示例#1
0
        public void AddChangeStopFullInstrumentConfig()
        {
            Initialize();

            _testEvent.Algorithms[0].InstrumentConfigInfo = _mmRest.CreateInstrument(_testEvent.Algorithms[0].InstrumentConfigInfo);
            _testEvent.Algorithms[0].SetAlgoId(_testEvent.Algorithms[0].InstrumentConfigInfo.AlgoId);
            _testEvent.Algorithms[0].PricerConfigInfo = _mmRest.SavePricer(_testEvent.Algorithms[0].PricerConfigInfo);

            _testEvent.Algorithms[0].HedgerConfigInfo    = _mmRest.SaveHedger(_testEvent.Algorithms[0].HedgerConfigInfo);
            _testEvent.Algorithms[0].RiskLimitConfigInfo = _mmRest.SaveRiskLimitsConfig(_testEvent.Algorithms[0].RiskLimitConfigInfo);
            Thread.Sleep(1000);
            // Check full config
            bool testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId));

            _mmRest.StartInstrument(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].InstrumentConfigInfo.Running = true;
            _mmRest.StartPricer(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].PricerConfigInfo.Running = true;
            _mmRest.StartHedger(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].HedgerConfigInfo.Running = true;
            Thread.Sleep(1000);
            // Check start
            testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId)) && testResult;

            // Change pricer
            PricerConfigDto newPricerConfig = AlgorithmInfo.CreateConfig <PricerConfigDto>("pricer3.json", _testEvent.Algorithms[0].AlgoId);

            _testEvent.Algorithms[0].PricerConfigInfo = _mmRest.SavePricer(newPricerConfig);
            // Change hedger
            HedgerConfigDto newHedgerConfig = AlgorithmInfo.CreateConfig <HedgerConfigDto>("hedger2.json", _testEvent.Algorithms[0].AlgoId);

            _testEvent.Algorithms[0].HedgerConfigInfo = _mmRest.SaveHedger(newHedgerConfig);
            // Change riskLimits
            RiskLimitsConfigDto newRiskLimitsConfig = AlgorithmInfo.CreateConfig <RiskLimitsConfigDto>("riskLimit3.json", _testEvent.Algorithms[0].AlgoId);

            _testEvent.Algorithms[0].RiskLimitConfigInfo = _mmRest.SaveRiskLimitsConfig(newRiskLimitsConfig);
            Thread.Sleep(1000);
            // Check after change
            testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId)) && testResult;

            _mmRest.StopHedger(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].InstrumentConfigInfo.Running = false;
            _mmRest.StopPricer(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].PricerConfigInfo.Running = false;
            _mmRest.StopInstrument(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].HedgerConfigInfo.Running = false;
            Thread.Sleep(1000);
            // Check stop
            testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId)) && testResult;

            _mmRest.DeleteAlgorithm(_testEvent.Algorithms[0].AlgoId);
            Thread.Sleep(1000);
            // Check delete and test result
            Assert.AreEqual(true, _mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId) == null, "Deleted algorithm doesn't equal to null");
            Assert.AreEqual(true, testResult, TestFail);
        }
示例#2
0
        private static void DoStopHedger()
        {
            Console.Write("Enter algorithm id and Press Enter:");
            long?algoId = TryReadLong();

            if (algoId == null)
            {
                Console.WriteLine("Invalid value.");
                return;
            }
            ShowIndentedJson(mmRestService.StopHedger(algoId.Value));
        }
示例#3
0
 public void StopDeleteAll(IMarketMakerRestService service)
 {
     if (AlgoId == -1 || !IsDelete)
     {
         return;
     }
     if (HedgerConfigInfo.Running)
     {
         service.StopHedger(AlgoId);
         Thread.Sleep(500);
     }
     if (PricerConfigInfo.Running)
     {
         service.StopPricer(AlgoId);
         Thread.Sleep(500);
     }
     if (InstrumentConfigInfo.Running)
     {
         service.StopInstrument(AlgoId);
         Thread.Sleep(500);
     }
     service.DeleteAlgorithm(AlgoId);
 }