/// <summary>
/// Calculate ticker info from recent trade and update it
/// </summary>
/// <param name="trade"></param>
public void CalculateTickerInfo(Trade trade)
{
var tickerReadModel = _tickerInfoRepository.GetTickerInfoByCurrencyPair(trade.CurrencyPair);
if (tickerReadModel == null)
{
TickerInfoReadModel model = new TickerInfoReadModel(trade.CurrencyPair, trade.ExecutionPrice.Value, trade.ExecutedVolume.Value);
//model.CurrencyPair = trade.CurrencyPair;
_persistanceRepository.SaveOrUpdate(model);
}
else
{
object[] todays = CalculateTodaysData(trade);
log.Debug("Recevied today:" + todays);
object[] last24Hours = Calculate24HoursData(trade);
log.Debug("Received 24Hours:" + last24Hours);
decimal openingPrice = 0;
decimal lastTradePrice = 0;
decimal lastTradeVolume = 0;
IList <TradeReadModel> trades = _tradeRepository.GetTradesBetweenDates(trade.ExecutionTime, DateTime.Today, trade.CurrencyPair);
if (trades != null)
{
if (trades.Count > 0)
{
log.Debug("Total Trades=" + trades.Count);
openingPrice = trades[trades.Count - 1].Price;
lastTradePrice = trades[0].Price;
lastTradeVolume = trades[0].Volume;
}
}
tickerReadModel.UpdateTickerInfo(todays, last24Hours, openingPrice, lastTradePrice, lastTradeVolume);
_persistanceRepository.SaveOrUpdate(tickerReadModel);
}
}
public void ValidateCancelOrderCommand_IfOrderIdAndTraderIdIsValidAndOrderStatusIsNotCompleteOrCancelled_CommandWillBeValidated()
{
Order order = OrderFactory.CreateOrder("1234", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
OrderReadModel model = ReadModelAdapter.GetOrderReadModel(order);
_persistanceRepository.SaveOrUpdate(model);
CancelOrderCommand command = new CancelOrderCommand(order.OrderId, order.TraderId);
ICancelOrderCommandValidation validation = new CancelOrderCommandValidation(_orderRepository);
Assert.True(validation.ValidateCancelOrderCommand(command));
}
public void SaveTradeReadModel_IfSaveOrUpdateMethodIsCalled_ItShouldGetSavedInTheDatabase()
{
Order buyOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "buy", 5, 0,
new StubbedOrderIdGenerator());
Order sellOrder = OrderFactory.CreateOrder("1234", "XBTUSD", "market", "sell", 5, 0,
new StubbedOrderIdGenerator());
//Trade trade=new Trade("XBTUSD",new Price(100),new Volume(10),DateTime.Now,buyOrder,sellOrder);
Trade trade = TradeFactory.GenerateTrade("XBTUSD", new Price(100), new Volume(10), buyOrder, sellOrder);
TradeReadModel model = ReadModelAdapter.GetTradeReadModel(trade);
_persistanceRepository.SaveOrUpdate(model);
TradeReadModel getSavedModel = _tradeRepository.GetById(trade.TradeId.Id.ToString());
Assert.NotNull(getSavedModel);
AssertAreEqual(getSavedModel, model);
}
/// <summary>
/// Receives trade when events are raised
/// </summary>
/// <param name="trade"></param>
void OnTradeArrived(Trade trade)
{
_persistanceRepository.SaveOrUpdate(ReadModelAdapter.GetTradeReadModel(trade));
_ohlcCalculation.CalculateAndPersistOhlc(trade);
_tickerInfoCalculation.CalculateTickerInfo(trade);
Tuple <string, string> currencies = CurrencySplitterService.SplitCurrencyPair(trade.CurrencyPair);
// Update the balance on hte Funds BC
_balanceValidationService.TradeExecuted(currencies.Item1, currencies.Item2, trade.ExecutedVolume.Value,
trade.ExecutionPrice.Value, trade.ExecutionTime, trade.TradeId.Id, trade.BuyOrder.TraderId.Id,
trade.SellOrder.TraderId.Id, trade.BuyOrder.OrderId.Id, trade.SellOrder.OrderId.Id);
}
public void CalculateAndPersistOhlc(Trade latestTrade)
{
DateTime ohlcdDateTime = latestTrade.ExecutionTime.AddSeconds(-1 * latestTrade.ExecutionTime.Second);
//IList<TradeReadModel> trades=_tradeRepository.GetTradesBetweenDates(latestTrade.ExecutionTime,ohlcdDateTime);
OhlcReadModel model = _ohlcRepository.GetOhlcByDateTime(ohlcdDateTime.AddMinutes(1));
if (model == null)
{
//means it is 1st trade of that minute
OhlcReadModel newOhlcReadModel = new OhlcReadModel(latestTrade.CurrencyPair, ohlcdDateTime.AddMinutes(1), latestTrade.ExecutionPrice.Value,
latestTrade.ExecutionPrice.Value,
latestTrade.ExecutionPrice.Value, latestTrade.ExecutionPrice.Value, latestTrade.ExecutedVolume.Value);
_persistanceRepository.SaveOrUpdate(newOhlcReadModel);
}
else
{
// IList<TradeReadModel> trades = _tradeRepository.GetTradesBetweenDates(latestTrade.ExecutionTime,
// ohlcdDateTime);
//decimal volume = CalculateVolume(trades);
//update the ohlc
model.UpdateOhlc(latestTrade);
_persistanceRepository.SaveOrUpdate(model);
}
}
/// <summary>
/// Handles the event of change in orders
/// </summary>
/// <param name="order"></param>
void OnOrderStatusChanged(Order order)
{
_persistanceRepository.SaveOrUpdate(ReadModelAdapter.GetOrderReadModel(order));
// If the order has been cancelled, send the info to Funds BC so that the funds can be updated
if (order.OrderState == OrderState.Cancelled)
{
// First split the curreny pair into base and quote currency
Tuple <string, string> splittedCurrencyPair =
CurrencySplitterService.SplitCurrencyPair(order.CurrencyPair);
if (!string.IsNullOrEmpty(splittedCurrencyPair.Item1) &&
!string.IsNullOrEmpty(splittedCurrencyPair.Item2))
{
// Send to the Infrastructure service which will communicate cross Bounded Context
_balanceValidationService.OrderCancelled(splittedCurrencyPair.Item1, splittedCurrencyPair.Item2,
order.TraderId.Id, order.OrderSide.ToString(),
order.OrderId.Id,
order.OpenQuantity.Value, order.Price.Value);
}
}
}
public void SaveOrderReadModel_IfSaveOrUpdateMethodIsCalled_ItShouldGetSavedInTheDatabase()
{
Order order = OrderFactory.CreateOrder("1234", "XBTUSD", "limit", "buy", 5, 10,
new StubbedOrderIdGenerator());
string id = DateTime.Now.ToString();
order.OrderState = OrderState.Complete;
OrderReadModel model = ReadModelAdapter.GetOrderReadModel(order);
_persistanceRepository.SaveOrUpdate(model);
OrderReadModel getReadModel = _orderRepository.GetOrderById(order.OrderId.Id.ToString());
Assert.NotNull(getReadModel);
AssertAreEqual(getReadModel, model);
Assert.NotNull(getReadModel.ClosingDateTime);
}
