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;
}
public Application(
MarketMakerService marketMakerService,
ILog logger,
MarginTradingSettings marginSettings,
IMaintenanceModeService maintenanceModeService,
IRabbitMqService rabbitMqService,
MatchingEngineRoutesManager matchingEngineRoutesManager,
IMigrationService migrationService,
IConvertService convertService,
IFxRateCacheService fxRateCacheService,
IExternalOrderbookService externalOrderbookService,
BrokerSettingsChangedHandler brokerSettingsChangedHandler)
{
_marketMakerService = marketMakerService;
_logger = logger;
_marginSettings = marginSettings;
_maintenanceModeService = maintenanceModeService;
_rabbitMqService = rabbitMqService;
_matchingEngineRoutesManager = matchingEngineRoutesManager;
_migrationService = migrationService;
_convertService = convertService;
_fxRateCacheService = fxRateCacheService;
_externalOrderbookService = externalOrderbookService;
_brokerSettingsChangedHandler = brokerSettingsChangedHandler;
}
public AccountUpdateService(
IFplService fplService,
OrdersCache ordersCache,
ILog log,
ICfdCalculatorService cfdCalculatorService,
IQuoteCacheService quoteCacheService,
MarginTradingSettings marginTradingSettings,
IClientProfileSettingsCache clientProfileSettingsCache,
IAssetPairsCache assetPairsCache,
IPositionsProvider positionsProvider,
IOrdersProvider ordersProvider,
IAccountsProvider accountsProvider,
ITradingInstrumentsCacheService tradingInstrumentsCache)
{
_fplService = fplService;
_log = log;
_cfdCalculatorService = cfdCalculatorService;
_quoteCacheService = quoteCacheService;
_marginTradingSettings = marginTradingSettings;
_clientProfileSettingsCache = clientProfileSettingsCache;
_assetPairsCache = assetPairsCache;
_positionsProvider = positionsProvider;
_ordersProvider = ordersProvider;
_accountsProvider = accountsProvider;
_tradingInstrumentsCache = tradingInstrumentsCache;
}
public void SetUp()
{
_clientAccountsService = Mock.Of <IClientAccountService>(r =>
r.GetMarginEnabledAsync("id of client") == Task.FromResult(new MarginEnabledSettingsModel()));
var publisher = Mock.Of <IMessageProducer <MarginTradingEnabledChangedMessage> >();
Mock.Get(publisher)
.Setup(s => s.ProduceAsync(It.IsNotNull <MarginTradingEnabledChangedMessage>()))
.Returns(Task.CompletedTask).Callback <MarginTradingEnabledChangedMessage>(m => _sentMessage = m);
var expectedRabbitMqSettings = new RabbitMqSettings
{
ConnectionString = "conn str",
ExchangeName = "exchange name"
};
var rabbitMqService = Mock.Of <IRabbitMqService>(s =>
s.GetProducer(expectedRabbitMqSettings.Equivalent(), true,
s.GetJsonSerializer <MarginTradingEnabledChangedMessage>()) ==
publisher);
_marginSettings = new MarginTradingSettings
{
MtRabbitMqConnString = "conn str",
RabbitMqQueues = new RabbitMqQueues
{
MarginTradingEnabledChanged = new RabbitMqQueueInfo {
ExchangeName = "exchange name"
}
}
};
_marginTradingSettingsCacheService = Mock.Of <IMarginTradingSettingsCacheService>();
_sut = new MarginTradingEnablingService(_clientAccountsService, rabbitMqService, _marginSettings,
_marginTradingSettingsCacheService);
_sut.Start();
}
public CqrsModule(CqrsSettings settings, ILog log, MarginTradingSettings marginTradingSettings)
{
_settings = settings;
_marginTradingSettings = marginTradingSettings;
_log = log;
_defaultRetryDelayMs = (long)_settings.RetryDelay.TotalMilliseconds;
}
public AccountManager(
AccountsCacheService accountsCacheService,
MarginTradingSettings marginSettings,
IRabbitMqNotifyService rabbitMqNotifyService,
ILog log,
OrdersCache ordersCache,
ITradingEngine tradingEngine,
IAccountsApi accountsApi,
IAccountBalanceHistoryApi accountBalanceHistoryApi,
IConvertService convertService,
IDateService dateService,
ISystemClock systemClock,
IAccountMarginFreezingRepository accountMarginFreezingRepository,
IAccountMarginUnconfirmedRepository accountMarginUnconfirmedRepository)
: base(nameof(AccountManager), 60000, log)
{
_accountsCacheService = accountsCacheService;
_marginSettings = marginSettings;
_rabbitMqNotifyService = rabbitMqNotifyService;
_log = log;
_ordersCache = ordersCache;
_tradingEngine = tradingEngine;
_accountsApi = accountsApi;
_accountBalanceHistoryApi = accountBalanceHistoryApi;
_convertService = convertService;
_dateService = dateService;
_systemClock = systemClock;
_accountMarginFreezingRepository = accountMarginFreezingRepository;
_accountMarginUnconfirmedRepository = accountMarginUnconfirmedRepository;
}
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;
}
public AccountUpdateService(
IFplService fplService,
ITradingConditionsCacheService tradingConditionsCache,
IAccountsCacheService accountsCacheService,
OrdersCache ordersCache,
IAssetsCache assetsCache,
IAccountMarginFreezingRepository accountMarginFreezingRepository,
IAccountMarginUnconfirmedRepository accountMarginUnconfirmedRepository,
ILog log,
MarginTradingSettings marginTradingSettings,
ICfdCalculatorService cfdCalculatorService,
IQuoteCacheService quoteCacheService)
{
_fplService = fplService;
_tradingConditionsCache = tradingConditionsCache;
_accountsCacheService = accountsCacheService;
_ordersCache = ordersCache;
_assetsCache = assetsCache;
_accountMarginFreezingRepository = accountMarginFreezingRepository;
_accountMarginUnconfirmedRepository = accountMarginUnconfirmedRepository;
_log = log;
_marginTradingSettings = marginTradingSettings;
_cfdCalculatorService = cfdCalculatorService;
_quoteCacheService = quoteCacheService;
}
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;
}
public BackendMaintenanceModeService(
ISlackNotificationsSender slackNotificationsSender,
MarginTradingSettings settings)
{
_slackNotificationsSender = slackNotificationsSender;
_settings = settings;
}
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;
}
public BackendServicesModule(MtBackendSettings mtSettings, MarginTradingSettings settings, IHostingEnvironment environment, ILog log)
{
_mtSettings = mtSettings;
_settings = settings;
_environment = environment;
_log = log;
}
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 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;
}
public IsAliveController(
MarginTradingSettings settings,
IDateService dateService)
{
_settings = settings;
_dateService = dateService;
}
public TestingController(IFakeSnapshotService fakeSnapshotService,
MarginTradingSettings settings,
IRfqService rfqService)
{
_fakeSnapshotService = fakeSnapshotService;
_rfqService = rfqService;
_protectionKey = settings.TestSettings?.ProtectionKey;
}
public RabbitMqNotifyService(IDateService dateService, MarginTradingSettings settings,
IIndex <string, IMessageProducer <string> > publishers, ILog log, IOrderReader orderReader)
{
_dateService = dateService;
_settings = settings;
_publishers = publishers;
_log = log;
_orderReader = orderReader;
}
public StartupDeduplicationService(
IHostingEnvironment hostingEnvironment,
ILog log,
MarginTradingSettings marginTradingSettings)
{
_hostingEnvironment = hostingEnvironment;
_log = log;
_marginTradingSettings = marginTradingSettings;
}
public MarginTradingEnablingService(IClientAccountService clientAccountService, IRabbitMqService rabbitMqService,
MarginTradingSettings settings,
IMarginTradingSettingsCacheService marginTradingSettingsCacheService)
{
_marginSettings = settings;
_rabbitMqService = rabbitMqService;
_clientAccountService = clientAccountService;
_marginTradingSettingsCacheService = marginTradingSettingsCacheService;
}
public RfqExecutionInfoRepositoryDecorator(IOperationExecutionInfoRepository decoratee,
ILog log,
IRabbitMqNotifyService notifyService,
MarginTradingSettings settings)
{
_decoratee = decoratee;
_log = log;
_notifyService = notifyService;
_brokerId = settings.BrokerId;
}
public BrokerSettingsChangedHandler(
MarginTradingSettings settings,
IScheduleSettingsCacheService scheduleSettingsCache,
IOvernightMarginService overnightMarginService,
IScheduleControlService scheduleControlService)
{
_settings = settings;
_scheduleSettingsCache = scheduleSettingsCache;
_overnightMarginService = overnightMarginService;
_scheduleControlService = scheduleControlService;
}
public FplService(
ICfdCalculatorService cfdCalculatorService,
IAssetPairsCache assetPairsCache,
IAccountsCacheService accountsCacheService,
ITradingInstrumentsCacheService tradingInstrumentsCache,
MarginTradingSettings marginTradingSettings)
{
_cfdCalculatorService = cfdCalculatorService;
_accountsCacheService = accountsCacheService;
_tradingInstrumentsCache = tradingInstrumentsCache;
_marginTradingSettings = marginTradingSettings;
}
public QuoteCacheService(ILog log,
IMarginTradingBlobRepository blobRepository,
IExternalOrderbookService externalOrderbookService,
MarginTradingSettings marginTradingSettings)
: base(nameof(QuoteCacheService),
marginTradingSettings.BlobPersistence.QuotesDumpPeriodMilliseconds,
log)
{
_log = log;
_blobRepository = blobRepository;
_externalOrderbookService = externalOrderbookService;
}
private StartupDeduplicationService RunHealthChecks(MarginTradingSettings marginTradingSettings)
{
var deduplicationService = new StartupDeduplicationService(Environment, LogLocator.CommonLog,
marginTradingSettings);
deduplicationService
.HoldLock();
new StartupQueuesCheckerService(marginTradingSettings)
.Check();
return(deduplicationService);
}
public StopOutConsumer(IThreadSwitcher threadSwitcher,
IOperationsLogService operationsLogService,
IRabbitMqNotifyService rabbitMqNotifyService,
IDateService dateService,
MarginTradingSettings settings)
{
_threadSwitcher = threadSwitcher;
_operationsLogService = operationsLogService;
_rabbitMqNotifyService = rabbitMqNotifyService;
_dateService = dateService;
_settings = settings;
}
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>();
}
public OrderBookSaveService(
IMarginTradingBlobRepository blobRepository,
OrderBookList orderBookList,
MarginTradingSettings marginTradingSettings,
ILog log,
IContextFactory contextFactory)
: base(nameof(OrderBookSaveService), marginTradingSettings.BlobPersistence.OrderbooksDumpPeriodMilliseconds, log)
{
_blobRepository = blobRepository;
_orderBookList = orderBookList;
_log = log;
_contextFactory = contextFactory;
}
public OrderCacheManager(OrdersCache orderCache,
IMarginTradingBlobRepository blobRepository,
IOrdersHistoryRepository ordersHistoryRepository,
IPositionsHistoryRepository positionsHistoryRepository,
MarginTradingSettings marginTradingSettings,
ILog log)
: base(nameof(OrderCacheManager), marginTradingSettings.BlobPersistence.OrdersDumpPeriodMilliseconds, log)
{
_orderCache = orderCache;
_blobRepository = blobRepository;
_ordersHistoryRepository = ordersHistoryRepository;
_positionsHistoryRepository = positionsHistoryRepository;
_log = log;
}
public RabbitMqNotifyService(IDateService dateService,
MarginTradingSettings settings,
ILog log,
IOrderReader orderReader,
IRabbitMqService rabbitMqService)
{
_dateService = dateService;
_settings = settings;
_log = log;
_orderReader = orderReader;
_publishers = new Dictionary <string, Lykke.RabbitMqBroker.Publisher.IMessageProducer <string> >();
RegisterPublishers(rabbitMqService);
}
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;
}
