upload project files
This commit is contained in:
33
client.http
Normal file
33
client.http
Normal file
@@ -0,0 +1,33 @@
|
|||||||
|
# https://www.jetbrains.com/help/idea/http-client-in-product-code-editor.html
|
||||||
|
|
||||||
|
|
||||||
|
### Place an order
|
||||||
|
POST http://localhost:8080/orders
|
||||||
|
Accept: application/json
|
||||||
|
Content-Type: application/json
|
||||||
|
|
||||||
|
{
|
||||||
|
"asset": "BTC",
|
||||||
|
"price": 43251.00,
|
||||||
|
"amount": 2.0,
|
||||||
|
"direction": "BUY"
|
||||||
|
}
|
||||||
|
|
||||||
|
#### Get an order
|
||||||
|
GET http://localhost:8080/orders/1
|
||||||
|
Accept: application/json
|
||||||
|
Content-Type: application/json
|
||||||
|
|
||||||
|
### Cencel an order
|
||||||
|
POST http://localhost:8080/orders/1/cancel
|
||||||
|
Accept: application/json
|
||||||
|
Content-Type: application/json
|
||||||
|
|
||||||
|
{
|
||||||
|
"asset": "BTC",
|
||||||
|
"price": 43251.00,
|
||||||
|
"amount": 2.0,
|
||||||
|
"direction": "BUY"
|
||||||
|
}
|
||||||
|
|
||||||
|
###
|
||||||
310
mvnw
vendored
Normal file
310
mvnw
vendored
Normal file
@@ -0,0 +1,310 @@
|
|||||||
|
#!/bin/sh
|
||||||
|
# ----------------------------------------------------------------------------
|
||||||
|
# Licensed to the Apache Software Foundation (ASF) under one
|
||||||
|
# or more contributor license agreements. See the NOTICE file
|
||||||
|
# distributed with this work for additional information
|
||||||
|
# regarding copyright ownership. The ASF licenses this file
|
||||||
|
# to you under the Apache License, Version 2.0 (the
|
||||||
|
# "License"); you may not use this file except in compliance
|
||||||
|
# with the License. You may obtain a copy of the License at
|
||||||
|
#
|
||||||
|
# https://www.apache.org/licenses/LICENSE-2.0
|
||||||
|
#
|
||||||
|
# Unless required by applicable law or agreed to in writing,
|
||||||
|
# software distributed under the License is distributed on an
|
||||||
|
# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
|
||||||
|
# KIND, either express or implied. See the License for the
|
||||||
|
# specific language governing permissions and limitations
|
||||||
|
# under the License.
|
||||||
|
# ----------------------------------------------------------------------------
|
||||||
|
|
||||||
|
# ----------------------------------------------------------------------------
|
||||||
|
# Maven Start Up Batch script
|
||||||
|
#
|
||||||
|
# Required ENV vars:
|
||||||
|
# ------------------
|
||||||
|
# JAVA_HOME - location of a JDK home dir
|
||||||
|
#
|
||||||
|
# Optional ENV vars
|
||||||
|
# -----------------
|
||||||
|
# M2_HOME - location of maven2's installed home dir
|
||||||
|
# MAVEN_OPTS - parameters passed to the Java VM when running Maven
|
||||||
|
# e.g. to debug Maven itself, use
|
||||||
|
# set MAVEN_OPTS=-Xdebug -Xrunjdwp:transport=dt_socket,server=y,suspend=y,address=8000
|
||||||
|
# MAVEN_SKIP_RC - flag to disable loading of mavenrc files
|
||||||
|
# ----------------------------------------------------------------------------
|
||||||
|
|
||||||
|
if [ -z "$MAVEN_SKIP_RC" ] ; then
|
||||||
|
|
||||||
|
if [ -f /etc/mavenrc ] ; then
|
||||||
|
. /etc/mavenrc
|
||||||
|
fi
|
||||||
|
|
||||||
|
if [ -f "$HOME/.mavenrc" ] ; then
|
||||||
|
. "$HOME/.mavenrc"
|
||||||
|
fi
|
||||||
|
|
||||||
|
fi
|
||||||
|
|
||||||
|
# OS specific support. $var _must_ be set to either true or false.
|
||||||
|
cygwin=false;
|
||||||
|
darwin=false;
|
||||||
|
mingw=false
|
||||||
|
case "`uname`" in
|
||||||
|
CYGWIN*) cygwin=true ;;
|
||||||
|
MINGW*) mingw=true;;
|
||||||
|
Darwin*) darwin=true
|
||||||
|
# Use /usr/libexec/java_home if available, otherwise fall back to /Library/Java/Home
|
||||||
|
# See https://developer.apple.com/library/mac/qa/qa1170/_index.html
|
||||||
|
if [ -z "$JAVA_HOME" ]; then
|
||||||
|
if [ -x "/usr/libexec/java_home" ]; then
|
||||||
|
export JAVA_HOME="`/usr/libexec/java_home`"
|
||||||
|
else
|
||||||
|
export JAVA_HOME="/Library/Java/Home"
|
||||||
|
fi
|
||||||
|
fi
|
||||||
|
;;
|
||||||
|
esac
|
||||||
|
|
||||||
|
if [ -z "$JAVA_HOME" ] ; then
|
||||||
|
if [ -r /etc/gentoo-release ] ; then
|
||||||
|
JAVA_HOME=`java-config --jre-home`
|
||||||
|
fi
|
||||||
|
fi
|
||||||
|
|
||||||
|
if [ -z "$M2_HOME" ] ; then
|
||||||
|
## resolve links - $0 may be a link to maven's home
|
||||||
|
PRG="$0"
|
||||||
|
|
||||||
|
# need this for relative symlinks
|
||||||
|
while [ -h "$PRG" ] ; do
|
||||||
|
ls=`ls -ld "$PRG"`
|
||||||
|
link=`expr "$ls" : '.*-> \(.*\)$'`
|
||||||
|
if expr "$link" : '/.*' > /dev/null; then
|
||||||
|
PRG="$link"
|
||||||
|
else
|
||||||
|
PRG="`dirname "$PRG"`/$link"
|
||||||
|
fi
|
||||||
|
done
|
||||||
|
|
||||||
|
saveddir=`pwd`
|
||||||
|
|
||||||
|
M2_HOME=`dirname "$PRG"`/..
|
||||||
|
|
||||||
|
# make it fully qualified
|
||||||
|
M2_HOME=`cd "$M2_HOME" && pwd`
|
||||||
|
|
||||||
|
cd "$saveddir"
|
||||||
|
# echo Using m2 at $M2_HOME
|
||||||
|
fi
|
||||||
|
|
||||||
|
# For Cygwin, ensure paths are in UNIX format before anything is touched
|
||||||
|
if $cygwin ; then
|
||||||
|
[ -n "$M2_HOME" ] &&
|
||||||
|
M2_HOME=`cygpath --unix "$M2_HOME"`
|
||||||
|
[ -n "$JAVA_HOME" ] &&
|
||||||
|
JAVA_HOME=`cygpath --unix "$JAVA_HOME"`
|
||||||
|
[ -n "$CLASSPATH" ] &&
|
||||||
|
CLASSPATH=`cygpath --path --unix "$CLASSPATH"`
|
||||||
|
fi
|
||||||
|
|
||||||
|
# For Mingw, ensure paths are in UNIX format before anything is touched
|
||||||
|
if $mingw ; then
|
||||||
|
[ -n "$M2_HOME" ] &&
|
||||||
|
M2_HOME="`(cd "$M2_HOME"; pwd)`"
|
||||||
|
[ -n "$JAVA_HOME" ] &&
|
||||||
|
JAVA_HOME="`(cd "$JAVA_HOME"; pwd)`"
|
||||||
|
fi
|
||||||
|
|
||||||
|
if [ -z "$JAVA_HOME" ]; then
|
||||||
|
javaExecutable="`which javac`"
|
||||||
|
if [ -n "$javaExecutable" ] && ! [ "`expr \"$javaExecutable\" : '\([^ ]*\)'`" = "no" ]; then
|
||||||
|
# readlink(1) is not available as standard on Solaris 10.
|
||||||
|
readLink=`which readlink`
|
||||||
|
if [ ! `expr "$readLink" : '\([^ ]*\)'` = "no" ]; then
|
||||||
|
if $darwin ; then
|
||||||
|
javaHome="`dirname \"$javaExecutable\"`"
|
||||||
|
javaExecutable="`cd \"$javaHome\" && pwd -P`/javac"
|
||||||
|
else
|
||||||
|
javaExecutable="`readlink -f \"$javaExecutable\"`"
|
||||||
|
fi
|
||||||
|
javaHome="`dirname \"$javaExecutable\"`"
|
||||||
|
javaHome=`expr "$javaHome" : '\(.*\)/bin'`
|
||||||
|
JAVA_HOME="$javaHome"
|
||||||
|
export JAVA_HOME
|
||||||
|
fi
|
||||||
|
fi
|
||||||
|
fi
|
||||||
|
|
||||||
|
if [ -z "$JAVACMD" ] ; then
|
||||||
|
if [ -n "$JAVA_HOME" ] ; then
|
||||||
|
if [ -x "$JAVA_HOME/jre/sh/java" ] ; then
|
||||||
|
# IBM's JDK on AIX uses strange locations for the executables
|
||||||
|
JAVACMD="$JAVA_HOME/jre/sh/java"
|
||||||
|
else
|
||||||
|
JAVACMD="$JAVA_HOME/bin/java"
|
||||||
|
fi
|
||||||
|
else
|
||||||
|
JAVACMD="`which java`"
|
||||||
|
fi
|
||||||
|
fi
|
||||||
|
|
||||||
|
if [ ! -x "$JAVACMD" ] ; then
|
||||||
|
echo "Error: JAVA_HOME is not defined correctly." >&2
|
||||||
|
echo " We cannot execute $JAVACMD" >&2
|
||||||
|
exit 1
|
||||||
|
fi
|
||||||
|
|
||||||
|
if [ -z "$JAVA_HOME" ] ; then
|
||||||
|
echo "Warning: JAVA_HOME environment variable is not set."
|
||||||
|
fi
|
||||||
|
|
||||||
|
CLASSWORLDS_LAUNCHER=org.codehaus.plexus.classworlds.launcher.Launcher
|
||||||
|
|
||||||
|
# traverses directory structure from process work directory to filesystem root
|
||||||
|
# first directory with .mvn subdirectory is considered project base directory
|
||||||
|
find_maven_basedir() {
|
||||||
|
|
||||||
|
if [ -z "$1" ]
|
||||||
|
then
|
||||||
|
echo "Path not specified to find_maven_basedir"
|
||||||
|
return 1
|
||||||
|
fi
|
||||||
|
|
||||||
|
basedir="$1"
|
||||||
|
wdir="$1"
|
||||||
|
while [ "$wdir" != '/' ] ; do
|
||||||
|
if [ -d "$wdir"/.mvn ] ; then
|
||||||
|
basedir=$wdir
|
||||||
|
break
|
||||||
|
fi
|
||||||
|
# workaround for JBEAP-8937 (on Solaris 10/Sparc)
|
||||||
|
if [ -d "${wdir}" ]; then
|
||||||
|
wdir=`cd "$wdir/.."; pwd`
|
||||||
|
fi
|
||||||
|
# end of workaround
|
||||||
|
done
|
||||||
|
echo "${basedir}"
|
||||||
|
}
|
||||||
|
|
||||||
|
# concatenates all lines of a file
|
||||||
|
concat_lines() {
|
||||||
|
if [ -f "$1" ]; then
|
||||||
|
echo "$(tr -s '\n' ' ' < "$1")"
|
||||||
|
fi
|
||||||
|
}
|
||||||
|
|
||||||
|
BASE_DIR=`find_maven_basedir "$(pwd)"`
|
||||||
|
if [ -z "$BASE_DIR" ]; then
|
||||||
|
exit 1;
|
||||||
|
fi
|
||||||
|
|
||||||
|
##########################################################################################
|
||||||
|
# Extension to allow automatically downloading the maven-wrapper.jar from Maven-central
|
||||||
|
# This allows using the maven wrapper in projects that prohibit checking in binary data.
|
||||||
|
##########################################################################################
|
||||||
|
if [ -r "$BASE_DIR/.mvn/wrapper/maven-wrapper.jar" ]; then
|
||||||
|
if [ "$MVNW_VERBOSE" = true ]; then
|
||||||
|
echo "Found .mvn/wrapper/maven-wrapper.jar"
|
||||||
|
fi
|
||||||
|
else
|
||||||
|
if [ "$MVNW_VERBOSE" = true ]; then
|
||||||
|
echo "Couldn't find .mvn/wrapper/maven-wrapper.jar, downloading it ..."
|
||||||
|
fi
|
||||||
|
if [ -n "$MVNW_REPOURL" ]; then
|
||||||
|
jarUrl="$MVNW_REPOURL/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar"
|
||||||
|
else
|
||||||
|
jarUrl="https://repo.maven.apache.org/maven2/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar"
|
||||||
|
fi
|
||||||
|
while IFS="=" read key value; do
|
||||||
|
case "$key" in (wrapperUrl) jarUrl="$value"; break ;;
|
||||||
|
esac
|
||||||
|
done < "$BASE_DIR/.mvn/wrapper/maven-wrapper.properties"
|
||||||
|
if [ "$MVNW_VERBOSE" = true ]; then
|
||||||
|
echo "Downloading from: $jarUrl"
|
||||||
|
fi
|
||||||
|
wrapperJarPath="$BASE_DIR/.mvn/wrapper/maven-wrapper.jar"
|
||||||
|
if $cygwin; then
|
||||||
|
wrapperJarPath=`cygpath --path --windows "$wrapperJarPath"`
|
||||||
|
fi
|
||||||
|
|
||||||
|
if command -v wget > /dev/null; then
|
||||||
|
if [ "$MVNW_VERBOSE" = true ]; then
|
||||||
|
echo "Found wget ... using wget"
|
||||||
|
fi
|
||||||
|
if [ -z "$MVNW_USERNAME" ] || [ -z "$MVNW_PASSWORD" ]; then
|
||||||
|
wget "$jarUrl" -O "$wrapperJarPath"
|
||||||
|
else
|
||||||
|
wget --http-user=$MVNW_USERNAME --http-password=$MVNW_PASSWORD "$jarUrl" -O "$wrapperJarPath"
|
||||||
|
fi
|
||||||
|
elif command -v curl > /dev/null; then
|
||||||
|
if [ "$MVNW_VERBOSE" = true ]; then
|
||||||
|
echo "Found curl ... using curl"
|
||||||
|
fi
|
||||||
|
if [ -z "$MVNW_USERNAME" ] || [ -z "$MVNW_PASSWORD" ]; then
|
||||||
|
curl -o "$wrapperJarPath" "$jarUrl" -f
|
||||||
|
else
|
||||||
|
curl --user $MVNW_USERNAME:$MVNW_PASSWORD -o "$wrapperJarPath" "$jarUrl" -f
|
||||||
|
fi
|
||||||
|
|
||||||
|
else
|
||||||
|
if [ "$MVNW_VERBOSE" = true ]; then
|
||||||
|
echo "Falling back to using Java to download"
|
||||||
|
fi
|
||||||
|
javaClass="$BASE_DIR/.mvn/wrapper/MavenWrapperDownloader.java"
|
||||||
|
# For Cygwin, switch paths to Windows format before running javac
|
||||||
|
if $cygwin; then
|
||||||
|
javaClass=`cygpath --path --windows "$javaClass"`
|
||||||
|
fi
|
||||||
|
if [ -e "$javaClass" ]; then
|
||||||
|
if [ ! -e "$BASE_DIR/.mvn/wrapper/MavenWrapperDownloader.class" ]; then
|
||||||
|
if [ "$MVNW_VERBOSE" = true ]; then
|
||||||
|
echo " - Compiling MavenWrapperDownloader.java ..."
|
||||||
|
fi
|
||||||
|
# Compiling the Java class
|
||||||
|
("$JAVA_HOME/bin/javac" "$javaClass")
|
||||||
|
fi
|
||||||
|
if [ -e "$BASE_DIR/.mvn/wrapper/MavenWrapperDownloader.class" ]; then
|
||||||
|
# Running the downloader
|
||||||
|
if [ "$MVNW_VERBOSE" = true ]; then
|
||||||
|
echo " - Running MavenWrapperDownloader.java ..."
|
||||||
|
fi
|
||||||
|
("$JAVA_HOME/bin/java" -cp .mvn/wrapper MavenWrapperDownloader "$MAVEN_PROJECTBASEDIR")
|
||||||
|
fi
|
||||||
|
fi
|
||||||
|
fi
|
||||||
|
fi
|
||||||
|
##########################################################################################
|
||||||
|
# End of extension
|
||||||
|
##########################################################################################
|
||||||
|
|
||||||
|
export MAVEN_PROJECTBASEDIR=${MAVEN_BASEDIR:-"$BASE_DIR"}
|
||||||
|
if [ "$MVNW_VERBOSE" = true ]; then
|
||||||
|
echo $MAVEN_PROJECTBASEDIR
|
||||||
|
fi
|
||||||
|
MAVEN_OPTS="$(concat_lines "$MAVEN_PROJECTBASEDIR/.mvn/jvm.config") $MAVEN_OPTS"
|
||||||
|
|
||||||
|
# For Cygwin, switch paths to Windows format before running java
|
||||||
|
if $cygwin; then
|
||||||
|
[ -n "$M2_HOME" ] &&
|
||||||
|
M2_HOME=`cygpath --path --windows "$M2_HOME"`
|
||||||
|
[ -n "$JAVA_HOME" ] &&
|
||||||
|
JAVA_HOME=`cygpath --path --windows "$JAVA_HOME"`
|
||||||
|
[ -n "$CLASSPATH" ] &&
|
||||||
|
CLASSPATH=`cygpath --path --windows "$CLASSPATH"`
|
||||||
|
[ -n "$MAVEN_PROJECTBASEDIR" ] &&
|
||||||
|
MAVEN_PROJECTBASEDIR=`cygpath --path --windows "$MAVEN_PROJECTBASEDIR"`
|
||||||
|
fi
|
||||||
|
|
||||||
|
# Provide a "standardized" way to retrieve the CLI args that will
|
||||||
|
# work with both Windows and non-Windows executions.
|
||||||
|
MAVEN_CMD_LINE_ARGS="$MAVEN_CONFIG $@"
|
||||||
|
export MAVEN_CMD_LINE_ARGS
|
||||||
|
|
||||||
|
WRAPPER_LAUNCHER=org.apache.maven.wrapper.MavenWrapperMain
|
||||||
|
|
||||||
|
exec "$JAVACMD" \
|
||||||
|
$MAVEN_OPTS \
|
||||||
|
-classpath "$MAVEN_PROJECTBASEDIR/.mvn/wrapper/maven-wrapper.jar" \
|
||||||
|
"-Dmaven.home=${M2_HOME}" "-Dmaven.multiModuleProjectDirectory=${MAVEN_PROJECTBASEDIR}" \
|
||||||
|
${WRAPPER_LAUNCHER} $MAVEN_CONFIG "$@"
|
||||||
182
mvnw.cmd
vendored
Normal file
182
mvnw.cmd
vendored
Normal file
@@ -0,0 +1,182 @@
|
|||||||
|
@REM ----------------------------------------------------------------------------
|
||||||
|
@REM Licensed to the Apache Software Foundation (ASF) under one
|
||||||
|
@REM or more contributor license agreements. See the NOTICE file
|
||||||
|
@REM distributed with this work for additional information
|
||||||
|
@REM regarding copyright ownership. The ASF licenses this file
|
||||||
|
@REM to you under the Apache License, Version 2.0 (the
|
||||||
|
@REM "License"); you may not use this file except in compliance
|
||||||
|
@REM with the License. You may obtain a copy of the License at
|
||||||
|
@REM
|
||||||
|
@REM https://www.apache.org/licenses/LICENSE-2.0
|
||||||
|
@REM
|
||||||
|
@REM Unless required by applicable law or agreed to in writing,
|
||||||
|
@REM software distributed under the License is distributed on an
|
||||||
|
@REM "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
|
||||||
|
@REM KIND, either express or implied. See the License for the
|
||||||
|
@REM specific language governing permissions and limitations
|
||||||
|
@REM under the License.
|
||||||
|
@REM ----------------------------------------------------------------------------
|
||||||
|
|
||||||
|
@REM ----------------------------------------------------------------------------
|
||||||
|
@REM Maven Start Up Batch script
|
||||||
|
@REM
|
||||||
|
@REM Required ENV vars:
|
||||||
|
@REM JAVA_HOME - location of a JDK home dir
|
||||||
|
@REM
|
||||||
|
@REM Optional ENV vars
|
||||||
|
@REM M2_HOME - location of maven2's installed home dir
|
||||||
|
@REM MAVEN_BATCH_ECHO - set to 'on' to enable the echoing of the batch commands
|
||||||
|
@REM MAVEN_BATCH_PAUSE - set to 'on' to wait for a keystroke before ending
|
||||||
|
@REM MAVEN_OPTS - parameters passed to the Java VM when running Maven
|
||||||
|
@REM e.g. to debug Maven itself, use
|
||||||
|
@REM set MAVEN_OPTS=-Xdebug -Xrunjdwp:transport=dt_socket,server=y,suspend=y,address=8000
|
||||||
|
@REM MAVEN_SKIP_RC - flag to disable loading of mavenrc files
|
||||||
|
@REM ----------------------------------------------------------------------------
|
||||||
|
|
||||||
|
@REM Begin all REM lines with '@' in case MAVEN_BATCH_ECHO is 'on'
|
||||||
|
@echo off
|
||||||
|
@REM set title of command window
|
||||||
|
title %0
|
||||||
|
@REM enable echoing by setting MAVEN_BATCH_ECHO to 'on'
|
||||||
|
@if "%MAVEN_BATCH_ECHO%" == "on" echo %MAVEN_BATCH_ECHO%
|
||||||
|
|
||||||
|
@REM set %HOME% to equivalent of $HOME
|
||||||
|
if "%HOME%" == "" (set "HOME=%HOMEDRIVE%%HOMEPATH%")
|
||||||
|
|
||||||
|
@REM Execute a user defined script before this one
|
||||||
|
if not "%MAVEN_SKIP_RC%" == "" goto skipRcPre
|
||||||
|
@REM check for pre script, once with legacy .bat ending and once with .cmd ending
|
||||||
|
if exist "%HOME%\mavenrc_pre.bat" call "%HOME%\mavenrc_pre.bat"
|
||||||
|
if exist "%HOME%\mavenrc_pre.cmd" call "%HOME%\mavenrc_pre.cmd"
|
||||||
|
:skipRcPre
|
||||||
|
|
||||||
|
@setlocal
|
||||||
|
|
||||||
|
set ERROR_CODE=0
|
||||||
|
|
||||||
|
@REM To isolate internal variables from possible post scripts, we use another setlocal
|
||||||
|
@setlocal
|
||||||
|
|
||||||
|
@REM ==== START VALIDATION ====
|
||||||
|
if not "%JAVA_HOME%" == "" goto OkJHome
|
||||||
|
|
||||||
|
echo.
|
||||||
|
echo Error: JAVA_HOME not found in your environment. >&2
|
||||||
|
echo Please set the JAVA_HOME variable in your environment to match the >&2
|
||||||
|
echo location of your Java installation. >&2
|
||||||
|
echo.
|
||||||
|
goto error
|
||||||
|
|
||||||
|
:OkJHome
|
||||||
|
if exist "%JAVA_HOME%\bin\java.exe" goto init
|
||||||
|
|
||||||
|
echo.
|
||||||
|
echo Error: JAVA_HOME is set to an invalid directory. >&2
|
||||||
|
echo JAVA_HOME = "%JAVA_HOME%" >&2
|
||||||
|
echo Please set the JAVA_HOME variable in your environment to match the >&2
|
||||||
|
echo location of your Java installation. >&2
|
||||||
|
echo.
|
||||||
|
goto error
|
||||||
|
|
||||||
|
@REM ==== END VALIDATION ====
|
||||||
|
|
||||||
|
:init
|
||||||
|
|
||||||
|
@REM Find the project base dir, i.e. the directory that contains the folder ".mvn".
|
||||||
|
@REM Fallback to current working directory if not found.
|
||||||
|
|
||||||
|
set MAVEN_PROJECTBASEDIR=%MAVEN_BASEDIR%
|
||||||
|
IF NOT "%MAVEN_PROJECTBASEDIR%"=="" goto endDetectBaseDir
|
||||||
|
|
||||||
|
set EXEC_DIR=%CD%
|
||||||
|
set WDIR=%EXEC_DIR%
|
||||||
|
:findBaseDir
|
||||||
|
IF EXIST "%WDIR%"\.mvn goto baseDirFound
|
||||||
|
cd ..
|
||||||
|
IF "%WDIR%"=="%CD%" goto baseDirNotFound
|
||||||
|
set WDIR=%CD%
|
||||||
|
goto findBaseDir
|
||||||
|
|
||||||
|
:baseDirFound
|
||||||
|
set MAVEN_PROJECTBASEDIR=%WDIR%
|
||||||
|
cd "%EXEC_DIR%"
|
||||||
|
goto endDetectBaseDir
|
||||||
|
|
||||||
|
:baseDirNotFound
|
||||||
|
set MAVEN_PROJECTBASEDIR=%EXEC_DIR%
|
||||||
|
cd "%EXEC_DIR%"
|
||||||
|
|
||||||
|
:endDetectBaseDir
|
||||||
|
|
||||||
|
IF NOT EXIST "%MAVEN_PROJECTBASEDIR%\.mvn\jvm.config" goto endReadAdditionalConfig
|
||||||
|
|
||||||
|
@setlocal EnableExtensions EnableDelayedExpansion
|
||||||
|
for /F "usebackq delims=" %%a in ("%MAVEN_PROJECTBASEDIR%\.mvn\jvm.config") do set JVM_CONFIG_MAVEN_PROPS=!JVM_CONFIG_MAVEN_PROPS! %%a
|
||||||
|
@endlocal & set JVM_CONFIG_MAVEN_PROPS=%JVM_CONFIG_MAVEN_PROPS%
|
||||||
|
|
||||||
|
:endReadAdditionalConfig
|
||||||
|
|
||||||
|
SET MAVEN_JAVA_EXE="%JAVA_HOME%\bin\java.exe"
|
||||||
|
set WRAPPER_JAR="%MAVEN_PROJECTBASEDIR%\.mvn\wrapper\maven-wrapper.jar"
|
||||||
|
set WRAPPER_LAUNCHER=org.apache.maven.wrapper.MavenWrapperMain
|
||||||
|
|
||||||
|
set DOWNLOAD_URL="https://repo.maven.apache.org/maven2/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar"
|
||||||
|
|
||||||
|
FOR /F "tokens=1,2 delims==" %%A IN ("%MAVEN_PROJECTBASEDIR%\.mvn\wrapper\maven-wrapper.properties") DO (
|
||||||
|
IF "%%A"=="wrapperUrl" SET DOWNLOAD_URL=%%B
|
||||||
|
)
|
||||||
|
|
||||||
|
@REM Extension to allow automatically downloading the maven-wrapper.jar from Maven-central
|
||||||
|
@REM This allows using the maven wrapper in projects that prohibit checking in binary data.
|
||||||
|
if exist %WRAPPER_JAR% (
|
||||||
|
if "%MVNW_VERBOSE%" == "true" (
|
||||||
|
echo Found %WRAPPER_JAR%
|
||||||
|
)
|
||||||
|
) else (
|
||||||
|
if not "%MVNW_REPOURL%" == "" (
|
||||||
|
SET DOWNLOAD_URL="%MVNW_REPOURL%/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar"
|
||||||
|
)
|
||||||
|
if "%MVNW_VERBOSE%" == "true" (
|
||||||
|
echo Couldn't find %WRAPPER_JAR%, downloading it ...
|
||||||
|
echo Downloading from: %DOWNLOAD_URL%
|
||||||
|
)
|
||||||
|
|
||||||
|
powershell -Command "&{"^
|
||||||
|
"$webclient = new-object System.Net.WebClient;"^
|
||||||
|
"if (-not ([string]::IsNullOrEmpty('%MVNW_USERNAME%') -and [string]::IsNullOrEmpty('%MVNW_PASSWORD%'))) {"^
|
||||||
|
"$webclient.Credentials = new-object System.Net.NetworkCredential('%MVNW_USERNAME%', '%MVNW_PASSWORD%');"^
|
||||||
|
"}"^
|
||||||
|
"[Net.ServicePointManager]::SecurityProtocol = [Net.SecurityProtocolType]::Tls12; $webclient.DownloadFile('%DOWNLOAD_URL%', '%WRAPPER_JAR%')"^
|
||||||
|
"}"
|
||||||
|
if "%MVNW_VERBOSE%" == "true" (
|
||||||
|
echo Finished downloading %WRAPPER_JAR%
|
||||||
|
)
|
||||||
|
)
|
||||||
|
@REM End of extension
|
||||||
|
|
||||||
|
@REM Provide a "standardized" way to retrieve the CLI args that will
|
||||||
|
@REM work with both Windows and non-Windows executions.
|
||||||
|
set MAVEN_CMD_LINE_ARGS=%*
|
||||||
|
|
||||||
|
%MAVEN_JAVA_EXE% %JVM_CONFIG_MAVEN_PROPS% %MAVEN_OPTS% %MAVEN_DEBUG_OPTS% -classpath %WRAPPER_JAR% "-Dmaven.multiModuleProjectDirectory=%MAVEN_PROJECTBASEDIR%" %WRAPPER_LAUNCHER% %MAVEN_CONFIG% %*
|
||||||
|
if ERRORLEVEL 1 goto error
|
||||||
|
goto end
|
||||||
|
|
||||||
|
:error
|
||||||
|
set ERROR_CODE=1
|
||||||
|
|
||||||
|
:end
|
||||||
|
@endlocal & set ERROR_CODE=%ERROR_CODE%
|
||||||
|
|
||||||
|
if not "%MAVEN_SKIP_RC%" == "" goto skipRcPost
|
||||||
|
@REM check for post script, once with legacy .bat ending and once with .cmd ending
|
||||||
|
if exist "%HOME%\mavenrc_post.bat" call "%HOME%\mavenrc_post.bat"
|
||||||
|
if exist "%HOME%\mavenrc_post.cmd" call "%HOME%\mavenrc_post.cmd"
|
||||||
|
:skipRcPost
|
||||||
|
|
||||||
|
@REM pause the script if MAVEN_BATCH_PAUSE is set to 'on'
|
||||||
|
if "%MAVEN_BATCH_PAUSE%" == "on" pause
|
||||||
|
|
||||||
|
if "%MAVEN_TERMINATE_CMD%" == "on" exit %ERROR_CODE%
|
||||||
|
|
||||||
|
exit /B %ERROR_CODE%
|
||||||
122
pom.xml
Normal file
122
pom.xml
Normal file
@@ -0,0 +1,122 @@
|
|||||||
|
<?xml version="1.0" encoding="UTF-8"?>
|
||||||
|
<project xmlns="http://maven.apache.org/POM/4.0.0"
|
||||||
|
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
|
||||||
|
xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 https://maven.apache.org/xsd/maven-4.0.0.xsd">
|
||||||
|
<modelVersion>4.0.0</modelVersion>
|
||||||
|
<parent>
|
||||||
|
<groupId>org.springframework.boot</groupId>
|
||||||
|
<artifactId>spring-boot-starter-parent</artifactId>
|
||||||
|
<version>2.6.1</version>
|
||||||
|
<relativePath/> <!-- lookup parent from repository -->
|
||||||
|
</parent>
|
||||||
|
<groupId>io.bux</groupId>
|
||||||
|
<artifactId>backend-assignment-starter-matching-engine</artifactId>
|
||||||
|
<version>0.0.1-SNAPSHOT</version>
|
||||||
|
<name>backend-assignment-starter-matching-engine</name>
|
||||||
|
<description>Simple matching engine</description>
|
||||||
|
<properties>
|
||||||
|
<java.version>17</java.version>
|
||||||
|
</properties>
|
||||||
|
<dependencies>
|
||||||
|
<dependency>
|
||||||
|
<groupId>org.springframework.boot</groupId>
|
||||||
|
<artifactId>spring-boot-starter-web</artifactId>
|
||||||
|
</dependency>
|
||||||
|
<dependency>
|
||||||
|
<groupId>org.springframework</groupId>
|
||||||
|
<artifactId>spring-webflux</artifactId>
|
||||||
|
</dependency>
|
||||||
|
<dependency>
|
||||||
|
<groupId>com.google.protobuf</groupId>
|
||||||
|
<artifactId>protobuf-java</artifactId>
|
||||||
|
<version>3.21.0</version>
|
||||||
|
</dependency>
|
||||||
|
<dependency>
|
||||||
|
<groupId>com.googlecode.protobuf-java-format</groupId>
|
||||||
|
<artifactId>protobuf-java-format</artifactId>
|
||||||
|
<version>1.4</version>
|
||||||
|
</dependency>
|
||||||
|
<dependency>
|
||||||
|
<groupId>org.springframework.boot</groupId>
|
||||||
|
<artifactId>spring-boot-starter-actuator</artifactId>
|
||||||
|
</dependency>
|
||||||
|
<dependency>
|
||||||
|
<groupId>io.projectreactor</groupId>
|
||||||
|
<artifactId>reactor-core</artifactId>
|
||||||
|
<version>3.4.18</version>
|
||||||
|
</dependency>
|
||||||
|
<dependency>
|
||||||
|
<groupId>org.springframework.boot</groupId>
|
||||||
|
<artifactId>spring-boot-starter-test</artifactId>
|
||||||
|
<scope>test</scope>
|
||||||
|
</dependency>
|
||||||
|
<dependency>
|
||||||
|
<groupId>org.springframework.boot</groupId>
|
||||||
|
<artifactId>spring-boot-starter-webflux</artifactId>
|
||||||
|
</dependency>
|
||||||
|
<dependency>
|
||||||
|
<groupId>io.projectreactor</groupId>
|
||||||
|
<artifactId>reactor-test</artifactId>
|
||||||
|
<version>3.4.17</version>
|
||||||
|
<scope>test</scope>
|
||||||
|
</dependency>
|
||||||
|
<dependency>
|
||||||
|
<groupId>org.junit.vintage</groupId>
|
||||||
|
<artifactId>junit-vintage-engine</artifactId>
|
||||||
|
<scope>test</scope>
|
||||||
|
</dependency>
|
||||||
|
</dependencies>
|
||||||
|
<build>
|
||||||
|
<plugins>
|
||||||
|
<plugin>
|
||||||
|
<groupId>org.springframework.boot</groupId>
|
||||||
|
<artifactId>spring-boot-maven-plugin</artifactId>
|
||||||
|
</plugin>
|
||||||
|
<plugin>
|
||||||
|
<groupId>org.apache.maven.plugins</groupId>
|
||||||
|
<artifactId>maven-compiler-plugin</artifactId>
|
||||||
|
<configuration>
|
||||||
|
<source>17</source>
|
||||||
|
<target>17</target>
|
||||||
|
<compilerArgs>--enable-preview</compilerArgs>
|
||||||
|
</configuration>
|
||||||
|
</plugin>
|
||||||
|
<plugin>
|
||||||
|
<artifactId>maven-surefire-plugin</artifactId>
|
||||||
|
<configuration>
|
||||||
|
<argLine>--enable-preview</argLine>
|
||||||
|
</configuration>
|
||||||
|
</plugin>
|
||||||
|
<plugin>
|
||||||
|
<artifactId>maven-failsafe-plugin</artifactId>
|
||||||
|
<configuration>
|
||||||
|
<argLine>--enable-preview</argLine>
|
||||||
|
</configuration>
|
||||||
|
</plugin>
|
||||||
|
<plugin>
|
||||||
|
<groupId>com.github.os72</groupId>
|
||||||
|
<artifactId>protoc-jar-maven-plugin</artifactId>
|
||||||
|
<version>3.1.0.1</version>
|
||||||
|
<executions>
|
||||||
|
<execution>
|
||||||
|
<phase>generate-sources</phase>
|
||||||
|
<goals>
|
||||||
|
<goal>run</goal>
|
||||||
|
</goals>
|
||||||
|
<configuration>
|
||||||
|
<protocVersion>3.1.0</protocVersion>
|
||||||
|
<inputDirectories>
|
||||||
|
<include>src/main/resources</include>
|
||||||
|
</inputDirectories>
|
||||||
|
</configuration>
|
||||||
|
</execution>
|
||||||
|
</executions>
|
||||||
|
</plugin>
|
||||||
|
</plugins>
|
||||||
|
</build>
|
||||||
|
<contributors>
|
||||||
|
<contributor>
|
||||||
|
<name>Stefan Dragisic</name>
|
||||||
|
</contributor>
|
||||||
|
</contributors>
|
||||||
|
</project>
|
||||||
@@ -0,0 +1,28 @@
|
|||||||
|
package io.bux.matchingengine;
|
||||||
|
|
||||||
|
import org.springframework.boot.SpringApplication;
|
||||||
|
import org.springframework.boot.autoconfigure.SpringBootApplication;
|
||||||
|
import org.springframework.context.annotation.Bean;
|
||||||
|
import org.springframework.http.converter.protobuf.ProtobufHttpMessageConverter;
|
||||||
|
import org.springframework.web.client.RestTemplate;
|
||||||
|
|
||||||
|
import java.util.List;
|
||||||
|
|
||||||
|
@SpringBootApplication
|
||||||
|
public class MatchingEngineApplication {
|
||||||
|
|
||||||
|
@Bean
|
||||||
|
RestTemplate restTemplate(ProtobufHttpMessageConverter hmc) {
|
||||||
|
return new RestTemplate(List.of(hmc));
|
||||||
|
}
|
||||||
|
|
||||||
|
@Bean
|
||||||
|
ProtobufHttpMessageConverter protobufHttpMessageConverter() {
|
||||||
|
return new ProtobufHttpMessageConverter();
|
||||||
|
}
|
||||||
|
|
||||||
|
public static void main(String[] args) {
|
||||||
|
SpringApplication.run(MatchingEngineApplication.class, args);
|
||||||
|
}
|
||||||
|
|
||||||
|
}
|
||||||
41
src/main/java/io/bux/matchingengine/cqrs/Aggregate.java
Normal file
41
src/main/java/io/bux/matchingengine/cqrs/Aggregate.java
Normal file
@@ -0,0 +1,41 @@
|
|||||||
|
package io.bux.matchingengine.cqrs;
|
||||||
|
|
||||||
|
import reactor.core.publisher.Flux;
|
||||||
|
import reactor.core.publisher.Mono;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Interface to represent aggregate
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public interface Aggregate {
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Aggregate identifier that is used to uniquely represent asset
|
||||||
|
*
|
||||||
|
* @return unique aggregate identifier
|
||||||
|
*/
|
||||||
|
String aggregateId();
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Routes commands to corresponding handler
|
||||||
|
*
|
||||||
|
* @param command to handle
|
||||||
|
* @return event that has been materialized
|
||||||
|
*/
|
||||||
|
Mono<SourcingEvent> routeCommand(Command command);
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Routes event to corresponding handler
|
||||||
|
*
|
||||||
|
* @param event to handle
|
||||||
|
*/
|
||||||
|
Mono<Void> routeEvent(SourcingEvent event);
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Hot stream that emits all aggregate events
|
||||||
|
*
|
||||||
|
* @return infinitive stream of events
|
||||||
|
*/
|
||||||
|
Flux<Event> aggregateEvents();
|
||||||
|
}
|
||||||
@@ -0,0 +1,13 @@
|
|||||||
|
package io.bux.matchingengine.cqrs;
|
||||||
|
|
||||||
|
import reactor.core.publisher.Mono;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Represents repository that stores all aggregates
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public interface AggregateRepository<T extends Aggregate> {
|
||||||
|
|
||||||
|
Mono<T> load(String aggregateId);
|
||||||
|
}
|
||||||
25
src/main/java/io/bux/matchingengine/cqrs/Command.java
Normal file
25
src/main/java/io/bux/matchingengine/cqrs/Command.java
Normal file
@@ -0,0 +1,25 @@
|
|||||||
|
package io.bux.matchingengine.cqrs;
|
||||||
|
|
||||||
|
import java.util.UUID;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Interface to define command
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public interface Command {
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Aggregate identifier that is used to uniquely represent asset
|
||||||
|
*
|
||||||
|
* @return unique aggregate identifier
|
||||||
|
*/
|
||||||
|
String aggregateId();
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Uniquely identifies command
|
||||||
|
*
|
||||||
|
* @return unique command identifier
|
||||||
|
*/
|
||||||
|
UUID commandId();
|
||||||
|
}
|
||||||
16
src/main/java/io/bux/matchingengine/cqrs/Event.java
Normal file
16
src/main/java/io/bux/matchingengine/cqrs/Event.java
Normal file
@@ -0,0 +1,16 @@
|
|||||||
|
package io.bux.matchingengine.cqrs;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Interface to define event
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public interface Event {
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Aggregate identifier that is used to uniquely represent asset
|
||||||
|
*
|
||||||
|
* @return unique aggregate identifier
|
||||||
|
*/
|
||||||
|
String aggregateId();
|
||||||
|
|
||||||
|
}
|
||||||
@@ -0,0 +1,14 @@
|
|||||||
|
package io.bux.matchingengine.cqrs;
|
||||||
|
|
||||||
|
import reactor.core.publisher.Flux;
|
||||||
|
import reactor.core.publisher.Mono;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public interface QueryRepository<T> {
|
||||||
|
|
||||||
|
Mono<Void> updateProjection(Event e);
|
||||||
|
//Flux<Void> getBookOrders(String book);
|
||||||
|
Mono<T> getOrder(long orderId);
|
||||||
|
}
|
||||||
@@ -0,0 +1,8 @@
|
|||||||
|
package io.bux.matchingengine.cqrs;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Interface to define sourcing event - event that changes aggregate and projection state
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public interface SourcingEvent extends Event { }
|
||||||
@@ -0,0 +1,8 @@
|
|||||||
|
package io.bux.matchingengine.cqrs;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Interface to define update event - event that changes only projection state
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public interface UpdateEvent extends Event { }
|
||||||
149
src/main/java/io/bux/matchingengine/domain/Book.java
Normal file
149
src/main/java/io/bux/matchingengine/domain/Book.java
Normal file
@@ -0,0 +1,149 @@
|
|||||||
|
package io.bux.matchingengine.domain;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.Aggregate;
|
||||||
|
import io.bux.matchingengine.cqrs.Command;
|
||||||
|
import io.bux.matchingengine.cqrs.Event;
|
||||||
|
import io.bux.matchingengine.cqrs.SourcingEvent;
|
||||||
|
import io.bux.matchingengine.domain.command.CancelOrderCommand;
|
||||||
|
import io.bux.matchingengine.domain.command.MakeOrderCommand;
|
||||||
|
import io.bux.matchingengine.domain.engine.MatchingEngine;
|
||||||
|
import io.bux.matchingengine.domain.events.CancellationRequestedEvent;
|
||||||
|
import io.bux.matchingengine.domain.events.OrderAcceptedEvent;
|
||||||
|
import io.bux.matchingengine.domain.events.OrderRejectedEvent;
|
||||||
|
import org.slf4j.Logger;
|
||||||
|
import org.slf4j.LoggerFactory;
|
||||||
|
import reactor.core.publisher.Flux;
|
||||||
|
import reactor.core.publisher.Mono;
|
||||||
|
import reactor.core.publisher.Sinks;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.time.Instant;
|
||||||
|
import java.util.UUID;
|
||||||
|
import java.util.concurrent.atomic.AtomicLong;
|
||||||
|
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Book aggregate to model business domain.
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public class Book implements Aggregate {
|
||||||
|
|
||||||
|
private final Logger logger = LoggerFactory.getLogger(Book.class);
|
||||||
|
|
||||||
|
private final String aggregateId;
|
||||||
|
|
||||||
|
private final MatchingEngine matchingEngine;
|
||||||
|
private static final AtomicLong orderIdGenerator = new AtomicLong();
|
||||||
|
Sinks.Many<Event> aggregateEventSink = Sinks.many().multicast().onBackpressureBuffer();
|
||||||
|
Flux<Event> aggregateEventFlux = aggregateEventSink.asFlux()
|
||||||
|
.doOnNext(n -> logger.debug(n.toString()))
|
||||||
|
.publish()
|
||||||
|
.autoConnect();
|
||||||
|
|
||||||
|
public Book(String aggregateId, MatchingEngine matchingEngine) {
|
||||||
|
this.aggregateId = aggregateId;
|
||||||
|
this.matchingEngine = matchingEngine;
|
||||||
|
}
|
||||||
|
|
||||||
|
public Book(String aggregateId) {
|
||||||
|
this.aggregateId = aggregateId;
|
||||||
|
this.matchingEngine = new MatchingEngine();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Override
|
||||||
|
public String aggregateId() {
|
||||||
|
return aggregateId;
|
||||||
|
}
|
||||||
|
|
||||||
|
@Override
|
||||||
|
public Flux<Event> aggregateEvents() {
|
||||||
|
return aggregateEventFlux
|
||||||
|
.mergeWith(matchingEngine.engineEvents())
|
||||||
|
.cast(Event.class);
|
||||||
|
}
|
||||||
|
|
||||||
|
//---------------------------COMMAND HANDLING---------------------------------
|
||||||
|
|
||||||
|
@Override
|
||||||
|
public Mono<SourcingEvent> routeCommand(Command command) {
|
||||||
|
return switch (command) {
|
||||||
|
case MakeOrderCommand cmd -> handleMakeOrderCommand(cmd);
|
||||||
|
case CancelOrderCommand cmd -> handleCancelOrderCommand(cmd);
|
||||||
|
default -> Mono.error(new RuntimeException(
|
||||||
|
command.getClass().getSimpleName() + ": event not implemented!"));
|
||||||
|
};
|
||||||
|
}
|
||||||
|
|
||||||
|
public Mono<SourcingEvent> handleMakeOrderCommand(MakeOrderCommand cmd) {
|
||||||
|
return Mono.defer(() -> {
|
||||||
|
|
||||||
|
if (cmd.amount().compareTo(BigDecimal.ZERO) <= 0 || cmd.price().compareTo(BigDecimal.ZERO) <= 0) {
|
||||||
|
aggregateEventSink.tryEmitNext(new OrderRejectedEvent(cmd.aggregateId(),
|
||||||
|
UUID.randomUUID(),
|
||||||
|
cmd.type(),
|
||||||
|
cmd.amount(),
|
||||||
|
cmd.price(),
|
||||||
|
"Amount/Price needs to be larger then zero!"));
|
||||||
|
return Mono.error(new IllegalStateException("Amount/Price needs to be larger then zero!"));
|
||||||
|
} else {
|
||||||
|
OrderAcceptedEvent orderAcceptedEvent = new OrderAcceptedEvent(cmd.aggregateId(),
|
||||||
|
UUID.randomUUID(),
|
||||||
|
orderIdGenerator.incrementAndGet(),
|
||||||
|
cmd.type(),
|
||||||
|
cmd.amount(),
|
||||||
|
cmd.price(),
|
||||||
|
Instant.now());
|
||||||
|
aggregateEventSink.tryEmitNext(orderAcceptedEvent);
|
||||||
|
return Mono.just(orderAcceptedEvent);
|
||||||
|
}
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
public Mono<SourcingEvent> handleCancelOrderCommand(CancelOrderCommand cmd) {
|
||||||
|
return Mono.defer(() -> {
|
||||||
|
if (!cmd.cancelAll() && cmd.newAmount().compareTo(BigDecimal.ZERO) <= 0) {
|
||||||
|
return Mono.error(new IllegalStateException("Cancellation: new amount can't be <= 0!"));
|
||||||
|
} else {
|
||||||
|
CancellationRequestedEvent event = new CancellationRequestedEvent(cmd.aggregateId(),
|
||||||
|
UUID.randomUUID(),
|
||||||
|
cmd.orderId(),
|
||||||
|
cmd.cancelAll(),
|
||||||
|
cmd.newAmount());
|
||||||
|
aggregateEventSink.tryEmitNext(event);
|
||||||
|
return Mono.just(event);
|
||||||
|
}
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
//---------------------------EVENT HANDLING---------------------------------
|
||||||
|
|
||||||
|
@Override
|
||||||
|
public Mono<Void> routeEvent(SourcingEvent event) {
|
||||||
|
return switch (event) {
|
||||||
|
case OrderAcceptedEvent evt -> handleOrderAcceptedEvent(evt);
|
||||||
|
case CancellationRequestedEvent evt -> handleOrderCancellationRequestedEvent(evt);
|
||||||
|
default -> Mono.error(new RuntimeException(event.getClass().getSimpleName() + ": event not implemented!"));
|
||||||
|
};
|
||||||
|
}
|
||||||
|
|
||||||
|
private Mono<Void> handleOrderAcceptedEvent(OrderAcceptedEvent evt) {
|
||||||
|
return Mono.fromRunnable(() -> matchingEngine.placeOrder(evt.orderId(),
|
||||||
|
evt.aggregateId(),
|
||||||
|
evt.entryTimestamp(),
|
||||||
|
evt.type(),
|
||||||
|
evt.price(),
|
||||||
|
evt.amount()));
|
||||||
|
}
|
||||||
|
|
||||||
|
private Mono<Void> handleOrderCancellationRequestedEvent(CancellationRequestedEvent evt) {
|
||||||
|
return Mono.fromRunnable(() -> {
|
||||||
|
if (evt.cancelAll()) {
|
||||||
|
matchingEngine.cancelAll(evt.orderId(), evt.aggregateId());
|
||||||
|
} else {
|
||||||
|
matchingEngine.cancel(evt.orderId(),evt.aggregateId(), evt.newAmount());
|
||||||
|
}
|
||||||
|
});
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,43 @@
|
|||||||
|
package io.bux.matchingengine.domain;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.AggregateRepository;
|
||||||
|
import io.bux.matchingengine.domain.Book;
|
||||||
|
import io.bux.matchingengine.domain.query.BookQueryRepository;
|
||||||
|
import org.springframework.stereotype.Component;
|
||||||
|
import reactor.core.publisher.Mono;
|
||||||
|
|
||||||
|
import java.util.concurrent.ConcurrentHashMap;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Thread-safe implementation of {@link AggregateRepository} used to store Book aggregates
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
@Component("aggregateRepository")
|
||||||
|
public class BookAggregateRepository implements AggregateRepository<Book> {
|
||||||
|
|
||||||
|
private final ConcurrentHashMap<String, Book> aggregates = new ConcurrentHashMap<>();
|
||||||
|
private final BookQueryRepository bookQueryRepository;
|
||||||
|
|
||||||
|
public BookAggregateRepository(BookQueryRepository bookQueryRepository) {
|
||||||
|
this.bookQueryRepository = bookQueryRepository;
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Loads aggregate from repository.
|
||||||
|
* For convenience of demo if aggregate is not found it will be automatically created and stored in repository.
|
||||||
|
* Once aggregate is created, query repository subscribes to its events.
|
||||||
|
*
|
||||||
|
* @param aggregateId / asset name to load or create from repository
|
||||||
|
* @return book aggregate
|
||||||
|
*/
|
||||||
|
@Override
|
||||||
|
public Mono<Book> load(String aggregateId) {
|
||||||
|
return Mono.fromCallable(() -> aggregates.computeIfAbsent(aggregateId, (k) -> {
|
||||||
|
Book book = new Book(aggregateId);
|
||||||
|
//subscribe query projection for book events
|
||||||
|
book.aggregateEvents().flatMap(bookQueryRepository::updateProjection).subscribe();
|
||||||
|
return book;
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
}
|
||||||
125
src/main/java/io/bux/matchingengine/domain/bus/CommandBus.java
Normal file
125
src/main/java/io/bux/matchingengine/domain/bus/CommandBus.java
Normal file
@@ -0,0 +1,125 @@
|
|||||||
|
package io.bux.matchingengine.domain.bus;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.Command;
|
||||||
|
import io.bux.matchingengine.cqrs.SourcingEvent;
|
||||||
|
import io.bux.matchingengine.domain.BookAggregateRepository;
|
||||||
|
import org.slf4j.Logger;
|
||||||
|
import org.slf4j.LoggerFactory;
|
||||||
|
import org.springframework.stereotype.Component;
|
||||||
|
import reactor.core.Disposable;
|
||||||
|
import reactor.core.publisher.Mono;
|
||||||
|
import reactor.core.publisher.Sinks;
|
||||||
|
import reactor.core.scheduler.Schedulers;
|
||||||
|
|
||||||
|
import java.time.Duration;
|
||||||
|
import java.util.function.Consumer;
|
||||||
|
import javax.annotation.PreDestroy;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Routes commands to corresponding aggregate.
|
||||||
|
* <p>
|
||||||
|
* Routes command for district assets/aggregates in parallel, but routes commands withing one aggregate sequentially.
|
||||||
|
* <p>
|
||||||
|
* Locking is done by Reactor {@see <a href="https://github.com/reactor/reactor-core/blob/178e0c7cf799122afdd6bf89be32975d2b433609/reactor-core/src/main/java/reactor/core/publisher/SinksSpecs.java#L46">tryAcquire</a>}
|
||||||
|
* <p>
|
||||||
|
* Is fire and forget, canceling subscription will not change execution flow, but subscriber has option to "stay" and
|
||||||
|
* get signaled once corresponding event has been materialized or if execution has failed.
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
@Component
|
||||||
|
public class CommandBus {
|
||||||
|
|
||||||
|
private final Logger logger = LoggerFactory.getLogger(CommandBus.class);
|
||||||
|
|
||||||
|
private final Sinks.Many<CommandWrapper> commandExecutor = Sinks.many()
|
||||||
|
.unicast()
|
||||||
|
.onBackpressureBuffer();
|
||||||
|
|
||||||
|
private final Disposable commandExecutorDisposable;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Instantiate command bus by subscribing to hot stream on which commands are published
|
||||||
|
*
|
||||||
|
* @param aggregateRepository
|
||||||
|
*/
|
||||||
|
public CommandBus(BookAggregateRepository aggregateRepository) {
|
||||||
|
|
||||||
|
commandExecutorDisposable = commandExecutor.asFlux()
|
||||||
|
.doOnNext(n -> logger.debug("{} being executed....",
|
||||||
|
n.getCommand().getClass()
|
||||||
|
.getSimpleName()))
|
||||||
|
.groupBy(cw -> cw.getCommand().aggregateId())
|
||||||
|
.flatMap(aggregateCommands -> aggregateCommands
|
||||||
|
.concatMap(cmd -> aggregateRepository
|
||||||
|
.load(cmd.getCommand().aggregateId())
|
||||||
|
.flatMap(aggregate -> aggregate.routeCommand(cmd.getCommand()) //potential performance boost - flatMapSequential
|
||||||
|
.flatMap(event -> aggregate.routeEvent(
|
||||||
|
event)
|
||||||
|
.then(cmd.signalMaterialized(
|
||||||
|
event)))
|
||||||
|
.doOnError(cmd::signalError)
|
||||||
|
|
||||||
|
|
||||||
|
)))
|
||||||
|
.subscribe();
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Sends a command that is then routed to command handler at corresponding aggregate. Routes command for district
|
||||||
|
* assets/aggregates in parallel, but routes commands withing one aggregate sequentially.
|
||||||
|
* <p>
|
||||||
|
* Is fire and forget - canceling execution does not change execution flow.
|
||||||
|
*
|
||||||
|
* @param command to send
|
||||||
|
* @return sourcing event once it has been materialized
|
||||||
|
*/
|
||||||
|
public Mono<SourcingEvent> sendCommand(Command command) {
|
||||||
|
return Mono.defer(() -> {
|
||||||
|
Sinks.One<SourcingEvent> actionResult = Sinks.one();
|
||||||
|
return Mono.<Void>fromRunnable(() -> commandExecutor.emitNext(new CommandWrapper(command,
|
||||||
|
actionResult::tryEmitValue,
|
||||||
|
actionResult::tryEmitError),
|
||||||
|
(signalType, emitResult) -> emitResult
|
||||||
|
.equals(Sinks.EmitResult.FAIL_NON_SERIALIZED)))
|
||||||
|
.subscribeOn(Schedulers.parallel())
|
||||||
|
.then(actionResult.asMono());
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Shutdown command bus on bean destruction
|
||||||
|
*/
|
||||||
|
@PreDestroy
|
||||||
|
public void destroy() {
|
||||||
|
commandExecutor.tryEmitComplete();
|
||||||
|
commandExecutorDisposable.dispose();
|
||||||
|
}
|
||||||
|
|
||||||
|
private static class CommandWrapper {
|
||||||
|
|
||||||
|
private final Command command;
|
||||||
|
private final Consumer<SourcingEvent> signalDone;
|
||||||
|
private final Consumer<Throwable> signalError;
|
||||||
|
|
||||||
|
public CommandWrapper(Command command,
|
||||||
|
Consumer<SourcingEvent> action,
|
||||||
|
Consumer<Throwable> signalError) {
|
||||||
|
this.command = command;
|
||||||
|
this.signalDone = action;
|
||||||
|
this.signalError = signalError;
|
||||||
|
}
|
||||||
|
|
||||||
|
public Command getCommand() {
|
||||||
|
return command;
|
||||||
|
}
|
||||||
|
|
||||||
|
public Mono<Void> signalMaterialized(SourcingEvent event) {
|
||||||
|
return Mono.fromRunnable(() -> signalDone.accept(event));
|
||||||
|
}
|
||||||
|
|
||||||
|
public void signalError(Throwable t) {
|
||||||
|
signalError.accept(t);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,28 @@
|
|||||||
|
package io.bux.matchingengine.domain.command;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.Command;
|
||||||
|
import org.springframework.lang.NonNull;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.util.UUID;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Command to request order cancellation
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public record CancelOrderCommand(String aggregateId, UUID commandId, long orderId, Boolean cancelAll, BigDecimal newAmount)
|
||||||
|
implements Command {
|
||||||
|
|
||||||
|
public CancelOrderCommand(
|
||||||
|
@NonNull String aggregateId,
|
||||||
|
@NonNull UUID commandId,
|
||||||
|
@NonNull long orderId,
|
||||||
|
@NonNull Boolean cancelAll,
|
||||||
|
@NonNull BigDecimal newAmount) {
|
||||||
|
this.aggregateId = aggregateId;
|
||||||
|
this.commandId = commandId;
|
||||||
|
this.orderId = orderId;
|
||||||
|
this.cancelAll = cancelAll;
|
||||||
|
this.newAmount = newAmount;
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,31 @@
|
|||||||
|
package io.bux.matchingengine.domain.command;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.Command;
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
import org.springframework.lang.NonNull;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.util.UUID;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Command to place new order
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public record MakeOrderCommand(String aggregateId, UUID commandId,
|
||||||
|
OrderType type, BigDecimal amount, BigDecimal price)
|
||||||
|
implements Command {
|
||||||
|
|
||||||
|
public MakeOrderCommand(
|
||||||
|
@NonNull String aggregateId,
|
||||||
|
@NonNull UUID commandId,
|
||||||
|
@NonNull OrderType type,
|
||||||
|
@NonNull BigDecimal amount,
|
||||||
|
@NonNull BigDecimal price) {
|
||||||
|
this.aggregateId = aggregateId;
|
||||||
|
this.commandId = commandId;
|
||||||
|
this.type = type;
|
||||||
|
this.amount = amount;
|
||||||
|
this.price = price;
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,274 @@
|
|||||||
|
package io.bux.matchingengine.domain.engine;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.UpdateEvent;
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
import io.bux.matchingengine.domain.engine.events.OrderCanceledEvent;
|
||||||
|
import io.bux.matchingengine.domain.engine.events.OrderMatchedEvent;
|
||||||
|
import io.bux.matchingengine.domain.engine.events.OrderPlacedEvent;
|
||||||
|
import org.slf4j.Logger;
|
||||||
|
import org.slf4j.LoggerFactory;
|
||||||
|
import reactor.core.publisher.Flux;
|
||||||
|
import reactor.core.publisher.Sinks;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.time.Instant;
|
||||||
|
import java.util.HashMap;
|
||||||
|
import java.util.Map;
|
||||||
|
import java.util.TreeSet;
|
||||||
|
import java.util.concurrent.atomic.AtomicLong;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Single threaded matching engine - any thread synchronization should be done external.
|
||||||
|
* <p>
|
||||||
|
* Uses Max-Heap and Min-Heap {@link TreeSet}
|
||||||
|
* <p>
|
||||||
|
* Time complexity for critical operations are as.
|
||||||
|
* - Add – O(log N)
|
||||||
|
* - Cancel – O(1)
|
||||||
|
* <p>
|
||||||
|
* Asynchronous - no immediate return values, all events are publishes to local event bus {@link
|
||||||
|
* MatchingEngine#engineEventSink}
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public class MatchingEngine {
|
||||||
|
|
||||||
|
private final Logger logger = LoggerFactory.getLogger(MatchingEngine.class);
|
||||||
|
private final TreeSet<Order> bids;
|
||||||
|
private final TreeSet<Order> asks;
|
||||||
|
private final Map<Long, Order> orders;
|
||||||
|
private final AtomicLong term;
|
||||||
|
Sinks.Many<UpdateEvent> engineEventSink = Sinks.many().multicast().onBackpressureBuffer();
|
||||||
|
Flux<UpdateEvent> engineEventFlux = engineEventSink.asFlux()
|
||||||
|
.doOnNext(n -> logger.info(n.toString()))
|
||||||
|
.publish()
|
||||||
|
.autoConnect();
|
||||||
|
|
||||||
|
public MatchingEngine() {
|
||||||
|
this.bids = new TreeSet<>(MatchingEngine::compareBids);
|
||||||
|
this.asks = new TreeSet<>(MatchingEngine::compareAsks);
|
||||||
|
|
||||||
|
this.orders = new HashMap<>();
|
||||||
|
this.term = new AtomicLong(0);
|
||||||
|
}
|
||||||
|
|
||||||
|
private static int compareBids(Order a, Order b) {
|
||||||
|
int result = b.getPrice().compareTo(a.getPrice());
|
||||||
|
if (result != 0) {
|
||||||
|
return result;
|
||||||
|
}
|
||||||
|
|
||||||
|
return Long.compare(a.getTerm(), b.getTerm());
|
||||||
|
}
|
||||||
|
|
||||||
|
private static int compareAsks(Order a, Order b) {
|
||||||
|
int result = a.getPrice().compareTo(b.getPrice());
|
||||||
|
if (result != 0) {
|
||||||
|
return result;
|
||||||
|
}
|
||||||
|
|
||||||
|
return Long.compare(a.getTerm(), b.getTerm());
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* All engine execution events are published to this bus
|
||||||
|
*
|
||||||
|
* @return local engine event bus - hot stream
|
||||||
|
*/
|
||||||
|
public Flux<UpdateEvent> engineEvents() {
|
||||||
|
return engineEventFlux;
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Places order into matching engine
|
||||||
|
*
|
||||||
|
* @param orderId - order identifier
|
||||||
|
* @param aggregateId - asset name / aggregate identifier
|
||||||
|
* @param entryTimestamp - time when the system registered order
|
||||||
|
* @param type - direction - can be either "BUY" or "SELL"
|
||||||
|
* @param price - a price for limit order
|
||||||
|
* @param amount - amount of asset to fill by order
|
||||||
|
*/
|
||||||
|
public void placeOrder(long orderId, String aggregateId, Instant entryTimestamp, OrderType type, BigDecimal price,
|
||||||
|
BigDecimal amount) {
|
||||||
|
if (orders.containsKey(orderId)) {
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
if (type == OrderType.BUY) {
|
||||||
|
buy(orderId, aggregateId, entryTimestamp, price, amount);
|
||||||
|
} else {
|
||||||
|
sell(orderId, aggregateId, entryTimestamp, price, amount);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
private void buy(long incomingId, String aggregateId, Instant entryTimestamp, BigDecimal incomingPrice,
|
||||||
|
BigDecimal incomingAmount) {
|
||||||
|
while (!asks.isEmpty()) {
|
||||||
|
Order resting = asks.first();
|
||||||
|
|
||||||
|
BigDecimal restingPrice = resting.getPrice();
|
||||||
|
if (restingPrice.compareTo(incomingPrice) > 0) {
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
|
||||||
|
long restingId = resting.getId();
|
||||||
|
|
||||||
|
BigDecimal restingAmount = resting.getRemainingAmount();
|
||||||
|
|
||||||
|
if (restingAmount.compareTo(incomingAmount) > 0) {
|
||||||
|
resting.reduce(incomingAmount);
|
||||||
|
|
||||||
|
engineEventSink.tryEmitNext(new OrderMatchedEvent(restingId,
|
||||||
|
aggregateId,
|
||||||
|
entryTimestamp,
|
||||||
|
incomingId,
|
||||||
|
OrderType.BUY,
|
||||||
|
incomingPrice,
|
||||||
|
restingPrice,
|
||||||
|
incomingAmount,
|
||||||
|
restingAmount,
|
||||||
|
resting.getRemainingAmount()));
|
||||||
|
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
|
||||||
|
asks.remove(resting);
|
||||||
|
orders.remove(restingId);
|
||||||
|
|
||||||
|
engineEventSink.tryEmitNext(new OrderMatchedEvent(restingId,
|
||||||
|
aggregateId,
|
||||||
|
entryTimestamp,
|
||||||
|
incomingId,
|
||||||
|
OrderType.BUY,
|
||||||
|
incomingPrice,
|
||||||
|
restingPrice,
|
||||||
|
incomingAmount,
|
||||||
|
restingAmount,
|
||||||
|
BigDecimal.ZERO));
|
||||||
|
|
||||||
|
|
||||||
|
incomingAmount = incomingAmount.subtract(restingAmount);
|
||||||
|
|
||||||
|
if (incomingAmount.compareTo(BigDecimal.ZERO) == 0) {
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
add(incomingId, aggregateId, entryTimestamp, OrderType.BUY, incomingPrice, incomingAmount, bids);
|
||||||
|
}
|
||||||
|
|
||||||
|
private void sell(long incomingId, String aggregateId, Instant entryTimestamp, BigDecimal incomingPrice,
|
||||||
|
BigDecimal incomingAmount) {
|
||||||
|
while (!bids.isEmpty()) {
|
||||||
|
Order resting = bids.first();
|
||||||
|
|
||||||
|
BigDecimal restingPrice = resting.getPrice();
|
||||||
|
if (restingPrice.compareTo(incomingPrice) < 0) {
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
|
||||||
|
long restingId = resting.getId();
|
||||||
|
|
||||||
|
BigDecimal restingAmount = resting.getRemainingAmount();
|
||||||
|
if (restingAmount.compareTo(incomingAmount) > 0) {
|
||||||
|
resting.reduce(incomingAmount);
|
||||||
|
|
||||||
|
engineEventSink.tryEmitNext(new OrderMatchedEvent(restingId,
|
||||||
|
aggregateId,
|
||||||
|
entryTimestamp,
|
||||||
|
incomingId,
|
||||||
|
OrderType.SELL,
|
||||||
|
incomingPrice,
|
||||||
|
restingPrice,
|
||||||
|
incomingAmount,
|
||||||
|
restingAmount,
|
||||||
|
resting.getRemainingAmount()));
|
||||||
|
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
|
||||||
|
bids.remove(resting);
|
||||||
|
orders.remove(restingId);
|
||||||
|
|
||||||
|
engineEventSink.tryEmitNext(new OrderMatchedEvent(restingId,
|
||||||
|
aggregateId,
|
||||||
|
entryTimestamp,
|
||||||
|
incomingId,
|
||||||
|
OrderType.SELL,
|
||||||
|
incomingPrice,
|
||||||
|
restingPrice,
|
||||||
|
incomingAmount,
|
||||||
|
restingAmount,
|
||||||
|
BigDecimal.ZERO));
|
||||||
|
|
||||||
|
incomingAmount = incomingAmount.subtract(restingAmount);
|
||||||
|
if (incomingAmount.compareTo(BigDecimal.ZERO) == 0) {
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
add(incomingId, aggregateId, entryTimestamp, OrderType.SELL, incomingPrice, incomingAmount, asks);
|
||||||
|
}
|
||||||
|
|
||||||
|
private void add(long orderId, String aggregateId, Instant entryTimestamp, OrderType type, BigDecimal price,
|
||||||
|
BigDecimal amount, TreeSet<Order> queue) {
|
||||||
|
Order order = new Order(orderId, type, price, amount, term.incrementAndGet());
|
||||||
|
|
||||||
|
queue.add(order);
|
||||||
|
orders.put(orderId, order);
|
||||||
|
|
||||||
|
engineEventSink.tryEmitNext(new OrderPlacedEvent(orderId,
|
||||||
|
aggregateId,
|
||||||
|
entryTimestamp,
|
||||||
|
type,
|
||||||
|
price,
|
||||||
|
amount));
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Cancels full amount of order.
|
||||||
|
*
|
||||||
|
* @param orderId - order identifier
|
||||||
|
* @param aggregateId - asset name / aggregate identifier
|
||||||
|
*/
|
||||||
|
public void cancelAll(long orderId, String aggregateId) {
|
||||||
|
cancel(orderId, aggregateId, BigDecimal.ZERO);
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Partially cancels order and sets new amount to be filled
|
||||||
|
*
|
||||||
|
* @param orderId - order identifier
|
||||||
|
* @param aggregateId - asset name / aggregate identifier
|
||||||
|
* @param newAmount - new amount to replace previous amount
|
||||||
|
*/
|
||||||
|
public void cancel(long orderId, String aggregateId, BigDecimal newAmount) {
|
||||||
|
Order order = orders.get(orderId);
|
||||||
|
if (order == null) {
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
|
||||||
|
BigDecimal remainingAmount = order.getRemainingAmount();
|
||||||
|
|
||||||
|
if (newAmount.compareTo(remainingAmount) >= 0) {
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
|
||||||
|
if (newAmount.compareTo(BigDecimal.ZERO) > 0) {
|
||||||
|
order.resize(newAmount);
|
||||||
|
} else {
|
||||||
|
TreeSet<Order> queue = order.type() == OrderType.BUY ? bids : asks;
|
||||||
|
|
||||||
|
queue.remove(order);
|
||||||
|
orders.remove(orderId);
|
||||||
|
}
|
||||||
|
|
||||||
|
engineEventSink.tryEmitNext(new OrderCanceledEvent(orderId,
|
||||||
|
aggregateId,
|
||||||
|
order.type(),
|
||||||
|
remainingAmount.subtract(newAmount),
|
||||||
|
newAmount));
|
||||||
|
}
|
||||||
|
|
||||||
|
;
|
||||||
|
}
|
||||||
56
src/main/java/io/bux/matchingengine/domain/engine/Order.java
Normal file
56
src/main/java/io/bux/matchingengine/domain/engine/Order.java
Normal file
@@ -0,0 +1,56 @@
|
|||||||
|
package io.bux.matchingengine.domain.engine;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Representation of order used by {@link MatchingEngine}
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public class Order {
|
||||||
|
private final OrderType type;
|
||||||
|
private final BigDecimal price;
|
||||||
|
private final long term;
|
||||||
|
private final long id;
|
||||||
|
|
||||||
|
private BigDecimal remainingAmount;
|
||||||
|
|
||||||
|
public Order(long id, OrderType type, BigDecimal price, BigDecimal amount, long term) {
|
||||||
|
this.id = id;
|
||||||
|
this.type = type;
|
||||||
|
this.price = price;
|
||||||
|
this.term = term;
|
||||||
|
|
||||||
|
this.remainingAmount = amount;
|
||||||
|
}
|
||||||
|
|
||||||
|
public BigDecimal getPrice() {
|
||||||
|
return price;
|
||||||
|
}
|
||||||
|
|
||||||
|
public OrderType type() {
|
||||||
|
return type;
|
||||||
|
}
|
||||||
|
|
||||||
|
public BigDecimal getRemainingAmount() {
|
||||||
|
return remainingAmount;
|
||||||
|
}
|
||||||
|
|
||||||
|
public long getTerm() {
|
||||||
|
return term;
|
||||||
|
}
|
||||||
|
|
||||||
|
public void reduce(BigDecimal amount) {
|
||||||
|
remainingAmount = remainingAmount.subtract(amount);
|
||||||
|
}
|
||||||
|
|
||||||
|
public long getId() {
|
||||||
|
return id;
|
||||||
|
}
|
||||||
|
|
||||||
|
public void resize(BigDecimal newAmount) {
|
||||||
|
remainingAmount = newAmount;
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,20 @@
|
|||||||
|
package io.bux.matchingengine.domain.engine.events;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.UpdateEvent;
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Update event that signals that order has been canceled.
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public record OrderCanceledEvent(
|
||||||
|
long orderId,
|
||||||
|
String aggregateId,
|
||||||
|
OrderType orderType,
|
||||||
|
BigDecimal canceledAmount,
|
||||||
|
BigDecimal remainingAmount) implements UpdateEvent {
|
||||||
|
|
||||||
|
}
|
||||||
@@ -0,0 +1,26 @@
|
|||||||
|
package io.bux.matchingengine.domain.engine.events;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.UpdateEvent;
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.time.Instant;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Update event that signals that order has been matched.
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public record OrderMatchedEvent(
|
||||||
|
long restingId,
|
||||||
|
String aggregateId,
|
||||||
|
Instant entryTimestamp,
|
||||||
|
long incomingId,
|
||||||
|
OrderType orderType,
|
||||||
|
BigDecimal incomingPrice,
|
||||||
|
BigDecimal restingPrice,
|
||||||
|
BigDecimal incomingAmount,
|
||||||
|
BigDecimal previousRestingAmount,
|
||||||
|
BigDecimal restingRemainingAmount) implements UpdateEvent {
|
||||||
|
|
||||||
|
}
|
||||||
@@ -0,0 +1,22 @@
|
|||||||
|
package io.bux.matchingengine.domain.engine.events;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.UpdateEvent;
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.time.Instant;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Update event that signals that order has been placed but not yet matched.
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public record OrderPlacedEvent(
|
||||||
|
long orderId,
|
||||||
|
String aggregateId,
|
||||||
|
Instant timestamp,
|
||||||
|
OrderType orderType,
|
||||||
|
BigDecimal price,
|
||||||
|
BigDecimal amount) implements UpdateEvent {
|
||||||
|
|
||||||
|
}
|
||||||
@@ -0,0 +1,32 @@
|
|||||||
|
package io.bux.matchingengine.domain.events;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.SourcingEvent;
|
||||||
|
import org.springframework.lang.NonNull;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.util.UUID;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Event that user requested cancellation of order
|
||||||
|
* Not used - POC
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public record CancellationRequestedEvent(String aggregateId, UUID eventId,
|
||||||
|
long orderId,
|
||||||
|
Boolean cancelAll, BigDecimal newAmount)
|
||||||
|
implements SourcingEvent {
|
||||||
|
|
||||||
|
public CancellationRequestedEvent(
|
||||||
|
@NonNull String aggregateId,
|
||||||
|
@NonNull UUID eventId,
|
||||||
|
@NonNull long orderId,
|
||||||
|
@NonNull Boolean cancelAll,
|
||||||
|
@NonNull BigDecimal newAmount) {
|
||||||
|
this.aggregateId = aggregateId;
|
||||||
|
this.eventId = eventId;
|
||||||
|
this.orderId = orderId;
|
||||||
|
this.cancelAll = cancelAll;
|
||||||
|
this.newAmount = newAmount;
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,36 @@
|
|||||||
|
package io.bux.matchingengine.domain.events;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.SourcingEvent;
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
import org.springframework.lang.NonNull;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.time.Instant;
|
||||||
|
import java.util.UUID;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Event that marks that order has passed validation phase, and order id is generated to be used for tracker.
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public record OrderAcceptedEvent(String aggregateId, UUID eventId, long orderId,
|
||||||
|
OrderType type, BigDecimal amount, BigDecimal price, Instant entryTimestamp)
|
||||||
|
implements SourcingEvent {
|
||||||
|
|
||||||
|
public OrderAcceptedEvent(
|
||||||
|
@NonNull String aggregateId,
|
||||||
|
@NonNull UUID eventId,
|
||||||
|
@NonNull long orderId,
|
||||||
|
@NonNull OrderType type,
|
||||||
|
@NonNull BigDecimal amount,
|
||||||
|
@NonNull BigDecimal price,
|
||||||
|
@NonNull Instant entryTimestamp) {
|
||||||
|
this.aggregateId = aggregateId;
|
||||||
|
this.orderId = orderId;
|
||||||
|
this.eventId = eventId;
|
||||||
|
this.type = type;
|
||||||
|
this.amount = amount;
|
||||||
|
this.price = price;
|
||||||
|
this.entryTimestamp = entryTimestamp;
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,34 @@
|
|||||||
|
package io.bux.matchingengine.domain.events;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.SourcingEvent;
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
import org.springframework.lang.NonNull;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.util.UUID;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Event that marks that order didn't pass validation.
|
||||||
|
* Not used - POC
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public record OrderRejectedEvent(String aggregateId, UUID eventId,
|
||||||
|
OrderType type, BigDecimal amount, BigDecimal price, String cause)
|
||||||
|
implements SourcingEvent {
|
||||||
|
|
||||||
|
public OrderRejectedEvent(
|
||||||
|
@NonNull String aggregateId,
|
||||||
|
@NonNull UUID eventId,
|
||||||
|
@NonNull OrderType type,
|
||||||
|
@NonNull BigDecimal amount,
|
||||||
|
@NonNull BigDecimal price,
|
||||||
|
@NonNull String cause) {
|
||||||
|
this.aggregateId = aggregateId;
|
||||||
|
this.eventId = eventId;
|
||||||
|
this.type = type;
|
||||||
|
this.amount = amount;
|
||||||
|
this.price = price;
|
||||||
|
this.cause = cause;
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,100 @@
|
|||||||
|
package io.bux.matchingengine.domain.query;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.cqrs.Event;
|
||||||
|
import io.bux.matchingengine.cqrs.QueryRepository;
|
||||||
|
import io.bux.matchingengine.domain.engine.events.OrderCanceledEvent;
|
||||||
|
import io.bux.matchingengine.domain.engine.events.OrderMatchedEvent;
|
||||||
|
import io.bux.matchingengine.domain.engine.events.OrderPlacedEvent;
|
||||||
|
import org.springframework.stereotype.Component;
|
||||||
|
import reactor.core.publisher.Mono;
|
||||||
|
import reactor.core.scheduler.Schedulers;
|
||||||
|
|
||||||
|
import java.util.List;
|
||||||
|
import java.util.concurrent.ConcurrentHashMap;
|
||||||
|
import java.util.concurrent.CopyOnWriteArrayList;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Thread-safe implementation of {@link QueryRepository} used to store order & book projections.
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
@Component
|
||||||
|
public class BookQueryRepository implements QueryRepository<OrderEntry> {
|
||||||
|
|
||||||
|
private final ConcurrentHashMap<Long, OrderEntry> projection = new ConcurrentHashMap<>();
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Returns current order projection
|
||||||
|
*
|
||||||
|
* @param orderId - order identifier
|
||||||
|
* @return - materialized projection
|
||||||
|
*/
|
||||||
|
@Override
|
||||||
|
public Mono<OrderEntry> getOrder(long orderId) {
|
||||||
|
return Mono.fromCallable(() -> projection.get(orderId));
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Updates projection with event. Repository uses this event to create/maintain projections.
|
||||||
|
*
|
||||||
|
* @param event - materialized event
|
||||||
|
*/
|
||||||
|
@Override
|
||||||
|
public Mono<Void> updateProjection(Event event) {
|
||||||
|
return (switch (event) {
|
||||||
|
case OrderPlacedEvent evt -> handleOrderPlacedEvent(evt);
|
||||||
|
case OrderMatchedEvent evt -> handleOrderMatchedEvent(evt);
|
||||||
|
case OrderCanceledEvent evt -> handleOrderCanceledEvent(evt);
|
||||||
|
default -> Mono.empty();
|
||||||
|
}).subscribeOn(Schedulers.parallel())
|
||||||
|
.then();
|
||||||
|
}
|
||||||
|
|
||||||
|
private Mono<OrderEntry> handleOrderPlacedEvent(OrderPlacedEvent evt) {
|
||||||
|
return Mono.fromCallable(() -> projection.computeIfAbsent(evt.orderId(), orderId ->
|
||||||
|
new OrderEntry(orderId,
|
||||||
|
evt.timestamp(),
|
||||||
|
evt.aggregateId(),
|
||||||
|
evt.price(),
|
||||||
|
evt.amount(),
|
||||||
|
evt.orderType(),
|
||||||
|
new CopyOnWriteArrayList<>(),
|
||||||
|
evt.amount())));
|
||||||
|
}
|
||||||
|
|
||||||
|
private Mono<OrderEntry> handleOrderMatchedEvent(OrderMatchedEvent evt) {
|
||||||
|
return Mono.fromCallable(() -> {
|
||||||
|
//update previous
|
||||||
|
projection.computeIfPresent(evt.restingId(), (key, order) -> {
|
||||||
|
order.setPendingAmount(evt.restingRemainingAmount());
|
||||||
|
order.trades().add(
|
||||||
|
new OrderTradeEntry(evt.incomingId(),
|
||||||
|
evt.incomingAmount(),
|
||||||
|
evt.restingPrice()));
|
||||||
|
return order;
|
||||||
|
});
|
||||||
|
//enter new
|
||||||
|
return projection.computeIfAbsent(evt.incomingId(), incomingId ->
|
||||||
|
new OrderEntry(incomingId,
|
||||||
|
evt.entryTimestamp(),
|
||||||
|
evt.aggregateId(),
|
||||||
|
evt.incomingPrice(),
|
||||||
|
evt.incomingAmount(),
|
||||||
|
evt.orderType(),
|
||||||
|
new CopyOnWriteArrayList<>(List.of(new OrderTradeEntry(
|
||||||
|
evt.restingId(),
|
||||||
|
evt.previousRestingAmount().subtract(evt.restingRemainingAmount()),
|
||||||
|
evt.restingPrice()
|
||||||
|
))),
|
||||||
|
evt.incomingAmount()
|
||||||
|
.subtract(evt.previousRestingAmount().subtract(evt.restingRemainingAmount()))));
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
private Mono<OrderEntry> handleOrderCanceledEvent(OrderCanceledEvent evt) {
|
||||||
|
return Mono.fromCallable(() -> projection.computeIfPresent(evt.orderId(), (key, order) -> {
|
||||||
|
order.setPendingAmount(evt.remainingAmount());
|
||||||
|
return order;
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,78 @@
|
|||||||
|
package io.bux.matchingengine.domain.query;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.time.Instant;
|
||||||
|
import java.util.List;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public class OrderEntry {
|
||||||
|
|
||||||
|
private final long orderId;
|
||||||
|
private final Instant entryTimestamp;
|
||||||
|
private final String asset;
|
||||||
|
private final BigDecimal price;
|
||||||
|
private final BigDecimal amount;
|
||||||
|
private final OrderType direction;
|
||||||
|
private final List<OrderTradeEntry> trades;
|
||||||
|
private BigDecimal pendingAmount;
|
||||||
|
|
||||||
|
|
||||||
|
public OrderEntry(
|
||||||
|
long orderId,
|
||||||
|
Instant entryTimestamp,
|
||||||
|
String asset,
|
||||||
|
BigDecimal price,
|
||||||
|
BigDecimal amount,
|
||||||
|
OrderType direction,
|
||||||
|
List<OrderTradeEntry> trades,
|
||||||
|
BigDecimal pendingAmount) {
|
||||||
|
this.orderId = orderId;
|
||||||
|
this.entryTimestamp = entryTimestamp;
|
||||||
|
this.asset = asset;
|
||||||
|
this.price = price;
|
||||||
|
this.amount = amount;
|
||||||
|
this.direction = direction;
|
||||||
|
this.trades = trades;
|
||||||
|
this.pendingAmount = pendingAmount;
|
||||||
|
}
|
||||||
|
|
||||||
|
public void setPendingAmount(BigDecimal pendingAmount) {
|
||||||
|
this.pendingAmount = pendingAmount;
|
||||||
|
}
|
||||||
|
|
||||||
|
public long orderId() {
|
||||||
|
return orderId;
|
||||||
|
}
|
||||||
|
|
||||||
|
public Instant entryTimestamp() {
|
||||||
|
return entryTimestamp;
|
||||||
|
}
|
||||||
|
|
||||||
|
public String asset() {
|
||||||
|
return asset;
|
||||||
|
}
|
||||||
|
|
||||||
|
public BigDecimal price() {
|
||||||
|
return price;
|
||||||
|
}
|
||||||
|
|
||||||
|
public BigDecimal amount() {
|
||||||
|
return amount;
|
||||||
|
}
|
||||||
|
|
||||||
|
public OrderType direction() {
|
||||||
|
return direction;
|
||||||
|
}
|
||||||
|
|
||||||
|
public List<OrderTradeEntry> trades() {
|
||||||
|
return trades;
|
||||||
|
}
|
||||||
|
|
||||||
|
public BigDecimal pendingAmount() {
|
||||||
|
return pendingAmount;
|
||||||
|
}
|
||||||
|
|
||||||
|
}
|
||||||
|
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
package io.bux.matchingengine.domain.query;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
|
||||||
|
public record OrderTradeEntry(
|
||||||
|
long orderId,
|
||||||
|
BigDecimal amount,
|
||||||
|
BigDecimal price
|
||||||
|
) {
|
||||||
|
|
||||||
|
public OrderTradeEntry(
|
||||||
|
long orderId,
|
||||||
|
BigDecimal amount,
|
||||||
|
BigDecimal price) {
|
||||||
|
this.orderId = orderId;
|
||||||
|
this.price = price;
|
||||||
|
this.amount = amount;
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,9 @@
|
|||||||
|
package io.bux.matchingengine.domain.query;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
public enum OrderType {
|
||||||
|
BUY,
|
||||||
|
SELL
|
||||||
|
}
|
||||||
161
src/main/java/io/bux/matchingengine/web/TradingController.java
Normal file
161
src/main/java/io/bux/matchingengine/web/TradingController.java
Normal file
@@ -0,0 +1,161 @@
|
|||||||
|
package io.bux.matchingengine.web;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.api.protobuf.OrderStatusResponse;
|
||||||
|
import io.bux.matchingengine.api.protobuf.PlaceOrderRequest;
|
||||||
|
import io.bux.matchingengine.api.protobuf.Trade;
|
||||||
|
import io.bux.matchingengine.cqrs.Event;
|
||||||
|
import io.bux.matchingengine.cqrs.SourcingEvent;
|
||||||
|
import io.bux.matchingengine.domain.Book;
|
||||||
|
import io.bux.matchingengine.domain.BookAggregateRepository;
|
||||||
|
import io.bux.matchingengine.domain.bus.CommandBus;
|
||||||
|
import io.bux.matchingengine.domain.command.CancelOrderCommand;
|
||||||
|
import io.bux.matchingengine.domain.command.MakeOrderCommand;
|
||||||
|
import io.bux.matchingengine.domain.events.OrderAcceptedEvent;
|
||||||
|
import io.bux.matchingengine.domain.query.BookQueryRepository;
|
||||||
|
import io.bux.matchingengine.domain.query.OrderEntry;
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
import org.springframework.http.MediaType;
|
||||||
|
import org.springframework.http.ResponseEntity;
|
||||||
|
import org.springframework.web.bind.annotation.GetMapping;
|
||||||
|
import org.springframework.web.bind.annotation.PathVariable;
|
||||||
|
import org.springframework.web.bind.annotation.PostMapping;
|
||||||
|
import org.springframework.web.bind.annotation.RequestBody;
|
||||||
|
import org.springframework.web.bind.annotation.RestController;
|
||||||
|
import reactor.core.publisher.Flux;
|
||||||
|
import reactor.core.publisher.Mono;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.time.Duration;
|
||||||
|
import java.util.UUID;
|
||||||
|
import java.util.stream.Collectors;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Implements REST Endpoints to place, get or cancel order.
|
||||||
|
*
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
* @author bux
|
||||||
|
*/
|
||||||
|
@RestController
|
||||||
|
public class TradingController {
|
||||||
|
|
||||||
|
private final CommandBus commandBus;
|
||||||
|
private final BookAggregateRepository bookAggregateRepository;
|
||||||
|
private final BookQueryRepository bookQueryRepository;
|
||||||
|
|
||||||
|
public TradingController(CommandBus commandBus,
|
||||||
|
BookAggregateRepository bookAggregateRepository,
|
||||||
|
BookQueryRepository bookQueryRepository) {
|
||||||
|
this.commandBus = commandBus;
|
||||||
|
this.bookAggregateRepository = bookAggregateRepository;
|
||||||
|
this.bookQueryRepository = bookQueryRepository;
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Places order into trading system
|
||||||
|
*
|
||||||
|
* @param request user request to place order
|
||||||
|
* @return order status
|
||||||
|
*/
|
||||||
|
@PostMapping("/orders")
|
||||||
|
public Mono<OrderStatusResponse> placeOrder(@RequestBody PlaceOrderRequest request) {
|
||||||
|
return commandBus.sendCommand(toMakeOrderCommand(request))
|
||||||
|
.cast(OrderAcceptedEvent.class)
|
||||||
|
.flatMap(this::getOrderProjection)
|
||||||
|
.map(this::toOrderStatus);
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Not used - POC
|
||||||
|
* Intended to UI or client applications to mantain their own projection
|
||||||
|
*
|
||||||
|
* @param asset
|
||||||
|
* @return streams all events from aggregate
|
||||||
|
*/
|
||||||
|
@GetMapping(value = "/book/{asset}", produces = MediaType.TEXT_EVENT_STREAM_VALUE)
|
||||||
|
public Flux<Event> bookEvents(@PathVariable String asset) {
|
||||||
|
return bookAggregateRepository.load(asset)
|
||||||
|
.flatMapMany(Book::aggregateEvents);
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Retrieves order from projection
|
||||||
|
*
|
||||||
|
* @param orderId - order identifier
|
||||||
|
* @return order status
|
||||||
|
*/
|
||||||
|
@GetMapping("/orders/{orderId}")
|
||||||
|
public Mono<OrderStatusResponse> getOrder(@PathVariable Long orderId) {
|
||||||
|
return bookQueryRepository.getOrder(orderId)
|
||||||
|
.map(this::toOrderStatus);
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* POC
|
||||||
|
* Cancels pending order from book.
|
||||||
|
* @param orderId - order identifier
|
||||||
|
* @return response OK or error with error message
|
||||||
|
*/
|
||||||
|
@PostMapping("/orders/{orderId}/cancel")
|
||||||
|
public Mono<ResponseEntity<String>> cancelOrder(@PathVariable Long orderId) {
|
||||||
|
return bookQueryRepository.getOrder(orderId)
|
||||||
|
.flatMap(TradingController::validateOrderAmount)
|
||||||
|
.flatMap(this::sendCancelCommand)
|
||||||
|
.switchIfEmpty(Mono.error(new IllegalStateException(
|
||||||
|
"You can't cancel non-existing order.")))
|
||||||
|
.map(order -> ResponseEntity.accepted().body("OK"))
|
||||||
|
.onErrorResume(e -> Mono.just(ResponseEntity.badRequest().body(e.getMessage())));
|
||||||
|
}
|
||||||
|
|
||||||
|
private Mono<SourcingEvent> sendCancelCommand(OrderEntry order) {
|
||||||
|
return commandBus.sendCommand(new CancelOrderCommand(order.asset(),
|
||||||
|
UUID.randomUUID(),
|
||||||
|
order.orderId(),
|
||||||
|
true,
|
||||||
|
BigDecimal.ZERO));
|
||||||
|
}
|
||||||
|
|
||||||
|
private Mono<? extends OrderEntry> getOrderProjection(OrderAcceptedEvent ev) {
|
||||||
|
return bookQueryRepository.getOrder(ev.orderId())
|
||||||
|
.repeatWhenEmpty(5, o -> o.delayElements(
|
||||||
|
Duration.ofMillis(50)));
|
||||||
|
}
|
||||||
|
|
||||||
|
private MakeOrderCommand toMakeOrderCommand(PlaceOrderRequest request) {
|
||||||
|
return new MakeOrderCommand(request.getAsset(),
|
||||||
|
UUID.randomUUID(),
|
||||||
|
OrderType.valueOf(request.getDirection().name()),
|
||||||
|
BigDecimal.valueOf(request.getAmount()),
|
||||||
|
BigDecimal.valueOf(request.getPrice()));
|
||||||
|
}
|
||||||
|
|
||||||
|
private OrderStatusResponse toOrderStatus(OrderEntry order) {
|
||||||
|
return OrderStatusResponse.newBuilder()
|
||||||
|
.setId(order.orderId())
|
||||||
|
.setTimestamp(order.entryTimestamp().toString())
|
||||||
|
.setAsset(order.asset())
|
||||||
|
.setAmount(order.amount().doubleValue())
|
||||||
|
.setPrice(order.price().doubleValue())
|
||||||
|
.setDirection(io.bux.matchingengine.api.protobuf.OrderType.valueOf(
|
||||||
|
order.direction().name()))
|
||||||
|
.addAllTrades(order.trades().stream()
|
||||||
|
.map(t -> Trade.newBuilder()
|
||||||
|
.setOrderId(t.orderId())
|
||||||
|
.setPrice(t.price()
|
||||||
|
.doubleValue())
|
||||||
|
.setAmount(t.amount()
|
||||||
|
.doubleValue())
|
||||||
|
.build())
|
||||||
|
.collect(Collectors.toList()))
|
||||||
|
.setPendingAmount(order.pendingAmount().doubleValue())
|
||||||
|
.build();
|
||||||
|
}
|
||||||
|
|
||||||
|
private static Mono<? extends OrderEntry> validateOrderAmount(OrderEntry order) {
|
||||||
|
if (order.price().compareTo(BigDecimal.ZERO) > 0) {
|
||||||
|
return Mono.just(order);
|
||||||
|
} else {
|
||||||
|
return Mono.error(new IllegalStateException("Order already executed."));
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
}
|
||||||
45
src/main/resources/api.proto
Normal file
45
src/main/resources/api.proto
Normal file
@@ -0,0 +1,45 @@
|
|||||||
|
syntax = "proto3";
|
||||||
|
|
||||||
|
package io.bux.matchingengine.api;
|
||||||
|
|
||||||
|
option java_package = "io.bux.matchingengine.api.protobuf";
|
||||||
|
option java_multiple_files = true;
|
||||||
|
|
||||||
|
enum OrderType {
|
||||||
|
BUY = 0;
|
||||||
|
SELL = 1;
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
DTO to carry order request
|
||||||
|
*/
|
||||||
|
message PlaceOrderRequest {
|
||||||
|
string asset = 1;
|
||||||
|
double price = 2;
|
||||||
|
double amount = 3;
|
||||||
|
OrderType direction = 4;
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
DTO to carry order status response
|
||||||
|
*/
|
||||||
|
message OrderStatusResponse {
|
||||||
|
int64 id = 1;
|
||||||
|
string timestamp = 2;
|
||||||
|
string asset = 3;
|
||||||
|
double price = 4;
|
||||||
|
double amount = 5;
|
||||||
|
OrderType direction = 6;
|
||||||
|
repeated Trade trades = 7;
|
||||||
|
double pendingAmount = 8;
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
DTO to carry trade response
|
||||||
|
*/
|
||||||
|
message Trade {
|
||||||
|
int64 orderId = 1;
|
||||||
|
double amount = 2;
|
||||||
|
double price = 3;
|
||||||
|
}
|
||||||
|
|
||||||
1
src/main/resources/application.properties
Normal file
1
src/main/resources/application.properties
Normal file
@@ -0,0 +1 @@
|
|||||||
|
|
||||||
162
src/test/java/io/bux/matchingengine/cqrs/CommandBusTest.java
Normal file
162
src/test/java/io/bux/matchingengine/cqrs/CommandBusTest.java
Normal file
@@ -0,0 +1,162 @@
|
|||||||
|
package io.bux.matchingengine.cqrs;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.domain.Book;
|
||||||
|
import io.bux.matchingengine.domain.BookAggregateRepository;
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
import io.bux.matchingengine.domain.command.CancelOrderCommand;
|
||||||
|
import io.bux.matchingengine.domain.command.MakeOrderCommand;
|
||||||
|
import io.bux.matchingengine.domain.bus.CommandBus;
|
||||||
|
import io.bux.matchingengine.domain.engine.MatchingEngine;
|
||||||
|
import io.bux.matchingengine.domain.events.CancellationRequestedEvent;
|
||||||
|
import io.bux.matchingengine.domain.events.OrderAcceptedEvent;
|
||||||
|
import org.junit.jupiter.api.*;
|
||||||
|
import org.mockito.*;
|
||||||
|
import reactor.core.publisher.Mono;
|
||||||
|
import reactor.test.StepVerifier;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.time.Instant;
|
||||||
|
import java.util.List;
|
||||||
|
import java.util.UUID;
|
||||||
|
|
||||||
|
import static org.junit.jupiter.api.Assertions.*;
|
||||||
|
import static org.mockito.Mockito.*;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
class CommandBusTest {
|
||||||
|
|
||||||
|
private CommandBus commandBus;
|
||||||
|
private MatchingEngine matchingEngineMock;
|
||||||
|
|
||||||
|
@BeforeEach
|
||||||
|
public void setUp() {
|
||||||
|
BookAggregateRepository aggregateRepositoryMock = mock(BookAggregateRepository.class);
|
||||||
|
matchingEngineMock = mock(MatchingEngine.class);
|
||||||
|
Book book = new Book("instrumentId", matchingEngineMock);
|
||||||
|
when(aggregateRepositoryMock.load("instrumentId")).thenReturn(Mono.just(book));
|
||||||
|
commandBus = new CommandBus(aggregateRepositoryMock);
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void testMakeOrderCommand() {
|
||||||
|
StepVerifier.create(commandBus.sendCommand(new MakeOrderCommand("instrumentId",
|
||||||
|
UUID.randomUUID(),
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.ONE,
|
||||||
|
BigDecimal.valueOf(1))))
|
||||||
|
.expectNextMatches(result -> result instanceof OrderAcceptedEvent &&
|
||||||
|
result.aggregateId().equals("instrumentId")
|
||||||
|
&& ((OrderAcceptedEvent) result).type() == OrderType.BUY
|
||||||
|
&& ((OrderAcceptedEvent) result).amount().compareTo(BigDecimal.ONE) == 0
|
||||||
|
&& ((OrderAcceptedEvent) result).price().compareTo(BigDecimal.ONE) == 0)
|
||||||
|
.verifyComplete();
|
||||||
|
verify(matchingEngineMock).placeOrder(anyLong(),
|
||||||
|
eq("instrumentId"),
|
||||||
|
any(Instant.class),
|
||||||
|
eq(OrderType.BUY),
|
||||||
|
eq(BigDecimal.ONE),
|
||||||
|
eq(BigDecimal.ONE));
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void testMakeOrderCommandMany() {
|
||||||
|
Mono<Void> sendCommands = commandBus.sendCommand(new MakeOrderCommand("instrumentId",
|
||||||
|
UUID.randomUUID(),
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.ONE,
|
||||||
|
BigDecimal.ONE))
|
||||||
|
.then(commandBus.sendCommand(new MakeOrderCommand("instrumentId",
|
||||||
|
UUID.randomUUID(),
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.ONE,
|
||||||
|
BigDecimal.valueOf(2))))
|
||||||
|
.then(commandBus.sendCommand(new MakeOrderCommand("instrumentId",
|
||||||
|
UUID.randomUUID(),
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(2),
|
||||||
|
BigDecimal.valueOf(2))))
|
||||||
|
.then();
|
||||||
|
|
||||||
|
StepVerifier.create(sendCommands)
|
||||||
|
.verifyComplete();
|
||||||
|
|
||||||
|
ArgumentCaptor<Long> orderIdCaptor = ArgumentCaptor.forClass(Long.class);
|
||||||
|
ArgumentCaptor<OrderType> orderTypeCaptor = ArgumentCaptor.forClass(OrderType.class);
|
||||||
|
ArgumentCaptor<BigDecimal> amountCaptor = ArgumentCaptor.forClass(BigDecimal.class);
|
||||||
|
ArgumentCaptor<BigDecimal> priceCaptor = ArgumentCaptor.forClass(BigDecimal.class);
|
||||||
|
verify(matchingEngineMock, times(3)).placeOrder(orderIdCaptor.capture(),
|
||||||
|
anyString(),
|
||||||
|
any(Instant.class),
|
||||||
|
orderTypeCaptor.capture(),
|
||||||
|
priceCaptor.capture(),
|
||||||
|
amountCaptor.capture());
|
||||||
|
|
||||||
|
assertEquals(orderIdCaptor.getAllValues(), List.of(1L, 2L, 3L));
|
||||||
|
assertEquals(orderTypeCaptor.getAllValues(), List.of(OrderType.BUY, OrderType.SELL, OrderType.BUY));
|
||||||
|
assertEquals(amountCaptor.getAllValues(), List.of(BigDecimal.ONE, BigDecimal.ONE, BigDecimal.valueOf(2)));
|
||||||
|
assertEquals(priceCaptor.getAllValues(), List.of(BigDecimal.ONE, BigDecimal.valueOf(2), BigDecimal.valueOf(2)));
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void testMakeInvalidOrderCommand() {
|
||||||
|
StepVerifier.create(commandBus.sendCommand(new MakeOrderCommand("instrumentId",
|
||||||
|
UUID.randomUUID(),
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(-1),
|
||||||
|
BigDecimal.valueOf(-1))))
|
||||||
|
.expectErrorMatches(err -> err instanceof IllegalStateException
|
||||||
|
&& err.getMessage().startsWith("Amount/Price needs to be larger then zero!"))
|
||||||
|
.verify();
|
||||||
|
verify(matchingEngineMock, times(0)).placeOrder(anyLong(),
|
||||||
|
anyString(),
|
||||||
|
any(Instant.class),
|
||||||
|
any(), any(BigDecimal.class), any(BigDecimal.class));
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void testCancelAllOrderCommand() {
|
||||||
|
StepVerifier.create(commandBus.sendCommand(new CancelOrderCommand("instrumentId",
|
||||||
|
UUID.randomUUID(),
|
||||||
|
1,
|
||||||
|
true,
|
||||||
|
BigDecimal.ZERO)))
|
||||||
|
.expectNextMatches(result -> result instanceof CancellationRequestedEvent &&
|
||||||
|
result.aggregateId().equals("instrumentId")
|
||||||
|
&& ((CancellationRequestedEvent) result).orderId() == 1
|
||||||
|
&& ((CancellationRequestedEvent) result).cancelAll())
|
||||||
|
.verifyComplete();
|
||||||
|
verify(matchingEngineMock).cancelAll(1, "instrumentId");
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void testCancelPartialOrderCommand() {
|
||||||
|
StepVerifier.create(commandBus.sendCommand(new CancelOrderCommand("instrumentId",
|
||||||
|
UUID.randomUUID(),
|
||||||
|
1,
|
||||||
|
false,
|
||||||
|
BigDecimal.TEN)))
|
||||||
|
.expectNextMatches(result -> result instanceof CancellationRequestedEvent &&
|
||||||
|
result.aggregateId().equals("instrumentId")
|
||||||
|
&& ((CancellationRequestedEvent) result).orderId() == 1
|
||||||
|
&& !((CancellationRequestedEvent) result).cancelAll()
|
||||||
|
&& ((CancellationRequestedEvent) result).newAmount().compareTo(BigDecimal.TEN) == 0)
|
||||||
|
.verifyComplete();
|
||||||
|
verify(matchingEngineMock).cancel(1,"instrumentId", BigDecimal.TEN);
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void testCancelPartialInvalidOrderCommand() {
|
||||||
|
StepVerifier.create(commandBus.sendCommand(new CancelOrderCommand("instrumentId",
|
||||||
|
UUID.randomUUID(),
|
||||||
|
1,
|
||||||
|
false,
|
||||||
|
BigDecimal.valueOf(-10))))
|
||||||
|
.expectErrorMatches(err -> err instanceof IllegalStateException
|
||||||
|
&& err.getMessage().startsWith("Cancellation: new amount can't be <= 0!"))
|
||||||
|
.verify();
|
||||||
|
verify(matchingEngineMock, times(0)).cancel(anyLong(), anyString(), any(BigDecimal.class));
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,23 @@
|
|||||||
|
package io.bux.matchingengine.domain;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.domain.query.BookQueryRepository;
|
||||||
|
import org.junit.jupiter.api.*;
|
||||||
|
import reactor.test.StepVerifier;
|
||||||
|
|
||||||
|
import static org.mockito.Mockito.*;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
class BookAggregateRepositoryTest {
|
||||||
|
|
||||||
|
private final BookAggregateRepository testSubject = new BookAggregateRepository(mock(BookQueryRepository.class));
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void loadOrCreate() {
|
||||||
|
StepVerifier.create(testSubject.load("instrumentId"))
|
||||||
|
.expectNextCount(1)
|
||||||
|
.verifyComplete();
|
||||||
|
}
|
||||||
|
|
||||||
|
}
|
||||||
@@ -0,0 +1,159 @@
|
|||||||
|
package io.bux.matchingengine.domain;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
import io.bux.matchingengine.domain.query.BookQueryRepository;
|
||||||
|
import io.bux.matchingengine.domain.engine.events.OrderMatchedEvent;
|
||||||
|
import io.bux.matchingengine.domain.engine.events.OrderPlacedEvent;
|
||||||
|
import org.junit.jupiter.api.*;
|
||||||
|
import reactor.test.StepVerifier;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.time.Instant;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
class BookQueryRepositoryTest {
|
||||||
|
|
||||||
|
private BookQueryRepository testSubject;
|
||||||
|
|
||||||
|
@BeforeEach
|
||||||
|
void setUp() {
|
||||||
|
testSubject = new BookQueryRepository();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
void testOrderPlacedProjection() {
|
||||||
|
StepVerifier.create(testSubject.updateProjection(new OrderPlacedEvent(1L,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(10),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.then(testSubject.getOrder(1L)))
|
||||||
|
.expectNextMatches(orderEntry -> orderEntry.orderId() == 1L
|
||||||
|
&& orderEntry.entryTimestamp().equals(Instant.MIN)
|
||||||
|
&& orderEntry.direction() == OrderType.SELL
|
||||||
|
&& orderEntry.price().compareTo(BigDecimal.valueOf(10)) == 0
|
||||||
|
&& orderEntry.amount().compareTo(BigDecimal.valueOf(100)) == 0
|
||||||
|
)
|
||||||
|
.verifyComplete();
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
@Test
|
||||||
|
void buxTest() {
|
||||||
|
StepVerifier.create(testSubject.updateProjection(new OrderPlacedEvent(0L,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
43251.00),
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
1.0)))
|
||||||
|
.then(testSubject.getOrder(0L)))
|
||||||
|
.expectNextMatches(orderEntry -> orderEntry.orderId() == 0L
|
||||||
|
&& orderEntry.entryTimestamp().equals(Instant.MIN)
|
||||||
|
&& orderEntry.direction() == OrderType.SELL
|
||||||
|
&& orderEntry.price().compareTo(BigDecimal.valueOf(43251.00))
|
||||||
|
== 0
|
||||||
|
&& orderEntry.amount().compareTo(BigDecimal.valueOf(1.0)) == 0
|
||||||
|
&& orderEntry.pendingAmount().compareTo(BigDecimal.valueOf(1.0))
|
||||||
|
== 0
|
||||||
|
&& orderEntry.trades().isEmpty()
|
||||||
|
)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
|
||||||
|
StepVerifier.create(testSubject.updateProjection(new OrderPlacedEvent(1L,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
43250.00),
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
0.25)
|
||||||
|
))
|
||||||
|
.then(testSubject.getOrder(1L)))
|
||||||
|
.expectNextMatches(orderEntry -> orderEntry.orderId() == 1L
|
||||||
|
&& orderEntry.entryTimestamp().equals(Instant.MIN)
|
||||||
|
&& orderEntry.direction() == OrderType.BUY
|
||||||
|
&& orderEntry.price().compareTo(BigDecimal.valueOf(43250.00)) == 0
|
||||||
|
&& orderEntry.amount().compareTo(BigDecimal.valueOf(0.25)) == 0
|
||||||
|
&& orderEntry.pendingAmount().compareTo(BigDecimal.valueOf(0.25))
|
||||||
|
== 0
|
||||||
|
&& orderEntry.trades().isEmpty()
|
||||||
|
)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
|
||||||
|
StepVerifier.create(testSubject.updateProjection(new OrderMatchedEvent(0L,
|
||||||
|
"BTC",
|
||||||
|
Instant.MAX,
|
||||||
|
2L,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
43250.00),
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
43251.00),
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
0.35),
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
1.0),
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
0.65)
|
||||||
|
))
|
||||||
|
.then(testSubject.getOrder(0L)))
|
||||||
|
.expectNextMatches(orderEntry -> orderEntry.orderId() == 0L
|
||||||
|
&& orderEntry.entryTimestamp().equals(Instant.MIN)
|
||||||
|
&& orderEntry.direction() == OrderType.SELL
|
||||||
|
&& orderEntry.price().compareTo(BigDecimal.valueOf(43251.00)) == 0
|
||||||
|
&& orderEntry.amount().compareTo(BigDecimal.valueOf(1.0)) == 0
|
||||||
|
&& orderEntry.pendingAmount().compareTo(BigDecimal.valueOf(0.65))
|
||||||
|
== 0
|
||||||
|
&& orderEntry.trades().stream().allMatch(t -> t.orderId() == 2L
|
||||||
|
&& t.amount().compareTo(BigDecimal.valueOf(0.35)) == 0
|
||||||
|
&& t.price().compareTo(BigDecimal.valueOf(
|
||||||
|
43251.00)) == 0)
|
||||||
|
)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
|
||||||
|
|
||||||
|
StepVerifier.create(testSubject.updateProjection(new OrderMatchedEvent(0L,
|
||||||
|
"BTC",
|
||||||
|
Instant.MAX,
|
||||||
|
3L,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
43250.00),
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
43251.00),
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
0.65),
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
0.65),
|
||||||
|
BigDecimal.valueOf(
|
||||||
|
0.0)
|
||||||
|
))
|
||||||
|
.then(testSubject.getOrder(0L)))
|
||||||
|
.expectNextMatches(orderEntry -> orderEntry.orderId() == 0L
|
||||||
|
&& orderEntry.entryTimestamp().equals(Instant.MIN)
|
||||||
|
&& orderEntry.direction() == OrderType.SELL
|
||||||
|
&& orderEntry.price().compareTo(BigDecimal.valueOf(43251.00)) == 0
|
||||||
|
&& orderEntry.amount().compareTo(BigDecimal.valueOf(1)) == 0
|
||||||
|
&& orderEntry.pendingAmount().compareTo(BigDecimal.valueOf(0.0))
|
||||||
|
== 0
|
||||||
|
&& orderEntry.trades().stream().anyMatch(t -> t.orderId() == 2L
|
||||||
|
&& t.amount().compareTo(BigDecimal.valueOf(0.35)) == 0
|
||||||
|
&& t.price().compareTo(BigDecimal.valueOf(
|
||||||
|
43251.00)) == 0)
|
||||||
|
&& orderEntry.trades().stream().anyMatch(t -> t.orderId() == 3L
|
||||||
|
&& t.amount().compareTo(BigDecimal.valueOf(0.65)) == 0
|
||||||
|
&& t.price().compareTo(BigDecimal.valueOf(
|
||||||
|
43251.00)) == 0)
|
||||||
|
)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,560 @@
|
|||||||
|
package io.bux.matchingengine.domain.engine;
|
||||||
|
|
||||||
|
|
||||||
|
import io.bux.matchingengine.domain.query.OrderType;
|
||||||
|
import io.bux.matchingengine.domain.engine.events.OrderCanceledEvent;
|
||||||
|
import io.bux.matchingengine.domain.engine.events.OrderMatchedEvent;
|
||||||
|
import io.bux.matchingengine.domain.engine.events.OrderPlacedEvent;
|
||||||
|
import org.junit.jupiter.api.*;
|
||||||
|
import reactor.test.StepVerifier;
|
||||||
|
|
||||||
|
import java.math.BigDecimal;
|
||||||
|
import java.time.Instant;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
class MatchingEngineTest {
|
||||||
|
|
||||||
|
private final MatchingEngine testSubject = new MatchingEngine();
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void buxTest() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(9))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(10.05),
|
||||||
|
BigDecimal.valueOf(20)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(10.04),
|
||||||
|
BigDecimal.valueOf(20)))
|
||||||
|
.then(() -> testSubject.placeOrder(3,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(10.05),
|
||||||
|
BigDecimal.valueOf(40)))
|
||||||
|
.then(() -> testSubject.placeOrder(5,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(10.02),
|
||||||
|
BigDecimal.valueOf(40)))
|
||||||
|
.then(() -> testSubject.placeOrder(4,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(10.00),
|
||||||
|
BigDecimal.valueOf(20)))
|
||||||
|
.then(() -> testSubject.placeOrder(6,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(10.00),
|
||||||
|
BigDecimal.valueOf(40)))
|
||||||
|
.expectNextCount(6)
|
||||||
|
.then(() -> testSubject.placeOrder(7,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(10.06),
|
||||||
|
BigDecimal.valueOf(55)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 2
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).previousRestingAmount().compareTo(BigDecimal.valueOf(20)) == 0
|
||||||
|
)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 1)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 3)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void buxTest2() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(4))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(0L,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(43251.00),
|
||||||
|
BigDecimal.valueOf(1.0)))
|
||||||
|
.then(() -> testSubject.placeOrder(1L,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(43250.00),
|
||||||
|
BigDecimal.valueOf(0.25)))
|
||||||
|
.then(() -> testSubject.placeOrder(2L,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(43253.00),
|
||||||
|
BigDecimal.valueOf(0.35)))
|
||||||
|
.then(() -> testSubject.placeOrder(4L,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(43251.00),
|
||||||
|
BigDecimal.valueOf(0.65)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).orderId() == 0L
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).amount().compareTo(BigDecimal.valueOf(1.0)) == 0
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).price().compareTo(BigDecimal.valueOf(43251.00)) == 0)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).orderId() == 1L
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).amount().compareTo(BigDecimal.valueOf(0.25)) == 0
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).price().compareTo(BigDecimal.valueOf(43250.00)) == 0)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 0L
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).incomingId() == 2L
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).orderType() == OrderType.BUY
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(43251.00)) == 0
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).incomingAmount().compareTo(BigDecimal.valueOf(0.35)) == 0
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).previousRestingAmount().compareTo(BigDecimal.valueOf(1.0)) == 0
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.valueOf(0.65)) == 0
|
||||||
|
)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 0L
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).incomingId() == 4L
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).orderType() == OrderType.BUY
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(43251.00)) == 0
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).incomingAmount().compareTo(BigDecimal.valueOf(0.65)) == 0
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).previousRestingAmount().compareTo(BigDecimal.valueOf(0.65)) == 0
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.valueOf(0.0)) == 0
|
||||||
|
)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void filledBuyTest() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(2))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(100.0),
|
||||||
|
BigDecimal.valueOf(1.0)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(100.0),
|
||||||
|
BigDecimal.valueOf(1.0)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).orderType() == OrderType.BUY)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void filledSellTest() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(2))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(100.10),
|
||||||
|
BigDecimal.valueOf(10.1)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(100.10),
|
||||||
|
BigDecimal.valueOf(10.1)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).orderType() == OrderType.SELL)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void multiBuy() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(5))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000.0),
|
||||||
|
BigDecimal.valueOf(1.00)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1001.0),
|
||||||
|
BigDecimal.valueOf(1.00)))
|
||||||
|
.then(() -> testSubject.placeOrder(3,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(999.0),
|
||||||
|
BigDecimal.valueOf(0.50)))
|
||||||
|
.then(() -> testSubject.placeOrder(4,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000.0),
|
||||||
|
BigDecimal.valueOf(1.00)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 3
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
|
||||||
|
== 0
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(999.0))
|
||||||
|
== 0
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).entryTimestamp().equals(Instant.MIN)
|
||||||
|
)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(1000.0))
|
||||||
|
== 0
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount()
|
||||||
|
.compareTo(BigDecimal.valueOf(0.50)) == 0)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void multiSell() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(5))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1.000),
|
||||||
|
BigDecimal.valueOf(1.0)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(0.999),
|
||||||
|
BigDecimal.valueOf(1.0)))
|
||||||
|
.then(() -> testSubject.placeOrder(3,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1.001),
|
||||||
|
BigDecimal.valueOf(0.5)))
|
||||||
|
.then(() -> testSubject.placeOrder(4,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1),
|
||||||
|
BigDecimal.valueOf(1.0)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 3
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(1.001))
|
||||||
|
== 0
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
|
||||||
|
== 0)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(1)) == 0
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount()
|
||||||
|
.compareTo(BigDecimal.valueOf(0.5)) == 0)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void partialBuy() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(3))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(50)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
|
||||||
|
== 0)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).orderId() == 2
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).price().compareTo(BigDecimal.valueOf(1000)) == 0
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).amount().compareTo(BigDecimal.valueOf(50)) == 0)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void partialSell() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(3))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(50)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
|
||||||
|
== 0)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).orderId() == 2
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).price().compareTo(BigDecimal.valueOf(1000)) == 0
|
||||||
|
&& ((OrderPlacedEvent) orderEvent).amount().compareTo(BigDecimal.valueOf(50)) == 0)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void partialBidFill() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(5))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(50)))
|
||||||
|
.then(() -> testSubject.placeOrder(3,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(50)))
|
||||||
|
.then(() -> testSubject.placeOrder(4,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(50)))
|
||||||
|
.then(() -> testSubject.placeOrder(5,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(50)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
|
||||||
|
&&
|
||||||
|
((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.valueOf(50))
|
||||||
|
== 0)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
|
||||||
|
== 0)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void partialAskFill() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(4))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(50)))
|
||||||
|
.then(() -> testSubject.placeOrder(3,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(50)))
|
||||||
|
.then(() -> testSubject.placeOrder(4,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(50)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
|
||||||
|
&&
|
||||||
|
((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.valueOf(50))
|
||||||
|
== 0)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
|
||||||
|
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
|
||||||
|
== 0)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void cancel() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(3))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.then(() -> testSubject.cancelAll(1, "BTC"))
|
||||||
|
.then(() -> testSubject.placeOrder(3,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderCanceledEvent
|
||||||
|
&& ((OrderCanceledEvent) orderEvent).canceledAmount().compareTo(BigDecimal.valueOf(100))
|
||||||
|
== 0)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void partialCancel() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(4))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.then(() -> testSubject.cancel(1,"BTC", BigDecimal.valueOf(75)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderCanceledEvent
|
||||||
|
&& ((OrderCanceledEvent) orderEvent).canceledAmount().compareTo(BigDecimal.valueOf(25))
|
||||||
|
== 0)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void ineffectiveCancel() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(2))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.then(() -> testSubject.cancel(1,"BTC", BigDecimal.valueOf(100)))
|
||||||
|
.then(() -> testSubject.cancel(1, "BTC",BigDecimal.valueOf(100)))
|
||||||
|
.then(() -> testSubject.cancel(1, "BTC",BigDecimal.valueOf(100)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void cancelNonExisting() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(2))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.then(() -> testSubject.cancel(3,"BTC", BigDecimal.valueOf(50)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void sameId() {
|
||||||
|
StepVerifier.create(testSubject.engineEvents().take(3))
|
||||||
|
.expectSubscription()
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.then(() -> testSubject.placeOrder(2,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.SELL,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.then(() -> testSubject.placeOrder(1,
|
||||||
|
"BTC",
|
||||||
|
Instant.MIN,
|
||||||
|
OrderType.BUY,
|
||||||
|
BigDecimal.valueOf(1000),
|
||||||
|
BigDecimal.valueOf(100)))
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent)
|
||||||
|
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
|
||||||
|
.expectComplete()
|
||||||
|
.verify();
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,269 @@
|
|||||||
|
package io.bux.matchingengine.integration;
|
||||||
|
|
||||||
|
import io.bux.matchingengine.MatchingEngineApplication;
|
||||||
|
import io.bux.matchingengine.api.protobuf.OrderStatusResponse;
|
||||||
|
import io.bux.matchingengine.api.protobuf.OrderType;
|
||||||
|
import org.junit.*;
|
||||||
|
import org.junit.runner.*;
|
||||||
|
import org.slf4j.Logger;
|
||||||
|
import org.slf4j.LoggerFactory;
|
||||||
|
import org.springframework.boot.test.context.SpringBootTest;
|
||||||
|
import org.springframework.boot.web.server.LocalServerPort;
|
||||||
|
import org.springframework.http.HttpHeaders;
|
||||||
|
import org.springframework.http.MediaType;
|
||||||
|
import org.springframework.test.context.junit4.SpringRunner;
|
||||||
|
import org.springframework.web.reactive.function.client.WebClient;
|
||||||
|
import reactor.core.publisher.Flux;
|
||||||
|
import reactor.core.publisher.Mono;
|
||||||
|
import reactor.core.scheduler.Schedulers;
|
||||||
|
import reactor.test.StepVerifier;
|
||||||
|
|
||||||
|
import java.time.Duration;
|
||||||
|
import java.util.concurrent.atomic.AtomicLong;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @author Stefan Dragisic
|
||||||
|
*/
|
||||||
|
@RunWith(SpringRunner.class)
|
||||||
|
@SpringBootTest(classes = MatchingEngineApplication.class, webEnvironment = SpringBootTest.WebEnvironment.RANDOM_PORT)
|
||||||
|
public class IntegrationTest {
|
||||||
|
|
||||||
|
private final Logger logger = LoggerFactory.getLogger(IntegrationTest.class);
|
||||||
|
|
||||||
|
private final String SIMPLE_SELL_ORDER = """
|
||||||
|
{
|
||||||
|
"asset": "BTC",
|
||||||
|
"price": 43251.00,
|
||||||
|
"amount": 1.0,
|
||||||
|
"direction": "SELL"
|
||||||
|
}
|
||||||
|
""".stripIndent();
|
||||||
|
|
||||||
|
private final String SIMPLE_BUY_ORDER = """
|
||||||
|
{
|
||||||
|
"asset": "BTC",
|
||||||
|
"price": 43252.00,
|
||||||
|
"amount": 0.25,
|
||||||
|
"direction": "BUY"
|
||||||
|
}
|
||||||
|
""".stripIndent();
|
||||||
|
private final String BTC_SELL_ORDER = """
|
||||||
|
{
|
||||||
|
"asset": "BTC",
|
||||||
|
"price": 40000.00,
|
||||||
|
"amount": 1.0,
|
||||||
|
"direction": "SELL"
|
||||||
|
}
|
||||||
|
""".stripIndent();
|
||||||
|
private final String BTC_BUY_ORDER = """
|
||||||
|
{
|
||||||
|
"asset": "BTC",
|
||||||
|
"price": 40000.00,
|
||||||
|
"amount": 1,
|
||||||
|
"direction": "BUY"
|
||||||
|
}
|
||||||
|
""".stripIndent();
|
||||||
|
private final String SOL_SELL_ORDER = """
|
||||||
|
{
|
||||||
|
"asset": "BTC",
|
||||||
|
"price": 40000.00,
|
||||||
|
"amount": 1.0,
|
||||||
|
"direction": "SELL"
|
||||||
|
}
|
||||||
|
""".stripIndent();
|
||||||
|
private final String SOL_BUY_ORDER = """
|
||||||
|
{
|
||||||
|
"asset": "BTC",
|
||||||
|
"price": 40000.00,
|
||||||
|
"amount": 1,
|
||||||
|
"direction": "BUY"
|
||||||
|
}
|
||||||
|
""".stripIndent();
|
||||||
|
@LocalServerPort
|
||||||
|
private int port;
|
||||||
|
private WebClient client;
|
||||||
|
|
||||||
|
@Before
|
||||||
|
public void setUp() {
|
||||||
|
client = WebClient.builder()
|
||||||
|
.baseUrl("http://localhost:" + port)
|
||||||
|
.defaultHeader(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.build();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void simplePlaceAndGetOrder() {
|
||||||
|
AtomicLong id = new AtomicLong();
|
||||||
|
StepVerifier.create((client.post()
|
||||||
|
.uri("/orders"))
|
||||||
|
.body(Mono.just(SIMPLE_SELL_ORDER), String.class).header(HttpHeaders.CONTENT_TYPE,
|
||||||
|
MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.retrieve().bodyToMono(OrderStatusResponse.class)
|
||||||
|
.doOnNext(or -> id.set(or.getId())))
|
||||||
|
.expectNextMatches(response ->
|
||||||
|
response.getAsset().equals("BTC")
|
||||||
|
&& response.getPrice() == 43251.00
|
||||||
|
&& response.getAmount() == 1.0
|
||||||
|
&& response.getDirection().equals(OrderType.SELL)
|
||||||
|
&& response.getPendingAmount() == 1.0)
|
||||||
|
.verifyComplete();
|
||||||
|
|
||||||
|
StepVerifier.create((client.get()
|
||||||
|
.uri("/orders/" + id + "/"))
|
||||||
|
.header(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.retrieve().bodyToMono(OrderStatusResponse.class))
|
||||||
|
.expectNextMatches(response ->
|
||||||
|
response.getAsset().equals("BTC")
|
||||||
|
&& response.getPrice() == 43251.00
|
||||||
|
&& response.getAmount() == 1.0
|
||||||
|
&& response.getDirection().equals(OrderType.SELL)
|
||||||
|
&& response.getPendingAmount() == 1.0)
|
||||||
|
.verifyComplete();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void simpleCancelOrder() {
|
||||||
|
AtomicLong id = new AtomicLong();
|
||||||
|
StepVerifier.create((client.post()
|
||||||
|
.uri("/orders"))
|
||||||
|
.body(Mono.just(SIMPLE_SELL_ORDER), String.class).header(HttpHeaders.CONTENT_TYPE,
|
||||||
|
MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.retrieve().bodyToMono(OrderStatusResponse.class)
|
||||||
|
.doOnNext(or -> id.set(or.getId())))
|
||||||
|
.expectNextMatches(response ->
|
||||||
|
response.getAsset().equals("BTC")
|
||||||
|
&& response.getPrice() == 43251.00
|
||||||
|
&& response.getAmount() == 1.0
|
||||||
|
&& response.getDirection().equals(OrderType.SELL)
|
||||||
|
&& response.getPendingAmount() == 1.0)
|
||||||
|
.verifyComplete();
|
||||||
|
|
||||||
|
StepVerifier.create((client.post()
|
||||||
|
.uri("/orders/" + id + "/cancel"))
|
||||||
|
.header(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.retrieve().bodyToMono(String.class))
|
||||||
|
.expectNextMatches(response -> response.equals("OK"))
|
||||||
|
.verifyComplete();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void simpleTradeTest() {
|
||||||
|
AtomicLong id = new AtomicLong();
|
||||||
|
AtomicLong id2 = new AtomicLong();
|
||||||
|
StepVerifier.create((client.post()
|
||||||
|
.uri("/orders"))
|
||||||
|
.body(Mono.just(SIMPLE_SELL_ORDER), String.class)
|
||||||
|
.header(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.retrieve().bodyToMono(OrderStatusResponse.class)
|
||||||
|
.doOnNext(or -> id.set(or.getId())))
|
||||||
|
.expectNextMatches(response ->
|
||||||
|
response.getAsset().equals("BTC")
|
||||||
|
&& response.getPrice() == 43251.00
|
||||||
|
&& response.getAmount() == 1.0
|
||||||
|
&& response.getDirection().equals(OrderType.SELL)
|
||||||
|
&& response.getPendingAmount() == 1.0)
|
||||||
|
.verifyComplete();
|
||||||
|
|
||||||
|
StepVerifier.create((client.post()
|
||||||
|
.uri("/orders"))
|
||||||
|
.body(Mono.just(SIMPLE_BUY_ORDER), String.class)
|
||||||
|
.header(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.retrieve().bodyToMono(OrderStatusResponse.class)
|
||||||
|
.doOnNext(or -> id2.set(or.getId())))
|
||||||
|
.expectNextMatches(response ->
|
||||||
|
response.getAsset().equals("BTC")
|
||||||
|
&& response.getPrice() == 43252.00
|
||||||
|
&& response.getAmount() == 0.25
|
||||||
|
&& response.getDirection().equals(OrderType.BUY))
|
||||||
|
.verifyComplete();
|
||||||
|
|
||||||
|
StepVerifier.create((client.get()
|
||||||
|
.uri("/orders/" + id + "/"))
|
||||||
|
.header(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.retrieve().bodyToMono(OrderStatusResponse.class))
|
||||||
|
.expectNextMatches(response ->
|
||||||
|
response.getAsset().equals("BTC")
|
||||||
|
&& response.getPrice() == 43251.00
|
||||||
|
&& response.getAmount() == 1.0
|
||||||
|
&& response.getDirection().equals(OrderType.SELL)
|
||||||
|
&& response.getPendingAmount() == 0.75
|
||||||
|
&& response.getTradesList().stream()
|
||||||
|
.anyMatch(t -> t.getOrderId() == id2.get()
|
||||||
|
&& t.getAmount() == 0.25
|
||||||
|
&& t.getPrice() == 43251.0
|
||||||
|
)
|
||||||
|
)
|
||||||
|
.verifyComplete();
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
public void stressTest() {
|
||||||
|
Mono<OrderStatusResponse> btcSellOrderMono = WebClient.builder()
|
||||||
|
.baseUrl("http://localhost:" + port)
|
||||||
|
.defaultHeader(HttpHeaders.CONTENT_TYPE,
|
||||||
|
MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.build().post()
|
||||||
|
.uri("/orders")
|
||||||
|
.body(Mono.just(BTC_SELL_ORDER), String.class)
|
||||||
|
.header(HttpHeaders.CONTENT_TYPE,
|
||||||
|
MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.retrieve().bodyToMono(OrderStatusResponse.class).timeout(
|
||||||
|
Duration.ofSeconds(1));
|
||||||
|
|
||||||
|
Mono<OrderStatusResponse> btcBuyOrderMono = WebClient.builder()
|
||||||
|
.baseUrl("http://localhost:" + port)
|
||||||
|
.defaultHeader(HttpHeaders.CONTENT_TYPE,
|
||||||
|
MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.build().post()
|
||||||
|
.uri("/orders")
|
||||||
|
.body(Mono.just(BTC_BUY_ORDER), String.class)
|
||||||
|
.header(HttpHeaders.CONTENT_TYPE,
|
||||||
|
MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.retrieve().bodyToMono(OrderStatusResponse.class)
|
||||||
|
.subscribeOn(Schedulers.boundedElastic()).timeout(
|
||||||
|
Duration.ofSeconds(1));
|
||||||
|
|
||||||
|
Mono<OrderStatusResponse> solSellOrderMono = WebClient.builder()
|
||||||
|
.baseUrl("http://localhost:" + port)
|
||||||
|
.defaultHeader(HttpHeaders.CONTENT_TYPE,
|
||||||
|
MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.build().post()
|
||||||
|
.uri("/orders")
|
||||||
|
.body(Mono.just(SOL_SELL_ORDER), String.class)
|
||||||
|
.header(HttpHeaders.CONTENT_TYPE,
|
||||||
|
MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.retrieve().bodyToMono(OrderStatusResponse.class)
|
||||||
|
.subscribeOn(Schedulers.boundedElastic()).timeout(
|
||||||
|
Duration.ofSeconds(1));
|
||||||
|
|
||||||
|
Mono<OrderStatusResponse> solBuyOrderMono = WebClient.builder()
|
||||||
|
.baseUrl("http://localhost:" + port)
|
||||||
|
.defaultHeader(HttpHeaders.CONTENT_TYPE,
|
||||||
|
MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.build().post()
|
||||||
|
.uri("/orders")
|
||||||
|
.body(Mono.just(SOL_BUY_ORDER), String.class)
|
||||||
|
.header(HttpHeaders.CONTENT_TYPE,
|
||||||
|
MediaType.APPLICATION_JSON_VALUE)
|
||||||
|
.retrieve().bodyToMono(OrderStatusResponse.class)
|
||||||
|
.subscribeOn(Schedulers.boundedElastic()).timeout(
|
||||||
|
Duration.ofSeconds(1));
|
||||||
|
|
||||||
|
Flux<OrderStatusResponse> buySellAll = Flux.merge(btcBuyOrderMono,
|
||||||
|
solSellOrderMono,
|
||||||
|
btcSellOrderMono,
|
||||||
|
solBuyOrderMono);
|
||||||
|
|
||||||
|
//16 threads
|
||||||
|
//2 district asset
|
||||||
|
//2 operations per asset (BUY/SELL)
|
||||||
|
//executed 1000 times
|
||||||
|
//total 4000 operations
|
||||||
|
Duration duration = StepVerifier.create(Flux.range(0, 1000).flatMap(unused -> buySellAll, 16))
|
||||||
|
.expectNextCount(4000)
|
||||||
|
.verifyComplete();
|
||||||
|
|
||||||
|
logger.info("Stress test took: {} ms", duration.toMillis());
|
||||||
|
logger.info("Average: {} ms / end to end rest call", duration.toMillis() / 4000);
|
||||||
|
}
|
||||||
|
}
|
||||||
Reference in New Issue
Block a user