public void Test_GetQuotationsByMaxEndTime()
{
var context = new QuotationContext();
var providerTime = DateTimeOffset.Now.ToUnixTimeSeconds();
var arrivedTime = DateTime.Today.AddHours(10).AddMinutes(10).AddSeconds(10);
context.Add(new Quotation(_symbol, providerTime, arrivedTime.AddMilliseconds(-100))
{
Bid = 1
});
context.Add(new Quotation(_symbol, providerTime, arrivedTime.AddMilliseconds(20))
{
Bid = 2
});
context.Add(new Quotation(_symbol, providerTime, arrivedTime.AddMilliseconds(990))
{
Bid = 3
});
context.Add(new Quotation(_symbol, providerTime, arrivedTime.AddMilliseconds(1020))
{
Bid = 4
});
var actual = context.GetQuotationsByMaxEndTime(1, arrivedTime);
Assert.Equal(actual.Length, 2);
Assert.Equal(actual[0].Bid, 2);
Assert.Equal(actual[1].Bid, 3);
}
public UncloseOrderWatcher(OrderContext orderContext,
QuotationContext qutationContext, IOrderStore store,
IPricePolicyStore pricePolicyStore, OrderServiceBuilder builder, OrderNotifyManager orderNotifyer)
{
if (orderContext == null)
{
throw new ArgumentNullException(nameof(orderContext));
}
if (qutationContext == null)
{
throw new ArgumentNullException(nameof(qutationContext));
}
if (store == null)
{
throw new ArgumentNullException(nameof(store));
}
if (pricePolicyStore == null)
{
throw new ArgumentNullException(nameof(pricePolicyStore));
}
if (builder == null)
{
throw new ArgumentNullException(nameof(builder));
}
_orderContext = orderContext;
_qutationContext = qutationContext;
_store = store;
_pricePolicyStore = pricePolicyStore;
_builder = builder;
_orderNotifyer = orderNotifyer;
DefaultClosePricePolicy = new RealTimeCloseOpenPricePolicy();
}
public SymbolsController(ISymbolStore symbolStore, QuotationContext quotationContext)
{
if (symbolStore == null)
{
throw new ArgumentNullException(nameof(symbolStore));
}
_symbolStore = symbolStore;
_quotationContext = quotationContext;
}
public bool TryGetPrice(QuotationContext context, OpenOrderInfo openOrder, Game game, out Quotation price)
{
if (game.Symbol == null)
{
throw new ArgumentNullException(nameof(game), "game.Synbol should not be null.");
}
var startDateTime = openOrder.ClientPostTime ?? openOrder.ArriveDateTime; //客户端提交时间。
return(context.TryGetQuotation(game.Symbol.Id, startDateTime, out price));
}
public bool TryGetPrice(QuotationContext context, OpenOrderInfo openOrder, Game game, out Quotation price)
{
if (game.Symbol == null)
{
throw new ArgumentNullException(nameof(game), "game.Symbol should not be null.");
}
var startDateTime = openOrder.ClientPostTime ?? openOrder.ArriveDateTime; //客户端提交时间。
var prices = context.GetQuotationsByMaxEndTime(game.Symbol.Id, startDateTime);
price = openOrder.Direction == Direction.Down ? prices.Max() : prices.Min();
return(price != null);
}
/// <summary>
/// </summary>
/// <param name="orderContext"></param>
/// <param name="qutationContext"></param>
/// <param name="orderStore"></param>
/// <param name="orderPolicyStore"></param>
/// <param name="pricePolicyStore"></param>
/// <param name="generator"></param>
/// <param name="notify"></param>
/// <param name="logger"></param>
public OrderService(OrderContext orderContext, QuotationContext qutationContext, IOrderStore orderStore,
IOrderPolicyStore orderPolicyStore, IPricePolicyStore pricePolicyStore,
IOrderIdGenerator generator, IOrderNotify notify, ILogger <OrderService> logger)
{
if (orderContext == null)
{
throw new ArgumentNullException(nameof(orderContext));
}
if (qutationContext == null)
{
throw new ArgumentNullException(nameof(qutationContext));
}
if (orderStore == null)
{
throw new ArgumentNullException(nameof(orderStore));
}
if (generator == null)
{
throw new ArgumentNullException(nameof(generator));
}
if (notify == null)
{
throw new ArgumentNullException(nameof(notify));
}
if (logger == null)
{
throw new ArgumentNullException(nameof(logger));
}
_orderContext = orderContext;
_qutationContext = qutationContext;
_orderStore = orderStore;
_orderPolicyStore = orderPolicyStore;
_pricePolicyStore = pricePolicyStore;
_orderIdGenerator = generator;
_notify = notify;
_logger = logger;
DefaultOpenOpenPricePolicy = new RealTimeOpenPricePolicy();
}
public void TestAddQuoataionOrder()
{
var context = new QuotationContext();
var now = DateTimeOffset.Now;
context.Add(new Quotation(_symbol, now.ToUnixTimeSeconds())
{
Bid = 1
});
context.Add(new Quotation(_symbol, now.AddMilliseconds(100).ToUnixTimeSeconds())
{
Bid = 2
});
context.Add(new Quotation(_symbol, now.AddMilliseconds(100).ToUnixTimeSeconds())
{
Bid = 3
});
var s = context.GetList(1).ToArray();
Assert.Equal(1, s[0].Bid);
Assert.Equal(2, s[1].Bid);
Assert.Equal(3, s[2].Bid);
}
public bool TryGetPrice(QuotationContext context, Order order, out Quotation price)
{
var matchesPrice = context.GetQuotationsInSecond(
order.Game.Symbol.Id,
order.CloseTime, false);
price = null;
if (!matchesPrice.Any())
{
return(false);
}
switch (order.Direction)
{
case Direction.Up:
price = matchesPrice.Min();
break;
case Direction.Down:
price = matchesPrice.Max();
break;
}
return(true);
}
public QuotationContextPublisher(QuotationContext context)
{
_context = context;
}
public QuotationRepository(QuotationContext db)
{
DB = db;
}
public DummyController(QuotationContext ctx)
{
_ctx = ctx ?? throw new ArgumentNullException(nameof(ctx));
}
public UserRepository(QuotationContext quotationContext)
{
_quotationContext = quotationContext;
}
public static void InitializeTests(TestContext testContext)
{
DB = ConfigurationHelper.GetQuotationContextTest();
}
public CryptoRepository(QuotationContext db)
{
DB = db;
}
public QuotationRepository(QuotationContext context)
{
_context = context ?? throw new ArgumentNullException(nameof(context));
}
public QuotationStatusPublisher(QuotationContext contetContext, ISymbolStore symbolStore)
{
_contetContext = contetContext;
_symbolStore = symbolStore;
}
public UserController(QuotationContext quotationContext, ILogger <UserController> logger)
{
_quotationContext = quotationContext;
_logger = logger;
}
public PurchaseRepository(QuotationContext quotationContext)
{
_quotationContext = quotationContext;
}
