public static RfqEvent ToEventContract(this OperationExecutionInfoWithPause <SpecialLiquidationOperationData> o, RfqEventTypeContract eventType, string brokerId) =>
new RfqEvent
{
EventType = eventType,
RfqSnapshot = new RfqContract
{
Id = o.Id,
InstrumentId = o.Data.Instrument,
PositionIds = o.Data.PositionIds,
Volume = o.Data.Volume,
Price = o.Data.Price,
ExternalProviderId = o.Data.ExternalProviderId,
AccountId = o.Data.AccountId,
CausationOperationId = o.Data.CausationOperationId,
CreatedBy = string.IsNullOrEmpty(o.Data.AdditionalInfo)
? null
: Deserialize(o.Data.AdditionalInfo)?.CreatedBy,
OriginatorType = (RfqOriginatorType)o.Data.OriginatorType,
RequestNumber = o.Data.RequestNumber,
RequestedFromCorporateActions = o.Data.RequestedFromCorporateActions,
State = (RfqOperationState)o.Data.State,
LastModified = o.LastModified,
Pause = IRfqPauseService.CalculatePauseSummary(o).ToEventContract()
},
BrokerId = brokerId
};
public SpecialLiquidationSaga(
IDateService dateService,
IChaosKitty chaosKitty,
IOperationExecutionInfoRepository operationExecutionInfoRepository,
IRfqService specialLiquidationService,
MarginTradingSettings marginTradingSettings,
CqrsContextNamesSettings cqrsContextNamesSettings,
LiquidationHelper liquidationHelper,
OrdersCache ordersCache,
IRfqPauseService rfqPauseService,
ILog log,
IAssetPairsCache assetPairsCache)
{
_dateService = dateService;
_chaosKitty = chaosKitty;
_operationExecutionInfoRepository = operationExecutionInfoRepository;
_specialLiquidationService = specialLiquidationService;
_marginTradingSettings = marginTradingSettings;
_cqrsContextNamesSettings = cqrsContextNamesSettings;
_liquidationHelper = liquidationHelper;
_ordersCache = ordersCache;
_rfqPauseService = rfqPauseService;
_log = log;
_assetPairsCache = assetPairsCache;
}
public SpecialLiquidationCommandsHandler(
ITradingEngine tradingEngine,
IDateService dateService,
IChaosKitty chaosKitty,
IOperationExecutionInfoRepository operationExecutionInfoRepository,
ILog log,
MarginTradingSettings marginTradingSettings,
IAssetPairsCache assetPairsCache,
IAssetPairDayOffService assetPairDayOffService,
IExchangeConnectorClient exchangeConnectorClient,
IIdentityGenerator identityGenerator,
IAccountsCacheService accountsCacheService,
OrdersCache ordersCache,
IRfqPauseService rfqPauseService)
{
_tradingEngine = tradingEngine;
_dateService = dateService;
_chaosKitty = chaosKitty;
_operationExecutionInfoRepository = operationExecutionInfoRepository;
_log = log;
_marginTradingSettings = marginTradingSettings;
_assetPairsCache = assetPairsCache;
_assetPairDayOffService = assetPairDayOffService;
_exchangeConnectorClient = exchangeConnectorClient;
_identityGenerator = identityGenerator;
_accountsCacheService = accountsCacheService;
_ordersCache = ordersCache;
_rfqPauseService = rfqPauseService;
}
public void CalculatePauseSummary_Cannot_Be_Paused_When_ThereIsNo_Pause_But_State_IsNotAllowed()
{
var pauseSummary = IRfqPauseService.CalculatePauseSummary(
new OperationExecutionInfoWithPause <SpecialLiquidationOperationData>(
"name",
"id",
DateTime.UtcNow,
new SpecialLiquidationOperationData {
State = GetRandomOperationState(false)
})
{
CurrentPause = null
});
Assert.IsFalse(pauseSummary.CanBePaused);
}
public void CalculatePauseSummary_Cannot_Be_Cancelled_When_ThereIsNo_Active_Pause(PauseState pauseState)
{
var pauseSummary = IRfqPauseService.CalculatePauseSummary(
new OperationExecutionInfoWithPause <SpecialLiquidationOperationData>(
"name",
"id",
DateTime.UtcNow,
new SpecialLiquidationOperationData
{
State = GetRandomOperationState()
})
{
CurrentPause = null
});
Assert.IsFalse(pauseSummary.CanBeResumed);
}
public void CalculatePauseSummary_Considered_As_Paused_When_Active_Or_Pending_Cancellation(PauseState pauseState)
{
var pauseSummary = IRfqPauseService.CalculatePauseSummary(
new OperationExecutionInfoWithPause <SpecialLiquidationOperationData>(
"name",
"id",
DateTime.UtcNow,
new SpecialLiquidationOperationData
{
State = GetRandomOperationState()
})
{
CurrentPause = new OperationExecutionPause {
State = pauseState
}
});
Assert.IsTrue(pauseSummary.IsPaused);
}
public void CalculatePauseSummary_Can_Be_Paused_When_ThereIs_CancelledPause()
{
var pauseSummary = IRfqPauseService.CalculatePauseSummary(
new OperationExecutionInfoWithPause <SpecialLiquidationOperationData>(
"name",
"id",
DateTime.UtcNow,
new SpecialLiquidationOperationData
{
State = GetRandomOperationState(true)
})
{
CurrentPause = null, LatestCancelledPause = new OperationExecutionPause {
State = PauseState.Cancelled
}
});
Assert.IsTrue(pauseSummary.CanBePaused);
}
public void CalculatePauseSummary_Cannot_Be_Paused_When_ThereIs_Pause_Already()
{
var pauseSummary = IRfqPauseService.CalculatePauseSummary(
new OperationExecutionInfoWithPause <SpecialLiquidationOperationData>(
"name",
"id",
DateTime.UtcNow,
new SpecialLiquidationOperationData
{
State = GetRandomOperationState()
})
{
CurrentPause = new OperationExecutionPause {
State = PauseState.Active
}
});
Assert.IsFalse(pauseSummary.CanBePaused);
}
public static RfqWithPauseSummary ToRfqWithPauseSummary(this OperationExecutionInfoWithPause <SpecialLiquidationOperationData> o)
{
return(new RfqWithPauseSummary
{
Id = o.Id,
InstrumentId = o.Data.Instrument,
PositionIds = o.Data.PositionIds,
Volume = o.Data.Volume,
Price = o.Data.Price,
ExternalProviderId = o.Data.ExternalProviderId,
AccountId = o.Data.AccountId,
CausationOperationId = o.Data.CausationOperationId,
CreatedBy = string.IsNullOrEmpty(o.Data.AdditionalInfo)
? null
: Deserialize(o.Data.AdditionalInfo)?.CreatedBy,
OriginatorType = o.Data.OriginatorType,
RequestNumber = o.Data.RequestNumber,
RequestedFromCorporateActions = o.Data.RequestedFromCorporateActions,
State = o.Data.State,
LastModified = o.LastModified,
PauseSummary = IRfqPauseService.CalculatePauseSummary(o)
});
}
public ProductChangedProjection(
ITradingEngine tradingEngine,
IAssetPairsCache assetPairsCache,
IOrderReader orderReader,
IScheduleSettingsCacheService scheduleSettingsCacheService,
ITradingInstrumentsManager tradingInstrumentsManager,
IRfqService rfqService,
IRfqPauseService rfqPauseService,
MarginTradingSettings mtSettings,
ILog log,
IQuoteCacheService quoteCache)
{
_tradingEngine = tradingEngine;
_assetPairsCache = assetPairsCache;
_orderReader = orderReader;
_scheduleSettingsCacheService = scheduleSettingsCacheService;
_tradingInstrumentsManager = tradingInstrumentsManager;
_rfqService = rfqService;
_rfqPauseService = rfqPauseService;
_mtSettings = mtSettings;
_log = log;
_quoteCache = quoteCache;
}
public RfqController(IRfqPauseService rfqPauseService, IRfqService rfqService)
{
_rfqPauseService = rfqPauseService;
_rfqService = rfqService;
}
