradingOperationsLogService operationsLogService,
     IConsole consoleWriter,
     OrdersCache ordersCache,
     MarginSettings marginSettings,
     AccountManager accountManager,
     IAssetPairDayOffService assetDayOffService,
     IQuoteCacheService quoteCacheService,
     IIdentityGenerator identityGenerator)
 {
     _accountsHistoryRepository = accountsHistoryRepository;
     _ordersHistoryRepository   = ordersHistoryRepository;
     _micrographCacheService    = micrographCacheService;
     _accountAssetsCacheService = accountAssetsCacheService;
     _assetPairsCache           = assetPairsCache;
     _matchingEngine            = matchingEngine;
     _tradingEngine             = tradingEngine;
     _accountsCacheService      = accountsCacheService;
     _operationsLogService      = operationsLogService;
     _consoleWriter             = consoleWriter;
     _ordersCache        = ordersCache;
     _marginSettings     = marginSettings;
     _accountManager     = accountManager;
     _assetDayOffService = assetDayOffService;
     _quoteCacheService  = quoteCacheService;
     _identityGenerator  = identityGenerator;
 }
Пример #3
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 public ExternalOrderbookService(
     IEventChannel <BestPriceChangeEventArgs> bestPriceChangeEventChannel,
     IOrderBookProviderApi orderBookProviderApi,
     IDateService dateService,
     IConvertService convertService,
     IAssetPairDayOffService assetPairDayOffService,
     IScheduleSettingsCacheService scheduleSettingsCache,
     IAssetPairsCache assetPairsCache,
     ICqrsSender cqrsSender,
     IIdentityGenerator identityGenerator,
     ILog log,
     MarginTradingSettings marginTradingSettings)
 {
     _bestPriceChangeEventChannel = bestPriceChangeEventChannel;
     _orderBookProviderApi        = orderBookProviderApi;
     _dateService            = dateService;
     _convertService         = convertService;
     _assetPairDayOffService = assetPairDayOffService;
     _scheduleSettingsCache  = scheduleSettingsCache;
     _assetPairsCache        = assetPairsCache;
     _cqrsSender             = cqrsSender;
     _identityGenerator      = identityGenerator;
     _log = log;
     _marginTradingSettings = marginTradingSettings;
 }
Пример #4
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 public ValidateOrderService(
     IQuoteCacheService quoteCashService,
     IAccountUpdateService accountUpdateService,
     IAccountsCacheService accountsCacheService,
     ITradingInstrumentsCacheService accountAssetsCacheService,
     IAssetPairsCache assetPairsCache,
     OrdersCache ordersCache,
     IAssetPairDayOffService assetDayOffService,
     IIdentityGenerator identityGenerator,
     IDateService dateService,
     MarginTradingSettings marginSettings,
     ICfdCalculatorService cfdCalculatorService)
 {
     _quoteCashService        = quoteCashService;
     _accountUpdateService    = accountUpdateService;
     _accountsCacheService    = accountsCacheService;
     _tradingInstrumentsCache = accountAssetsCacheService;
     _assetPairsCache         = assetPairsCache;
     _ordersCache             = ordersCache;
     _assetDayOffService      = assetDayOffService;
     _identityGenerator       = identityGenerator;
     _dateService             = dateService;
     _marginSettings          = marginSettings;
     _cfdCalculatorService    = cfdCalculatorService;
 }
Пример #5
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 public SpecialLiquidationCommandsHandler(
     ITradingEngine tradingEngine,
     IDateService dateService,
     IOrderReader orderReader,
     IChaosKitty chaosKitty,
     IOperationExecutionInfoRepository operationExecutionInfoRepository,
     ILog log,
     MarginTradingSettings marginTradingSettings,
     IAssetPairsCache assetPairsCache,
     IAssetPairDayOffService assetPairDayOffService,
     IExchangeConnectorService exchangeConnectorService,
     IIdentityGenerator identityGenerator,
     IAccountsCacheService accountsCacheService)
 {
     _tradingEngine = tradingEngine;
     _dateService   = dateService;
     _orderReader   = orderReader;
     _chaosKitty    = chaosKitty;
     _operationExecutionInfoRepository = operationExecutionInfoRepository;
     _log = log;
     _marginTradingSettings    = marginTradingSettings;
     _assetPairsCache          = assetPairsCache;
     _assetPairDayOffService   = assetPairDayOffService;
     _exchangeConnectorService = exchangeConnectorService;
     _identityGenerator        = identityGenerator;
     _accountsCacheService     = accountsCacheService;
 }
Пример #6
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 public ValidateOrderService(
     IQuoteCacheService quoteCashService,
     IAccountUpdateService accountUpdateService,
     IAccountsCacheService accountsCacheService,
     ITradingInstrumentsCacheService accountAssetsCacheService,
     IAssetPairsCache assetPairsCache,
     OrdersCache ordersCache,
     IAssetPairDayOffService assetDayOffService,
     IIdentityGenerator identityGenerator,
     IDateService dateService,
     MarginTradingSettings marginSettings,
     ICfdCalculatorService cfdCalculatorService,
     IFeatureManager featureManager,
     CorrelationContextAccessor correlationContextAccessor)
 {
     _quoteCashService           = quoteCashService;
     _accountUpdateService       = accountUpdateService;
     _accountsCacheService       = accountsCacheService;
     _tradingInstrumentsCache    = accountAssetsCacheService;
     _assetPairsCache            = assetPairsCache;
     _ordersCache                = ordersCache;
     _assetDayOffService         = assetDayOffService;
     _identityGenerator          = identityGenerator;
     _dateService                = dateService;
     _marginSettings             = marginSettings;
     _cfdCalculatorService       = cfdCalculatorService;
     _featureManager             = featureManager;
     _correlationContextAccessor = correlationContextAccessor;
 }
Пример #7
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 public MarketMakerService(IMarketMakerMatchingEngine matchingEngine,
                           IAssetPairDayOffService assetPairDayOffService,
                           IMaintenanceModeService maintenanceModeService)
 {
     _matchingEngine         = matchingEngine;
     _assetPairDayOffService = assetPairDayOffService;
     _maintenanceModeService = maintenanceModeService;
 }
Пример #8
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 public PendingOrdersCleaningService(ILog log, IOrderReader orderReader, ITradingEngine tradingEngine,
                                     IAssetPairDayOffService assetDayOffService)
     : base(nameof(PendingOrdersCleaningService), 60000, log)
 {
     _log                = log;
     _orderReader        = orderReader;
     _tradingEngine      = tradingEngine;
     _assetDayOffService = assetDayOffService;
 }
Пример #9
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 public TradingScheduleController(
     IDateService dateService,
     IScheduleSettingsCacheService scheduleSettingsCacheService,
     IAssetPairDayOffService assetPairDayOffService,
     IAssetPairsCache assetPairsCache)
 {
     _scheduleSettingsCacheService = scheduleSettingsCacheService;
     _assetPairDayOffService       = assetPairDayOffService;
     _assetPairsCache = assetPairsCache;
 }
Пример #10
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 public LiquidationHelper(IMatchingEngineRouter matchingEngineRouter,
                          IDateService dateService,
                          ICqrsSender cqrsSender,
                          OrdersCache ordersCache,
                          IAssetPairDayOffService assetPairDayOffService)
 {
     _matchingEngineRouter   = matchingEngineRouter;
     _dateService            = dateService;
     _cqrsSender             = cqrsSender;
     _ordersCache            = ordersCache;
     _assetPairDayOffService = assetPairDayOffService;
 }
Пример #11
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 public FxRateCacheService(ILog log,
                           IMarginTradingBlobRepository blobRepository,
                           IEventChannel <FxBestPriceChangeEventArgs> fxBestPriceChangeEventChannel,
                           MarginTradingSettings marginTradingSettings,
                           IAssetPairDayOffService assetPairDayOffService)
     : base(nameof(FxRateCacheService), marginTradingSettings.BlobPersistence.FxRatesDumpPeriodMilliseconds, log)
 {
     _log            = log;
     _blobRepository = blobRepository;
     _fxBestPriceChangeEventChannel = fxBestPriceChangeEventChannel;
     _assetPairDayOffService        = assetPairDayOffService;
     _quotes = new Dictionary <string, InstrumentBidAskPair>();
 }
Пример #12
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        public TradingEngine(
            IEventChannel <MarginCallEventArgs> marginCallEventChannel,
            IEventChannel <OrderPlacedEventArgs> orderPlacedEventChannel,
            IEventChannel <OrderExecutedEventArgs> orderClosedEventChannel,
            IEventChannel <OrderCancelledEventArgs> orderCancelledEventChannel,
            IEventChannel <OrderChangedEventArgs> orderChangedEventChannel,
            IEventChannel <OrderExecutionStartedEventArgs> orderExecutionStartedEventChannel,
            IEventChannel <OrderActivatedEventArgs> orderActivatedEventChannel,
            IEventChannel <OrderRejectedEventArgs> orderRejectedEventChannel,
            IValidateOrderService validateOrderService,
            IAccountsCacheService accountsCacheService,
            OrdersCache ordersCache,
            IMatchingEngineRouter meRouter,
            IThreadSwitcher threadSwitcher,
            IAssetPairDayOffService assetPairDayOffService,
            ILog log,
            IDateService dateService,
            ICfdCalculatorService cfdCalculatorService,
            IIdentityGenerator identityGenerator,
            IAssetPairsCache assetPairsCache,
            ICqrsSender cqrsSender,
            IEventChannel <StopOutEventArgs> stopOutEventChannel,
            IQuoteCacheService quoteCacheService,
            MarginTradingSettings marginTradingSettings)
        {
            _marginCallEventChannel           = marginCallEventChannel;
            _orderPlacedEventChannel          = orderPlacedEventChannel;
            _orderExecutedEventChannel        = orderClosedEventChannel;
            _orderCancelledEventChannel       = orderCancelledEventChannel;
            _orderActivatedEventChannel       = orderActivatedEventChannel;
            _orderExecutionStartedEvenChannel = orderExecutionStartedEventChannel;
            _orderChangedEventChannel         = orderChangedEventChannel;
            _orderRejectedEventChannel        = orderRejectedEventChannel;

            _validateOrderService   = validateOrderService;
            _accountsCacheService   = accountsCacheService;
            _ordersCache            = ordersCache;
            _meRouter               = meRouter;
            _threadSwitcher         = threadSwitcher;
            _assetPairDayOffService = assetPairDayOffService;
            _log                   = log;
            _dateService           = dateService;
            _cfdCalculatorService  = cfdCalculatorService;
            _identityGenerator     = identityGenerator;
            _assetPairsCache       = assetPairsCache;
            _cqrsSender            = cqrsSender;
            _stopOutEventChannel   = stopOutEventChannel;
            _quoteCacheService     = quoteCacheService;
            _marginTradingSettings = marginTradingSettings;
        }
Пример #13
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        public TradingEngine(
            IEventChannel <MarginCallEventArgs> marginCallEventChannel,
            IEventChannel <StopOutEventArgs> stopoutEventChannel,
            IEventChannel <OrderPlacedEventArgs> orderPlacedEventChannel,
            IEventChannel <OrderClosedEventArgs> orderClosedEventChannel,
            IEventChannel <OrderCancelledEventArgs> orderCancelledEventChannel,
            IEventChannel <OrderLimitsChangedEventArgs> orderLimitsChangesEventChannel,
            IEventChannel <OrderClosingEventArgs> orderClosingEventChannel,
            IEventChannel <OrderActivatedEventArgs> orderActivatedEventChannel,
            IEventChannel <OrderRejectedEventArgs> orderRejectedEventChannel,

            IValidateOrderService validateOrderService,
            IQuoteCacheService quoteCashService,
            IAccountUpdateService accountUpdateService,
            ICommissionService swapCommissionService,
            IEquivalentPricesService equivalentPricesService,
            IAccountsCacheService accountsCacheService,
            OrdersCache ordersCache,
            IAccountAssetsCacheService accountAssetsCacheService,
            IMatchingEngineRouter meRouter,
            IThreadSwitcher threadSwitcher,
            IContextFactory contextFactory,
            IAssetPairDayOffService assetPairDayOffService,
            ILog log)
        {
            _marginCallEventChannel         = marginCallEventChannel;
            _stopoutEventChannel            = stopoutEventChannel;
            _orderPlacedEventChannel        = orderPlacedEventChannel;
            _orderClosedEventChannel        = orderClosedEventChannel;
            _orderCancelledEventChannel     = orderCancelledEventChannel;
            _orderActivatedEventChannel     = orderActivatedEventChannel;
            _orderClosingEventChannel       = orderClosingEventChannel;
            _orderLimitsChangesEventChannel = orderLimitsChangesEventChannel;
            _orderRejectedEventChannel      = orderRejectedEventChannel;

            _quoteCashService          = quoteCashService;
            _accountUpdateService      = accountUpdateService;
            _swapCommissionService     = swapCommissionService;
            _validateOrderService      = validateOrderService;
            _equivalentPricesService   = equivalentPricesService;
            _accountsCacheService      = accountsCacheService;
            _ordersCache               = ordersCache;
            _accountAssetsCacheService = accountAssetsCacheService;
            _meRouter               = meRouter;
            _threadSwitcher         = threadSwitcher;
            _contextFactory         = contextFactory;
            _assetPairDayOffService = assetPairDayOffService;
            _log = log;
        }
Пример #14
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 public ValidateOrderService(
     IQuoteCacheService quoteCashService,
     IAccountUpdateService accountUpdateService,
     IAccountsCacheService accountsCacheService,
     IAccountAssetsCacheService accountAssetsCacheService,
     IAssetPairsCache assetPairsCache,
     OrdersCache ordersCache,
     IAssetPairDayOffService assetDayOffService)
 {
     _quoteCashService          = quoteCashService;
     _accountUpdateService      = accountUpdateService;
     _accountsCacheService      = accountsCacheService;
     _accountAssetsCacheService = accountAssetsCacheService;
     _assetPairsCache           = assetPairsCache;
     _ordersCache        = ordersCache;
     _assetDayOffService = assetDayOffService;
 }
Пример #15
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 public QuotesMonitor(ILog log,
                      IMtSlackNotificationsSender slackNotificationsSender,
                      MarginTradingSettings marginSettings,
                      IQuoteCacheService quoteCacheService,
                      IDateService dateService,
                      IAssetPairDayOffService dayOffService,
                      IAlertSeverityLevelService alertSeverityLevelService)
     : base("QuotesMonitor", 60000, log)
 {
     _log = log;
     _slackNotificationsSender = slackNotificationsSender;
     _marginSettings           = marginSettings;
     _quoteCacheService        = quoteCacheService;
     _dateService               = dateService;
     _dayOffService             = dayOffService;
     _alertSeverityLevelService = alertSeverityLevelService;
     _outdatedQuotes            = new Dictionary <string, OutdatedQuoteInfo>();
 }
Пример #16
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 public LiquidationSaga(
     IDateService dateService,
     IChaosKitty chaosKitty,
     IOperationExecutionInfoRepository operationExecutionInfoRepository,
     OrdersCache ordersCache,
     CqrsContextNamesSettings cqrsContextNamesSettings,
     ILog log,
     IAccountsCacheService accountsCacheService,
     IAssetPairDayOffService assetPairDayOffService)
 {
     _dateService = dateService;
     _chaosKitty  = chaosKitty;
     _operationExecutionInfoRepository = operationExecutionInfoRepository;
     _ordersCache = ordersCache;
     _cqrsContextNamesSettings = cqrsContextNamesSettings;
     _log = log;
     _accountsCacheService   = accountsCacheService;
     _assetPairDayOffService = assetPairDayOffService;
 }
Пример #17
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 public PositionsController(
     ITradingEngine tradingEngine,
     IOperationsLogService operationsLogService,
     ILog log,
     OrdersCache ordersCache,
     IAssetPairDayOffService assetDayOffService,
     IIdentityGenerator identityGenerator,
     ICqrsSender cqrsSender,
     IDateService dateService)
 {
     _tradingEngine        = tradingEngine;
     _operationsLogService = operationsLogService;
     _log                = log;
     _ordersCache        = ordersCache;
     _assetDayOffService = assetDayOffService;
     _identityGenerator  = identityGenerator;
     _cqrsSender         = cqrsSender;
     _dateService        = dateService;
 }
Пример #18
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 public PositionsController(
     ITradingEngine tradingEngine,
     IOperationsLogService operationsLogService,
     ILog log,
     OrdersCache ordersCache,
     IAssetPairDayOffService assetDayOffService,
     IIdentityGenerator identityGenerator,
     ICqrsSender cqrsSender,
     IDateService dateService,
     IAccountHistoryRepository accountHistoryRepository,
     IMarginTradingBlobRepository blobRepository)
 {
     _tradingEngine        = tradingEngine;
     _operationsLogService = operationsLogService;
     _log                      = log;
     _ordersCache              = ordersCache;
     _assetDayOffService       = assetDayOffService;
     _identityGenerator        = identityGenerator;
     _cqrsSender               = cqrsSender;
     _dateService              = dateService;
     _accountHistoryRepository = accountHistoryRepository;
     _blobRepository           = blobRepository;
 }
Пример #19
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 public OrdersController(IAssetPairsCache assetPairsCache,
                         ITradingEngine tradingEngine,
                         IAccountsCacheService accountsCacheService,
                         IOperationsLogService operationsLogService,
                         ILog log,
                         OrdersCache ordersCache,
                         IAssetPairDayOffService assetDayOffService,
                         IDateService dateService,
                         IValidateOrderService validateOrderService,
                         IIdentityGenerator identityGenerator,
                         ICqrsSender cqrsSender)
 {
     _assetPairsCache      = assetPairsCache;
     _tradingEngine        = tradingEngine;
     _accountsCacheService = accountsCacheService;
     _operationsLogService = operationsLogService;
     _log                  = log;
     _ordersCache          = ordersCache;
     _assetDayOffService   = assetDayOffService;
     _dateService          = dateService;
     _validateOrderService = validateOrderService;
     _identityGenerator    = identityGenerator;
     _cqrsSender           = cqrsSender;
 }