Issue 981 send to market for basket trades fake oms (#986)

* #981 Added first cut of the OmsApi into example code.

* #981 Added first cut of the OmsApi into example code.

* #981 Added first test of send basket to market

* #981 Added first cut of the OmsApi into example code.

* #981 Added small fixes for basket service

* #981 Added first working version of the happy acker

* #981 fixed bug in Happy Acker with totalFileldQty.

* #981 Added better fill model logic

* #981 disabled semgrep warning, as demo is deliberately predictable on random

.semgrepignore

@@ -27,3 +27,4 @@ vuu-ui/showcase/scripts/build.mjs
 vuu-ui/showcase/scripts/parse-stories.mjs
 vuu-ui/showcase/scripts/utils.mjs
 vuu-ui/scripts/utils.mjs
+example/order/src/main/scala/org/finos/vuu/order/oms/impl/InMemOmsApi.scala

example/basket/src/main/scala/org/finos/vuu/core/module/basket/BasketModule.scala

@@ -8,6 +8,7 @@ import org.finos.vuu.core.module.basket.service.{BasketService, BasketTradingCon
 import org.finos.vuu.core.module.price.PriceModule
 import org.finos.vuu.core.module.{DefaultModule, ModuleFactory, TableDefContainer, ViewServerModule}
 import org.finos.vuu.core.table.Columns
+import org.finos.vuu.order.oms.OmsApi
 
 object BasketModule extends DefaultModule {
 
@@ -19,7 +20,7 @@ object BasketModule extends DefaultModule {
  final val BasketTradingConstituentTable = "basketTradingConstituent"
  final val BasketTradingConstituentJoin = "basketTradingConstituentJoin"
 
- def apply()(implicit clock: Clock, lifecycle: LifecycleContainer, tableDefContainer: TableDefContainer): ViewServerModule = {
+ def apply(omsApi: OmsApi)(implicit clock: Clock, lifecycle: LifecycleContainer, tableDefContainer: TableDefContainer): ViewServerModule = {
 
  import org.finos.vuu.core.module.basket.BasketModule.{BasketColumnNames => B, BasketConstituentColumnNames => BC, BasketTradingColumnNames => BT, BasketTradingConstituentColumnNames => BTC, PriceStrategy => PS}
 
@@ -36,15 +37,16 @@ object BasketModule extends DefaultModule {
  (table, _) => new BasketProvider(table),
  (table, _, _, tableContainer) => ViewPortDef(
  columns = table.getTableDef.columns,
- service = new BasketService(table, tableContainer)
+ service = new BasketService(table, tableContainer, omsApi)
  )
  )
  .addTable(
  TableDef(
  name = BasketConstituentTable,
  keyField = BC.RicBasketId,
- columns = Columns.fromNames(BC.RicBasketId.string(), BC.Ric.string(), BC.BasketId.string(), BC.Weighting.double(), BC.LastTrade.string(), BC.Change.string(),
- BC.Volume.string(), BC.Side.string(), BC.Description.string()), // we can join to instruments and other tables to get the rest of the data.....
+ columns = Columns.fromNames(BC.RicBasketId.string(), BC.Ric.string(), BC.BasketId.string(),
+ BC.Weighting.double(), BC.LastTrade.string(), BC.Change.string(),
+ BC.Volume.string(), BC.Side.string(), BC.Description.string()), // we can join to instruments and other tables to get the rest of the data.....
  VisualLinks(),
  joinFields = BC.RicBasketId, BC.Ric
  ),
@@ -54,14 +56,17 @@ object BasketModule extends DefaultModule {
  TableDef(
  name = BasketTradingTable,
  keyField = BT.InstanceId,
- columns = Columns.fromNames(BT.InstanceId.string(), BT.BasketId.string(), BT.BasketName.string(), BT.Status.string(), BT.Units.int(), BT.FilledPct.double(), BT.FxRateToUsd.double(), BT.TotalNotional.double(), BT.TotalNotionalUsd.double(), BT.Side.string()), // we can join to instruments and other tables to get the rest of the data.....
+ columns = Columns.fromNames(BT.InstanceId.string(), BT.BasketId.string(), BT.BasketName.string(),
+ BT.Status.string(), BT.Units.int(), BT.FilledPct.double(), BT.FxRateToUsd.double(),
+ BT.TotalNotional.double(), BT.TotalNotionalUsd.double(), BT.Side.string()
+ ), // we can join to instruments and other tables to get the rest of the data.....
  VisualLinks(),
  joinFields = BT.BasketId
  ),
  (table, vs) => new BasketTradingProvider(table, vs.tableContainer),
  (table, _, _, tableContainer) => ViewPortDef(
  columns = table.getTableDef.columns,
- service = new BasketTradingService(table, tableContainer)
+ service = new BasketTradingService(table, tableContainer, omsApi)
  )
  )
  .addTable(
@@ -77,14 +82,16 @@ object BasketModule extends DefaultModule {
  BTC.Algo.string(), BTC.AlgoParams.string(),
  BTC.PctFilled.double(), BTC.Weighting.double(),
  BTC.PriceSpread.int(),
- BTC.LimitPrice.double()
+ BTC.LimitPrice.double(),
+ BTC.FilledQty.long(),
+ BTC.OrderStatus.string()
  ),// we can join to instruments and other tables to get the rest of the data.....
  VisualLinks(
  Link(BTC.InstanceId, BasketTradingTable, BT.InstanceId),
  ),
  joinFields = BTC.InstanceIdRic, BTC.Ric
  ),
- (table, vs) => new NullProvider(table),
+ (table, vs) => new BasketTradingConstituentProvider(table, omsApi),
  (table, _, _, tableContainer) => ViewPortDef(
  columns = table.getTableDef.columns,
  service = new BasketTradingConstituentService(table, tableContainer)
@@ -192,6 +199,8 @@ object BasketModule extends DefaultModule {
  final val PctFilled = "pctFilled"
  final val Weighting = "weighting"
  final val PriceSpread = "priceSpread"
+ final val OrderStatus = "orderStatus"
+ final val FilledQty = "filledQty"
  }
 
  object Sides{

example/basket/src/main/scala/org/finos/vuu/core/module/basket/provider/BasketTradingConstituentProvider.scala

@@ -0,0 +1,39 @@
+package org.finos.vuu.core.module.basket.provider
+
+import org.finos.toolbox.lifecycle.LifecycleContainer
+import org.finos.toolbox.thread.LifeCycleRunner
+import org.finos.toolbox.time.Clock
+import org.finos.vuu.core.module.basket.service.OrderStates
+import org.finos.vuu.core.table.{DataTable, RowWithData}
+import org.finos.vuu.order.oms._
+import org.finos.vuu.provider.DefaultProvider
+
+class BasketTradingConstituentProvider(val table: DataTable, val omsApi: OmsApi)(implicit lifecycle: LifecycleContainer, clock: Clock) extends DefaultProvider {
+
+ private val runner = new LifeCycleRunner("TradingConsProviderRunner", runOnce, 50L)
+
+ import org.finos.vuu.core.module.basket.BasketModule.{BasketTradingConstituentColumnNames => BTC}
+
+ omsApi.addListener(new OmsListener {
+ override def onAck(ack: Ack): Unit = {
+ table.processUpdate(ack.clientOrderId, RowWithData(ack.clientOrderId, Map[String, Any](BTC.InstanceIdRic -> ack.clientOrderId,
+ BTC.OrderStatus -> OrderStates.ACKED)),clock.now())
+ }
+ override def onCancelAck(ack: CancelAck): Unit = ???
+ override def onReplaceAck(ack: ReplaceAck): Unit = ???
+ override def onFill(fill: Fill): Unit = {
+ val state = if(fill.orderQty == fill.totalFilledQty) OrderStates.FILLED else OrderStates.ACKED
+ table.processUpdate(fill.clientOrderId,
+ RowWithData(fill.clientOrderId, Map[String, Any](BTC.InstanceIdRic -> fill.clientOrderId,
+ BTC.FilledQty -> fill.totalFilledQty, BTC.OrderStatus -> state))
+ ,clock.now())
+ }
+ })
+
+ def runOnce(): Unit = {
+ omsApi.runOnce()
+ }
+
+
+ override val lifecycleId: String = "org.finos.vuu.core.module.basket.provider.BasketTradingConstituentProvider#" + hashCode()
+}

example/basket/src/main/scala/org/finos/vuu/core/module/basket/service/BasketService.scala

@@ -8,6 +8,7 @@ import org.finos.vuu.core.module.basket.service.BasketService.counter
 import org.finos.vuu.core.table.{DataTable, RowData, RowWithData, TableContainer}
 import org.finos.vuu.net.rpc.{EditRpcHandler, RpcHandler}
 import org.finos.vuu.net.{ClientSessionId, RequestContext}
+import org.finos.vuu.order.oms.{NewOrder, OmsApi}
 import org.finos.vuu.viewport._
 
 import java.util.concurrent.atomic.AtomicInteger
@@ -20,9 +21,7 @@ trait BasketServiceIF{
  def createBasket(basketKey: String, name: String)(ctx: RequestContext): ViewPortAction
 }
 
-class BasketService(val table: DataTable, val tableContainer: TableContainer)(implicit clock: Clock) extends RpcHandler with BasketServiceIF with StrictLogging {
-
-//private val counter = new AtomicInteger(0)
+class BasketService(val table: DataTable, val tableContainer: TableContainer, val omsApi: OmsApi)(implicit clock: Clock) extends RpcHandler with BasketServiceIF with StrictLogging {
 
  import org.finos.vuu.core.module.basket.BasketModule.{BasketConstituentColumnNames => BC, BasketTradingColumnNames => BT, BasketTradingConstituentColumnNames => BTC}
 
@@ -49,6 +48,8 @@ class BasketService(val table: DataTable, val tableContainer: TableContainer)(im
  BTC.Weighting -> weighting,
  BTC.PriceStrategyId -> 2,
  BTC.Algo -> -1,
+ BTC.OrderStatus -> OrderStates.PENDING,
+ BTC.FilledQty -> 0
  ))
  }
 
@@ -73,6 +74,7 @@ class BasketService(val table: DataTable, val tableContainer: TableContainer)(im
  createBasketInternal(basketKey, name, ctx.session)
  }
 
+
  private def createBasketInternal(basketKey: String, name: String, sessionId: ClientSessionId): ViewPortAction = {
 
  val constituents = getConstituentsForBasketKey(basketKey)

example/basket/src/main/scala/org/finos/vuu/core/module/basket/service/BasketTradingConstituentService.scala

@@ -6,6 +6,7 @@ import org.finos.vuu.core.module.basket.BasketModule.BasketTradingConstituentCol
 import org.finos.vuu.core.table.{DataTable, RowWithData, TableContainer}
 import org.finos.vuu.net.ClientSessionId
 import org.finos.vuu.net.rpc.{EditRpcHandler, RpcHandler}
+import org.finos.vuu.order.oms.OmsApi
 import org.finos.vuu.viewport._
 
 class BasketTradingConstituentService(val table: DataTable, val tableContainer: TableContainer)(implicit clock: Clock) extends RpcHandler with EditRpcHandler with StrictLogging {

example/basket/src/main/scala/org/finos/vuu/core/module/basket/service/BasketTradingService.scala

@@ -2,19 +2,56 @@ package org.finos.vuu.core.module.basket.service
 
 import com.typesafe.scalalogging.StrictLogging
 import org.finos.toolbox.time.Clock
+import org.finos.vuu.core.module.basket.BasketModule
 import org.finos.vuu.core.module.basket.BasketModule.{BasketTradingConstituentTable, Sides}
 import org.finos.vuu.core.table.{DataTable, RowWithData, TableContainer}
-import org.finos.vuu.net.ClientSessionId
 import org.finos.vuu.net.rpc.{EditRpcHandler, RpcHandler}
-import org.finos.vuu.viewport.{ViewPort, ViewPortAddRowAction, ViewPortDeleteCellAction, ViewPortDeleteRowAction, ViewPortEditAction, ViewPortEditCellAction, ViewPortEditRowAction, ViewPortEditSuccess, ViewPortFormCloseAction, ViewPortFormSubmitAction}
-
-trait BasketTradingServiceIF extends EditRpcHandler{
+import org.finos.vuu.net.{ClientSessionId, RequestContext}
+import org.finos.vuu.order.oms.{NewOrder, OmsApi}
+import org.finos.vuu.viewport._
 
+trait BasketTradingServiceIF extends EditRpcHandler {
+ def sendToMarket(basketInstanceId: String)(ctx: RequestContext): ViewPortAction
 }
 
-class BasketTradingService(val table: DataTable, val tableContainer: TableContainer)(implicit clock: Clock) extends RpcHandler with BasketTradingServiceIF with StrictLogging {
+class BasketTradingService(val table: DataTable, val tableContainer: TableContainer, val omsApi: OmsApi)(implicit clock: Clock) extends RpcHandler with BasketTradingServiceIF with StrictLogging {
+
+ import org.finos.vuu.core.module.basket.BasketModule.{BasketTradingColumnNames => BT, BasketTradingConstituentColumnNames => BTC}
+
+ /**
+ * Send basket to market
+ */
+ override def sendToMarket(name: String)(ctx: RequestContext): ViewPortAction = {
+ val tableRow = table.asTable.pullRow(name)
+
+ logger.info("Sending basket to market:" + name + " (row:" + tableRow + ")")
+
+ val tradingConsTable = tableContainer.getTable(BasketModule.BasketTradingConstituentTable)
+
+ val constituents = tradingConsTable.primaryKeys.toList
+ .map(tradingConsTable.pullRow)
+ .filter(_.get(BTC.InstanceId) == name)
+
+ constituents.foreach(constituentRow => {
+
+ val quantity = constituentRow.get(BTC.Quantity).asInstanceOf[Long]
+ val symbol = constituentRow.get(BTC.Ric).toString
+ val price = constituentRow.get(BTC.LimitPrice).asInstanceOf[Double]
+ val instanceIdRic = constituentRow.get(BTC.InstanceIdRic).toString
+ val side = constituentRow.get(BTC.Side).toString
+
+ val nos = NewOrder(side, symbol, quantity, price, instanceIdRic)
 
- import org.finos.vuu.core.module.basket.BasketModule.{BasketConstituentColumnNames => BC, BasketTradingColumnNames => BT, BasketTradingConstituentColumnNames => BTC}
+ logger.info(s"Sending constituent to market $nos")
+
+ omsApi.createOrder(nos)
+ })
+
+ table.processUpdate(name, RowWithData(name,
+ Map(BT.InstanceId -> name, BT.Status -> BasketStates.ON_MARKET)), clock.now())
+
+ ViewPortEditSuccess()
+ }
 
  private def onEditCell(key: String, columnName: String, data: Any, vp: ViewPort, session: ClientSessionId): ViewPortEditAction = {
  logger.info("Changing cell value for key:" + key + "(" + columnName + ":" + data + ")")
@@ -24,11 +61,11 @@ class BasketTradingService(val table: DataTable, val tableContainer: TableContai
  case BT.Units =>
  val constituentTable = tableContainer.getTable(BasketTradingConstituentTable)
  val constituents = constituentTable.primaryKeys.map(key => constituentTable.pullRow(key)).filter(_.get(BTC.InstanceId) == key)
- constituents.foreach( row => {
-  val unitsAsInt = data.asInstanceOf[Int]
-  val weighting = row.get(BTC.Weighting)
-  val quantity = (weighting.asInstanceOf[Double] * unitsAsInt).toLong
-  constituentTable.processUpdate(row.key(), RowWithData(row.key(), Map(BTC.InstanceIdRic -> row.key(), BTC.Quantity -> quantity)), clock.now())
+ constituents.foreach(row => {
+ val unitsAsInt = data.asInstanceOf[Int]
+ val weighting = row.get(BTC.Weighting)
+ val quantity = (weighting.asInstanceOf[Double] * unitsAsInt).toLong
+ constituentTable.processUpdate(row.key(), RowWithData(row.key(), Map(BTC.InstanceIdRic -> row.key(), BTC.Quantity -> quantity)), clock.now())
  })
  case BT.Side =>
  val constituentTable = tableContainer.getTable(BasketTradingConstituentTable)
@@ -46,18 +83,21 @@ class BasketTradingService(val table: DataTable, val tableContainer: TableContai
  }
 
  ViewPortEditSuccess()
- }
+ }
+
  override def deleteRowAction(): ViewPortDeleteRowAction = ???
 
  override def deleteCellAction(): ViewPortDeleteCellAction = ???
 
  override def addRowAction(): ViewPortAddRowAction = ???
 
  override def editCellAction(): ViewPortEditCellAction = ViewPortEditCellAction("", onEditCell)
+
  override def editRowAction(): ViewPortEditRowAction = ???
 
  override def onFormSubmit(): ViewPortFormSubmitAction = ???
 
  override def onFormClose(): ViewPortFormCloseAction = ???
 
+
 }

example/basket/src/main/scala/org/finos/vuu/core/module/basket/service/OrderStates.scala

@@ -0,0 +1,13 @@
+package org.finos.vuu.core.module.basket.service
+
+object OrderStates {
+ final val PENDING = "PENDING"
+ final val ACKED = "ACKED"
+ final val CANCELLED = "CANCELLED"
+ final val FILLED = "FILLED"
+}
+
+object BasketStates{
+ final val OFF_MARKET = "OFF_MARKET"
+ final val ON_MARKET = "ON_MARKET"
+}

example/basket/src/test/scala/org/finos/vuu/core/module/basket/BasketCreateTest.scala

@@ -8,6 +8,7 @@ import org.finos.vuu.core.module.TableDefContainer
 import org.finos.vuu.core.module.basket.service.{BasketServiceIF, BasketTradingServiceIF}
 import org.finos.vuu.core.module.price.PriceModule
 import org.finos.vuu.core.table.TableTestHelper.combineQs
+import org.finos.vuu.order.oms.OmsApi
 import org.finos.vuu.test.VuuServerTestCase
 import org.finos.vuu.util.table.TableAsserts.assertVpEq
 import org.scalatest.prop.Tables.Table
@@ -23,9 +24,11 @@ class BasketCreateTest extends VuuServerTestCase {
  implicit val tableDefContainer: TableDefContainer = new TableDefContainer(Map())
  implicit val metricsProvider: MetricsProvider = new MetricsProviderImpl
 
+ val omsApi = OmsApi()
+
  import BasketModule.{BasketTradingColumnNames => BT, _}
 
- withVuuServer(PriceModule(), BasketModule()) {
+ withVuuServer(PriceModule(), BasketModule(omsApi)) {
  vuuServer =>
 
  vuuServer.login("testUser", "testToken")