Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Approvedpush 20241205 basket off #1090

Merged
merged 10 commits into from
Dec 29, 2023
Merged

Approvedpush 20241205 basket off #1090

Changes from 1 commit
Commits
Show all changes
10 commits
Select commit Hold shift + click to select a range
5b61a39
#1025 updating internal order state's state when processing fill
naleeha Nov 28, 2023
f52d917
#1025 implementing taking basket trade off the market
naleeha Nov 28, 2023
807c4c8
#1025 using MAX_FILL_TIME_MS when generating random next event time
naleeha Nov 28, 2023
4462484
#1025 updated basket send to market test to include taking off the ma…
naleeha Dec 1, 2023
a31d9ed
#1027 fix for where basket constituent is not sorting
naleeha Nov 28, 2023
d564d41
#1036 adding equals and hashcode override methods to be able to comp…
naleeha Dec 5, 2023
5019ce6
#1010 correcting name of RPC response message
naleeha Dec 6, 2023
3e293cf
#980 adding description to the new constituent on basket trading
naleeha Dec 6, 2023
93489ef
#1059 removed the redundant sides constants and made buy and sell all…
naleeha Dec 7, 2023
06c702b
#989 fixed some of the merge issues
chrisjstevo Dec 29, 2023
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
Next Next commit
#1025 updating internal order state's state when processing fill
  • Loading branch information
@naleeha @chrisjstevo
naleeha authored and chrisjstevo committed Dec 29, 2023
commit 5b61a39bd487311f520bcdf02a4df573a6bdf9f3
8 changes: 5 additions & 3 deletions example/order/src/main/scala/org/finos/vuu/order/oms/impl/InMemOmsApi.scala
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -58,9 +58,11 @@ class InMemOmsApi(implicit val clock: Clock) extends OmsApi {
orderstate.copy(state = States.ACKED, nextEventTime = clock.now() + random.between(1000, MaxTimes.MAX_FILL_TIME_MS), orderId = orderId)
case 'A' =>
val remainingQty = orderstate.qty - orderstate.filledQty
val fillQty = if(remainingQty > 1) random.between(1, orderstate.qty - orderstate.filledQty) else 1
listeners.foreach(_.onFill(Fill(orderstate.orderId, fillQty, orderstate.price, orderstate.clientOrderId, orderstate.filledQty + fillQty, orderstate.qty)))
orderstate.copy(filledQty = orderstate.filledQty + fillQty, nextEventTime = clock.now() + random.between(1000, 5000))
val fillQty = if(remainingQty > 1) random.between(1, remainingQty) else 1
val totalFilledQty = orderstate.filledQty + fillQty
val state = if( orderstate.qty == totalFilledQty) States.FILLED else States.ACKED
listeners.foreach(_.onFill(Fill(orderstate.orderId, fillQty, orderstate.price, orderstate.clientOrderId, totalFilledQty, orderstate.qty)))
orderstate.copy(state = state, filledQty = totalFilledQty, nextEventTime = clock.now() + random.between(1000, 5000))
case _ =>
orderstate
}
Expand Down