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#981 Added first cut of the OmsApi into example code.
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38 changes: 38 additions & 0 deletions
38
...in/scala/org/finos/vuu/core/module/basket/provider/BasketTradingConstituentProvider.scala
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| Original file line number | Diff line number | Diff line change |
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| package org.finos.vuu.core.module.basket.provider | ||
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| import org.finos.toolbox.lifecycle.LifecycleContainer | ||
| import org.finos.toolbox.thread.LifeCycleRunner | ||
| import org.finos.toolbox.time.Clock | ||
| import org.finos.vuu.core.module.basket.service.OrderStates | ||
| import org.finos.vuu.core.table.{DataTable, RowWithData} | ||
| import org.finos.vuu.order.oms._ | ||
| import org.finos.vuu.provider.DefaultProvider | ||
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| class BasketTradingConstituentProvider(val table: DataTable, val omsApi: OmsApi)(implicit lifecycle: LifecycleContainer, clock: Clock) extends DefaultProvider { | ||
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| import org.finos.vuu.core.module.basket.BasketModule.{BasketTradingConstituentColumnNames => BTC} | ||
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| val runner = new LifeCycleRunner("TradingConsProviderRunner", runOnce, 50L) | ||
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| omsApi.addListener(new OmsListener { | ||
| override def onAck(ack: Ack): Unit = { | ||
| table.processUpdate(ack.clientOrderId, RowWithData(ack.clientOrderId, Map[String, Any](BTC.OrderStatus -> OrderStates.ACKED)),clock.now()) | ||
| } | ||
| override def onCancelAck(ack: CancelAck): Unit = ??? | ||
| override def onReplaceAck(ack: ReplaceAck): Unit = ??? | ||
| override def onFill(fill: Fill): Unit = { | ||
| val state = if(fill.fillQty == fill.totalFilledQty) OrderStates.FILLED else OrderStates.ACKED | ||
| table.processUpdate(fill.clientOrderId, | ||
| RowWithData(fill.clientOrderId, Map[String, Any](BTC.InstanceIdRic -> fill.clientOrderId, | ||
| BTC.FilledQty -> fill.fillQty, BTC.OrderStatus -> state)) | ||
| ,clock.now()) | ||
| } | ||
| }) | ||
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| def runOnce(): Unit = { | ||
| omsApi.runOnce() | ||
| } | ||
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| override val lifecycleId: String = "org.finos.vuu.core.module.basket.provider.BasketTradingConstituentProvider#" + hashCode() | ||
| } |
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8 changes: 8 additions & 0 deletions
8
example/basket/src/main/scala/org/finos/vuu/core/module/basket/service/OrderStates.scala
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| Original file line number | Diff line number | Diff line change |
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| package org.finos.vuu.core.module.basket.service | ||
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| object OrderStates { | ||
| final val PENDING = "PENDING" | ||
| final val ACKED = "ACKED" | ||
| final val CANCELLED = "CANCELLED" | ||
| final val FILLED = "FILLED" | ||
| } |
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39 changes: 39 additions & 0 deletions
39
example/order/src/main/scala/org/finos/vuu/order/oms/OmsApi.scala
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,39 @@ | ||
| package org.finos.vuu.order.oms | ||
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| import org.finos.toolbox.time.Clock | ||
| import org.finos.vuu.order.oms.impl.InMemOmsApi | ||
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| object MaxTimes{ | ||
| final val MAX_ACK_TIME_MS = 5_000 | ||
| final val MAX_FILL_TIME_MS = 8_000 | ||
| } | ||
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| case class NewOrder(symbol: String, qty: Long, price: Double, clientOrderId: String) | ||
| case class ReplaceOrder(orderId: Int, newPrice: Double, newQty: Long) | ||
| case class CancelOrder(orderId: Int) | ||
| case class Ack(orderId: Int, clientOrderId: String, symbol: String, qty: Long, price: Double) | ||
| case class CancelAck(orderId: Int, clientOrderId: String) | ||
| case class ReplaceAck(orderId: Int, clientOrderId: String) | ||
| case class Fill(orderid: Int, fillQty: Long, fillPrice: Double, clientOrderId: String, totalFilledQty: Long) | ||
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| trait OmsApi { | ||
| def createOrder(newOrder: NewOrder): Unit | ||
| def replaceOrder(replaceOrder: ReplaceOrder): Unit | ||
| def cancelOrder(cancelOrder: CancelOrder): Unit | ||
| def addListener(omsListener: OmsListener): Unit | ||
| def runOnce(): Unit | ||
| def containsOrder(clientOrderId: String): Boolean | ||
| } | ||
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| trait OmsListener{ | ||
| def onAck(ack: Ack): Unit | ||
| def onCancelAck(ack: CancelAck): Unit | ||
| def onReplaceAck(ack: ReplaceAck): Unit | ||
| def onFill(fill: Fill): Unit | ||
| } | ||
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| object OmsApi{ | ||
| def apply()(implicit clock: Clock): OmsApi = { | ||
| new InMemOmsApi() | ||
| } | ||
| } |
78 changes: 78 additions & 0 deletions
78
example/order/src/main/scala/org/finos/vuu/order/oms/impl/InMemOmsApi.scala
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,78 @@ | ||
| package org.finos.vuu.order.oms.impl | ||
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| import org.finos.toolbox.time.Clock | ||
| import org.finos.vuu.order.oms.impl.States.PENDING_ACK | ||
| import org.finos.vuu.order.oms.{Ack, CancelOrder, Fill, NewOrder, OmsApi, OmsListener, ReplaceOrder} | ||
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| import java.util.concurrent.atomic.AtomicInteger | ||
| import scala.util.Random | ||
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| object States { | ||
| def ACKED = 'A' | ||
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| def PENDING_ACK = '~' | ||
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| def CANCELLED = 'X' | ||
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| def PENDING_REPLACE = 'R' | ||
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| def FILLED = 'F' | ||
| } | ||
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| case class InMemOrderState(symbol: String, qty: Long, price: Double, clientOrderId: String, state: Char, nextEventTime: Long, orderId: Int, filledQty: Long) | ||
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| object OrderId { | ||
| private val orderId = new AtomicInteger(0) | ||
| def nextOrderId(): Int = orderId.incrementAndGet() | ||
| } | ||
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| class InMemOmsApi(implicit val clock: Clock) extends OmsApi { | ||
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| private final val random = new Random(clock.now()) | ||
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| @volatile private var orders = List[InMemOrderState]() | ||
| @volatile private var listeners = List[OmsListener]() | ||
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| override def containsOrder(clientOrderId: String): Boolean = orders.exists(_.clientOrderId == clientOrderId) | ||
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| override def createOrder(newOrder: NewOrder): Unit = { | ||
| orders = orders ++ List(InMemOrderState(newOrder.symbol, newOrder.qty, newOrder.price, | ||
| newOrder.clientOrderId, States.PENDING_ACK, clock.now() + random.between(1, 1000), OrderId.nextOrderId(), 0L)) | ||
| } | ||
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| override def replaceOrder(replaceOrder: ReplaceOrder): Unit = ??? | ||
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| override def cancelOrder(cancelOrder: CancelOrder): Unit = ??? | ||
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| override def addListener(omsListener: OmsListener): Unit = listeners = listeners ++ List(omsListener) | ||
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| override def runOnce(): Unit = { | ||
| orders = orders.map(orderstate => { | ||
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| if (orderstate.nextEventTime <= clock.now()) { | ||
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| orderstate.state match { | ||
| case '~' => | ||
| val orderId = OrderId.nextOrderId() | ||
| listeners.foreach(_.onAck(Ack(orderId, orderstate.clientOrderId, orderstate.symbol, orderstate.qty, orderstate.price))) | ||
| orderstate.copy(state = States.ACKED, nextEventTime = clock.now() + random.between(1000, 5000), orderId = orderId) | ||
| case 'A' => | ||
| val remainingQty = orderstate.qty - orderstate.filledQty | ||
| val fillQty = if(remainingQty > 1) random.between(1, orderstate.qty - orderstate.filledQty) else 1 | ||
| listeners.foreach(_.onFill(Fill(orderstate.orderId, fillQty, orderstate.price, orderstate.clientOrderId, orderstate.filledQty + fillQty))) | ||
| orderstate.copy(filledQty = orderstate.filledQty + fillQty, nextEventTime = clock.now() + random.between(1000, 5000)) | ||
| case _ => | ||
| orderstate | ||
| } | ||
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| } else { | ||
| orderstate | ||
| } | ||
| }) | ||
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| orders = orders.filter(os => os.filledQty != os.qty) | ||
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| } | ||
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| } |
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